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Implementations | ||
=============== | ||
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| Package | Description | Spec | | ||
| :------ | :---------- | :--- | | ||
| [egreedy](https://www.npmjs.com/package/egreedy) | An epsilon-greedy multi-armed bandit algorithm | 2.0 | | ||
| [softmax](https://www.npmjs.com/package/softmax) | An annealing softmax multi-armed bandit algorithm | 2.0 | | ||
| [ucb](https://www.npmjs.com/package/ucb) | An upper confidence bound multi-armed bandit algorithm | 2.0 | |
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Copyright (c) 2015 - Present, Kurt Ericson | ||
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Permission to use, copy, modify, and/or distribute this software for any | ||
purpose with or without fee is hereby granted, provided that the above | ||
copyright notice and this permission notice appear in all copies. | ||
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THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES | ||
WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF | ||
MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR | ||
ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES | ||
WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN | ||
ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF | ||
OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE. |
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# banditlab-spec | ||
Open specification for Node.js module implementing multi-armed bandit optimization algorithms | ||
Specification | ||
============= | ||
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**This document details an open specification for [node modules](https://nodejs.org) implementing [multi-armed bandit optimization algorithms](https://en.wikipedia.org/wiki/Multi-armed_bandit) via a minimal yet flexible interface.** | ||
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## API | ||
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### `Algorithm(config = {})` | ||
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The module must export a constructor function. The constructor must accept a `config` argument containing key-value pairs to use while instantiating the algorithm. The algorithm must accept a valid `state` object (e.g. as generated by `Algorithm#serialize`) as `config`. The constructor must synchronously return an instance of the algorithm. | ||
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The algorithm may provide default values for required `config` parameters. If a required parameter is missing from `config` or if a parameter is invalid (e.g. outside an expected range), a **synchronous** error should be thrown. | ||
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```js | ||
/** | ||
* Create an instance of the multi-armed bandit optimization algorithm. | ||
* | ||
* @constructor | ||
* @param {Object} config Key-value pairs for algorithm setup or state restoration | ||
* @returns {Object} algorithm Optimizer instance. | ||
*/ | ||
function Algorithm (config) { | ||
... | ||
} | ||
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module.exports = Algorithm; | ||
``` | ||
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### `Algorithm#select([params = {}])` | ||
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Execute the implemented algorithm to determine which arm should be played next. This method returns a promise that resolves to the index of the chosen arm. The returned promise may be rejected with an error. A rejection must occur if the current state is invalid. | ||
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```js | ||
/** | ||
* Select an arm using the implemented algorithm. | ||
* | ||
* @async | ||
* @instance | ||
* @param {Object} [params] Key-value pairs for external context. | ||
* @returns {Number} arm The integer index of the selected arm. | ||
*/ | ||
this.select (params) { | ||
return new Promise(function (resolve, reject) { | ||
... | ||
resolve(arm); | ||
}); | ||
} | ||
``` | ||
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### `Algorithm#reward(arm, reward)` | ||
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Update the implemented algorithm with the result of an observed round. This method returns a promise that resolves the updated algorithm including any internal state updates made during reward processing. The returned promise may be rejected with an error. | ||
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```js | ||
/** | ||
* Update the implemented algorithm with an observed reward. | ||
* | ||
* @async | ||
* @instance | ||
* @param {Number} arm The integer index of the selected arm. | ||
* @param {Number} reward The payoff received by playing the arm. | ||
* @returns {Object} algorithm Updated instance of the invoked algorithm. | ||
*/ | ||
this.reward (arm, reward) { | ||
var self = this; | ||
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return new Promise(function (resolve, reject) { | ||
... | ||
resolve(self); | ||
}); | ||
} | ||
``` | ||
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### `Algorithm#serialize()` | ||
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Convert algorithm state into a plain object for external storage. This method returns a promise that resolves to the serialized state. The returned promise may be rejected with an error. | ||
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```js | ||
/** | ||
* Serialize algorithm state into plain object. | ||
* | ||
* @async | ||
* @instance | ||
* @returns {Object} state The serialized state of the implemented algorithm. | ||
*/ | ||
this.serialize () { | ||
return new Promise(function (resolve, reject) { | ||
... | ||
resolve(state); | ||
}); | ||
} | ||
``` | ||
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## Versions | ||
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This specification uses [semantic versioning](http://semver.org). The target API may change as implemented algorithms introduce common requirements. Breaking and backward-incompatible changes will be introduced only after sincere debate and discussion among implementers. | ||
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**Changelog** | ||
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| Version | Description | Status | | ||
| :------ | :-------------- | :----- | | ||
| 1.0.0 | Clarifications to specification examples | Final | | ||
| 1.0.1 | Clarifications to specification examples | Final | | ||
| 2.0.0 | `Algorithm#reward` resolves to `this`; `Algorithm` constructor supports `state` | Final | | ||
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## Conforming implementations | ||
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Please see the [implementations](IMPLEMENTATIONS.md) list. |