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Implement RR-SW-UCB# and SW-DLP from paper arXiv:1812.05165 #169

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Naereen opened this issue Dec 17, 2018 · 0 comments
Open
5 tasks

Implement RR-SW-UCB# and SW-DLP from paper arXiv:1812.05165 #169

Naereen opened this issue Dec 17, 2018 · 0 comments
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multi-player For multi-player bandits simulations new algo I have to implement a new algorithm! Yay! non-stationary For non-stationary bandits simulations

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@Naereen
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Naereen commented Dec 17, 2018

For non-stationary multi-player bandits, the following reference introduce the awesome LM-DSEE and SW-UCB# algorithms: ["On Distributed Multi-player Multi-Armed Bandit Problems in Abruptly Changing Environment", by Lai Wei, Vaibhav Srivastava, 2018, arXiv:1812.05165]. Cf. #183

I need to:

  • Write the RR-SW-UCB# algorithm!
  • Write the SW-DLP algorithm!
  • Implement it in a very generic way, as children of BaseWrapperPolicy, so any index policy can directly be used and not just UCB!
  • Test it on simple problems, and check what the authors claim in their paper,
  • Compare them with Selfish+SW-UCB# or MCTopM+SW-UCB# (or any efficient non stationary bandit algorithms)
@Naereen Naereen added new algo I have to implement a new algorithm! Yay! multi-player For multi-player bandits simulations non-stationary For non-stationary bandits simulations labels Dec 17, 2018
@Naereen Naereen self-assigned this Dec 17, 2018
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Labels
multi-player For multi-player bandits simulations new algo I have to implement a new algorithm! Yay! non-stationary For non-stationary bandits simulations
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