This project aims to implement those algorithms from different papers related to online learning (Updating). I am a fresh player on this topic. I would use this project the trace my study on online learning. And I sincerely wish this project can also help you better understand those online learning algorithms. Communication is also welcome.
This project only includes the reproduction of the most simple numeric experiments mentioned in these papers
Ide
- jupyter notebook
Following folders contain the code and the description of corresponding papers, with further details and description
A method for generating uniformly distributed points on N-dimensional spheres.pdf: This paper show us how to generate uniformly distributed points on a N-dimension ball. Its conclusion can be used to generate context in each round.
"Ferrira-et-al-2018-Thompson_Sampling": https://proceedings.mlr.press/v49/agrawal16.html
"Zhang-et-al-2020-Neural_Thompson_sampling": http://arxiv.org/abs/2010.00827
"Zhou-et-al-2020-Neural_UCB_Exploration": http://arxiv.org/abs/1911.04462
"Jun-Nowak-2016-Anytime_Exploration_Best_Arm_Identification": https://proceedings.mlr.press/v48/jun16.html
"Karnin-Koren-Somekh-2013-Almost_Optimal_Exploration_Best_Arm_Identification": http://proceedings.mlr.press/v28/karnin13.pdf
"Abbasi-yadkori-et-al-Improved Algorithms for Linear Stochastic Bandits": https://papers.nips.cc/paper/2011/hash/e1d5be1c7f2f456670de3d53c7b54f4a-Abstract.html
"Jamieson-Nowak-2014-Best-arm-identification-algorithms-for-multi-armed-bandits-in-the-fixed-confidence-setting": http://ieeexplore.ieee.org/document/6814096/
"Badanidiyuru-et-al-2013-Bandits_with_Knapsacks": http://arxiv.org/abs/1305.2545
"Agrawal-et-al-2014-A_Dynamic_Near-Optimal_Algorithm_for_Online_Linear_Programming": https://pubsonline.informs.org/doi/abs/10.1287/opre.2014.1289
"David-Xu-Bypassing_the_Monster_A_Faster_and_Simpler_Optimal_Algorithm_for_Contextual_Bandits_under_Realizability": https://papers.ssrn.com/abstract=3562765
"Garivier-Kaufmann-Optimal-Best-Arm-Identification-with-Fixed-Confidence": https://arxiv.org/abs/1602.04589
"Wu-et-al-2016-Conservative_Bandits": http://arxiv.org/abs/1602.04282
LI ZITIAN: lizitian@u.nus.edu