EpsilonGreedy¶

$$\varepsilon$$-greedy bandit policy.

Performs arm selection by using an $$\varepsilon$$-greedy bandit strategy. An arm is selected at each step. The best arm is selected (1 - $$\varepsilon$$)% of the time.

Selection bias is a common problem when using bandits. This bias can be mitigated by using burn-in phase. Each model is given the chance to learn during the first burn_in steps.

Parameters¶

• epsilon

Typefloat

The probability of exploring.

• decay

Default0.0

The decay rate of epsilon.

• reward_obj

DefaultNone

The reward object used to measure the performance of each arm. This can be a metric, a statistic, or a distribution.

• burn_in

Default0

The number of steps to use for the burn-in phase. Each arm is given the chance to be pulled during the burn-in phase. This is useful to mitigate selection bias.

• seed

Typeint | None

DefaultNone

Random number generator seed for reproducibility.

Attributes¶

• current_epsilon

The value of epsilon after factoring in the decay rate.

• ranking

Return the list of arms in descending order of performance.

Examples¶

import gym
from river import bandit
from river import stats

env = gym.make(
'river_bandits/CandyCaneContest-v0'
)
_ = env.reset(seed=42)
_ = env.action_space.seed(123)

policy = bandit.EpsilonGreedy(epsilon=0.9, seed=101)

metric = stats.Sum()
while True:
arm = policy.pull(range(env.action_space.n))
observation, reward, terminated, truncated, info = env.step(arm)
policy = policy.update(arm, reward)
metric = metric.update(reward)
if terminated or truncated:
break

metric

Sum: 775.


Methods¶

pull

Pull arm(s).

This method is a generator that yields the arm(s) that should be pulled. During the burn-in phase, all the arms that have not been pulled enough times are yielded. Once the burn-in phase is over, the policy is allowed to choose the arm(s) that should be pulled. If you only want to pull one arm at a time during the burn-in phase, simply call next(policy.pull(arms)).

Parameters

• arm_ids'list[ArmID]'

Returns

ArmID: A single arm.

update

Update an arm's state.

Parameters

• arm_id
• reward_args
• reward_kwargs