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Create Epsilon-First Bandit endpoint #335

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norases opened this issue Jul 28, 2014 · 0 comments · Fixed by #350
Closed

Create Epsilon-First Bandit endpoint #335

norases opened this issue Jul 28, 2014 · 0 comments · Fixed by #350

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@norases
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norases commented Jul 28, 2014

Expanding on #255:

T is the total number of samples (#to sample + #sampled)

sampled is calculated by summing up total from each arm sampled.

REST endpoint
url/bandit/epsilon

Request:
{
"subtype": "first",
"historical_info": {
"arms_sampled": {
"arm1": {"win": 20, "loss": 5, "total": 25},
"arm2": {"win": 20, "loss": 10, "total": 30},
"arm3": {"win": 0, "loss": 0, "total": 0},
},
},
"hyperparameter_info": {
"epsilon": 0.05,
"T": 100,
},
}

Response:
{
"arms": {
"arm1": 0.95,
"arm2": 0.025,
"arm3": 0.025,
}
"winner": "arm1",
}

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