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A mulitarmed bandit to A/B test go projects, or other languages via an HTTP API. It uses a log based data flow. Based on John Myles Whites' book "Bandit Algorithms for Website Optimization"
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README.md
bandit.go
bandit_test.go
counters.go
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helpers_test.go
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snapshot.go
snapshot_test.go

README.md

Bandit

Build Status Coverage Status

A mulitarmed bandit to A/B test go projects, or other languages via an HTTP API. It uses a log-based data flow. Based on John Myles White's Bandit Algorithms for Website Optimization. Full documentation is available on godoc.

You can see a general introduction to Multiarmed Bandits here.

Build bandit with make. You need go >= 1.1.1..

Data Flow

A bandit instance is embedded into e.g. an HTTP server. Incoming requests select a variation from an experiment, and then log that selection. Subsequent positive feedback from that selection, e.g. a click, is also logged.

Periodically, bandit-job aggregates selections and rewards from the logs, re- calculates variation distribution, and emits a snapshot file to some shared storage. The bandit polls for updates to that snapshot file and hot-reloads the distribution on change.

+----------+           +----------+                +------------+
| Bandit   |--select-->| Log      |- - periodic - >| bandit-job |
| instance |--reward-->| storage  |                |            |
+----------+           +----------+                +------------+
     ^                                                    |
     |                 +----------+                       |
     '---------poll----| Snapshot |<----------------------'
                       +----------+

bandit-job expects log lines in the following format:

1379257984 BanditSelection shape-20130822:1:8932478932
1379257987 BanditReward shape-20130822:1:8932478932 0.000000

Notice that the reward line includes the variation tag. It is up to you to transport this tag through your system.

Types

A Strategy is used to select arms and update arms with reward information:

type Strategy interface {
  SelectArm() int
  Update(arm int, reward float64)
}

You will probably not use bandits directly. Instead, a Strategy is put to work inside an Experiment. You set up experiments (e.g. signup form buttons) with as many variations as you like (e.g. blue button, red button):

  +--------+            +---------------+      periodic job
  | Strategy | 1 <----- 1 | Snapshot file | <--- aggregates logs
  +--------+            +---------------+      into counters
      1
      ^
      |
      1
+------------+         +---------+
| Experiment | 1 --> * | Variation |
|------------|         |---------|
| name       |         | tag     |
+------------+         | url     |
                       +---------+

Integrating and running experiments

To use a strategy, you first have to define an experiment and its variations. This is currently configured in json with a name, URL, and tag. See experiments.json for an example.

Choose the best integration for your project depending on whether you have a client side javascript application, a go project, or a project in some other language.

Integration with Javascript and the HTTP API

Run bandit-api -port 80 -apiExperiments experiments.json to start the endpoint with the provided test experiments.

In this scenario, the application makes a request to the API endpoint and then a second request to your API.

             Bandit HTTP API
Javascript   Select   Reward   Your API
----------   ------   ------   --------
     |-------->|                  |
     |<--------|                  |
     |                            |
     |--------------------------->|
     |<---------------------------|
     :
   later
     :
     |----------------->|
     |<-----------------|

Get a variation from the HTTP API first:

GET https://api/experiements/widgets?uid=11 HTTP/1.0

The API responds with a variation:

HTTP/1.0 200 OK
Content-Type: text/json

{
  uid: 11,
  experiment: "widgets",
  url: "https://api/widget?color=blue"
  tag: "widget-sauce-flf89"
}

The client can now follow up with a request to the returned widget:

GET https://api/widget?color=blue HTTP/1.0

See the exampe binary and example/index.html for a running example.

Integration in another language using the HTTP API

Launch the HTTP API as above. When you get a request to your endpoint, make a backend request to the HTTP API. Use the returned variation to vary.

Integration with Go projects

First, load an experiment.

experiments := bandit.NewFileOpener("experiments.json")
e, err := bandit.NewExperiment(experiments, "shape-20130822")
if err != nil {
  log.Fatalf("could not construct experiment: %s", err.Error())
}

fmt.Println(e.Variations)

Initialize your own variation code if necessary. Then, serve. In each request, select a variation via the experiment and serve it. Be sure to include the tag in the response, so your clients can pass it back with rewards.

Miscellaneous information

Aggregating Logs

In a production setting logs are aggregated as described in Data Flow. You can use bandit-job as a streaming map reduce job with bandit-job -kind map and bandit-job -kind reduce. You can also run over the logs wiht bandit-job -kind poll. See bandit-job -h for information.

Strategy Algorithms

You can currently choose between Epsilon Greedy, UCB1, Softmax, and Thompson (see, e.g., Chapelle & Li, 2011 ). See the godoc for detailed information.

Snapshots and delayed bandits

You can configure your strategy to get it's internal state from a snapshot like this:

[
  {
    "experiment_name": "shape-20130822",
    "strategy": "softmax",
    "parameters": [0.1],
    "snapshot": "snapshot.tsv",
    "snapshot-poll-seconds": 60,
    "variations": [
      {
        "url": "http://localhost:8080/widget?shape=circle",
        "description": "Everybody likes circles.",
        "ordinal": 1
      },
      {
        "url": "http://localhost:8080/widget?shape=square",
        "description": "Everybody likes squares.",
        "ordinal": 2
      }
    ]
  }
]

Simulation

The bandit/sim package includes the facility to simulate and plot experiemnts. You should run your own simulations before putting experiments into production. See the sim package for details. You can run bandit-plot to see some out of the box simulations.

Status

Version: 0.0.0-alpha.1

The API is currently not stable and is subject to change at any time.

TODO

  • UCB with extensions for delayed rewards
  • Sticky assignments
  • Extend Thompson sampling for different reward distributions

Credits

Developed by

  • Rany Keddo (@purzelrakete)
  • Ozgür Demir (@ozgurdemir)
  • Christoph Sawade

Thanks to for advice and opinions to

  • John Myles White
  • Josh Devins
  • Peter Bourgon
  • Sean Braithwaite
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