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banditr

The goal of banditr is to manage multi-armed bandit experiments. The package supports Linear Upper Confidence Bound (LinUCB), and Thompson sampling algorithms. It allows storing the resulting objects in a database management system (DBMS). Currently, the package supports one DBMS: Microsoft SQL Server, through the RODBC package.

Installation

You can install banditr from github with:

# uncomment the following line if the package devtools is not installed
# install.packages("devtools")
devtools::install_github("rferrali/banditr")

Tutorial

A tutorial is available here. It is also available as a vigentte in the package. To access the vignette, make sure to compile it as you install the package, and use:

# devtools::install_github("rferrali/banditr", build_vignettes = TRUE)
library(banditr)
vignette("introduction", "banditr")

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Estimation of multi-armed bandit algorithms for binary and continuous data

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