To help students get a better feel for three of the most popular “multi-armed bandit” exploration/exploitation balancing strategies (Epsilon Greedy, Thompson Sampling, and Upper Confidence Bound), I combined my R package “contextual” with the versatile …
StreamingBandit; Experimenting with Bandit Policies
A paper I have been coauthoring and co-developing with Jules Kruijswijk, Petri Parvinen and Maurits Kaptein has just been accepted at the Journal of Statistical Software. The paper, “StreamingBandit: Experimenting with Bandit Policies” describes one of …
Shrinkage in Contextual Bandits with Dependent Observations
Jules Kruijswijk (first author), Maurits Kaptein and Florian Böing-Messing and I have recently been working on a paper on the application of partial pooling (or shrinkage) models in (contextual) multi-armed bandit problems: The (contextual) multi-armed …
R Development Presentation
Slides from my recent presentation at the biweekly “Computational Personalisation” lab meeting – an outline of R Package Development, based on my experience in developing the R package “Contextual“. How to create an R package …
StreamingBandit UI
Recently, I have completed a Javascript (ES6, React, and Material Design) admin application for “StreamingBandit”, a Python server that helps setting up and running online streaming (contextual) bandit experiments. This management front-end makes it very easy …
At the Jheronimus Academy of Data Science
I am happy to announce that I have been accepted as a researcher at the Jheronimus Academy of Data Science! In a nutshell, this means that I am now allowed to travel to beautiful ‘s-Hertogenbosch …