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Description: Provides functions for conducting frequentist inference on adaptively generated data. The methods implemented are based on Zhan et al. (2021) <arXiv:2106.02029> and Hadad et al. (2021) <arXiv:1911.02768>. For illustration, several functions for simulating non-contextual and contextual adaptive experiments using Thompson sampling are also supplied.
Copy file name to clipboardexpand all lines: vignettes/banditsCI.Rmd
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# data <- generate_bandit_data(xs = xs, y = y, noise_std = 0.5)
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```
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Components of data[[1]]:
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-`ys`: outcomes vector of shape [A];
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-`xs`: covariates of shape [A, p]. The value in xs [i, j] represents the j-th
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covariate of the i-th observation;
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-`muxs`: true best arm for each context of shape [A, K]. The value in muxs [i, j] represents the predicted outcome or expected reward if the i-th observation is assigned to the j-th treatment arm.
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## For the contextual case.
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We run a contextual bandit experiment using our `run_experiment()` function.
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The algorithm used here is a version of linear Thompson sampling.
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