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Yelp / MOE

A global, black box optimization engine for real world metric optimization.
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Create UCB1 Bandit #354

Closed norases closed 10 years ago

norases commented 10 years ago

Create a simple endpoint bandits/ucb for UCB1 (under moe/bandits).

REST endpoint url/bandit/ucb

Request: { "subtype": "UCB1", "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}, }, }, }

Response: { "arm_allocations": { "arm1": 0.0, "arm2": 0.0, "arm3": 1.0, } "winner": "arm3", }

suntzu86 commented 10 years ago

closed in: https://github.com/Yelp/MOE/pull/357