hakuhodo-technologies / scope-rl

SCOPE-RL: A python library for offline reinforcement learning, off-policy evaluation, and selection
https://scope-rl.readthedocs.io/en/latest/
Apache License 2.0
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[WIP] Synthetic simulation, environment, and dataset for RTB #1

Closed aiueola closed 3 years ago

aiueola commented 3 years ago

Type of change

Description

Implemented synthetic simulation, environment, and dataset modules for Reinforcement Learning (RL) in Real-Time Bidding (RTB).

Please refer to the description in the following files. Also, feel free to ask any questions.

  1. Constrained MDP definition in RL: _gym/env/rtb.py
  2. How environment interacts with an RL agent and how each auction outcome is calculated: _gym/env/rtb.py
  3. Ground-truth winning function and CTR/CVR definition: _gym/simulator/function.py
  4. Parameters in the simulator and the environment: _gym/simulator/rtb_synthetic.py and _gym/env/rtb.py, respectively
  5. Usage of the environment and the dataset modules: _gym/env/rtb.py and _gym/dataset/synthetic.py, respectively.
  6. Quickstart code (rough version): examples/quickstart/rtb_synthetic.ipynb

Checklist

Comments

k-kawakami213 commented 3 years ago

@aiueola (cc @kojikawamura ) こちら動作検証ってどこかに書かれています?プルリクみたのですが,よく分からず... 実際にシミュレーション含めて動かしてみたいです.

aiueola commented 3 years ago

@k-kawakami213 (cc: @kojikawamura) ありがとうございます!

先程requirementsを追加したので,そちら見ていただけたらと思います.

Please refer requirements here.

あと,かなりラフな感じになっていますが,ipynbにdataset moduleの使い方を書きました.

  1. Quickstart code (rough version): examples/quickstart/rtb_synthetic.ipynb

もう少し詳細な引数の定義などについてはこちらを見ていただけたら嬉しいです.

  1. Usage of the environment and the dataset modules: _gym/env/rtb.py and _gym/dataset/synthetic.py, respectively.

よろしくお願いします!