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Add multi-armed bandit-based sampler #113

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nabenabe0928 opened this issue Jul 30, 2024 · 1 comment
Open

Add multi-armed bandit-based sampler #113

nabenabe0928 opened this issue Jul 30, 2024 · 1 comment
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contribution-welcome Contribution welcome issues new-package New packages

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@nabenabe0928
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nabenabe0928 commented Jul 30, 2024 •
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Motivation

multi-armed bandit is another stochastic search algorithm.
It is typically for categorical parameters and we would like to add such an algorithm.

Description

  • Assume only categorical parameters
  • Assume independence of each parameter
  • Use $\epsilon$-greedy for this sampler

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@nabenabe0928 nabenabe0928 added the new-package New packages label Jul 30, 2024
@not522 not522 added the contribution-welcome Contribution welcome issues label Jul 30, 2024
@ryota717 ryota717 mentioned this issue Sep 25, 2024
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@ryota717
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Hi, i tried adding the sampler in #155.
Could you review this?

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