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<li class="toctree-l1 current"><a class="current reference internal" href="#">How to run the code ?</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#required-modules">Required modules</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#virtualenv">Virtualenv</a></li>
<li class="toctree-l3"><a class="reference internal" href="#nix">Nix</a></li>
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<li class="toctree-l3"><a class="reference internal" href="#single-player">Single player</a><ul>
<li class="toctree-l4"><a class="reference internal" href="#id1">Single player</a></li>
<li class="toctree-l4"><a class="reference internal" href="#single-player-aggregating-algorithms">Single player, aggregating algorithms</a></li>
<li class="toctree-l4"><a class="reference internal" href="#single-player-doubling-trick-algorithms">Single player, doubling-trick algorithms</a></li>
<li class="toctree-l4"><a class="reference internal" href="#single-player-with-sparse-stochastic-bandit">Single player, with Sparse Stochastic Bandit</a></li>
<li class="toctree-l4"><a class="reference internal" href="#single-player-with-markovian-problem">Single player, with Markovian problem</a></li>
<li class="toctree-l4"><a class="reference internal" href="#single-player-with-non-stationary-problem">Single player, with non-stationary problem</a></li>
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<li class="toctree-l4"><a class="reference internal" href="#multi-player-one-algorithm">Multi-Player, one algorithm</a></li>
<li class="toctree-l4"><a class="reference internal" href="#multi-player-comparing-different-algorithms">Multi-Player, comparing different algorithms</a></li>
</ul>
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<li class="toctree-l3"><a class="reference internal" href="#using-env-variables">Using <code class="docutils literal notranslate"><span class="pre">env</span></code> variables ?</a></li>
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<li class="toctree-l2"><a class="reference internal" href="#or-with-a-makefile">Or with a <code class="docutils literal notranslate"><span class="pre">Makefile</span></code> ?</a></li>
<li class="toctree-l2"><a class="reference internal" href="#or-within-a-jupyter-notebook">Or within a Jupyter notebook ?</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#scroll-license-github-license">📜 License ? </a></li>
</ul>
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<li class="toctree-l1"><a class="reference internal" href="PublicationsWithSMPyBandits.html">List of research publications using Lilian Besson’s SMPyBandits project</a></li>
<li class="toctree-l1"><a class="reference internal" href="Aggregation.html"><strong>Policy aggregation algorithms</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="MultiPlayers.html"><strong>Multi-players simulation environment</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="DoublingTrick.html"><strong>Doubling Trick for Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="SparseBandits.html"><strong>Structure and Sparsity of Stochastic Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="NonStationaryBandits.html"><strong>Non-Stationary Stochastic Multi-Armed Bandits</strong></a></li>
<li class="toctree-l1"><a class="reference internal" href="API.html">Short documentation of the API</a></li>
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<li class="toctree-l1"><a class="reference internal" href="notebooks/README.html">Jupyter Notebooks 📓 by Naereen @ GitHub</a></li>
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<div class="section" id="how-to-run-the-code">
<h1>How to run the code ?<a class="headerlink" href="#how-to-run-the-code" title="Permalink to this headline">¶</a></h1>
<blockquote>
<div><p>This short page explains quickly how to install the requirements for this project, and then how to use the code to run simulations.</p>
</div></blockquote>
<div class="section" id="required-modules">
<h2>Required modules<a class="headerlink" href="#required-modules" title="Permalink to this headline">¶</a></h2>
<div class="section" id="virtualenv">
<h3>Virtualenv<a class="headerlink" href="#virtualenv" title="Permalink to this headline">¶</a></h3>
<p><em>First</em>, install the requirements, globally (or with a virtualenv, <a class="reference external" href="#In-a-virtualenv-?">see below</a>):</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>pip install -r requirements.txt
</pre></div>
</div>
<blockquote>
<div><p>Some requirements are only needed for one policy (mostly the experimental ones), and for the documentation.</p>
</div></blockquote>
</div>
<div class="section" id="nix">
<h3>Nix<a class="headerlink" href="#nix" title="Permalink to this headline">¶</a></h3>
<p>A pinned <a class="reference external" href="https://nixos.org">Nix</a> environment is available:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>nix-shell
</pre></div>
</div>
</div>
</div>
<div class="section" id="running-some-simulations">
<h2>Running some simulations<a class="headerlink" href="#running-some-simulations" title="Permalink to this headline">¶</a></h2>
<p><em>Then</em>, it should be very straight forward to run some experiment.
This will run the simulation, average them (by <code class="docutils literal notranslate"><span class="pre">repetitions</span></code>) and plot the results.</p>
<div class="section" id="single-player">
<h3>Single player<a class="headerlink" href="#single-player" title="Permalink to this headline">¶</a></h3>
<div class="section" id="id1">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/main.html">Single player</a><a class="headerlink" href="#id1" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main.py
<span class="c1"># or</span>
make main
</pre></div>
</div>
</div>
<div class="section" id="single-player-aggregating-algorithms">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/configuration_comparing_aggregation_algorithms.html">Single player, aggregating algorithms</a><a class="headerlink" href="#single-player-aggregating-algorithms" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main.py configuration_comparing_aggregation_algorithms
<span class="c1"># or</span>
make comparing_aggregation_algorithms
</pre></div>
</div>
<blockquote>
<div><p>See these explainations: <a class="reference external" href="Aggregation.html">Aggregation.md</a></p>
</div></blockquote>
</div>
<div class="section" id="single-player-doubling-trick-algorithms">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/configuration_comparing_doubling_algorithms.html">Single player, doubling-trick algorithms</a><a class="headerlink" href="#single-player-doubling-trick-algorithms" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main.py configuration_comparing_doubling_algorithms
<span class="c1"># or</span>
make comparing_doubling_algorithms
</pre></div>
</div>
<blockquote>
<div><p>See these explainations: <a class="reference external" href="DoublingTrick.html">DoublingTrick.md</a></p>
</div></blockquote>
</div>
<div class="section" id="single-player-with-sparse-stochastic-bandit">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/configuration_sparse.html">Single player, with Sparse Stochastic Bandit</a><a class="headerlink" href="#single-player-with-sparse-stochastic-bandit" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main.py configuration_sparse
<span class="c1"># or</span>
make sparse
</pre></div>
</div>
<blockquote>
<div><p>See these explainations: <a class="reference external" href="SparseBandits.html">SparseBandits.md</a></p>
</div></blockquote>
</div>
<div class="section" id="single-player-with-markovian-problem">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/configuration_markovian.html">Single player, with Markovian problem</a><a class="headerlink" href="#single-player-with-markovian-problem" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main.py configuration_markovian
<span class="c1"># or</span>
make markovian
</pre></div>
</div>
</div>
<div class="section" id="single-player-with-non-stationary-problem">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/configuration_nonstationary.html">Single player, with non-stationary problem</a><a class="headerlink" href="#single-player-with-non-stationary-problem" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main.py configuration_nonstationary
<span class="c1"># or</span>
make nonstationary
</pre></div>
</div>
<blockquote>
<div><p>See these explainations: <a class="reference external" href="NonStationaryBandits.html">NonStationaryBandits.md</a></p>
</div></blockquote>
</div>
</div>
<div class="section" id="multi-player">
<h3>Multi-Player<a class="headerlink" href="#multi-player" title="Permalink to this headline">¶</a></h3>
<div class="section" id="multi-player-one-algorithm">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/main_multiplayers.html">Multi-Player, one algorithm</a><a class="headerlink" href="#multi-player-one-algorithm" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main_multiplayers.py
<span class="c1"># or</span>
make multi
</pre></div>
</div>
</div>
<div class="section" id="multi-player-comparing-different-algorithms">
<h4><a class="reference external" href="https://smpybandits.github.io/docs/main_multiplayers_more.html">Multi-Player, comparing different algorithms</a><a class="headerlink" href="#multi-player-comparing-different-algorithms" title="Permalink to this headline">¶</a></h4>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>python main_multiplayers_more.py
<span class="c1"># or</span>
make moremulti
</pre></div>
</div>
<blockquote>
<div><p>See these explainations: <a class="reference external" href="MultiPlayers.html">MultiPlayers.md</a></p>
</div></blockquote>
</div>
</div>
<hr class="docutils" />
<div class="section" id="using-env-variables">
<h3>Using <code class="docutils literal notranslate"><span class="pre">env</span></code> variables ?<a class="headerlink" href="#using-env-variables" title="Permalink to this headline">¶</a></h3>
<p>For all simulations, I recently added the support for <em>environment variable</em>, to ease the customization of the main parameters of every simulations.</p>
<p>For instance, if the <a class="reference external" href="https://smpybandits.github.io/docs/configuration_multiplayers_more.html"><code class="docutils literal notranslate"><span class="pre">configuration_multiplayers_more.py</span></code></a> file is correct,
then you can customize to use <code class="docutils literal notranslate"><span class="pre">N=4</span></code> repetitions, for horizon <code class="docutils literal notranslate"><span class="pre">T=1000</span></code> and <code class="docutils literal notranslate"><span class="pre">M=3</span></code> players, parallelized with <code class="docutils literal notranslate"><span class="pre">N_JOBS=4</span></code> jobs (use the number of cores of your CPU for optimal performance):</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span><span class="nv">N</span><span class="o">=</span><span class="m">4</span> <span class="nv">T</span><span class="o">=</span><span class="m">1000</span> <span class="nv">M</span><span class="o">=</span><span class="m">3</span> <span class="nv">DEBUG</span><span class="o">=</span>True <span class="nv">SAVEALL</span><span class="o">=</span>False <span class="nv">N_JOBS</span><span class="o">=</span><span class="m">4</span> make moremulti
</pre></div>
</div>
</div>
</div>
<hr class="docutils" />
<div class="section" id="in-a-virtualenv">
<h2>In a <a class="reference external" href="https://virtualenv.pypa.io/en/stable/"><code class="docutils literal notranslate"><span class="pre">virtualenv</span></code></a> ?<a class="headerlink" href="#in-a-virtualenv" title="Permalink to this headline">¶</a></h2>
<p>If you prefer to not install the requirements globally on your system-wide Python setup, you can (and should) use <a class="reference external" href="https://virtualenv.pypa.io/en/stable/"><code class="docutils literal notranslate"><span class="pre">virtualenv</span></code></a>.</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>$ virtualenv .
Using base prefix <span class="s1">'/usr'</span>
New python executable in /your/path/to/SMPyBandits/bin/python3
Also creating executable in /your/path/to/SMPyBandits/bin/python
Installing setuptools, pip, wheel...done.
$ <span class="nb">source</span> bin/activate <span class="c1"># in bash, use activate.csh or activate.fish if needed</span>
$ <span class="nb">type</span> pip <span class="c1"># just to check</span>
pip is /your/path/to/SMPyBandits/bin/pip
$ pip install -r requirements.txt
Collecting numpy <span class="o">(</span>from -r requirements.txt <span class="o">(</span>line <span class="m">5</span><span class="o">))</span>
...
Installing collected packages: numpy, scipy, cycler, pytz, python-dateutil, matplotlib, joblib, pandas, seaborn, tqdm, sphinx-rtd-theme, commonmark, docutils, recommonmark
Successfully installed commonmark-0.5.4 cycler-0.10.0 docutils-0.13.1 joblib-0.11 matplotlib-2.0.0 numpy-1.12.1 pandas-0.19.2 python-dateutil-2.6.0 pytz-2016.10 recommonmark-0.4.0 scipy-0.19.0 seaborn-0.7.1 sphinx-rtd-theme-0.2.4 tqdm-4.11.2
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<p>And then be sure to use the virtualenv binary for Python, <code class="docutils literal notranslate"><span class="pre">bin/python</span></code>, instead of the system-wide one, to launch the experiments (the Makefile should use it by default, if <code class="docutils literal notranslate"><span class="pre">source</span> <span class="pre">bin/activate</span></code> was executed).</p>
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<hr class="docutils" />
<div class="section" id="or-with-a-makefile">
<h2>Or with a <a class="reference external" href="Makefile"><code class="docutils literal notranslate"><span class="pre">Makefile</span></code></a> ?<a class="headerlink" href="#or-with-a-makefile" title="Permalink to this headline">¶</a></h2>
<p>You can also use the provided <a class="reference external" href="Makefile"><code class="docutils literal notranslate"><span class="pre">Makefile</span></code></a> file to do this simply:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>make install <span class="c1"># install the requirements</span>
make multiplayers <span class="c1"># run and log the main.py script</span>
</pre></div>
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<p>It can be used to check <a class="reference external" href="logs/main_pylint_log.txt">the quality of the code</a> with <a class="reference external" href="https://www.pylint.org/">pylint</a>:</p>
<div class="highlight-bash notranslate"><div class="highlight"><pre><span></span>make lint lint3 <span class="c1"># check the code with pylint</span>
</pre></div>
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<p>It is also used to clean the code, build the doc, send the doc, etc. (This should not be used by others)</p>
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<hr class="docutils" />
<div class="section" id="or-within-a-jupyter-notebook">
<h2>Or within a <a class="reference external" href="https://jupyter.org/">Jupyter notebook</a> ?<a class="headerlink" href="#or-within-a-jupyter-notebook" title="Permalink to this headline">¶</a></h2>
<blockquote>
<div><p>I am writing some <a class="reference external" href="https://jupyter.org/">Jupyter notebooks</a>, in <a class="reference external" href="notebooks/">this folder (<code class="docutils literal notranslate"><span class="pre">notebooks/</span></code>)</a>, so if you want to do the same for your small experiments, you can be inspired by the few notebooks already written.</p>
</div></blockquote>
<hr class="docutils" />
<div class="section" id="scroll-license-github-license">
<h3>📜 License ? <a class="reference external" href="https://github.com/SMPyBandits/SMPyBandits/blob/master/LICENSE"><img alt="GitHub license" src="https://img.shields.io/github/license/SMPyBandits/SMPyBandits.svg" /></a><a class="headerlink" href="#scroll-license-github-license" title="Permalink to this headline">¶</a></h3>
<p><a class="reference external" href="https://lbesson.mit-license.org/">MIT Licensed</a> (file <a class="reference external" href="LICENSE">LICENSE</a>).</p>
<p>© 2016-2018 <a class="reference external" href="https://GitHub.com/Naereen">Lilian Besson</a>.</p>
<p><a class="reference external" href="https://github.com/SMPyBandits/SMPyBandits/"><img alt="Open Source? Yes!" src="https://badgen.net/badge/Open%20Source%20%3F/Yes%21/blue?icon=github" /></a>
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