README

#Multi-Armed Bandit

This library provides a simple interface for using the Multi-Armed Bandit algorithm to dynamically test and optimize between a set of possible options.

###Installation

Install composer

curl -s https://getcomposer.org/installer | php

Add a composer.json to your project root

{
  "require": {
    "brianzeligson/mabandit": "dev-master"
  }
}

Install using composer

php composer.phar install

Add this line to your main application file:

require 'vendor/autoload.php';

###Basic Use

All interaction is done through an instance of the MaBandit\MaBandit class. In order to create an instance, you need to provide a Strategy and a Persistor.

Included are EpsilonGreedy or EpsilonFirst strategies, and ArrayPersistor or RedisPersistor for persistence. Note that persistence is required for the algorithm to work, and ArrayPersistor is a simple in-memory array, suitable only for long-running single process tasks, or testing. For anything requiring maintenance of state, RedisPersistor is the way to go.

Create a bandit as follows:

$strategy = \MaBandit\EpsilonGreedy::withExplorationEvery(3) //experiment every 3rd time
// OR
$strategy = \MaBandit\EpsilonFirst::withExploitationAfter(100) //only experiments til 100
$persistor = new \MaBandit\Persistence\RedisPersistor();
$bandit = \MaBandit\MaBandit::withStrategy($strategy)->withPersistor($persistor);

Now you will need an experiment to work with. You can create one as follows:

$experiment = $bandit->createExperiment('cta-size', array('sm', 'med', 'lg'));

To load a persisted experiment, use getExperiment. This method throws an ExperimentNotFoundException if your experiment is not found, so it's best to handle this. The following example checks for a persisted experiment and initializes if it is not found:

try {
  $ex = $bandit->getExperiment('cta-size')
} catch(\MaBandit\Exception\ExperimentNotFoundException $e) {
  $ex = $bandit->createExperiment('cta-size', array('sm', 'med', 'lg'));
}

With your experiment you can now let the bandit do it's job. To ask the bandit for the next value for use in your experiment, call chooseLever as follows:

$nextValue = $bandit->chooseLever($experiment)->getValue();

Note that this method mutates the "lever" (representation of a value in an experiment) to keep track of the number of times it has been tested, so it is important to call it only when you are going to use the value.

In order for the algorithm to successfully determine the winning choice, you need to inform it of a conversion. When a value converts, use it to fetch the corresponding lever and pass that to registerConversion, as follows:

$lever = $bandit->getLeverByExperimentAndValue('cta-size', $convertedValue);
$bandit->registerConversion($lever);

A small sample app demonstrating use is available here

brianzeligson / mabandit

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