UCB1Policy {contextual}R Documentation

Policy: UCB1


UCB policy for bounded bandits with a Chernoff-Hoeffding Bound


UCB1Policy constructs an optimistic estimate in the form of an Upper Confidence Bound to create an estimate of the expected payoff of each action, and picks the action with the highest estimate. If the guess is wrong, the optimistic guess quickly decreases, till another action has the higher estimate.


policy <- UCB1Policy()



Generates a new UCB1Policy object.


each policy needs to assign the parameters it wants to keep track of to list self$theta_to_arms that has to be defined in set_parameters()'s body. The parameters defined here can later be accessed by arm index in the following way: theta[[index_of_arm]]$parameter_name


here, a policy decides which arm to choose, based on the current values of its parameters and, potentially, the current context.

set_reward(reward, context)

in set_reward(reward, context), a policy updates its parameter values based on the reward received, and, potentially, the current context.


Lai, T. L., & Robbins, H. (1985). Asymptotically efficient adaptive allocation rules. Advances in applied mathematics, 6(1), 4-22.

See Also

Core contextual classes: Bandit, Policy, Simulator, Agent, History, Plot

Bandit subclass examples: BasicBernoulliBandit, ContextualLogitBandit, OfflineReplayEvaluatorBandit

Policy subclass examples: EpsilonGreedyPolicy, ContextualLinTSPolicy


## Not run: 

horizon            <- 100L
simulations        <- 100L
weights            <- c(0.9, 0.1, 0.1)

policy             <- UCB1Policy$new()
bandit             <- BasicBernoulliBandit$new(weights = weights)
agent              <- Agent$new(policy, bandit)

history            <- Simulator$new(agent, horizon, simulations, do_parallel = FALSE)$run()

plot(history, type = "cumulative")

plot(history, type = "arms")

## End(Not run)

[Package contextual version Index]