Addition of contextual bandit module, but buggy right now

1 files changed, 48 insertions, 0 deletions

diff --git a/vowpalwabbit/cb.h b/vowpalwabbit/cb.h
new file mode 100644
index 00000000..50c10ac7
--- /dev/null
+++ b/vowpalwabbit/cb.h
@@ -0,0 +1,48 @@
+#ifndef CB_H
+#define CB_H
+
+#define CB_TYPE_DR 0
+#define CB_TYPE_DM 1
+#define CB_TYPE_IPS 2
+
+#include "global_data.h"
+#include "parser.h"
+
+//Contextual Bandit module to deal with incomplete cost-sensitive data
+//Currently implemented as a reduction to cost-sensitive learning, using the methods discussed in the paper 'Doubly Robust Policy Evaluation and Learning'.
+
+//CB is currently made to work with CSOAA or WAP as base cs learner
+//TODO: extend to handle CSOAA_LDF and WAP_LDF
+
+namespace CB {
+
+  struct cb_class {  // names are for compatibility with 'features'
+    float x;  // the cost of this class
+    uint32_t weight_index;  // the index of this class
+    float partial_prediction;  // a partial prediction: new!
+    float prob_action; //new for bandit setting, specifies the probability our policy chose this class for importance weighting
+    bool operator==(cb_class j){return weight_index == j.weight_index;}
+  };
+
+  struct label {
+    v_array<cb_class> costs;
+  };
+
+  void parse_flags(vw& all, std::vector<std::string>&, po::variables_map& vm, size_t s);
+
+  void output_example(vw& all, example* ec);
+  size_t read_cached_label(shared_data* sd, void* v, io_buf& cache);
+  void cache_label(void* v, io_buf& cache);
+  void default_label(void* v);
+  void parse_label(shared_data* sd, void* v, v_array<substring>& words);
+  void delete_label(void* v);
+  float weight(void* v);
+  float initial(void* v);
+  const label_parser cb_label_parser = {default_label, parse_label, 
+					cache_label, read_cached_label, 
+					delete_label, weight, initial, 
+					sizeof(label)};
+
+}
+
+#endif