PyXAB – A Python Library for X-Armed Bandit and Online Blackbox Optimization Algorithms

[JOSS paper] [codebase] [arXiv paper]

We introduce a Python open-source library for X-armed bandit and online blackbox opti- mization named PyXAB. PyXAB contains the implementations for more than 10 X -armed bandit algorithms, such as HOO, StoSOO, HCT, and the most recent works GPO and VHCT. PyXAB also provides the most commonly-used synthetic objectives to evaluate the per- formance of different algorithms and the various choices of the hierarchical partitions on the parameter space. The online documentation for PyXAB includes clear instructions for installation, straight-forward examples, detailed feature descriptions, and a complete reference of the API. PyXAB is released under the MIT license in order to encourage both academic and industrial usage. The library can be directly installed from PyPI with its source code available at https://github.com/WilliamLwj/PyXAB.