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#include <karmedbandit.h>
Uses algorithms described in: The non-stochastic multi-armed bandit problem Auer, Cesa-Bianchi, Freund, and Schapire October 14, 2002
Definition at line 16 of file karmedbandit.h.
Public Member Functions | |
karmedbanditExp3 (unsigned int k, double gammap) | |
constructor, pass the number of arms | |
unsigned int | decide () |
returns the next choice, [0:k-1] | |
void | reward (bool r) |
call this if you want to reward (r==true) or penalize (r==false) the previous decision | |
void | reset () |
resets weights | |
double | getGamma () |
gets gamma parameter | |
void | setGamma (double gammap) |
sets gamma parameter | |
unsigned int | getK () |
gets k parameter | |
Protected Attributes | |
std::vector< double > | w |
the weights | |
double | lastp |
prob of last choice | |
unsigned int | last |
the last choice | |
double | g |
gamma |
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constructor, pass the number of arms
Definition at line 19 of file karmedbandit.h. |
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returns the next choice, [0:k-1]
Definition at line 24 of file karmedbandit.h. Referenced by karmedbanditExp3_1::decide(). |
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gets gamma parameter
Definition at line 66 of file karmedbandit.h. Referenced by karmedbanditExp3_1::decide(). |
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gets k parameter
Definition at line 70 of file karmedbandit.h. Referenced by karmedbanditExp3_1::decide(), and karmedbanditExp3_1::restart(). |
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resets weights
Definition at line 61 of file karmedbandit.h. |
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call this if you want to reward (r==true) or penalize (r==false) the previous decision
Definition at line 53 of file karmedbandit.h. Referenced by karmedbanditExp3_1::reward(). |
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sets gamma parameter
Definition at line 68 of file karmedbandit.h. Referenced by karmedbanditExp3_1::restart(). |
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gamma
Definition at line 75 of file karmedbandit.h. Referenced by decide(), getGamma(), karmedbanditExp3(), reward(), and setGamma(). |
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the last choice
Definition at line 74 of file karmedbandit.h. Referenced by decide(), karmedbanditExp3(), and reward(). |
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prob of last choice
Definition at line 73 of file karmedbandit.h. Referenced by decide(), karmedbanditExp3(), and reward(). |
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the weights
Definition at line 72 of file karmedbandit.h. Referenced by decide(), getK(), karmedbanditExp3(), reset(), and reward(). |
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