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karmedbanditExp3_1 Class Reference

#include <karmedbandit.h>

List of all members.

Detailed Description

Makes decisions regarding an adversarial k-armed bandit.

Uses algorithms described in: The non-stochastic multi-armed bandit problem Auer, Cesa-Bianchi, Freund, and Schapire October 14, 2002

Definition at line 83 of file karmedbandit.h.

Public Member Functions

 karmedbanditExp3_1 (unsigned int k)
 constructor, pass the number of arms

unsigned int decide ()
 returns the next choice, [0:k-1]

void reward (bool rew)
 call this if you want to reward (r==true) or penalize (r==false) the previous decision


Protected Member Functions

void restart ()
 restarts exp3


Protected Attributes

unsigned int r
 the number of restarts

double gr
 the gamma_r parameter

unsigned int last
 the last choice

std::vector< double > G
 the G-hat's

karmedbanditExp3 exp3
 runs exp3 within this

Constructor & Destructor Documentation

karmedbanditExp3_1::karmedbanditExp3_1 (  unsigned int  k  )  [inline]
 

constructor, pass the number of arms

Definition at line 86 of file karmedbandit.h.

References exp3, G, gr, last, r, and restart().

Member Function Documentation

unsigned int karmedbanditExp3_1::decide (   )  [inline]
 

returns the next choice, [0:k-1]

Definition at line 93 of file karmedbandit.h.

References karmedbanditExp3::decide(), exp3, G, karmedbanditExp3::getGamma(), karmedbanditExp3::getK(), gr, last, and restart().

void karmedbanditExp3_1::restart (   )  [inline, protected]
 

restarts exp3

Definition at line 112 of file karmedbandit.h.

References exp3, karmedbanditExp3::getK(), gr, r, and karmedbanditExp3::setGamma().

void karmedbanditExp3_1::reward (  bool  rew  )  [inline]
 

call this if you want to reward (r==true) or penalize (r==false) the previous decision

Definition at line 105 of file karmedbandit.h.

References exp3, G, last, and karmedbanditExp3::reward().

Member Data Documentation

karmedbanditExp3 karmedbanditExp3_1::exp3 [protected]
 

runs exp3 within this

Definition at line 126 of file karmedbandit.h.

std::vector<double> karmedbanditExp3_1::G [protected]
 

the G-hat's

Definition at line 125 of file karmedbandit.h.

double karmedbanditExp3_1::gr [protected]
 

the gamma_r parameter

Definition at line 123 of file karmedbandit.h.

unsigned int karmedbanditExp3_1::last [protected]
 

the last choice

Definition at line 124 of file karmedbandit.h.

unsigned int karmedbanditExp3_1::r [protected]
 

the number of restarts

Definition at line 122 of file karmedbandit.h.

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