package obandit
Ocaml Multi-Armed Bandits
Install
Dune Dependency
Authors
Maintainers
Sources
obandit-0.3.4.tbz
sha256=0a84abe0b800b06a14b302e632403950e9552d9fc0b5b2cf09d7262a4ddad7dd
md5=f5aa2c86eb25d4fad308d3de0dbc9288
doc/obandit/Obandit/MakeUCB1/index.html
Module Obandit.MakeUCB1
The UCB1 Bandit for stochastic regret minimization .
Parameters
module P : KBanditParamSignature
type bandit = banditEstimatesThe internal data structure of the bandit algorithm.
val initialBandit : banditThe internal data structure of the bandit algorithm.
The initial state of the bandit algorithm.
The initial state of the bandit algorithm.
step r advances the bandit game one step, where r is the reward for the last action. The result of this call is the next action, encoded as an integer in $ \{ 0, \cdots , K-1 \} $, and the new state of the bandit. The reward range depends on the bandit algorithm in use and the first reward provided to the algorithm is discarded.
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