package obandit

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Obandit

package obandit

obandit
- Obandit
  - Bandit
  - BanditParam
  - MakeEpsilonGreedy
    
    P
  - MakeExp3
    
    P
  - MakeUCB1
    
    P
  - WrapDoubling
    
    B
    
    Pb
    
    P

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Ocaml Multi-Armed Bandits

%%VERSION%% — homepage

Obandit

module type BanditParam = sig ... end

module type Bandit = sig ... end

module MakeExp3 (P : BanditParam) : Bandit

Exp3 Bandit.

module MakeUCB1 (P : BanditParam) : Bandit

UCB1 Bandit.

module MakeEpsilonGreedy (P : BanditParam) : Bandit

Epsilon-Greedy Bandit with a fixed exploration rate.

module WrapDoubling
  (P : BanditParam)
  (B : functor (Pb : BanditParam) -> Bandit) : 
  Bandit

This functor wraps a bandit algorithm with the doubling trick. This means that all rewards are rescaled according to a scale (initially, 1). When a value is observed above the scale, the bandit algorithm is restarted and the scale is doubled. This is useful when reward scale is unknown and larger than 1.