On This Page
Legend:
Page
Library
Module
Module type
Parameter
Class
Class type
Source
Page
Library
Module
Module type
Parameter
Class
Class type
Source
package obandit
Module Obandit
Ocaml Multi-Armed Bandits
%%VERSION%% — homepage
Obandit
module type BanditParam = sig ... endmodule type Bandit = sig ... endmodule MakeExp3 (P : BanditParam) : BanditExp3 Bandit.
module MakeUCB1 (P : BanditParam) : BanditUCB1 Bandit.
module MakeEpsilonGreedy (P : BanditParam) : BanditEpsilon-Greedy Bandit with a fixed exploration rate.
module WrapDoubling
(P : BanditParam)
(B : functor (Pb : BanditParam) -> Bandit) :
BanditThis 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.
On This Page