package obandit

  1. Overview
  2. Docs
Ocaml Multi-Armed Bandits

Install 

dune-project
 Dependency

freux.fr Readme Changelog ISC License Edit opam file Versions (6)

Authors

  1. V
    Valentin Reis <fre@freux.fr>

Maintainers

  1. V
    Valentin Reis <fre@freux.fr>

Sources

v0.2.2.tar.gz
sha256=45f0811dffce8326d0bc9b258e65b9c84c73e5c76ffb7d500cb9435c2b23808c
md5=1c0cf1677d232515f1a8f014cc24ea7c

doc/obandit/Obandit/MakeAlphaUCB/index.html

Module Obandit.MakeAlphaUCBSource

The $\alpha$-UCB Bandit for stochastic regret minimization described in [1] .

Parameters

module P : AlphaUCBParam

Signature

Sourcetype bandit = banditEstimates

The internal data structure of the bandit algorithm.

Sourceval initialBandit : bandit

The internal data structure of the bandit algorithm.

The initial state of the bandit algorithm.

Sourceval step : bandit -> float -> int * bandit

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.