package obandit

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Module Obandit.MakeDecayingExp3Source

The Exp3 Bandit for adversarial regret minimization with a decaying learning rate as per [1].

Parameters

module P : KBanditParam

Signature

Sourcetype bandit = banditPolicy

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.