package prbnmcn-ucb1
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Library
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module type Arm_sig = sig ... end
The UCB1 module is parameterised by a finite set of actions presented as an array of abstract "arms", each arm corresponding to an action.
Phantom types used to tag the state of the bandit.
awaiting_rewards
tags bandits from which an arm was selected and are awaiting the reward associated to this arm.
type arm_statistics = {
number_of_activations : float;
(*Number of times this arm was activated.
*)cumulative_reward : float;
(*Total reward gathered by this arm.
*)empirical_reward : float;
(*Average reward gathered by this arm.
*)
}
Statistics of a given arm.
module type S = sig ... end
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