Detailed Description

internal methods for Exp.3 bandit algorithm

Author: Gregor Hendel

Definition in file bandit_exp3.h.

#include "scip/scip.h"
#include "scip/bandit.h"

Functions
SCIP_RETCODE	SCIPincludeBanditvtableExp3 (SCIP *scip)

	SCIP_DECL_BANDITFREE (SCIPbanditFreeExp3)

	SCIP_DECL_BANDITSELECT (SCIPbanditSelectExp3)

	SCIP_DECL_BANDITUPDATE (SCIPbanditUpdateExp3)

	SCIP_DECL_BANDITRESET (SCIPbanditResetExp3)

SCIP_RETCODE	SCIPbanditCreateExp3 (BMS_BLKMEM blkmem, BMS_BUFMEM bufmem, SCIP_BANDITVTABLE vtable, SCIP_BANDIT exp3, SCIP_Real priorities, SCIP_Real gammaparam, SCIP_Real beta, int nactions, unsigned int initseed)

Function Documentation

◆ SCIPincludeBanditvtableExp3()

SCIP_RETCODE SCIPincludeBanditvtableExp3 ( SCIP * scip )

include virtual function table for Exp.3 bandit algorithms

Parameters

scip	SCIP data structure

Definition at line 365 of file bandit_exp3.c.

References BANDIT_NAME, SCIP_CALL, SCIP_OKAY, and SCIPincludeBanditvtable().

Referenced by SCIPincludeCorePlugins().

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeExp3 )

callback to free bandit specific data structures

Definition at line 52 of file bandit_exp3.c.

References BMSfreeBlockMemory, BMSfreeBlockMemoryArray, SCIP_OKAY, SCIPbanditGetData(), SCIPbanditGetNActions(), and SCIPbanditSetData().

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectExp3 )

selection callback for bandit selector

Definition at line 73 of file bandit_exp3.c.

References SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), and SCIPrandomGetReal().

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateExp3 )

update callback for bandit algorithm

Definition at line 132 of file bandit_exp3.c.

References EPSZ, exp(), NUMTOL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), and SCIPbanditGetNActions().

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetExp3 )

reset callback for bandit algorithm

Definition at line 207 of file bandit_exp3.c.

References NUMTOL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), and SCIPbanditGetNActions().

◆ SCIPbanditCreateExp3()

SCIP_RETCODE SCIPbanditCreateExp3	(	BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem,
		SCIP_BANDITVTABLE *	vtable,
		SCIP_BANDIT **	exp3,
		SCIP_Real *	priorities,
		SCIP_Real	gammaparam,
		SCIP_Real	beta,
		int	nactions,
		unsigned int	initseed
	)

direct bandit creation method for the core where no SCIP pointer is available

Parameters

blkmem	block memory data structure
bufmem	buffer memory
vtable	virtual function table for callback functions of Exp.3
exp3	pointer to store bandit algorithm
priorities	nonnegative priorities for each action, or NULL if not needed
gammaparam	weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution
beta	gain offset between 0 and 1 at every observation
nactions	the positive number of actions for this bandit algorithm
initseed	initial random seed

Definition at line 269 of file bandit_exp3.c.

References BMSallocBlockMemory, BMSallocBlockMemoryArray, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPbanditCreate().

Referenced by SCIPcreateBanditExp3().

SCIP