Detailed Description

internal methods for UCB bandit algorithm

Author: Gregor Hendel

Definition in file bandit_ucb.h.

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

Functions
SCIP_RETCODE	SCIPincludeBanditvtableUcb (SCIP *scip)

	SCIP_DECL_BANDITFREE (SCIPbanditFreeUcb)

	SCIP_DECL_BANDITSELECT (SCIPbanditSelectUcb)

	SCIP_DECL_BANDITUPDATE (SCIPbanditUpdateUcb)

	SCIP_DECL_BANDITRESET (SCIPbanditResetUcb)

SCIP_RETCODE	SCIPbanditCreateUcb (BMS_BLKMEM blkmem, BMS_BUFMEM bufmem, SCIP_BANDITVTABLE vtable, SCIP_BANDIT ucb, SCIP_Real priorities, SCIP_Real alpha, int nactions, unsigned int initseed)

Function Documentation

◆ SCIPincludeBanditvtableUcb()

SCIP_RETCODE SCIPincludeBanditvtableUcb ( SCIP * scip )

include virtual function table for UCB bandit algorithms

Parameters

scip	SCIP data structure

Definition at line 350 of file bandit_ucb.c.

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

Referenced by SCIPincludeCorePlugins().

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeUcb )

callback to free bandit specific data structures

Definition at line 109 of file bandit_ucb.c.

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

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectUcb )

selection callback for bandit selector

Definition at line 131 of file bandit_ucb.c.

References EPSEQ, EPSGT, NUMEPS, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), SCIPrandomGetReal(), and sqrt().

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateUcb )

update callback for bandit algorithm

Definition at line 204 of file bandit_ucb.c.

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

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetUcb )

reset callback for bandit algorithm

Definition at line 227 of file bandit_ucb.c.

References dataReset(), SCIP_CALL, SCIP_OKAY, SCIPbanditGetData(), and SCIPbanditGetNActions().

◆ SCIPbanditCreateUcb()

SCIP_RETCODE SCIPbanditCreateUcb	(	BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem,
		SCIP_BANDITVTABLE *	vtable,
		SCIP_BANDIT **	ucb,
		SCIP_Real *	priorities,
		SCIP_Real	alpha,
		int	nactions,
		unsigned int	initseed
	)

internal method to create and reset UCB bandit algorithm

Parameters

blkmem	block memory
bufmem	buffer memory
vtable	virtual function table for UCB bandit algorithm
ucb	pointer to store bandit algorithm
priorities	nonnegative priorities for each action, or NULL if not needed
alpha	parameter to increase confidence width
nactions	the positive number of actions for this bandit algorithm
initseed	initial random seed

Definition at line 291 of file bandit_ucb.c.

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

Referenced by SCIPcreateBanditUcb().

SCIP