Detailed Description

methods for UCB bandit selection

Author: Gregor Hendel

Definition in file bandit_ucb.c.

#include "scip/bandit.h"
#include "scip/bandit_ucb.h"
#include "scip/pub_bandit.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/scip_bandit.h"
#include "scip/scip_mem.h"
#include "scip/scip_randnumgen.h"

Go to the source code of this file.

Macros
#define	BANDIT_NAME "ucb"

#define	NUMEPS 1e-6

Functions
static SCIP_RETCODE	dataReset (BMS_BUFMEM bufmem, SCIP_BANDIT ucb, SCIP_BANDITDATA banditdata, SCIP_Real priorities, int nactions)

	SCIP_DECL_BANDITFREE (SCIPbanditFreeUcb)

	SCIP_DECL_BANDITSELECT (SCIPbanditSelectUcb)

	SCIP_DECL_BANDITUPDATE (SCIPbanditUpdateUcb)

	SCIP_DECL_BANDITRESET (SCIPbanditResetUcb)

SCIP_Real	SCIPgetConfidenceBoundUcb (SCIP_BANDIT *ucb, int action)

int *	SCIPgetStartPermutationUcb (SCIP_BANDIT *ucb)

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)

SCIP_RETCODE	SCIPcreateBanditUcb (SCIP scip, SCIP_BANDIT ucb, SCIP_Real priorities, SCIP_Real alpha, int nactions, unsigned int initseed)

SCIP_RETCODE	SCIPincludeBanditvtableUcb (SCIP *scip)

Macro Definition Documentation

◆ BANDIT_NAME

#define BANDIT_NAME "ucb"

Definition at line 34 of file bandit_ucb.c.

Referenced by SCIPcreateBanditUcb(), and SCIPincludeBanditvtableUcb().

◆ NUMEPS

#define NUMEPS 1e-6

Definition at line 35 of file bandit_ucb.c.

Referenced by dataReset(), and SCIP_DECL_BANDITSELECT().

Function Documentation

◆ dataReset()

static SCIP_RETCODE dataReset	(	BMS_BUFMEM *	bufmem,
		SCIP_BANDIT *	ucb,
		SCIP_BANDITDATA *	banditdata,
		SCIP_Real *	priorities,
		int	nactions
	)

static

data reset method

Parameters

bufmem	buffer memory
ucb	ucb bandit algorithm
banditdata	UCB bandit data structure
priorities	priorities for start permutation, or NULL
nactions	number of actions

Definition at line 58 of file bandit_ucb.c.

References BMSclearMemoryArray, BMSduplicateBufferMemoryArray, BMSfreeBufferMemoryArray, NULL, NUMEPS, SCIP_ALLOC, SCIP_OKAY, SCIP_Real, SCIPbanditGetRandnumgen(), SCIPrandomGetReal(), SCIPrandomPermuteIntArray(), and SCIPsortDownRealInt().

Referenced by SCIP_DECL_BANDITRESET().

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeUcb )

callback to free bandit specific data structures

Definition at line 115 of file bandit_ucb.c.

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

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectUcb )

selection callback for bandit selector

Definition at line 136 of file bandit_ucb.c.

References EPSEQ, EPSGT, LOG1P, NULL, 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 208 of file bandit_ucb.c.

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

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetUcb )

reset callback for bandit algorithm

Definition at line 231 of file bandit_ucb.c.

References dataReset(), NULL, 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