Detailed Description

methods for Exp.3 bandit selection

Author: Gregor Hendel

Definition in file bandit_exp3.c.

#include "scip/bandit.h"
#include "scip/bandit_exp3.h"
#include "scip/pub_bandit.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.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 "exp3"

#define	NUMTOL 1e-6

Functions
	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)

SCIP_RETCODE	SCIPcreateBanditExp3 (SCIP scip, SCIP_BANDIT exp3, SCIP_Real priorities, SCIP_Real gammaparam, SCIP_Real beta, int nactions, unsigned int initseed)

void	SCIPsetGammaExp3 (SCIP_BANDIT *exp3, SCIP_Real gammaparam)

void	SCIPsetBetaExp3 (SCIP_BANDIT *exp3, SCIP_Real beta)

SCIP_Real	SCIPgetProbabilityExp3 (SCIP_BANDIT *exp3, int action)

SCIP_RETCODE	SCIPincludeBanditvtableExp3 (SCIP *scip)

Macro Definition Documentation

◆ BANDIT_NAME

#define BANDIT_NAME "exp3"

Definition at line 33 of file bandit_exp3.c.

Referenced by SCIPcreateBanditExp3(), and SCIPincludeBanditvtableExp3().

◆ NUMTOL

#define NUMTOL 1e-6

Definition at line 34 of file bandit_exp3.c.

Referenced by SCIP_DECL_BANDITRESET(), and SCIP_DECL_BANDITUPDATE().

Function Documentation

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeExp3 )

callback to free bandit specific data structures

Definition at line 58 of file bandit_exp3.c.

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

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectExp3 )

selection callback for bandit selector

Definition at line 78 of file bandit_exp3.c.

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

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateExp3 )

update callback for bandit algorithm

Definition at line 135 of file bandit_exp3.c.

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

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetExp3 )

reset callback for bandit algorithm

Definition at line 210 of file bandit_exp3.c.

References NULL, 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