Detailed Description
methods for UCB bandit selection
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 44 of file bandit_ucb.c.
Referenced by SCIPcreateBanditUcb(), and SCIPincludeBanditvtableUcb().
◆ NUMEPS
#define NUMEPS 1e-6 |
Definition at line 45 of file bandit_ucb.c.
Referenced by dataReset(), and SCIP_DECL_BANDITSELECT().
Function Documentation
◆ dataReset()
|
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 68 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 125 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 146 of file bandit_ucb.c.
References EPSEQ, EPSGT, NULL, NUMEPS, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), and SCIPrandomGetReal().
◆ SCIP_DECL_BANDITUPDATE()
SCIP_DECL_BANDITUPDATE | ( | SCIPbanditUpdateUcb | ) |
update callback for bandit algorithm
Definition at line 218 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 241 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
Definition at line 305 of file bandit_ucb.c.
References BMSallocBlockMemory, BMSallocBlockMemoryArray, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIPbanditCreate(), and SCIPerrorMessage.
Referenced by SCIPcreateBanditUcb().
◆ SCIPincludeBanditvtableUcb()
SCIP_RETCODE SCIPincludeBanditvtableUcb | ( | SCIP * | scip | ) |
include virtual function table for UCB bandit algorithms
- Parameters
-
scip SCIP data structure
Definition at line 364 of file bandit_ucb.c.
References BANDIT_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPincludeBanditvtable().
Referenced by SCIPincludeCorePlugins().