bandit_epsgreedy.h

Go to the documentation of this file.

/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the program and library             */
/*         SCIP --- Solving Constraint Integer Programs                      */
/*                                                                           */
/*  Copyright (c) 2002-2024 Zuse Institute Berlin (ZIB)                      */
/*                                                                           */
/*  Licensed under the Apache License, Version 2.0 (the "License");          */
/*  you may not use this file except in compliance with the License.         */
/*  You may obtain a copy of the License at                                  */
/*                                                                           */
/*      http://www.apache.org/licenses/LICENSE-2.0                           */
/*                                                                           */
/*  Unless required by applicable law or agreed to in writing, software      */
/*  distributed under the License is distributed on an "AS IS" BASIS,        */
/*  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
/*  See the License for the specific language governing permissions and      */
/*  limitations under the License.                                           */
/*                                                                           */
/*  You should have received a copy of the Apache-2.0 license                */
/*  along with SCIP; see the file LICENSE. If not visit scipopt.org.         */
/*                                                                           */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */

/**@file   bandit_epsgreedy.h
 * @ingroup INTERNALAPI
 * @brief  internal methods for epsilon greedy bandit selection
 * @author Gregor Hendel
 */

/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/

#ifndef __SCIP_BANDIT_EPSGREEDY_H__
#define __SCIP_BANDIT_EPSGREEDY_H__


#include "blockmemshell/memory.h"
#include "scip/def.h"
#include "scip/type_bandit.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"

#ifdef __cplusplus
extern "C" {
#endif

/** creates the epsilon greedy bandit algorithm includes it in SCIP */
SCIP_RETCODE SCIPincludeBanditvtableEpsgreedy(
   SCIP*                 scip                /**< SCIP data structure */
   );

/** callback to free bandit specific data structures */
SCIP_DECL_BANDITFREE(SCIPbanditFreeEpsgreedy);

/** selection callback for bandit algorithm */
SCIP_DECL_BANDITSELECT(SCIPbanditSelectEpsgreedy);

/** update callback for bandit algorithm */
SCIP_DECL_BANDITUPDATE(SCIPbanditUpdateEpsgreedy);

/** reset callback for bandit algorithm */
SCIP_DECL_BANDITRESET(SCIPbanditResetEpsgreedy);


/** internal method to create and reset epsilon greedy bandit algorithm */
SCIP_RETCODE SCIPbanditCreateEpsgreedy(
   BMS_BLKMEM*           blkmem,             /**< block memory */
   BMS_BUFMEM*           bufmem,             /**< buffer memory */
   SCIP_BANDITVTABLE*    vtable,             /**< virtual function table with epsilon greedy callbacks */
   SCIP_BANDIT**         epsgreedy,          /**< pointer to store the epsilon greedy bandit algorithm */
   SCIP_Real*            priorities,         /**< nonnegative priorities for each action, or NULL if not needed */
   SCIP_Real             eps,                /**< parameter to increase probability for exploration between all actions */
   SCIP_Bool             usemodification,    /**< TRUE if modified eps greedy should be used */
   SCIP_Bool             preferrecent,       /**< should the weights be updated in an exponentially decaying way? */
   SCIP_Real             decayfactor,        /**< the factor to reduce the weight of older observations if exponential decay is enabled */
   int                   avglim,             /**< nonnegative limit on observation number before the exponential decay starts,
                                               *  only relevant if exponential decay is enabled
                                               */
   int                   nactions,           /**< the number of possible actions */
   unsigned int          initseed            /**< initial random seed */
   );

#ifdef __cplusplus
}
#endif

#endif