bandit_exp3.c
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31/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
54 SCIP_Real gamma; /**< weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution */
128 /* compute the probability for arm i as convex kombination of a uniform distribution and a weighted distribution */
137 /* select element i, which is the last action in case that the break statement hasn't been reached */
287 SCIP_Real gammaparam, /**< weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution */
305 SCIP_CALL( SCIPbanditCreate(exp3, vtable, blkmem, bufmem, priorities, nactions, initseed, banditdata) );
315 SCIP_Real gammaparam, /**< weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution */
326 SCIPerrorMessage("Could not find virtual function table for %s bandit algorithm\n", BANDIT_NAME);
339 SCIP_Real gammaparam /**< weight between uniform (gamma ~ 1) and weight driven (gamma ~ 0) probability distribution */
349/** set beta parameter of Exp.3 bandit algorithm to increase gain offset for actions that were not played */
373 return (1.0 - banditdata->gamma) * banditdata->weights[action] / banditdata->weightsum + banditdata->gamma / (SCIP_Real)SCIPbanditGetNActions(exp3);
void SCIPbanditSetData(SCIP_BANDIT *bandit, SCIP_BANDITDATA *banditdata)
Definition: bandit.c:200
SCIP_RETCODE SCIPbanditCreate(SCIP_BANDIT **bandit, SCIP_BANDITVTABLE *banditvtable, BMS_BLKMEM *blkmem, BMS_BUFMEM *bufmem, SCIP_Real *priorities, int nactions, unsigned int initseed, SCIP_BANDITDATA *banditdata)
Definition: bandit.c:42
internal methods for bandit algorithms
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)
Definition: bandit_exp3.c:281
SCIP_RETCODE SCIPincludeBanditvtableExp3(SCIP *scip)
Definition: bandit_exp3.c:377
internal methods for Exp.3 bandit algorithm
void SCIPsetGammaExp3(SCIP_BANDIT *exp3, SCIP_Real gammaparam)
Definition: bandit_exp3.c:337
SCIP_RANDNUMGEN * SCIPbanditGetRandnumgen(SCIP_BANDIT *bandit)
Definition: bandit.c:293
SCIP_RETCODE SCIPcreateBanditExp3(SCIP *scip, SCIP_BANDIT **exp3, SCIP_Real *priorities, SCIP_Real gammaparam, SCIP_Real beta, int nactions, unsigned int initseed)
Definition: bandit_exp3.c:311
SCIP_BANDITVTABLE * SCIPfindBanditvtable(SCIP *scip, const char *name)
Definition: scip_bandit.c:80
SCIP_RETCODE SCIPincludeBanditvtable(SCIP *scip, SCIP_BANDITVTABLE **banditvtable, const char *name, SCIP_DECL_BANDITFREE((*banditfree)), SCIP_DECL_BANDITSELECT((*banditselect)), SCIP_DECL_BANDITUPDATE((*banditupdate)), SCIP_DECL_BANDITRESET((*banditreset)))
Definition: scip_bandit.c:48
SCIP_Real SCIPgetProbabilityExp3(SCIP_BANDIT *exp3, int action)
Definition: bandit_exp3.c:363
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:10130
unsigned int SCIPinitializeRandomSeed(SCIP *scip, unsigned int initialseedvalue)
Definition: scip_randnumgen.c:111
Definition: objbenders.h:44
public methods for bandit algorithms
public methods for message output
public data structures and miscellaneous methods
public methods for bandit algorithms
public methods for memory management
public methods for random numbers
Definition: memory.c:2504
Definition: struct_bandit.h:48
Definition: struct_bandit.h:58
Definition: struct_misc.h:269
Definition: struct_scip.h:70