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Library
Module
Module type
Parameter
Class
Class type
Library
Module
Module type
Parameter
Class
Class type
The $\epsilon$-Greedy Bandit with a parametrizable exploration rate.
Parameters
module P : RateBanditParam
Signature
type bandit = banditEstimates
The internal data structure of the bandit algorithm.
val initialBandit : bandit
The internal data structure of the bandit algorithm.
The initial state of the bandit algorithm.
The initial state of the bandit algorithm.
step r
advances the bandit game one step, where r
is the reward for the last action. The result of this call is the next action, encoded as an integer in $ \{ 0, \cdots , K-1 \} $, and the new state of the bandit. The reward range depends on the bandit algorithm in use and the first reward provided to the algorithm is discarded.
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