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in-package search v0.1.0
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The WrapRange functor wraps a bandit algorithm with the doubling trick. This heuristic allows to use a bandit algorithm without knowing the reward ranges. All rewards are linearly rescaled to a range (initially given by a RangeParam). When a value is observed above the range, the bandit algorithm is restarted and the range interval is doubled in that direction.
Parameters
module R : RangeParamSignature
type bandit = B.banditval initialBandit : bandit rangedBanditval step : bandit rangedBandit -> float -> rangedAction * bandit rangedBanditOn This Page