Detailed Description

implementation of (a variant of) epsilon greedy bandit algorithm

Author: Gregor Hendel

#include "scip/bandit.h"
#include "scip/bandit_epsgreedy.h"
#include "scip/pub_bandit.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.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 "eps-greedy"

#define	EPSGREEDY_SMALL 1e-6

Functions
	SCIP_DECL_BANDITFREE (SCIPbanditFreeEpsgreedy)

	SCIP_DECL_BANDITSELECT (SCIPbanditSelectEpsgreedy)

	SCIP_DECL_BANDITUPDATE (SCIPbanditUpdateEpsgreedy)

	SCIP_DECL_BANDITRESET (SCIPbanditResetEpsgreedy)

SCIP_RETCODE	SCIPbanditCreateEpsgreedy (BMS_BLKMEM blkmem, BMS_BUFMEM bufmem, SCIP_BANDITVTABLE vtable, SCIP_BANDIT epsgreedy, SCIP_Real priorities, SCIP_Real eps, SCIP_Bool usemodification, SCIP_Bool preferrecent, SCIP_Real decayfactor, int avglim, int nactions, unsigned int initseed)

SCIP_RETCODE	SCIPcreateBanditEpsgreedy (SCIP scip, SCIP_BANDIT epsgreedy, SCIP_Real priorities, SCIP_Real eps, SCIP_Bool usemodification, SCIP_Bool preferrecent, SCIP_Real decayfactor, int avglim, int nactions, unsigned int initseed)

SCIP_Real *	SCIPgetWeightsEpsgreedy (SCIP_BANDIT *epsgreedy)

void	SCIPsetEpsilonEpsgreedy (SCIP_BANDIT *epsgreedy, SCIP_Real eps)

SCIP_RETCODE	SCIPincludeBanditvtableEpsgreedy (SCIP *scip)

Macro Definition Documentation

◆ BANDIT_NAME

#define BANDIT_NAME "eps-greedy"

Definition at line 42 of file bandit_epsgreedy.c.

Referenced by SCIPcreateBanditEpsgreedy(), SCIPcreateBanditExp3(), SCIPcreateBanditExp3IX(), SCIPcreateBanditUcb(), SCIPincludeBanditvtableEpsgreedy(), SCIPincludeBanditvtableExp3(), SCIPincludeBanditvtableExp3IX(), and SCIPincludeBanditvtableUcb().

◆ EPSGREEDY_SMALL

#define EPSGREEDY_SMALL 1e-6

Definition at line 43 of file bandit_epsgreedy.c.

Referenced by SCIP_DECL_BANDITRESET(), and SCIP_DECL_BANDITSELECT().

Function Documentation

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeEpsgreedy )

callback to free bandit specific data structures

Definition at line 70 of file bandit_epsgreedy.c.

References assert(), BMSfreeBlockMemory, BMSfreeBlockMemoryArray, NULL, SCIP_OKAY, SCIPbanditGetData(), SCIPbanditGetNActions(), and SCIPbanditSetData().

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectEpsgreedy )

selection callback for bandit algorithm

Definition at line 93 of file bandit_epsgreedy.c.

References assert(), EPSGREEDY_SMALL, NULL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), SCIPrandomGetInt(), SCIPrandomGetReal(), and selection.

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateEpsgreedy )

update callback for bandit algorithm

Definition at line 187 of file bandit_epsgreedy.c.

References assert(), NULL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), and selection.

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetEpsgreedy )

reset callback for bandit algorithm

Definition at line 223 of file bandit_epsgreedy.c.

References assert(), BMSclearMemoryArray, EPSGREEDY_SMALL, NULL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), SCIPrandomGetReal(), and w.

◆ SCIPbanditCreateEpsgreedy()

SCIP_RETCODE SCIPbanditCreateEpsgreedy	(	BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem,
		SCIP_BANDITVTABLE *	vtable,
		SCIP_BANDIT **	epsgreedy,
		SCIP_Real *	priorities,
		SCIP_Real	eps,
		SCIP_Bool	usemodification,
		SCIP_Bool	preferrecent,
		SCIP_Real	decayfactor,
		int	avglim,
		int	nactions,
		unsigned int	initseed )

internal method to create and reset epsilon greedy bandit algorithm

Parameters

blkmem	block memory
bufmem	buffer memory
vtable	virtual function table with epsilon greedy callbacks
epsgreedy	pointer to store the epsilon greedy bandit algorithm
priorities	nonnegative priorities for each action, or NULL if not needed
eps	parameter to increase probability for exploration between all actions
usemodification	TRUE if modified eps greedy should be used
preferrecent	should the weights be updated in an exponentially decaying way?
decayfactor	the factor to reduce the weight of older observations if exponential decay is enabled
avglim	nonnegative limit on observation number before the exponential decay starts, only relevant if exponential decay is enabled
nactions	the positive number of possible actions
initseed	initial random seed