Detailed Description

methods for Exp.3-IX bandit selection

Author: Antonia Chmiela

#include "scip/bandit.h"
#include "scip/bandit_exp3ix.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 "exp3ix"

Functions
	SCIP_DECL_BANDITFREE (SCIPbanditFreeExp3IX)
	SCIP_DECL_BANDITSELECT (SCIPbanditSelectExp3IX)
static SCIP_Real	SCIPcomputeGamma (int nactions, int t)
	SCIP_DECL_BANDITUPDATE (SCIPbanditUpdateExp3IX)
	SCIP_DECL_BANDITRESET (SCIPbanditResetExp3IX)
SCIP_RETCODE	SCIPbanditCreateExp3IX (BMS_BLKMEM blkmem, BMS_BUFMEM bufmem, SCIP_BANDITVTABLE vtable, SCIP_BANDIT exp3ix, SCIP_Real priorities, int nactions, unsigned int initseed)
SCIP_RETCODE	SCIPcreateBanditExp3IX (SCIP scip, SCIP_BANDIT exp3ix, SCIP_Real priorities, int nactions, unsigned int initseed)
SCIP_Real	SCIPgetProbabilityExp3IX (SCIP_BANDIT *exp3ix, int action)
SCIP_RETCODE	SCIPincludeBanditvtableExp3IX (SCIP *scip)

Macro Definition Documentation

◆ BANDIT_NAME

#define BANDIT_NAME "exp3ix"

Definition at line 42 of file bandit_exp3ix.c.

Function Documentation

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeExp3IX )

callback to free bandit specific data structures

Definition at line 65 of file bandit_exp3ix.c.

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

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectExp3IX )

selection callback for bandit selector

Definition at line 85 of file bandit_exp3ix.c.

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

◆ SCIPcomputeGamma()

SCIP_Real SCIPcomputeGamma	(	int	nactions,
		int	t )

static

compute gamma_t

Parameters

nactions	the positive number of actions for this bandit algorithm
t	current iteration

Definition at line 139 of file bandit_exp3ix.c.

References SCIP_Real.

Referenced by SCIP_DECL_BANDITUPDATE().

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateExp3IX )

update callback for bandit algorithm

Definition at line 148 of file bandit_exp3ix.c.

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

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetExp3IX )

reset callback for bandit algorithm

Definition at line 196 of file bandit_exp3ix.c.

References assert(), i, NULL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), and SCIPbanditGetNActions().

◆ SCIPbanditCreateExp3IX()

SCIP_RETCODE SCIPbanditCreateExp3IX	(	BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem,
		SCIP_BANDITVTABLE *	vtable,
		SCIP_BANDIT **	exp3ix,
		SCIP_Real *	priorities,
		int	nactions,
		unsigned int	initseed )

direct bandit creation method for the core where no SCIP pointer is available

Parameters

blkmem	block memory data structure
bufmem	buffer memory
vtable	virtual function table for callback functions of Exp.3-IX
exp3ix	pointer to store bandit algorithm
priorities	nonnegative priorities for each action, or NULL if not needed
nactions	the positive number of actions for this bandit algorithm
initseed	initial random seed