Brush::MAB::LinearThompsonSamplingBandit< T > Class Template Reference

#include <linear_thompson.h>

Inheritance diagram for Brush::MAB::LinearThompsonSamplingBandit< T >:

Collaboration diagram for Brush::MAB::LinearThompsonSamplingBandit< T >:

Public Member Functions
	LinearThompsonSamplingBandit (vector< T > arms)
	LinearThompsonSamplingBandit (map< T, float > arms_probs)
	~LinearThompsonSamplingBandit ()
std::map< T, float >	sample_probs (bool update)
	Samples the probabilities of the arms.
T	choose (const VectorXf &context)
	Chooses an arm based on the given tree and fitness. Should call sample_probs internally.
void	update (T arm, float reward, VectorXf &context)
	Updates the reward for a specific arm.
Public Member Functions inherited from Brush::MAB::BanditOperator< T >
	BanditOperator (vector< T > arms)
	Constructs a BanditOperator object with a vector of arms.
	BanditOperator (map< T, float > arms_probs)
	Constructs a BanditOperator object with a map of arms and their probabilities.
	~BanditOperator ()

Private Attributes
int	n_arms
vector< MatrixXf >	B
vector< MatrixXf >	B_inv
vector< MatrixXf >	B_inv_sqrt
MatrixXf	m2_r
MatrixXf	mean
std::map< int, T >	arm_index_to_key

Additional Inherited Members
Protected Attributes inherited from Brush::MAB::BanditOperator< T >
std::map< T, float >	probabilities

Detailed Description

template<typename T>
class Brush::MAB::LinearThompsonSamplingBandit< T >

Definition at line 20 of file linear_thompson.h.

Constructor & Destructor Documentation

LinearThompsonSamplingBandit() [1/2]

template<typename T>

Brush::MAB::LinearThompsonSamplingBandit< T >::LinearThompsonSamplingBandit

(

vector< T >

arms

)

Definition at line 7 of file linear_thompson.cpp.

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LinearThompsonSamplingBandit() [2/2]

template<typename T>

Brush::MAB::LinearThompsonSamplingBandit< T >::LinearThompsonSamplingBandit

(

map< T, float >

arms_probs

)

Definition at line 27 of file linear_thompson.cpp.

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~LinearThompsonSamplingBandit()

template<typename T>

Brush::MAB::LinearThompsonSamplingBandit< T >::~LinearThompsonSamplingBandit ( )

inline

Definition at line 25 of file linear_thompson.h.

Member Function Documentation

choose()

template<typename T>

T Brush::MAB::LinearThompsonSamplingBandit< T >::choose ( const VectorXf & context )

virtual

Chooses an arm based on the given tree and fitness. Should call sample_probs internally.

Parameters

tree	The tree structure used to choose the arm.
f	The fitness value used to influence the choice.

Returns

The arm with highest probability.

Reimplemented from Brush::MAB::BanditOperator< T >.

Definition at line 87 of file linear_thompson.cpp.

sample_probs()

template<typename T>

std::map< T, float > Brush::MAB::LinearThompsonSamplingBandit< T >::sample_probs ( bool update )

virtual

Samples the probabilities of the arms.

Parameters

update

A boolean indicating whether to update the probabilities.

Returns

A map of arms and their probabilities.

Reimplemented from Brush::MAB::BanditOperator< T >.

Definition at line 47 of file linear_thompson.cpp.

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update()

template<typename T>

void Brush::MAB::LinearThompsonSamplingBandit< T >::update ( T arm, float reward, VectorXf & context )

virtual

Updates the reward for a specific arm.

Parameters

arm	The arm for which to update the reward.
reward	The reward value.

Reimplemented from Brush::MAB::BanditOperator< T >.

Definition at line 125 of file linear_thompson.cpp.

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Member Data Documentation

arm_index_to_key

template<typename T>

std::map<int, T> Brush::MAB::LinearThompsonSamplingBandit< T >::arm_index_to_key

private

Definition at line 41 of file linear_thompson.h.

B

template<typename T>

vector<MatrixXf> Brush::MAB::LinearThompsonSamplingBandit< T >::B

private

Definition at line 33 of file linear_thompson.h.

B_inv

template<typename T>

vector<MatrixXf> Brush::MAB::LinearThompsonSamplingBandit< T >::B_inv

private

Definition at line 34 of file linear_thompson.h.

B_inv_sqrt

template<typename T>

vector<MatrixXf> Brush::MAB::LinearThompsonSamplingBandit< T >::B_inv_sqrt

private

Definition at line 35 of file linear_thompson.h.

m2_r

template<typename T>

MatrixXf Brush::MAB::LinearThompsonSamplingBandit< T >::m2_r

private

Definition at line 37 of file linear_thompson.h.

mean

template<typename T>

MatrixXf Brush::MAB::LinearThompsonSamplingBandit< T >::mean

private

Definition at line 38 of file linear_thompson.h.

n_arms

template<typename T>

int Brush::MAB::LinearThompsonSamplingBandit< T >::n_arms

private

Definition at line 31 of file linear_thompson.h.

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The documentation for this class was generated from the following files:

• linear_thompson.h
• linear_thompson.cpp