thompson.h

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#include "bandit_operator.h"
 
// #include <boost/random.hpp>
// #include <boost/random/gamma_distribution.hpp>
 
#include <boost/math/distributions/gamma.hpp>
 
// // https://www.boost.org/doc/libs/1_85_0/doc/html/boost/random/beta_distribution.html
// #include <boost/random/beta_distribution.hpp>
 
#include "../util/utils.h" // to use random generator
 
#ifndef THOMPSON_H
#define THOMPSON_H
 
namespace Brush {
namespace MAB {
 
template <typename T> // TODO: make templates to have a requirement on T (so compilation is faster)
class ThompsonSamplingBandit : public BanditOperator<T>
{
public:
    ThompsonSamplingBandit(vector<T> arms, bool dynamic=false);
    ThompsonSamplingBandit(map<T, float> arms_probs, bool dynamic=false);
    ~ThompsonSamplingBandit(){};
 
    std::map<T, float> sample_probs(bool update);
    T choose(const VectorXf& context);
    void update(T arm, float reward, VectorXf& context);
private:
    bool dynamic_update;
    float C = 250;
 
    std::map<T, float> alphas;
    std::map<T, float> betas;
};
 
} // MAB
} // Brush
 
#endif // THOMPSON_H