thompson.h

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#include "bandit_operator.h"
 
#include "../util/utils.h" // to use random generator
 
#ifndef THOMPSON_H
#define THOMPSON_H
 
namespace Brush {
namespace MAB {
 
class ThompsonSamplingBandit : public BanditOperator
{
public:
    ThompsonSamplingBandit(vector<string> arms, bool dynamic=false);
    ThompsonSamplingBandit(map<string, float> arms_probs, bool dynamic=false);
    ~ThompsonSamplingBandit(){};
 
    std::map<string, float> sample_probs(bool update);
    string choose();
    void update(string arm, float reward);
private:
    bool dynamic_update;
    float C = 250;
 
    std::map<string, float> alphas;
    std::map<string, float> betas;
};
 
} // MAB
} // Brush
 
#endif // THOMPSON_H