bandit_epsgreedy.c File Reference

Detailed Description

implementation of epsilon greedy bandit algorithm

Author

Gregor Hendel

Definition in file bandit_epsgreedy.c.

#include <assert.h>
#include "blockmemshell/memory.h"
#include "scip/bandit_epsgreedy.h"
#include "scip/scip.h"

Go to the source code of this file.

Macros
#define	BANDIT_NAME   "eps-greedy"
#define	DEFAULT_WEIGHT   0.2

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, int nactions, unsigned int initseed)
SCIP_RETCODE	SCIPcreateBanditEpsgreedy (SCIP *scip, SCIP_BANDIT **epsgreedy, SCIP_Real *priorities, SCIP_Real eps, 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 28 of file bandit_epsgreedy.c.

Referenced by SCIPcreateBanditEpsgreedy(), and SCIPincludeBanditvtableEpsgreedy().

DEFAULT_WEIGHT

#define DEFAULT_WEIGHT   0.2

Definition at line 29 of file bandit_epsgreedy.c.

Referenced by SCIP_DECL_BANDITRESET().

Function Documentation

SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE

(

SCIPbanditFreeEpsgreedy

)

callback to free bandit specific data structures

Definition at line 47 of file bandit_epsgreedy.c.

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

SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT

(

SCIPbanditSelectEpsgreedy

)

selection callback for bandit algorithm

Definition at line 67 of file bandit_epsgreedy.c.

References SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), SCIPrandomGetInt(), SCIPrandomGetReal(), and sqrt().

SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE

(

SCIPbanditUpdateEpsgreedy

)

update callback for bandit algorithm

Definition at line 127 of file bandit_epsgreedy.c.

References SCIP_OKAY, and SCIPbanditGetData().

SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET

(

SCIPbanditResetEpsgreedy

)

reset callback for bandit algorithm

Definition at line 144 of file bandit_epsgreedy.c.

References DEFAULT_WEIGHT, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), and SCIPbanditGetNActions().

SCIPbanditCreateEpsgreedy()

SCIP_RETCODE SCIPbanditCreateEpsgreedy	(	BMS_BLKMEM *	blkmem,
		BMS_BUFMEM *	bufmem,
		SCIP_BANDITVTABLE *	vtable,
		SCIP_BANDIT **	epsgreedy,
		SCIP_Real *	priorities,
		SCIP_Real	eps,
		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
nactions	the positive number of possible actions
initseed	initial random seed

Definition at line 208 of file bandit_epsgreedy.c.

References BMSallocBlockMemory, BMSallocBlockMemoryArray, eps, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPbanditCreate().

Referenced by SCIPcreateBanditEpsgreedy().

SCIPincludeBanditvtableEpsgreedy()

SCIP_RETCODE SCIPincludeBanditvtableEpsgreedy

(

SCIP *

scip

)

creates the epsilon greedy bandit algorithm includes it in SCIP

Parameters

scip	SCIP data structure

Definition at line 291 of file bandit_epsgreedy.c.

References BANDIT_NAME, SCIP_CALL, SCIP_OKAY, and SCIPincludeBanditvtable().

Referenced by SCIPincludeCorePlugins().