Scippy

SCIP

Solving Constraint Integer Programs

Detailed Description

implementation of (a variant of) epsilon greedy bandit algorithm

Author
Gregor Hendel

Definition in file bandit_epsgreedy.c.

#include "scip/bandit.h"
#include "scip/bandit_epsgreedy.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   "eps-greedy"
 
#define EPSGREEDY_SMALL   1e-6
 

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, SCIP_Bool usemodification, SCIP_Bool preferrecent, SCIP_Real decayfactor, int avglim, int nactions, unsigned int initseed)
 
SCIP_RETCODE SCIPcreateBanditEpsgreedy (SCIP *scip, SCIP_BANDIT **epsgreedy, SCIP_Real *priorities, SCIP_Real eps, SCIP_Bool usemodification, SCIP_Bool preferrecent, SCIP_Real decayfactor, int avglim, int nactions, unsigned int initseed)
 
SCIP_RealSCIPgetWeightsEpsgreedy (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"

◆ EPSGREEDY_SMALL

#define EPSGREEDY_SMALL   1e-6

Definition at line 43 of file bandit_epsgreedy.c.

Referenced by SCIP_DECL_BANDITRESET(), and SCIP_DECL_BANDITSELECT().

Function Documentation

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeEpsgreedy  )

callback to free bandit specific data structures

Definition at line 70 of file bandit_epsgreedy.c.

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

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectEpsgreedy  )

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateEpsgreedy  )

update callback for bandit algorithm

Definition at line 187 of file bandit_epsgreedy.c.

References NULL, SCIP_OKAY, SCIP_Real, and SCIPbanditGetData().

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetEpsgreedy  )

◆ SCIPbanditCreateEpsgreedy()

SCIP_RETCODE SCIPbanditCreateEpsgreedy ( BMS_BLKMEM blkmem,
BMS_BUFMEM bufmem,
SCIP_BANDITVTABLE vtable,
SCIP_BANDIT **  epsgreedy,
SCIP_Real priorities,
SCIP_Real  eps,
SCIP_Bool  usemodification,
SCIP_Bool  preferrecent,
SCIP_Real  decayfactor,
int  avglim,
int  nactions,
unsigned int  initseed 
)

internal method to create and reset epsilon greedy bandit algorithm

Parameters
blkmemblock memory
bufmembuffer memory
vtablevirtual function table with epsilon greedy callbacks
epsgreedypointer to store the epsilon greedy bandit algorithm
prioritiesnonnegative priorities for each action, or NULL if not needed
epsparameter to increase probability for exploration between all actions
usemodificationTRUE if modified eps greedy should be used
preferrecentshould the weights be updated in an exponentially decaying way?
decayfactorthe factor to reduce the weight of older observations if exponential decay is enabled
avglimnonnegative limit on observation number before the exponential decay starts, only relevant if exponential decay is enabled
nactionsthe positive number of possible actions
initseedinitial random seed

Definition at line 275 of file bandit_epsgreedy.c.

References BMSallocBlockMemory, BMSallocBlockMemoryArray, eps, NULL, 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
scipSCIP data structure

Definition at line 374 of file bandit_epsgreedy.c.

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

Referenced by SCIPincludeCorePlugins().