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pub_bandit_epsgreedy.h
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/* */
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/* This file is part of the program and library */
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/* SCIP --- Solving Constraint Integer Programs */
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/* */
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/* Copyright (c) 2002-2023 Zuse Institute Berlin (ZIB) */
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/* */
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/* Licensed under the Apache License, Version 2.0 (the "License"); */
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/* you may not use this file except in compliance with the License. */
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/* You may obtain a copy of the License at */
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/* */
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/* http://www.apache.org/licenses/LICENSE-2.0 */
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/* */
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/* Unless required by applicable law or agreed to in writing, software */
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/* distributed under the License is distributed on an "AS IS" BASIS, */
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/* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
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/* See the License for the specific language governing permissions and */
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/* limitations under the License. */
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/* */
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/* You should have received a copy of the Apache-2.0 license */
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/* along with SCIP; see the file LICENSE. If not visit scipopt.org. */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/**@file pub_bandit_epsgreedy.h
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* @ingroup PublicBanditMethods
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* @brief public methods for the epsilon greedy bandit selector
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* @author Gregor Hendel
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*/
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/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
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#ifndef SRC_SCIP_PUB_BANDIT_EPSGREEDY_H_
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#define SRC_SCIP_PUB_BANDIT_EPSGREEDY_H_
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#include "
scip/def.h
"
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#include "
scip/type_scip.h
"
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#include "
scip/type_bandit.h
"
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#ifdef __cplusplus
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extern
"C"
{
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#endif
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/**@addtogroup PublicBanditMethods
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*
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* ## Epsilon greedy
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*
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* Epsilon greedy is a randomized algorithm for the multi-armed bandit problem.
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*
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* In every iteration, it either
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* selects an action uniformly at random with
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* probability \f$ \varepsilon_t\f$
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* or it greedily exploits the best action seen so far with
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* probability \f$ 1 - \varepsilon_t \f$.
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* In this implementation, \f$ \varepsilon_t \f$ decreases over time
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* (number of selections performed), controlled by the epsilon parameter.
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*
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* @{
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*/
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/** create and resets an epsilon greedy bandit algorithm */
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SCIP_EXPORT
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SCIP_RETCODE
SCIPcreateBanditEpsgreedy
(
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SCIP
*
scip
,
/**< SCIP data structure */
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SCIP_BANDIT
**
epsgreedy
,
/**< pointer to store the epsilon greedy bandit algorithm */
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SCIP_Real* priorities,
/**< nonnegative priorities for each action, or NULL if not needed */
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SCIP_Real
eps
,
/**< parameter to increase probability for exploration between all actions */
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SCIP_Bool preferrecent,
/**< should the weights be updated in an exponentially decaying way? */
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SCIP_Real decayfactor,
/**< the factor to reduce the weight of older observations if exponential decay is enabled */
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int
avglim,
/**< nonnegative limit on observation number before the exponential decay starts,
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* only relevant if exponential decay is enabled
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*/
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int
nactions,
/**< the number of possible actions */
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unsigned
int
initseed
/**< initial seed for random number generation */
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);
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/** get weights array of epsilon greedy bandit algorithm */
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SCIP_EXPORT
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SCIP_Real*
SCIPgetWeightsEpsgreedy
(
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SCIP_BANDIT
*
epsgreedy
/**< epsilon greedy bandit algorithm */
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);
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/** set epsilon parameter of epsilon greedy bandit algorithm */
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SCIP_EXPORT
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void
SCIPsetEpsilonEpsgreedy
(
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SCIP_BANDIT
*
epsgreedy
,
/**< epsilon greedy bandit algorithm */
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SCIP_Real
eps
/**< parameter to increase probability for exploration between all actions */
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);
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/** @} */
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#ifdef __cplusplus
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}
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#endif
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#endif
def.h
common defines and data types used in all packages of SCIP
SCIPsetEpsilonEpsgreedy
void SCIPsetEpsilonEpsgreedy(SCIP_BANDIT *epsgreedy, SCIP_Real eps)
Definition
bandit_epsgreedy.c:323
SCIPgetWeightsEpsgreedy
SCIP_Real * SCIPgetWeightsEpsgreedy(SCIP_BANDIT *epsgreedy)
Definition
bandit_epsgreedy.c:310
SCIPcreateBanditEpsgreedy
SCIP_RETCODE SCIPcreateBanditEpsgreedy(SCIP *scip, SCIP_BANDIT **epsgreedy, SCIP_Real *priorities, SCIP_Real eps, SCIP_Bool preferrecent, SCIP_Real decayfactor, int avglim, int nactions, unsigned int initseed)
Definition
bandit_epsgreedy.c:279
i
int i
Definition
heur_rootsoldiving.c:212
scip
Definition
objbenders.h:44
eps
real eps
Definition
nlpi_filtersqp.c:249
SCIP_Bandit
Definition
struct_bandit.h:58
Scip
Definition
struct_scip.h:69
type_bandit.h
type definitions for bandit selection algorithms
SCIP_RETCODE
enum SCIP_Retcode SCIP_RETCODE
Definition
type_retcode.h:63
type_scip.h
type definitions for SCIP's main datastructure
pub_bandit_epsgreedy.h
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