EpsilonGreedyPolicy {contextual} | R Documentation |
EpsilonGreedyPolicy
chooses an arm at
random (explores) with probability epsilon
, otherwise it
greedily chooses (exploits) the arm with the highest estimated
reward.
policy <- EpsilonGreedyPolicy(epsilon = 0.1)
epsilon
numeric; value in the closed interval (0,1]
indicating the probablilty with which
arms are selected at random (explored).
Otherwise, EpsilonGreedyPolicy
chooses the best arm (exploits)
with a probability of 1 - epsilon
name
character string specifying this policy. name
is, among others, saved to the History log and displayed in summaries and plots.
new(epsilon = 0.1)
Generates a new EpsilonGreedyPolicy
object. Arguments are
defined in the Argument section above.
set_parameters()
each policy needs to assign the parameters it wants to keep track of
to list self$theta_to_arms
that has to be defined in set_parameters()
's body.
The parameters defined here can later be accessed by arm index in the following way:
theta[[index_of_arm]]$parameter_name
get_action(context)
here, a policy decides which arm to choose, based on the current values of its parameters and, potentially, the current context.
set_reward(reward, context)
in set_reward(reward, context)
, a policy updates its parameter values
based on the reward received, and, potentially, the current context.
Gittins, J., Glazebrook, K., & Weber, R. (2011). Multi-armed bandit allocation indices. John Wiley & Sons. (Original work published 1989)
Sutton, R. S. (1996). Generalization in reinforcement learning: Successful examples using sparse coarse coding. In Advances in neural information processing systems (pp. 1038-1044).
Strehl, A., & Littman, M. (2004). Exploration via model based interval estimation. In International Conference on Machine Learning, number Icml.
Yue, Y., Broder, J., Kleinberg, R., & Joachims, T. (2012). The k-armed dueling bandits problem. Journal of Computer and System Sciences, 78(5), 1538-1556.
Core contextual classes: Bandit
, Policy
, Simulator
,
Agent
, History
, Plot
Bandit subclass examples: BasicBernoulliBandit
, ContextualLogitBandit
,
OfflineReplayEvaluatorBandit
Policy subclass examples: EpsilonGreedyPolicy
, ContextualLinTSPolicy
horizon <- 100L simulations <- 100L weights <- c(0.9, 0.1, 0.1) policy <- EpsilonGreedyPolicy$new(epsilon = 0.1) bandit <- BasicBernoulliBandit$new(weights = weights) agent <- Agent$new(policy, bandit) history <- Simulator$new(agent, horizon, simulations, do_parallel = FALSE)$run() plot(history, type = "cumulative") plot(history, type = "arms")