Multi-Armed Bandit Library v0.1

EpsilonDecreasingGambler Class

Epsilon decreasing gambler.

For a list of all members of this type, see EpsilonDecreasingGambler Members.


public class EpsilonDecreasingGambler : GamblerBase

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.


The epsilon decreasing strategy is similar to the EpsilonGreedyGambler but the epsilon value decreases over time. This implementation provides a decreasing factor of e0 / t where e0 is a positive tuning parameter and t the current round index.

The epsilon decreasing strategy is analysed in Finite time analysis of the multiarmed bandit problem. by Auer, Cesa-Bianchi and Fisher in Machine Learning (2002).


Namespace: Bandit.Stochastic

Assembly: Bandit (in Bandit.dll)

See Also

EpsilonDecreasingGambler Members | Bandit.Stochastic Namespace