Multi-Armed Bandit Library v0.1

Exp3Gambler Class

The Exp3Gambler implements the exponential-weight for exploration and exploitation.

For a list of all members of this type, see Exp3Gambler Members.

System.Object
   Gambler
      Exp3Gambler

public class Exp3Gambler : Gambler

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.

Remarks

See the paper The NonStochastic multiarmed bandit problem of Peter Auer, Nicolo Cesa-Bianchi, Yoav Freund and Robert E. Shapire.

Requirements

Namespace: Bandit.Stochastic

Assembly: Bandit (in Bandit.dll)

See Also

Exp3Gambler Members | Bandit.Stochastic Namespace