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 static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.
See the paper The NonStochastic multiarmed bandit problem of Peter Auer, Nicolo Cesa-Bianchi, Yoav Freund and Robert E. Shapire.
Namespace: Bandit.Stochastic
Assembly: Bandit (in Bandit.dll)
Exp3Gambler Members | Bandit.Stochastic Namespace