Multi-Armed Bandit Library v0.1

SoftMixGambler Class

SoftMix gambler.

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

System.Object
   Gambler
      SoftMixGambler

public class SoftMixGambler : 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

The SoftMix strategy is a variant of the weel-known SoftmaxGambler with a decreasing temperature.

See Finite-time Regret Bounds for the Multiarmed Bandit Problem by Nicolo Cesa-Bianchi and Paul Fisher.

Requirements

Namespace: Bandit.Stochastic

Assembly: Bandit (in Bandit.dll)

See Also

SoftMixGambler Members | Bandit.Stochastic Namespace