Multi-Armed Bandit Library v0.1

IntervalDrawGambler Class

Interval draw strategy.

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

System.Object
   Gambler
      GamblerBase
         IntervalDrawGambler

public class IntervalDrawGambler : 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.

Remarks

The interval draw strategy is a variant of the IntervalEstimationGambler strategy. Intuitively the idea is to pull to every lever with a probability equal to the lever probability of being the best lever.

The interval draw method is inspired from the paper Simulation Results for a new two-armed bandit heuristic from R. L. Rivest and Y. Yin (1993).

Requirements

Namespace: Bandit.Stochastic

Assembly: Bandit (in Bandit.dll)

See Also

IntervalDrawGambler Members | Bandit.Stochastic Namespace