AIToolbox
A library that offers tools for AI problem solving.
ThompsonSamplingPolicy.hpp
Go to the documentation of this file.
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#ifndef AI_TOOLBOX_BANDIT_THOMPSON_SAMPLING_POLICY_HEADER_FILE
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#define AI_TOOLBOX_BANDIT_THOMPSON_SAMPLING_POLICY_HEADER_FILE
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#include <random>
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#include <
AIToolbox/Bandit/Types.hpp
>
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#include <
AIToolbox/Bandit/Experience.hpp
>
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#include <
AIToolbox/Bandit/Policies/PolicyInterface.hpp
>
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namespace
AIToolbox::Bandit
{
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class
ThompsonSamplingPolicy
:
public
PolicyInterface
{
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public
:
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ThompsonSamplingPolicy
(
const
Experience
& exp);
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virtual
size_t
sampleAction
()
const override
;
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virtual
double
getActionProbability
(
const
size_t
& a)
const override
;
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virtual
Vector
getPolicy
()
const override
;
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const
Experience
&
getExperience
()
const
;
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private
:
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const
Experience
& exp_;
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};
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}
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#endif
AIToolbox::Bandit::ThompsonSamplingPolicy::getPolicy
virtual Vector getPolicy() const override
This function returns a vector containing all probabilities of the policy.
AIToolbox::Bandit::ThompsonSamplingPolicy::ThompsonSamplingPolicy
ThompsonSamplingPolicy(const Experience &exp)
Basic constructor.
AIToolbox::Bandit::ThompsonSamplingPolicy::sampleAction
virtual size_t sampleAction() const override
This function chooses an action using Thompson sampling.
AIToolbox::Bandit::ThompsonSamplingPolicy
This class implements a Thompson sampling policy.
Definition:
ThompsonSamplingPolicy.hpp:19
Experience.hpp
AIToolbox::Bandit::PolicyInterface
Simple typedef for most of a normal Bandit's policy needs.
Definition:
PolicyInterface.hpp:11
AIToolbox::Bandit::ThompsonSamplingPolicy::getExperience
const Experience & getExperience() const
This function returns a reference to the underlying Experience we use.
AIToolbox::Vector
Eigen::Matrix< double, Eigen::Dynamic, 1 > Vector
Definition:
Types.hpp:16
AIToolbox::Bandit
Definition:
Experience.hpp:6
PolicyInterface.hpp
Types.hpp
AIToolbox::Bandit::Experience
This class computes averages and counts for a Bandit problem.
Definition:
Experience.hpp:13
AIToolbox::Bandit::ThompsonSamplingPolicy::getActionProbability
virtual double getActionProbability(const size_t &a) const override
This function returns the probability of taking the specified action.