Companion

Default-tuning helpers.

Functions

fun defaultEta(nbrArms: Int, nbrExperts: Int): Double

Default learning rate from the EXP4 regret analysis: sqrt(ln(N) / (T * K)) collapsed to a horizon-free form using T = 1 as a starting heuristic.

fun defaultEta(nbrArms: Int, nbrExperts: Int): Double(source)

Default learning rate from the EXP4 regret analysis: sqrt(ln(N) / (T * K)) collapsed to a horizon-free form using T = 1 as a starting heuristic.