kumulant
com.eignex.kumulant/bandit/univariate/EpsilonDecreasingSpec

EpsilonDecreasingSpec

@Serializable
@SerialName(value = "EpsilonDecreasing")
data class EpsilonDecreasingSpec(val epsilon: Double = 2.0, val decay: Double = 0.5, val priorMean: Double = 0.0, val priorWeight: Double = 0.02, val priorSquaredDeviations: Double = 0.02) : BanditPolicySpec<WeightedVarianceResult> (source)

Spec for EpsilonDecreasing.

Constructors

EpsilonDecreasingSpec

constructor(epsilon: Double = 2.0, decay: Double = 0.5, priorMean: Double = 0.0, priorWeight: Double = 0.02, priorSquaredDeviations: Double = 0.02)(source)

Properties

decay

val decay: Double(source)

Decay exponent applied to the running sample count.

epsilon

val epsilon: Double(source)

Initial exploration scale.

priorMean

val priorMean: Double(source)

Per-arm prior on the running reward mean.

priorSquaredDeviations

val priorSquaredDeviations: Double(source)

Prior on Sum (x - mean)^2 * w.

priorWeight

val priorWeight: Double(source)

Per-arm prior pseudo-count.