kumulant

kumulant/com.eignex.kumulant.bandit.univariate/TopTwoThompsonSpec

TopTwoThompsonSpec

@Serializable

@SerialName(value = "TopTwoThompson")

data class TopTwoThompsonSpec<R : Result>(val nbrArms: Int, val policy: ThompsonSamplingSpec<R>, val beta: Double = 0.5, val maxResamples: Int = 32) : UnivariateBanditSpec(source)

Spec for TopTwoThompsonBandit.

Constructors

TopTwoThompsonSpec

constructor(nbrArms: Int, policy: ThompsonSamplingSpec<R>, beta: Double = 0.5, maxResamples: Int = 32)

Properties

val beta: Double

Probability of playing the round's top sample.

val maxResamples: Int

Cap on the resample loop when searching for the second arm.

val nbrArms: Int

Number of arms in the population.

val policy: ThompsonSamplingSpec<R>

Thompson sampling policy carrying the per-arm posterior.

Functions

fun <R : Result> TopTwoThompsonSpec<R>.materialize(random: Random = Random.Default): TopTwoThompsonBandit<R>

Build a live TopTwoThompsonBandit from its spec.

fun UnivariateBanditSpec.materialize(random: Random = Random.Default): Bandit

Dispatch any UnivariateBanditSpec to its concrete bandit.

TopTwoThompsonSpec

constructor(nbrArms: Int, policy: ThompsonSamplingSpec<R>, beta: Double = 0.5, maxResamples: Int = 32)(source)

beta

val beta: Double(source)

Probability of playing the round's top sample.

maxResamples

val maxResamples: Int(source)

Cap on the resample loop when searching for the second arm.

nbrArms

val nbrArms: Int(source)

Number of arms in the population.

policy

val policy: ThompsonSamplingSpec<R>(source)

Thompson sampling policy carrying the per-arm posterior.