BetaBernoulliTS
fun BetaBernoulliTS(priorAlpha: Double = 1.0, priorBeta: Double = 1.0): ThompsonSampling<BernoulliSumResult>(source)
Thompson sampling over a Beta(priorAlpha, priorBeta) prior on a Bernoulli reward.
ExponentialTS
fun ExponentialTS(priorMean: Double = 1.0, priorWeight: Double = 0.01): ThompsonSampling<WeightedMeanResult>(source)
Thompson sampling over an exponential reward with a Gamma prior on the rate.
GammaScaleTS
fun GammaScaleTS(fixedShape: Double, priorMean: Double = 1.0, priorWeight: Double = 0.1): ThompsonSampling<WeightedMeanResult>(source)
Thompson sampling over a Gamma reward with known shape and Gamma prior on the scale.
GeometricTS
fun GeometricTS(priorMean: Double = 2.0, priorWeight: Double = 1.0): ThompsonSampling<WeightedMeanResult>(source)
Thompson sampling over a geometric reward with a Beta prior on the success probability.
LogNormalTS
fun LogNormalTS(priorMean: Double = 0.0, priorWeight: Double = 0.02, priorSquaredDeviations: Double = 2.0): ThompsonSampling<WeightedVarianceResult>(source)
Thompson sampling over a log-normal reward via Normal-Gamma on log(value).
NormalTS
fun NormalTS(priorMean: Double = 0.0, priorWeight: Double = 0.02, priorSquaredDeviations: Double = 0.02): ThompsonSampling<WeightedVarianceResult>(source)
Thompson sampling over a Normal-Gamma prior; unknown mean and variance.
PoissonTS
fun PoissonTS(priorMean: Double = 1.0, priorWeight: Double = 0.01): ThompsonSampling<WeightedMeanResult>(source)
Thompson sampling over a Poisson reward with a Gamma prior on the rate.