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Detailed Description

methods for UCB bandit selection

Author
Gregor Hendel

Definition in file bandit_ucb.c.

#include "scip/bandit.h"
#include "scip/bandit_ucb.h"
#include "scip/pub_bandit.h"
#include "scip/pub_message.h"
#include "scip/pub_misc.h"
#include "scip/pub_misc_sort.h"
#include "scip/scip_bandit.h"
#include "scip/scip_mem.h"
#include "scip/scip_randnumgen.h"

Go to the source code of this file.

Macros

#define BANDIT_NAME   "ucb"
#define NUMEPS   1e-6

Functions

static SCIP_RETCODE dataReset (BMS_BUFMEM *bufmem, SCIP_BANDIT *ucb, SCIP_BANDITDATA *banditdata, SCIP_Real *priorities, int nactions)
 SCIP_DECL_BANDITFREE (SCIPbanditFreeUcb)
 SCIP_DECL_BANDITSELECT (SCIPbanditSelectUcb)
 SCIP_DECL_BANDITUPDATE (SCIPbanditUpdateUcb)
 SCIP_DECL_BANDITRESET (SCIPbanditResetUcb)
SCIP_Real SCIPgetConfidenceBoundUcb (SCIP_BANDIT *ucb, int action)
int * SCIPgetStartPermutationUcb (SCIP_BANDIT *ucb)
SCIP_RETCODE SCIPbanditCreateUcb (BMS_BLKMEM *blkmem, BMS_BUFMEM *bufmem, SCIP_BANDITVTABLE *vtable, SCIP_BANDIT **ucb, SCIP_Real *priorities, SCIP_Real alpha, int nactions, unsigned int initseed)
SCIP_RETCODE SCIPcreateBanditUcb (SCIP *scip, SCIP_BANDIT **ucb, SCIP_Real *priorities, SCIP_Real alpha, int nactions, unsigned int initseed)
SCIP_RETCODE SCIPincludeBanditvtableUcb (SCIP *scip)

Macro Definition Documentation

◆ BANDIT_NAME

#define BANDIT_NAME   "ucb"

Definition at line 44 of file bandit_ucb.c.

◆ NUMEPS

#define NUMEPS   1e-6

Definition at line 45 of file bandit_ucb.c.

Referenced by dataReset(), and SCIP_DECL_BANDITSELECT().

Function Documentation

◆ dataReset()

SCIP_RETCODE dataReset ( BMS_BUFMEM * bufmem,
SCIP_BANDIT * ucb,
SCIP_BANDITDATA * banditdata,
SCIP_Real * priorities,
int nactions )
static

data reset method

Parameters
bufmembuffer memory
ucbucb bandit algorithm
banditdataUCB bandit data structure
prioritiespriorities for start permutation, or NULL
nactionsnumber of actions

Definition at line 68 of file bandit_ucb.c.

References assert(), BMSclearMemoryArray, BMSduplicateBufferMemoryArray, BMSfreeBufferMemoryArray, i, NULL, NUMEPS, SCIP_ALLOC, SCIP_OKAY, SCIP_Real, SCIPbanditGetRandnumgen(), SCIPrandomGetReal(), SCIPrandomPermuteIntArray(), and SCIPsortDownRealInt().

Referenced by SCIP_DECL_BANDITRESET().

◆ SCIP_DECL_BANDITFREE()

SCIP_DECL_BANDITFREE ( SCIPbanditFreeUcb )

callback to free bandit specific data structures

Definition at line 125 of file bandit_ucb.c.

References assert(), BMSfreeBlockMemory, BMSfreeBlockMemoryArray, NULL, SCIP_OKAY, SCIPbanditGetData(), SCIPbanditGetNActions(), and SCIPbanditSetData().

◆ SCIP_DECL_BANDITSELECT()

SCIP_DECL_BANDITSELECT ( SCIPbanditSelectUcb )

selection callback for bandit selector

Definition at line 146 of file bandit_ucb.c.

References assert(), EPSEQ, EPSGT, i, LOG1P, NULL, NUMEPS, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), SCIPbanditGetRandnumgen(), SCIPrandomGetReal(), and selection.

◆ SCIP_DECL_BANDITUPDATE()

SCIP_DECL_BANDITUPDATE ( SCIPbanditUpdateUcb )

update callback for bandit algorithm

Definition at line 218 of file bandit_ucb.c.

References assert(), NULL, SCIP_OKAY, SCIP_Real, SCIPbanditGetData(), SCIPbanditGetNActions(), and selection.

◆ SCIP_DECL_BANDITRESET()

SCIP_DECL_BANDITRESET ( SCIPbanditResetUcb )

reset callback for bandit algorithm

Definition at line 241 of file bandit_ucb.c.

References assert(), dataReset(), NULL, SCIP_CALL, SCIP_OKAY, SCIPbanditGetData(), and SCIPbanditGetNActions().

◆ SCIPbanditCreateUcb()

SCIP_RETCODE SCIPbanditCreateUcb ( BMS_BLKMEM * blkmem,
BMS_BUFMEM * bufmem,
SCIP_BANDITVTABLE * vtable,
SCIP_BANDIT ** ucb,
SCIP_Real * priorities,
SCIP_Real alpha,
int nactions,
unsigned int initseed )

internal method to create and reset UCB bandit algorithm

Parameters
blkmemblock memory
bufmembuffer memory
vtablevirtual function table for UCB bandit algorithm
ucbpointer to store bandit algorithm
prioritiesnonnegative priorities for each action, or NULL if not needed
alphaparameter to increase confidence width
nactionsthe positive number of actions for this bandit algorithm
initseedinitial random seed

Definition at line 305 of file bandit_ucb.c.

References alpha, assert(), BMSallocBlockMemory, BMSallocBlockMemoryArray, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_INVALIDDATA, SCIP_OKAY, SCIP_Real, SCIPbanditCreate(), and SCIPerrorMessage.

Referenced by SCIPcreateBanditUcb().

◆ SCIPincludeBanditvtableUcb()

SCIP_RETCODE SCIPincludeBanditvtableUcb ( SCIP * scip)

include virtual function table for UCB bandit algorithms

Parameters
scipSCIP data structure

Definition at line 364 of file bandit_ucb.c.

References assert(), BANDIT_NAME, NULL, SCIP_CALL, SCIP_OKAY, and SCIPincludeBanditvtable().

Referenced by SCIPincludeCorePlugins().