/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /* */ /* This file is part of the program and library */ /* SCIP --- Solving Constraint Integer Programs */ /* */ /* Copyright (C) 2002-2020 Konrad-Zuse-Zentrum */ /* fuer Informationstechnik Berlin */ /* */ /* SCIP is distributed under the terms of the ZIB Academic License. */ /* */ /* You should have received a copy of the ZIB Academic License */ /* along with SCIP; see the file COPYING. If not visit scipopt.org. */ /* */ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */ /**@file bandit_epsgreedy.h * @ingroup INTERNALAPI * @brief internal methods for epsilon greedy bandit selection * @author Gregor Hendel */ /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/ #ifndef __SCIP_BANDIT_EPSGREEDY_H__ #define __SCIP_BANDIT_EPSGREEDY_H__ #include "blockmemshell/memory.h" #include "scip/def.h" #include "scip/type_bandit.h" #include "scip/type_retcode.h" #include "scip/type_scip.h" #ifdef __cplusplus extern "C" { #endif /** creates the epsilon greedy bandit algorithm includes it in SCIP */ SCIP_RETCODE SCIPincludeBanditvtableEpsgreedy( SCIP* scip /**< SCIP data structure */ ); /** callback to free bandit specific data structures */ SCIP_DECL_BANDITFREE(SCIPbanditFreeEpsgreedy); /** selection callback for bandit algorithm */ SCIP_DECL_BANDITSELECT(SCIPbanditSelectEpsgreedy); /** update callback for bandit algorithm */ SCIP_DECL_BANDITUPDATE(SCIPbanditUpdateEpsgreedy); /** reset callback for bandit algorithm */ SCIP_DECL_BANDITRESET(SCIPbanditResetEpsgreedy); /** internal method to create and reset epsilon greedy bandit algorithm */ SCIP_RETCODE SCIPbanditCreateEpsgreedy( BMS_BLKMEM* blkmem, /**< block memory */ BMS_BUFMEM* bufmem, /**< buffer memory */ SCIP_BANDITVTABLE* vtable, /**< virtual function table with epsilon greedy callbacks */ SCIP_BANDIT** epsgreedy, /**< pointer to store the epsilon greedy bandit algorithm */ SCIP_Real* priorities, /**< nonnegative priorities for each action, or NULL if not needed */ SCIP_Real eps, /**< parameter to increase probability for exploration between all actions */ SCIP_Bool preferrecent, /**< should the weights be updated in an exponentially decaying way? */ SCIP_Real decayfactor, /**< the factor to reduce the weight of older observations if exponential decay is enabled */ int avglim, /**< nonnegative limit on observation number before the exponential decay starts, * only relevant if exponential decay is enabled */ int nactions, /**< the number of possible actions */ unsigned int initseed /**< initial random seed */ ); #ifdef __cplusplus } #endif #endif