Policies.BayesUCB module¶
The Bayes-UCB policy.
By default, it uses a Beta posterior (
Policies.Posterior.Beta), one by arm.Reference: [Kaufmann, Cappé & Garivier - AISTATS, 2012]
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class
Policies.BayesUCB.BayesUCB(nbArms, posterior=<class 'Policies.Posterior.Beta.Beta'>, lower=0.0, amplitude=1.0, *args, **kwargs)[source]¶ Bases:
Policies.BayesianIndexPolicy.BayesianIndexPolicyThe Bayes-UCB policy.
By default, it uses a Beta posterior (
Policies.Posterior.Beta), one by arm.
-Reference: [Kaufmann, Cappé & Garivier - AISTATS, 2012].
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computeIndex(arm)[source]¶ Compute the current index, at time t and after \(N_k(t)\) pulls of arm k, giving \(S_k(t)\) rewards of 1, by taking the \(1 - \frac{1}{t}\) quantile from the Beta posterior:
\[I_k(t) = \mathrm{Quantile}\left(\mathrm{Beta}(1 + S_k(t), 1 + N_k(t) - S_k(t)), 1 - \frac{1}{t}\right).\]
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__module__= 'Policies.BayesUCB'¶