Policies.MOSS module¶

The MOSS policy for bounded bandits. Reference: [Audibert & Bubeck, 2010](http://www.jmlr.org/papers/volume11/audibert10a/audibert10a.pdf).

class Policies.MOSS.MOSS(nbArms, lower=0.0, amplitude=1.0)[source]¶

The MOSS policy for bounded bandits. Reference: [Audibert & Bubeck, 2010](http://www.jmlr.org/papers/volume11/audibert10a/audibert10a.pdf).

computeIndex(arm)[source]¶: Compute the current index, at time t and after \(N_k(t)\) pulls of arm k, if there is K arms:

\[I_k(t) = \frac{X_k(t)}{N_k(t)} + \sqrt{\max\left(0, \frac{\log\left(\frac{t}{K N_k(t)}\right)}{N_k(t)}\right)}.\]

computeAllIndex()[source]¶: Compute the current indexes for all arms, in a vectorized manner.