Policies.UCB module

The UCB policy for bounded bandits.

• Reference: [Lai & Robbins, 1985].

class Policies.UCB.UCB(nbArms, lower=0.0, amplitude=1.0)

Bases: Policies.IndexPolicy.IndexPolicy

The UCB policy for bounded bandits.

• Reference: [Lai & Robbins, 1985].

computeIndex(arm)

Compute the current index, at time t and after \(N_k(t)\) pulls of arm k:

\[I_k(t) = \frac{X_k(t)}{N_k(t)} + \sqrt{\frac{2 \log(t)}{N_k(t)}}.\]

computeAllIndex()

Compute the current indexes for all arms, in a vectorized manner.

__module__ = 'Policies.UCB'