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24   	
25   	/**@file   pub_bandit_ucb.h
26   	 * @ingroup PublicBanditMethods
27   	 * @brief  public methods for UCB bandit selection
28   	 * @author Gregor Hendel
29   	 */
30   	
31   	/*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
32   	
33   	#ifndef SRC_SCIP_PUB_BANDIT_UCB_H_
34   	#define SRC_SCIP_PUB_BANDIT_UCB_H_
35   	
36   	#include "scip/def.h"
37   	#include "scip/type_bandit.h"
38   	#include "scip/type_retcode.h"
39   	#include "scip/type_scip.h"
40   	
41   	#ifdef __cplusplus
42   	extern "C" {
43   	#endif
44   	
45   	
46   	/**@addtogroup PublicBanditMethods
47   	 *
48   	 * ## Upper Confidence Bounds (UCB)
49   	 *
50   	 * UCB (Upper confidence bounds) is a deterministic
51   	 * selection algorithm for the multi-armed bandit problem.
52   	 * In every iteration, UCB selects the action that maximizes
53   	 * a tradeoff between its performance in the past
54   	 * and a variance term.
55   	 * The influence of the variance (confidence width) can be
56   	 * controlled by the parameter \f$ \alpha \f$.
57   	 *
58   	 * @{
59   	 */
60   	
61   	
62   	/** create and reset UCB bandit algorithm */
63   	SCIP_EXPORT
64   	SCIP_RETCODE SCIPcreateBanditUcb(
65   	   SCIP*                 scip,               /**< SCIP data structure */
66   	   SCIP_BANDIT**         ucb,                /**< pointer to store bandit algorithm */
67   	   SCIP_Real*            priorities,         /**< nonnegative priorities for each action, or NULL if not needed */
68   	   SCIP_Real             alpha,              /**< parameter to increase confidence width */
69   	   int                   nactions,           /**< the positive number of actions for this bandit algorithm */
70   	   unsigned int          initseed            /**< initial random number seed */
71   	   );
72   	
73   	/** returns the upper confidence bound of a selected action */
74   	SCIP_EXPORT
75   	SCIP_Real SCIPgetConfidenceBoundUcb(
76   	   SCIP_BANDIT*          ucb,                /**< UCB bandit algorithm */
77   	   int                   action              /**< index of the queried action */
78   	   );
79   	
80   	/** return start permutation of the UCB bandit algorithm */
81   	SCIP_EXPORT
82   	int* SCIPgetStartPermutationUcb(
83   	   SCIP_BANDIT*          ucb                 /**< UCB bandit algorithm */
84   	   );
85   	
86   	/** @}*/
87   	
88   	
89   	#ifdef __cplusplus
90   	}
91   	#endif
92   	
93   	#endif
94