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24   	
25   	/**@file   pub_bandit_epsgreedy.h
26   	 * @ingroup PublicBanditMethods
27   	 * @brief  public methods for the epsilon greedy bandit selector
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_EPSGREEDY_H_
34   	#define SRC_SCIP_PUB_BANDIT_EPSGREEDY_H_
35   	
36   	
37   	#include "scip/def.h"
38   	#include "scip/type_scip.h"
39   	#include "scip/type_bandit.h"
40   	
41   	#ifdef __cplusplus
42   	extern "C" {
43   	#endif
44   	
45   	/**@addtogroup PublicBanditMethods
46   	 *
47   	 * ## Epsilon greedy
48   	 *
49   	 * Epsilon greedy is a randomized algorithm for the multi-armed bandit problem.
50   	 *
51   	 * In every iteration, it either
52   	 * selects an action uniformly at random with
53   	 * probability \f$ \varepsilon_t\f$
54   	 * or it greedily exploits the best action seen so far with
55   	 * probability \f$ 1 - \varepsilon_t \f$.
56   	 * In this implementation, \f$ \varepsilon_t \f$ decreases over time
57   	 * (number of selections performed), controlled by the epsilon parameter.
58   	 *
59   	 * @{
60   	 */
61   	
62   	/** create and resets an epsilon greedy bandit algorithm */
63   	SCIP_EXPORT
64   	SCIP_RETCODE SCIPcreateBanditEpsgreedy(
65   	   SCIP*                 scip,               /**< SCIP data structure */
66   	   SCIP_BANDIT**         epsgreedy,          /**< pointer to store the epsilon greedy bandit algorithm */
67   	   SCIP_Real*            priorities,         /**< nonnegative priorities for each action, or NULL if not needed */
68   	   SCIP_Real             eps,                /**< parameter to increase probability for exploration between all actions */
69   	   SCIP_Bool             usemodification,    /**< TRUE if modified eps greedy should be used */
70   	   SCIP_Bool             preferrecent,       /**< should the weights be updated in an exponentially decaying way? */
71   	   SCIP_Real             decayfactor,        /**< the factor to reduce the weight of older observations if exponential decay is enabled */
72   	   int                   avglim,             /**< nonnegative limit on observation number before the exponential decay starts,
73   	                                               *  only relevant if exponential decay is enabled
74   	                                               */
75   	   int                   nactions,           /**< the number of possible actions */
76   	   unsigned int          initseed            /**< initial seed for random number generation */
77   	   );
78   	
79   	/** get weights array of epsilon greedy bandit algorithm */
80   	SCIP_EXPORT
81   	SCIP_Real* SCIPgetWeightsEpsgreedy(
82   	   SCIP_BANDIT*          epsgreedy           /**< epsilon greedy bandit algorithm */
83   	   );
84   	
85   	/** set epsilon parameter of epsilon greedy bandit algorithm */
86   	SCIP_EXPORT
87   	void SCIPsetEpsilonEpsgreedy(
88   	   SCIP_BANDIT*          epsgreedy,          /**< epsilon greedy bandit algorithm */
89   	   SCIP_Real             eps                 /**< parameter to increase probability for exploration between all actions */
90   	   );
91   	
92   	/** @} */
93   	
94   	
95   	
96   	#ifdef __cplusplus
97   	}
98   	#endif
99   	
100  	#endif
101