Class ThompsonSampling

constructor

• new ThompsonSampling(options?: any): ThompsonSampling

• creates a new instance of the Thompson Sampling(TS) algorithm. TS a heuristic for choosing actions that addresses the exploration-exploitation dilemma in the multi-armed bandit problem. It consists in choosing the action that maximizes the expected reward with respect to a randomly drawn belief

  see

  https://en.wikipedia.org/wiki/Thompson_sampling

  example

  const dataset = new ms.ml.ThompsonSampling({bounds:10});

  prop

  {Map} this.numbers_of_rewards_1 - map of all reward 1 selections

  prop

  {Map} this.numbers_of_rewards_0 - map of all reward 0 selections

  Parameters

  • Default value options: any = {}

  Returns ThompsonSampling