Class UpperConfidenceBound

constructor

• new UpperConfidenceBound(options?: ReinforcedOptions): UpperConfidenceBound

• creates a new instance of the Upper confidence bound(UCB) algorithm. UCB is based on the principle of optimism in the face of uncertainty, which is to choose your actions as if the environment (in this case bandit) is as nice as is plausibly possible

  see

  http://banditalgs.com/2016/09/18/the-upper-confidence-bound-algorithm/

  example

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

  prop

  {Map} this.numbers_of_selections - map of all bound selections

  prop

  {Map} this.sums_of_rewards - successful bound selections

  Parameters

  • Default value options: ReinforcedOptions = {}

  Returns UpperConfidenceBound