Classes
union	int_float

Functions
template<typename It >
int	generate_epsilon_greedy (float epsilon, uint32_t top_action, It pmf_first, It pmf_last)
	Generates epsilon-greedy style exploration distribution. More...

template<typename InputIt , typename OutputIt >
int	generate_softmax (float lambda, InputIt scores_first, InputIt scores_last, OutputIt pmf_first, OutputIt pmf_last)
	Generates softmax style exploration distribution. More...

template<typename InputIt , typename OutputIt >
int	generate_bag (InputIt top_actions_first, InputIt top_actions_last, OutputIt pmf_first, OutputIt pmf_last)
	Generates an exploration distribution according to votes on actions. More...

template<typename It >
int	enforce_minimum_probability (float minimum_uniform, bool update_zero_elements, It pmf_first, It pmf_last)
	Updates the pmf to ensure each action is explored with at least minimum_uniform/num_actions. More...

template<typename It >
int	sample_after_normalizing (uint64_t seed, It pmf_first, It pmf_last, uint32_t &chosen_index)
	Sample an index from the provided pmf. If the pmf is not normalized it will be updated in-place. More...

template<typename It >
int	sample_after_normalizing (const char *seed, It pmf_first, It pmf_last, uint32_t &chosen_index)
	Sample an index from the provided pmf. If the pmf is not normalized it will be updated in-place. More...

template<typename ActionIt >
int	swap_chosen (ActionIt action_first, ActionIt action_last, uint32_t chosen_index)
	Swap the first value with the chosen index. More...

template<typename It >
int	sample_pdf (uint64_t *p_seed, It pdf_first, It pdf_last, float &chosen_value, float &pdf_value)
	Sample a continuous value from the provided pdf. More...

float	uniform_random_merand48_advance (uint64_t &initial)

float	uniform_random_merand48 (uint64_t initial)

template<typename It >
int	generate_epsilon_greedy (float epsilon, uint32_t top_action, It pmf_first, It pmf_last, std::random_access_iterator_tag)

template<typename InputIt , typename OutputIt >
int	generate_softmax (float lambda, InputIt scores_first, InputIt scores_last, std::input_iterator_tag, OutputIt pmf_first, OutputIt pmf_last, std::random_access_iterator_tag)

template<typename InputIt , typename OutputIt >
int	generate_bag (InputIt top_actions_first, InputIt top_actions_last, std::input_iterator_tag, OutputIt pmf_first, OutputIt pmf_last, std::random_access_iterator_tag)

template<typename It >
int	enforce_minimum_probability (float minimum_uniform, bool update_zero_elements, It pmf_first, It pmf_last, std::random_access_iterator_tag)

template<typename It >
int	sample_after_normalizing (uint64_t seed, It pmf_first, It pmf_last, uint32_t &chosen_index, std::input_iterator_tag)

template<typename It >
int	sample_after_normalizing (const char *seed, It pmf_first, It pmf_last, uint32_t &chosen_index, std::random_access_iterator_tag pmf_category)

template<typename ActionIt >
int	swap_chosen (ActionIt action_first, ActionIt action_last, std::forward_iterator_tag, uint32_t chosen_index)

template<typename ActionsIt >
int	swap_chosen (ActionsIt action_first, ActionsIt action_last, uint32_t chosen_index)

template<typename It >
int	sample_scores (uint64_t *p_seed, It scores_first, It scores_last, uint32_t &chosen_index, std::random_access_iterator_tag)

template<typename It >
int	sample_pdf (uint64_t *p_seed, It pdf_first, It pdf_last, float &chosen_value, float &pdf_value, std::random_access_iterator_tag)
	Sample a continuous value from the provided pdf. More...

Variables
constexpr uint64_t	CONSTANT_A = 0xeece66d5deece66dULL

constexpr uint64_t	CONSTANT_C = 2147483647

constexpr int	BIAS = 127 << 23u

Function Documentation

template<typename It >

int exploration::enforce_minimum_probability	(	float	minimum_uniform,
		bool	update_zero_elements,
		It	pmf_first,
		It	pmf_last
	)

Updates the pmf to ensure each action is explored with at least minimum_uniform/num_actions.

Template Parameters

It	Iterator type of the pmf. Must be a RandomAccessIterator.

Parameters

minimum_uniform	The minimum amount of uniform distribution to impose on the pmf.
update_zero_elements	If true elements with zero probability are updated, otherwise those actions will be unchanged.
pmf_first	Iterator pointing to the pre-allocated beginning of the pmf to be generated by this function.
pmf_last	Iterator pointing to the pre-allocated end of the pmf to be generated by this function.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename It >

int exploration::enforce_minimum_probability	(	float	minimum_uniform,
		bool	update_zero_elements,
		It	pmf_first,
		It	pmf_last,
		std::random_access_iterator_tag
	)

template<typename InputIt , typename OutputIt >

int exploration::generate_bag	(	InputIt	top_actions_first,
		InputIt	top_actions_last,
		OutputIt	pmf_first,
		OutputIt	pmf_last
	)

Generates an exploration distribution according to votes on actions.

Template Parameters

InputIt	Iterator type of the input actions. Must be an InputIterator.
OutputIt	Iterator type of the pre-allocated pmf. Must be a RandomAccessIterator.

Parameters

top_actions_first	Iterator pointing to the beginning of the top actions.
top_actions_last	Iterator pointing to the end of the top actions.
pmf_first	Iterator pointing to the pre-allocated beginning of the pmf to be generated by this function.
pmf_last	Iterator pointing to the pre-allocated end of the pmf to be generated by this function.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename InputIt , typename OutputIt >

int exploration::generate_bag	(	InputIt	top_actions_first,
		InputIt	top_actions_last,
		std::input_iterator_tag	,
		OutputIt	pmf_first,
		OutputIt	pmf_last,
		std::random_access_iterator_tag
	)

template<typename It >

int exploration::generate_epsilon_greedy	(	float	epsilon,
		uint32_t	top_action,
		It	pmf_first,
		It	pmf_last
	)

Generates epsilon-greedy style exploration distribution.

Template Parameters

It	Iterator type of the pre-allocated pmf. Must be a RandomAccessIterator.

Parameters

epsilon	Minimum probability used to explore among options. Each action is explored with at least epsilon/num_actions.
top_action	Index of the exploit actions. This action will be get probability mass of 1-epsilon + (epsilon/num_actions).
pmf_first	Iterator pointing to the pre-allocated beginning of the pmf to be generated by this function.
pmf_last	Iterator pointing to the pre-allocated end of the pmf to be generated by this function.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename It >

int exploration::generate_epsilon_greedy	(	float	epsilon,
		uint32_t	top_action,
		It	pmf_first,
		It	pmf_last,
		std::random_access_iterator_tag
	)

template<typename InputIt , typename OutputIt >

int exploration::generate_softmax	(	float	lambda,
		InputIt	scores_first,
		InputIt	scores_last,
		OutputIt	pmf_first,
		OutputIt	pmf_last
	)

Generates softmax style exploration distribution.

Template Parameters

InputIt	Iterator type of the input scores. Must be an InputIterator.
OutputIt	Iterator type of the pre-allocated pmf. Must be a RandomAccessIterator.

Parameters

lambda	Lambda parameter of softmax.
scores_first	Iterator pointing to beginning of the scores.
scores_last	Iterator pointing to end of the scores.
pmf_first	Iterator pointing to the pre-allocated beginning of the pmf to be generated by this function.
pmf_last	Iterator pointing to the pre-allocated end of the pmf to be generated by this function.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename InputIt , typename OutputIt >

int exploration::generate_softmax	(	float	lambda,
		InputIt	scores_first,
		InputIt	scores_last,
		std::input_iterator_tag	,
		OutputIt	pmf_first,
		OutputIt	pmf_last,
		std::random_access_iterator_tag
	)

template<typename It >

int exploration::sample_after_normalizing	(	uint64_t	seed,
		It	pmf_first,
		It	pmf_last,
		uint32_t &	chosen_index
	)

Sample an index from the provided pmf. If the pmf is not normalized it will be updated in-place.

Template Parameters

InputIt Iterator type of the pmf. Must be a RandomAccessIterator.

Parameters

seed	The seed for the pseudo-random generator.
pmf_first	Iterator pointing to the beginning of the pmf.
pmf_last	Iterator pointing to the end of the pmf.
chosen_index	returns the chosen index.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename It >

int exploration::sample_after_normalizing	(	const char *	seed,
		It	pmf_first,
		It	pmf_last,
		uint32_t &	chosen_index
	)

Sample an index from the provided pmf. If the pmf is not normalized it will be updated in-place.

Template Parameters

It	Iterator type of the pmf. Must be a RandomAccessIterator.

Parameters

seed	The seed for the pseudo-random generator. Will be hashed using MURMUR hash.
pmf_first	Iterator pointing to the beginning of the pmf.
pmf_last	Iterator pointing to the end of the pmf.
chosen_index	returns the chosen index.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename It >

int exploration::sample_after_normalizing	(	uint64_t	seed,
		It	pmf_first,
		It	pmf_last,
		uint32_t &	chosen_index,
		std::input_iterator_tag
	)

template<typename It >

int exploration::sample_after_normalizing	(	const char *	seed,
		It	pmf_first,
		It	pmf_last,
		uint32_t &	chosen_index,
		std::random_access_iterator_tag	pmf_category
	)

template<typename It >

int exploration::sample_pdf	(	uint64_t *	p_seed,
		It	pdf_first,
		It	pdf_last,
		float &	chosen_value,
		float &	pdf_value
	)

Sample a continuous value from the provided pdf.

Template Parameters

It	Iterator type of the pmf. Must be a RandomAccessIterator.

Parameters

p_seed	The seed for the pseudo-random generator. Will be hashed using MURMUR hash. The seed state will be advanced
pdf_first	Iterator pointing to the beginning of the pdf.
pdf_last	Iterator pointing to the end of the pdf.
chosen_value	returns the sampled continuous value.
pdf_value	returns the probablity density at the sampled location.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename It >

int exploration::sample_pdf	(	uint64_t *	p_seed,
		It	pdf_first,
		It	pdf_last,
		float &	chosen_value,
		float &	pdf_value,
		std::random_access_iterator_tag
	)

Sample a continuous value from the provided pdf.

Template Parameters

It	Iterator type of the pmf. Must be a RandomAccessIterator.

Parameters

p_seed	The seed for the pseudo-random generator. Will be hashed using MURMUR hash. The seed state will be advanced
pdf_first	Iterator pointing to the beginning of the pdf.
pdf_last	Iterator pointing to the end of the pdf.
chosen_value	returns the sampled continuous value.
pdf_value	returns the probablity density at the sampled location.

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename It >

int exploration::sample_scores	(	uint64_t *	p_seed,
		It	scores_first,
		It	scores_last,
		uint32_t &	chosen_index,
		std::random_access_iterator_tag
	)

template<typename ActionIt >

int exploration::swap_chosen	(	ActionIt	action_first,
		ActionIt	action_last,
		uint32_t	chosen_index
	)

Swap the first value with the chosen index.

Template Parameters

ActionIt Iterator type of the action. Must be a forward_iterator.

Parameters

action_first	Iterator pointing to the beginning of the pdf.
action_last	Iterator pointing to the end of the pdf.
chosen_index	The index value that should be swapped with the first element

Returns: int returns 0 on success, otherwise an error code as defined by E_EXPLORATION_*.

template<typename ActionIt >

int exploration::swap_chosen	(	ActionIt	action_first,
		ActionIt	action_last,
		std::forward_iterator_tag	,
		uint32_t	chosen_index
	)

template<typename ActionsIt >

int exploration::swap_chosen	(	ActionsIt	action_first,
		ActionsIt	action_last,
		uint32_t	chosen_index
	)

float exploration::uniform_random_merand48 ( uint64_t initial )

inline

float exploration::uniform_random_merand48_advance ( uint64_t & initial )

inline

Variable Documentation

constexpr int exploration::BIAS = 127 << 23u

constexpr uint64_t exploration::CONSTANT_A = 0xeece66d5deece66dULL

constexpr uint64_t exploration::CONSTANT_C = 2147483647

Classes

Functions

Variables

Function Documentation

Variable Documentation