void Exp3P::initialize( vector< double >& vals )
{
_p.resize( _numOfArms );
_w.resize( _numOfArms );
_tmpW.resize( _numOfArms );
fill( _p.begin(), _p.end(), 1.0 / _numOfArms );
fill( _w.begin(), _w.end(), 1.0 );
copy( vals.begin(), vals.end(), _X.begin() );
//one pull for all arm
fill( _T.begin(), _T.end(), 1 );
for( int i=0; i < _numOfArms; i++ )
{
_w[i] = ((_gamma * _eta ) / 3.0 ) * pow( ( _horizon / ((double)_numOfArms) ) , 0.5 ) ;
if ( vals.size() == _numOfArms ) {
_w[i]+= ( (_gamma / (3 * (double)_numOfArms )) * // _gamma / 3K
(vals[i]*((double)_numOfArms )) // x hat
+ ( ( ( _eta * (double)_numOfArms ) / ( pow( (double)_numOfArms * _horizon,0.5 )))));
}
}
setInitializedFlagToTrue();
}
void Exp3G2::initialize( vector< AlphaReal >& vals )
{
_p.resize( _numOfArms );
_w.resize( _numOfArms );
_tmpW.resize( _numOfArms );
fill( _p.begin(), _p.end(), 1.0 / _numOfArms );
fill( _w.begin(), _w.end(), 1.0 );
//pull all arm
copy( vals.begin(), vals.end(), _X.begin() );
fill( _T.begin(), _T.end(), 1 );
for( int i=0; i < _numOfArms; i++ )
{
_w[i] = _eta * _X[i];
}
setInitializedFlagToTrue();
}
void Exp3::initialize( vector< AlphaReal >& vals )
{
_p.resize( _numOfArms );
_pHat.resize( _numOfArms );
fill( _p.begin(), _p.end(), 1.0 / _numOfArms );
fill( _pHat.begin(), _pHat.end(), 1.0 / _numOfArms );
//_alpha = pow( 4*_numOfArms*log((double)_numOfArms) * ( 1.0 / 100000 ), 1.0/3.0);
//_gamma = pow( (_numOfArms*log((double)_numOfArms))/( 2.0 * 100000 ) , 0.5);
//if ( _gamma > 1.0 ) _gamma = 1.0;
//copy the initial values to X
copy( vals.begin(), vals.end(), _X.begin() );
for( int i=0; i < _X.size(); i++ ) _X[i] *= ( _gamma /(double) _numOfArms* _numOfArms);
//one pull for all arm
fill( _T.begin(), _T.end(), 1 );
setInitializedFlagToTrue();
}
