source: branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Problems.Bandits/BernoulliBandit.cs @ 13234

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace HeuristicLab.Algorithms.Bandits {
  public class BernoulliBandit : IBandit {
    public int NumArms { get; private set; }
    public double OptimalExpectedReward { get; private set; } // reward of the best arm, for calculating regret
    public int OptimalExpectedRewardArm { get; private set; }
    // the arm with highest expected reward also has the highest probability of return a reward of 1.0
    public int OptimalMaximalRewardArm { get { return OptimalExpectedRewardArm; } }

    private readonly Random random;
    private readonly double[] expReward;
    public BernoulliBandit(Random random, int nArms) {
      this.random = random;
      this.NumArms = nArms;
      // expected reward of arms is iid and uniformly distributed 
      expReward = new double[nArms];
      OptimalExpectedReward = double.NegativeInfinity;
      for (int i = 0; i < nArms; i++) {
        expReward[i] = random.NextDouble();
        if (expReward[i] > OptimalExpectedReward) {
          OptimalExpectedReward = expReward[i];
          OptimalExpectedRewardArm = i;
        }
      }
    }

    // pulling an arm results in a bernoulli distributed reward 
    // with mean expReward[i]
    public double Pull(int arm) {
      return random.NextDouble() <= expReward[arm] ? 1 : 0;
    }
  }
}