EXP3.hpp

/*
 
Copyright © 2023-24 Sean Holden. All rights reserved.
 
*/
/*
 
This file is part of Connect++.
 
Connect++ is free software: you can redistribute it and/or modify it 
under the terms of the GNU General Public License as published by the 
Free Software Foundation, either version 3 of the License, or (at your 
option) any later version.
 
Connect++ is distributed in the hope that it will be useful, but WITHOUT 
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or 
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for 
more details.
 
You should have received a copy of the GNU General Public License along 
with Connect++. If not, see <https://www.gnu.org/licenses/>. 
 
*/
 
#ifndef EXP3_HPP
#define EXP3_HPP
 
#include <iostream>
#include <vector>
#include <math.h>
 
#include "Parameters.hpp"
 
#include <boost/random/mersenne_twister.hpp>
#include <boost/random/discrete_distribution.hpp>
 
using std::vector;
using std::cerr;
using std::endl;
using std::ostream;
 
class EXP3 {
private:
    static boost::random::mt19937 random_generator;
    vector<double> omega;
    vector<double> p_values;
    double gamma;
    size_t K;
    double one_minus_gamma;
    double gamma_over_K;
    bool choose_next;
    size_t choice;
public:
    EXP3() = delete;
    EXP3(size_t, double); 
 
    inline size_t get_choice() const {
        return choice;
    }
    void set_gamma(double);
    
    size_t choose();
    void reward(double);
 
    friend ostream& operator<<(ostream&, const EXP3&);
};
 
#endif