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Adding Softmax Player #14
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The softmax algorithm is an alternative to the epsilon-greedy algorithm. Instead of picking based on a set probability, it uses a 'temperature' parameter, along with the known data to set the distribution of the alternatives. lib/bandit.rb requires the softmax player lib/bandit/players/base.rb adds a softmax option to the factory lib/bandit/players/softmax.rb implements the player players.rdoc provides a short explanation
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Hey @cmaher - thanks for this! I'll try to take a look this weekend. B |
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@bmuller - I'm happy to contribute. I'm just glad I don't have to create a whole bandit system from scratch. |
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The softmax algorithm is an alternative to the epsilon-greedy algorithm.
Instead of picking based on a set probability, it uses a 'temperature'
parameter, along with the known data to set the distribution of the
alternatives.
lib/bandit.rb requires the softmax player
lib/bandit/players/base.rb adds a softmax option to the factory
lib/bandit/players/softmax.rb implements the player
players.rdoc provides a short explanation