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[FEATURE] support non-stationary rewards #12

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thetawom opened this issue Feb 19, 2023 · 0 comments
Open

[FEATURE] support non-stationary rewards #12

thetawom opened this issue Feb 19, 2023 · 0 comments
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backlog enhancement New feature or request

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@thetawom
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Is your feature request related to a problem? Please describe.
Currently, the rewards distribution of each arm is fixed, so the library can't simulate non-stationary (restless) bandit problems.

Describe the solution you'd like
When implementing a custom Arm, there should be an update() function that can be overridden to update the reward distribution's parameters. Then each step, the ArmSet should call update() for each arm to advance its reward distribution.

@thetawom thetawom added enhancement New feature or request backlog labels Feb 19, 2023
@thetawom thetawom changed the title ENH: support non-stationary rewards [FEATURE] support non-stationary rewards Mar 6, 2023
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Labels
backlog enhancement New feature or request
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Status: Todo
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