in isoexp/linear/linearbandit.py [0:0]
def __init__(self, arm_features, reg_factor = 1, delta = 0.1,
bound_theta = 1,
link_function = lambda x : x,
noise_variance = None,
model = None,
conservative_level=0.1,
tighter_ucb = False,
kappa = None) :
self.conservative_level = conservative_level
self.tighter_ucb = tighter_ucb
self.arm_features = arm_features
self.reg_factor = reg_factor
self.delta = delta
self.bound_theta = bound_theta
self.model = model
self.n_actions, self.d = arm_features.shape
self.noise_variance = noise_variance
if self.model == 'gaussian' :
self.link_function = lambda x : x
self.kappa = 1
self.L = 1
elif self.model == 'bernoulli' :
self.link_function = lambda x : 1/(1+np.exp(-x))
if kappa is None :
self.kappa = 1/1000
else :
self.kappa = kappa
self.L = 1/4
self.reset()