Skip to main content

MultiArmedBandit

Module: opytimizer.hyperheuristics.selection_strategy

Multi-Armed Bandit selection strategy using Upper Confidence Bound (UCB).

Constructor​

MultiArmedBandit(exploration_constant: float = 2.0) -> None

Parameters​

ParameterTypeDefaultDescription
exploration_constantfloat2.0—

Methods​

select​

select(self, optimizers: List[Any], performance_history: Dict[str, List[float]]) -> Any

Select optimizer using UCB (Upper Confidence Bound).

Returns: (Any): Selected optimizer.

Parameters​

ParameterTypeDefaultDescription
optimizersList[Any]List of available optimizers.
performance_historyDict[str, List[float]]Performance history for each optimizer.