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<!doctype html> <html class="default no-js"> <head> <meta charset="utf-8"> <meta http-equiv="X-UA-Compatible" content="IE=edge"> <title>UpperConfidenceBound | @modelx/data</title> <meta name="description" content=""> <meta name="viewport" content="width=device-width, initial-scale=1"> <link rel="stylesheet" href="../assets/css/main.css"> </head> <body> <header> <div class="tsd-page-toolbar"> <div class="container"> <div class="table-wrap"> <div class="table-cell" id="tsd-search" data-index="../assets/js/search.js" data-base=".."> <div class="field"> <label for="tsd-search-field" class="tsd-widget search no-caption">Search</label> <input id="tsd-search-field" type="text" /> </div> <ul class="results"> <li class="state loading">Preparing search index...</li> <li class="state failure">The search index is not available</li> </ul> <a href="../index.html" class="title">@modelx/data</a> </div> <div class="table-cell" id="tsd-widgets"> <div id="tsd-filter"> <a href="#" class="tsd-widget 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<li> <a href="../modules/_node_modules__modelx_data_src_reinforcedlearning_.html">"node_modules/@modelx/data/src/ReinforcedLearning"</a> </li> <li> <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html">UpperConfidenceBound</a> </li> </ul> <h1>Class UpperConfidenceBound</h1> </div> </div> </header> <div class="container container-main"> <div class="row"> <div class="col-8 col-content"> <section class="tsd-panel tsd-comment"> <div class="tsd-comment tsd-typography"> <div class="lead"> <p>Implementation of the Upper Confidence Bound algorithm</p> </div> <dl class="tsd-comment-tags"> <dt>memberof</dt> <dd><p>ml</p> </dd> </dl> </div> </section> <section class="tsd-panel tsd-hierarchy"> <h3>Hierarchy</h3> <ul class="tsd-hierarchy"> <li> <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html" class="tsd-signature-type">ReinforcedLearningBase</a> <ul class="tsd-hierarchy"> <li> <span class="target">UpperConfidenceBound</span> </li> </ul> </li> </ul> </section> <section class="tsd-panel"> <h3>Implements</h3> <ul class="tsd-hierarchy"> <li><a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html" class="tsd-signature-type">ReinforcedLearning</a></li> </ul> </section> <section class="tsd-panel-group tsd-index-group"> <h2>Index</h2> <section class="tsd-panel tsd-index-panel"> <div class="tsd-index-content"> <section class="tsd-index-section "> <h3>Constructors</h3> <ul class="tsd-index-list"> <li class="tsd-kind-constructor tsd-parent-kind-class tsd-is-overwrite"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#constructor" class="tsd-kind-icon">constructor</a></li> </ul> </section> <section class="tsd-index-section "> <h3>Properties</h3> <ul class="tsd-index-list"> <li class="tsd-kind-property tsd-parent-kind-class tsd-is-overwrite"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#bounds" class="tsd-kind-icon">bounds</a></li> <li class="tsd-kind-property tsd-parent-kind-class tsd-is-inherited"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#getbound" class="tsd-kind-icon">get<wbr>Bound</a></li> <li class="tsd-kind-property tsd-parent-kind-class tsd-is-inherited"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#iteration" class="tsd-kind-icon">iteration</a></li> <li class="tsd-kind-property tsd-parent-kind-class tsd-is-inherited"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#last_selected" class="tsd-kind-icon">last_<wbr>selected</a></li> <li class="tsd-kind-property tsd-parent-kind-class"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#numbers_of_selections" class="tsd-kind-icon">numbers_<wbr>of_<wbr>selections</a></li> <li class="tsd-kind-property tsd-parent-kind-class"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#sums_of_rewards" class="tsd-kind-icon">sums_<wbr>of_<wbr>rewards</a></li> <li class="tsd-kind-property tsd-parent-kind-class tsd-is-inherited"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#total_reward" class="tsd-kind-icon">total_<wbr>reward</a></li> </ul> </section> <section class="tsd-index-section "> <h3>Methods</h3> <ul class="tsd-index-list"> <li class="tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#learn" class="tsd-kind-icon">learn</a></li> <li class="tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#predict" class="tsd-kind-icon">predict</a></li> <li class="tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#train" class="tsd-kind-icon">train</a></li> </ul> </section> </div> </section> </section> <section class="tsd-panel-group tsd-member-group "> <h2>Constructors</h2> <section class="tsd-panel tsd-member tsd-kind-constructor tsd-parent-kind-class tsd-is-overwrite"> <a name="constructor" class="tsd-anchor"></a> <h3>constructor</h3> <ul class="tsd-signatures tsd-kind-constructor tsd-parent-kind-class tsd-is-overwrite"> <li class="tsd-signature tsd-kind-icon">new <wbr>Upper<wbr>Confidence<wbr>Bound<span class="tsd-signature-symbol">(</span>options<span class="tsd-signature-symbol">?: </span><a href="../modules/_node_modules__modelx_data_src_reinforcedlearning_.html#reinforcedoptions" class="tsd-signature-type">ReinforcedOptions</a><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">: </span><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html" class="tsd-signature-type">UpperConfidenceBound</a></li> </ul> <ul class="tsd-descriptions"> <li class="tsd-description"> <aside class="tsd-sources"> <p>Overrides <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#constructor">constructor</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:80</li> </ul> </aside> <div class="tsd-comment tsd-typography"> <div class="lead"> <p>creates a new instance of the Upper confidence bound(UCB) algorithm. UCB is based on the principle of optimism in the face of uncertainty, which is to choose your actions as if the environment (in this case bandit) is as nice as is plausibly possible</p> </div> <dl class="tsd-comment-tags"> <dt>see</dt> <dd><p><a href="http://banditalgs.com/2016/09/18/the-upper-confidence-bound-algorithm/" class="external">http://banditalgs.com/2016/09/18/the-upper-confidence-bound-algorithm/</a></p> </dd> <dt>example</dt> <dd><p>const dataset = new ms.ml.UpperConfidenceBound({bounds:10});</p> </dd> <dt>prop</dt> <dd><p>{Map} this.numbers_of_selections - map of all bound selections</p> </dd> <dt>prop</dt> <dd><p>{Map} this.sums_of_rewards - successful bound selections</p> </dd> </dl> </div> <h4 class="tsd-parameters-title">Parameters</h4> <ul class="tsd-parameters"> <li> <h5><span class="tsd-flag ts-flagDefault value">Default value</span> options: <a href="../modules/_node_modules__modelx_data_src_reinforcedlearning_.html#reinforcedoptions" class="tsd-signature-type">ReinforcedOptions</a><span class="tsd-signature-symbol"> = {}</span></h5> </li> </ul> <h4 class="tsd-returns-title">Returns <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html" class="tsd-signature-type">UpperConfidenceBound</a></h4> </li> </ul> </section> </section> <section class="tsd-panel-group tsd-member-group "> <h2>Properties</h2> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class tsd-is-overwrite"> <a name="bounds" class="tsd-anchor"></a> <h3>bounds</h3> <div class="tsd-signature tsd-kind-icon">bounds<span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div> <aside class="tsd-sources"> <p>Implementation of <a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html">ReinforcedLearning</a>.<a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html#bounds">bounds</a></p> <p>Overrides <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#bounds">bounds</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:80</li> </ul> </aside> </section> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class tsd-is-inherited"> <a name="getbound" class="tsd-anchor"></a> <h3>get<wbr>Bound</h3> <div class="tsd-signature tsd-kind-icon">get<wbr>Bound<span class="tsd-signature-symbol">:</span> <a href="../modules/_node_modules__modelx_data_src_reinforcedlearning_.html#boundfunction" class="tsd-signature-type">BoundFunction</a></div> <aside class="tsd-sources"> <p>Implementation of <a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html">ReinforcedLearning</a>.<a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html#getbound">getBound</a></p> <p>Inherited from <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#getbound">getBound</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:27</li> </ul> </aside> </section> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class tsd-is-inherited"> <a name="iteration" class="tsd-anchor"></a> <h3>iteration</h3> <div class="tsd-signature tsd-kind-icon">iteration<span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div> <aside class="tsd-sources"> <p>Implementation of <a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html">ReinforcedLearning</a>.<a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html#iteration">iteration</a></p> <p>Inherited from <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#iteration">iteration</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:30</li> </ul> </aside> </section> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class tsd-is-inherited"> <a name="last_selected" class="tsd-anchor"></a> <h3>last_<wbr>selected</h3> <div class="tsd-signature tsd-kind-icon">last_<wbr>selected<span class="tsd-signature-symbol">:</span> <a href="../modules/_node_modules__modelx_data_src_dataset_.html#vector-1" class="tsd-signature-type">Vector</a></div> <aside class="tsd-sources"> <p>Implementation of <a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html">ReinforcedLearning</a>.<a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html#last_selected">last_selected</a></p> <p>Inherited from <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#last_selected">last_selected</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:28</li> </ul> </aside> </section> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class"> <a name="numbers_of_selections" class="tsd-anchor"></a> <h3>numbers_<wbr>of_<wbr>selections</h3> <div class="tsd-signature tsd-kind-icon">numbers_<wbr>of_<wbr>selections<span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">Map</span><span class="tsd-signature-symbol"><</span><span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">, </span><span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">></span></div> <aside class="tsd-sources"> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:78</li> </ul> </aside> </section> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class"> <a name="sums_of_rewards" class="tsd-anchor"></a> <h3>sums_<wbr>of_<wbr>rewards</h3> <div class="tsd-signature tsd-kind-icon">sums_<wbr>of_<wbr>rewards<span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">Map</span><span class="tsd-signature-symbol"><</span><span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">, </span><span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">></span></div> <aside class="tsd-sources"> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:79</li> </ul> </aside> </section> <section class="tsd-panel tsd-member tsd-kind-property tsd-parent-kind-class tsd-is-inherited"> <a name="total_reward" class="tsd-anchor"></a> <h3>total_<wbr>reward</h3> <div class="tsd-signature tsd-kind-icon">total_<wbr>reward<span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div> <aside class="tsd-sources"> <p>Implementation of <a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html">ReinforcedLearning</a>.<a href="../interfaces/_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearning.html#total_reward">total_reward</a></p> <p>Inherited from <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#total_reward">total_reward</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:29</li> </ul> </aside> </section> </section> <section class="tsd-panel-group tsd-member-group "> <h2>Methods</h2> <section class="tsd-panel tsd-member tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"> <a name="learn" class="tsd-anchor"></a> <h3>learn</h3> <ul class="tsd-signatures tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"> <li class="tsd-signature tsd-kind-icon">learn<span class="tsd-signature-symbol">(</span>options<span class="tsd-signature-symbol">?: </span><span class="tsd-signature-type">any</span><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">: </span><a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html" class="tsd-signature-type">UpperConfidenceBound</a></li> </ul> <ul class="tsd-descriptions"> <li class="tsd-description"> <aside class="tsd-sources"> <p>Overrides <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#learn">learn</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:133</li> </ul> </aside> <div class="tsd-comment tsd-typography"> <div class="lead"> <p>single step trainning method</p> </div> </div> <h4 class="tsd-parameters-title">Parameters</h4> <ul class="tsd-parameters"> <li> <h5><span class="tsd-flag ts-flagDefault value">Default value</span> options: <span class="tsd-signature-type">any</span><span class="tsd-signature-symbol"> = {}</span></h5> </li> </ul> <h4 class="tsd-returns-title">Returns <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html" class="tsd-signature-type">UpperConfidenceBound</a></h4> </li> </ul> </section> <section class="tsd-panel tsd-member tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"> <a name="predict" class="tsd-anchor"></a> <h3>predict</h3> <ul class="tsd-signatures tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"> <li class="tsd-signature tsd-kind-icon">predict<span class="tsd-signature-symbol">(</span><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">number</span></li> </ul> <ul class="tsd-descriptions"> <li class="tsd-description"> <aside class="tsd-sources"> <p>Overrides <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#predict">predict</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:106</li> </ul> </aside> <div class="tsd-comment tsd-typography"> <div class="lead"> <p>returns next action based off of the upper confidence bound</p> </div> </div> <h4 class="tsd-returns-title">Returns <span class="tsd-signature-type">number</span></h4> <p>returns bound selection</p> </li> </ul> </section> <section class="tsd-panel tsd-member tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"> <a name="train" class="tsd-anchor"></a> <h3>train</h3> <ul class="tsd-signatures tsd-kind-method tsd-parent-kind-class tsd-is-overwrite"> <li class="tsd-signature tsd-kind-icon">train<span class="tsd-signature-symbol">(</span>options<span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">any</span><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">: </span><span class="tsd-signature-type">this</span></li> </ul> <ul class="tsd-descriptions"> <li class="tsd-description"> <aside class="tsd-sources"> <p>Overrides <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html">ReinforcedLearningBase</a>.<a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html#train">train</a></p> <ul> <li>Defined in Users/yawjosephetse/Developer/github/repetere/modelx/node_modules/@modelx/data/src/ReinforcedLearning.ts:152</li> </ul> </aside> <div class="tsd-comment tsd-typography"> <div class="lead"> <p>training method for upper confidence bound calculations</p> </div> </div> <h4 class="tsd-parameters-title">Parameters</h4> <ul class="tsd-parameters"> <li> <h5>options: <span class="tsd-signature-type">any</span></h5> </li> </ul> <h4 class="tsd-returns-title">Returns <span class="tsd-signature-type">this</span></h4> </li> </ul> </section> </section> </div> <div class="col-4 col-menu menu-sticky-wrap menu-highlight"> <nav class="tsd-navigation primary"> <ul> <li class="globals "> <a href="../globals.html"><em>Globals</em></a> </li> <li class="current tsd-kind-external-module"> <a href="../modules/_node_modules__modelx_data_src_reinforcedlearning_.html">"node_<wbr>modules/@modelx/data/src/<wbr>Reinforced<wbr>Learning"</a> </li> </ul> </nav> <nav class="tsd-navigation secondary menu-sticky"> <ul class="before-current"> <li class=" tsd-kind-class tsd-parent-kind-external-module"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.reinforcedlearningbase.html" class="tsd-kind-icon">Reinforced<wbr>Learning<wbr>Base</a> </li> <li class=" tsd-kind-class tsd-parent-kind-external-module"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.thompsonsampling.html" class="tsd-kind-icon">Thompson<wbr>Sampling</a> </li> </ul> <ul class="current"> <li class="current tsd-kind-class tsd-parent-kind-external-module"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html" class="tsd-kind-icon">Upper<wbr>Confidence<wbr>Bound</a> <ul> <li class=" tsd-kind-constructor tsd-parent-kind-class tsd-is-overwrite"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#constructor" class="tsd-kind-icon">constructor</a> </li> <li class=" tsd-kind-property tsd-parent-kind-class tsd-is-overwrite"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#bounds" class="tsd-kind-icon">bounds</a> </li> <li class=" tsd-kind-property tsd-parent-kind-class tsd-is-inherited"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#getbound" class="tsd-kind-icon">get<wbr>Bound</a> </li> <li class=" tsd-kind-property tsd-parent-kind-class tsd-is-inherited"> <a href="_node_modules__modelx_data_src_reinforcedlearning_.upperconfidencebound.html#iteration" 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