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hops::ThompsonSampling< MatrixType, VectorType, GaussianProcessType > Class Template Reference

#include <ThompsonSampling.hpp>

Collaboration diagram for hops::ThompsonSampling< MatrixType, VectorType, GaussianProcessType >:
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Public Types

using ThompsonSamplgTargetType = internal::ThompsonSamplingTarget< typename MatrixType::Scalar, VectorType >
 

Static Public Member Functions

static bool optimize (const size_t numberOfPosteriorUpdates, const size_t numberOfSamplingRounds, const size_t numberOfRoundsForConvergence, GaussianProcessType &initialGP, std::shared_ptr< ThompsonSamplgTargetType > targetFunction, const MatrixType &inputSpaceGrid, RandomNumberGenerator randomNumberGenerator, size_t *numberOfPosteriorUpdatesNeeded=nullptr, double smoothingLength=0)
 

Member Typedef Documentation

◆ ThompsonSamplgTargetType

template<typename MatrixType , typename VectorType , typename GaussianProcessType >
using hops::ThompsonSampling< MatrixType, VectorType, GaussianProcessType >::ThompsonSamplgTargetType = internal::ThompsonSamplingTarget<typename MatrixType::Scalar, VectorType>

Member Function Documentation

◆ optimize()

template<typename MatrixType , typename VectorType , typename GaussianProcessType >
static bool hops::ThompsonSampling< MatrixType, VectorType, GaussianProcessType >::optimize ( const size_t  numberOfPosteriorUpdates,
const size_t  numberOfSamplingRounds,
const size_t  numberOfRoundsForConvergence,
GaussianProcessType &  initialGP,
std::shared_ptr< ThompsonSamplgTargetType targetFunction,
const MatrixType inputSpaceGrid,
RandomNumberGenerator  randomNumberGenerator,
size_t *  numberOfPosteriorUpdatesNeeded = nullptr,
double  smoothingLength = 0 
)
inlinestatic

The documentation for this class was generated from the following file: