com.mapr.stats.random

Class GammaNormalBayesModel

java.lang.Object

com.mapr.stats.bandit.BayesianBandit

com.mapr.stats.random.GammaNormalBayesModel

All Implemented Interfaces:

Iterable<AbstractBayesianDistribution>

public class GammaNormalBayesModel
extends BayesianBandit

Multi-armed bandit problem where each reward is normally distributed with a gamma prior. An arm is selected by sampling from the mean of the current posterior for each arm and picking the one with highest sampled probability.

Constructor Summary

Constructors

Constructor and Description
GammaNormalBayesModel(int bandits, Random gen)

Method Summary

Methods inherited from class com.mapr.stats.bandit.BayesianBandit

addModelDistribution, getMean, iterator, rank, sample, train

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GammaNormalBayesModel

public GammaNormalBayesModel(int bandits,
                     Random gen)