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ucb's Introduction

本文件夹主要用频率派且reward分布服从伯努利分布的方法进行ucb的mab
mainly use: main,my_model,UCB

score:yellow>blue>red>other
存在问题:
1.状态不能随着action改变,一个动作必须迅速得到结果(在定位器任务中这个是可以接受的)
2.action/state space均为离散值才行(非常不好)
接下来的方向
换个文件夹
1. 通过贝叶斯派加高斯分布的方式实现状态空间连续下的躲避赌博机
2. 探讨怎样实现动作空间的连续化(是否要借助深度强化学习了?)
这个文件夹
学会用logger系统性的记录UCB算法中的各种情况
用带抛弃的UCB实现快速决定到合适的类别上(有两种方法,已实现普遍使用的不抛弃,设法实现推导中带抛弃的,注意二者regret上界已被证明是一样的),目标是小样本强化学习

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