ridge_init {banditsCI} | R Documentation |
Ridge Regression Initialization for Arm Expected Rewards
Description
Initializes matrices needed for ridge regression to estimate the expected rewards of different arms.
Usage
ridge_init(p, K)
Arguments
p |
Integer. Number of covariates. Must be a positive integer. |
K |
Integer. Number of arms. Must be a positive integer. |
Value
A list containing initialized matrices R_A
, R_Ainv
, b
, and theta
for each arm.
Examples
p <- 3
K <- 5
init <- ridge_init(p, K)
[Package banditsCI version 1.0.0 Index]