Portfolio selection of criteria based on Hedge algorithm. More...

#include "criteria_combined.hpp"

Include dependency graph for criteria_hedge.hpp:

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Classes
class	bayesopt::GP_Hedge
	GP_Hedge model as describen in Hoffman et al. More...

class	bayesopt::GP_Hedge_Random
	Modification of the GP_Hedge algorithm where the bandit gains are random outcomes (like Thompson sampling). More...

Namespaces
	bayesopt
	Namespace of the library interface.

Detailed Description

Portfolio selection of criteria based on Hedge algorithm.

Definition in file criteria_hedge.hpp.

Classes