ridge_init: Ridge Regression Initialization for Arm Expected Rewards

In banditsCI: Bandit-Based Experiments and Policy Evaluation

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)

banditsCI documentation built on April 12, 2025, 1:42 a.m.