Functor Obandit.MakeHorizonExp3

module MakeHorizonExp3: 
functor (P : HorizonExp3Param-> Bandit with type bandit = banditPolicy
The Exp3 Bandit for adversarial regret minimization with a horizon-based learning rate as per [1].
P : HorizonExp3Param

type bandit 
The internal data structure of the bandit algorithm.
val initialBandit : bandit
The initial state of the bandit algorithm.
val step : bandit -> float -> int * bandit
step r advances the bandit game one step, where r is the reward for the last action. The result of this call is the next action, encoded as an integer in $ \{ 0, \cdots , K-1 \} $, and the new state of the bandit. The reward range depends on the bandit algorithm in use and the first reward provided to the algorithm is discarded.