gpsettings

# Parameters
const context_dim = 3
const context_mean = 0
const context_sd = 1 
# set to false for gp
const context_constant = false
const obs_sd = 5

const bandit_count = 5
const bandit_prior_mean = 0
const bandit_prior_sd = 10


# MCMC parameters
prior_mean = repeat([bandit_prior_mean], context_dim)
prior_cov = diagm(repeat([bandit_prior_sd^2], context_dim))
const proposal_sd = .1
const n_burn = 200
const n_dup = 10

# Multi Action
const multi_count = 10

# SIMULATION HORIZON
const T = 100

# NUMBER OF GLOBAL SIMULATION EPISODES (PER INDEX JOB)
const n_episodes = 1

# DISCOUNT PARAMETER
const discount = 1.

# PARAMETER FOR EPSILON GREEDY POLICY
const epsilon = .4
const decreasing = true
# PARAMETERS FOR ALL ROLLOUT METHODS
const rollout_length = 50# 20
const n_rollouts = 20000 # 100000

# PARAMETERS FOR SPSA OPTIMIZATION METHOD
const n_opt_rollouts = 20000 # 100000
const n_spsa_iter = 10000



## PARAMETERS FOR GRID OPTIMIZATION METHOD
const n_grid_iter = 7
const grid_ratio = 2
const grid_num = 6
const int_length = 2
const n_grid_rollouts = 50

### NON ADAPTIVE GRID (n_opt_rollouts used for opt rollouts)
#grid_margin_1 = [0, .5, 1, 2, 4]
#grid_margin_2 = [0, .5, 1, 2]
#grid_margin_3 = [.5, 1, 2]

grid_margin_1 = [0., 1.]
grid_margin_2 = [0., 1.]
grid_margin_3 = [1., 2.]

### NON STATIONARY PARAMETERS

const delta = 1.


### GP PARAMETERS

const kernel_scale = 10
const kernel_bandwidth = 10

### MAB PARAMETERS
const a_beta_prior = 1
const b_beta_prior = 1

### VB PARAMETER

const vb_rollout_mult = 5
const vb_rollout_tol = .00001
const vb_policy_tol = .01

### ADAPTIVE PARAM

const expected_regret_thresh = .0005
const action_expected_regret_thresh = .00001