ridge_init function

Ridge Regression Initialization for Arm Expected Rewards

Initializes matrices needed for ridge regression to estimate the expected rewards of different arms.

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.

Returns

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)