Ridge Regression Initialization for Arm Expected Rewards

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)