Estimation of look-ahead steps κ and parameter search space l for ABSIS

1: // Input (X, R, ${\mathit{x}}_0$, D, θ)

2: Look-ahead step: κ ← 2

3: Maximum range of parameter search space for determining λ1 and λ2: l ← 1.0

4: Sample size: M ← 1000

5: Success rate: s ← 0

6: while 1 do                      ▷ Determine the optimal κ

7:   s ← s + success rate of ABSIS(X, R, ${\mathit{x}}_0$, D, θ, κ, M, λ1 = 0.0, λ2 = 1.0)

8:   s ← s + success rate of ABSIS(X, R, ${\mathit{x}}_0$, D, θ, κ, M, λ1 = 1.0, λ2 = 0.0)

9:   s ← s + success rate of ABSIS(X, R, ${\mathit{x}}_0$, D, θ, κ, M, λ1 = 1.0, λ2 = 1.0)

10:   s ← s/3

11:   ifs > 0.5 then

12:    break

13:   end if

14:   κ ← κ + 1

15: end while

16: s ← success rate of ABSIS(X, R, ${\mathit{x}}_0$, D, θ, κ, M, λ1 = 0.5, λ2 = 0.5)

17: ifs > 0.8 then       ▷ Determine the maximum range for parameter search: l

18:   l ← 0.5

19: end if

20: return κ

21: returnl