From 7c7a1000b8c6cdc06993ecc5a7db36be91b29531 Mon Sep 17 00:00:00 2001 From: Jens Ahrensfeld Date: Wed, 2 Apr 2025 19:31:08 +0200 Subject: [PATCH] - refactored - calculate optimal actions --- k-bandits.py | 40 +++++++++++++++++++++------------------- 1 file changed, 21 insertions(+), 19 deletions(-) diff --git a/k-bandits.py b/k-bandits.py index 1bfeba4..83ef1ab 100644 --- a/k-bandits.py +++ b/k-bandits.py @@ -5,17 +5,14 @@ from typing import Callable float_formatter = "{:.3f}".format np.set_printoptions(formatter={'float_kind': float_formatter}) -def bandit(a: int, bias: np.array): - zn = np.random.normal() + bias[a] - return zn +REWARD_VARIANCE = 0.1 - -def test(_k_arms: int, _episode_len: int, _bandit: Callable, _param: tuple[float, float]) -> np.array: +def test(_k_arms: int, _episode_len: int, _bias: np.array, _param: tuple[float, float]) -> np.array: _epsilon = _param[0] # Anti-greediness (ability to explore) - _rho = _param[1] # reduce epsilon with age + _rho = _param[1] # reduce epsilon with age _r_list = [] _a_list = [] - + _opt_a_list = [] # Init Q and N _qu = np.zeros(_k_arms) _nu = np.zeros(_k_arms) @@ -26,29 +23,33 @@ def test(_k_arms: int, _episode_len: int, _bandit: Callable, _param: tuple[float # Calc a_expl in advance a_expl = np.random.randint(low=0, high=_k_arms, size=_episode_len) for j in range(0, _episode_len): - _a = a_expl[j] + # choose action - if z[j] > _epsilon: - # Choose best action - _a = np.argmax(_qu) + _a = np.argmax(_qu) if z[j] > _epsilon else a_expl[j] # get reward from bandit - _r = _bandit(_a) + _reward_list = REWARD_VARIANCE*np.random.normal(size=_k_arms) + _bias + + # get reward from action + _reward = _reward_list[_a] + + # calc _nu[_a] = _nu[_a] + 1 - _qu[_a] = _qu[_a] + (_r - _qu[_a]) / _nu[_a] + _qu[_a] = _qu[_a] + (_reward - _qu[_a]) / _nu[_a] # Reduce tendency to explore with number of steps (or with age for humans) _epsilon = _epsilon * (1 - _rho) # Statistics _a_list.append(_a) - _r_list.append(_r) + _r_list.append(_reward) + opt_a = 1 if _a == np.argmax(_reward_list) else 0 + _opt_a_list.append(opt_a) - return np.array(_r_list), np.array(_a_list) + return np.array(_r_list), np.array(_a_list), np.array(_opt_a_list) if __name__ == '__main__': - # Init parameters k_arms = 10 highest_reward = 1.5 @@ -58,15 +59,16 @@ if __name__ == '__main__': params = [(0.0, 0.0), (0.01, 0.002), (0.1, 0.002)] legend = [] for param in params: - # Init r_mean + # Init stats r_mean = np.zeros(episode_len) + o_mean = np.zeros(episode_len) for realization in range(0, num_realisations): # init bandits with different biases for shifting reward probability # -> expected reward q*(a) ql_star = np.random.uniform(-highest_reward, +highest_reward, k_arms) - - r_list, a_list = test(_k_arms=k_arms, _episode_len=episode_len, _bandit=lambda a: bandit(a, ql_star), _param=param) + r_list, a_list, o_list = test(_k_arms=k_arms, _episode_len=episode_len, _bias=ql_star, _param=param) r_mean += r_list + o_mean += o_list pl.plot(r_mean/num_realisations) legend.append(f"Param {param}")