import numpy as np import matplotlib.pyplot as pl from typing import Callable float_formatter = "{:.3f}".format np.set_printoptions(formatter={'float_kind': float_formatter}) K = 10 def bandit(a: int, bias: np.array): zn = np.random.uniform() + bias[a] return zn def test(episode_len: int, epsilon: float, qu: np.array, nu: np.array, bandit: Callable) -> np.array: r_sum = 0 r_mean = [] n = 0 for j in range(0, episode_len): # choose action z = np.random.uniform() if z <= epsilon: # Choose random action a = np.random.randint(low=0, high=K) else: # Choose best action a = np.argmax(qu) # get reward from bandit r = bandit(a) nu[a] = nu[a] + 1 qu[a] = qu[a] + (r - qu[a]) / nu[a] # Reduce tendency to explore with number of steps (or with age for humans) epsilon = epsilon * (1 - rho) # Statistics r_sum += r n += 1 r_mean.append(r_sum/n) return np.array(r_mean) if __name__ == '__main__': epsilon = 0.5 # Anti-greediness rho = 0.005 # reduce epsilon with age # init bandits with different biases for shifting reward probability # -> expected reward q*(a) ql_star = np.array(np.linspace(-0.5, +0.5, K)) num_realisations = 10 episode_len = 10000 r_mean = np.zeros(episode_len) for age in range(0, num_realisations): # Init Q and N qu = np.zeros(K) nu = np.zeros(K) r_mean += test(episode_len, epsilon, qu, nu, bandit=lambda a: bandit(a, ql_star)) print(f"ql_star = {ql_star}") print(f"qu = {qu}") print(f"nu = {nu}") pl.plot(r_mean/num_realisations) pl.grid() pl.title(f"Norm. E(R), num. realizations: Z={num_realisations}, num. bandits: K={K}") pl.xlabel("Episode") pl.ylabel("E(R)/Z") ax = pl.gca() ax.set_xlim([-episode_len/10, episode_len]) ax.set_ylim([0, 1]) pl.show()