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}) REWARD_VARIANCE = 0.1 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 _r_list = [] _a_list = [] _opt_a_list = [] # Init Q and N _qu = np.zeros(_k_arms) _nu = np.zeros(_k_arms) # Calc z in advance z = np.random.uniform(size=_episode_len) # 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): # choose action _a = np.argmax(_qu) if z[j] > _epsilon else a_expl[j] # get reward from bandit _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] + (_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(_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), np.array(_opt_a_list) if __name__ == '__main__': # Init parameters k_arms = 10 highest_reward = 1.5 num_realisations = 2000 episode_len = 1000 params = [(0.0, 0.0), (0.01, 0.002), (0.1, 0.002)] legend = [] for param in params: # 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, 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}") pl.grid() pl.title(f"Norm. E(R), num. realizations: Z={num_realisations}, num. bandit arms: K={k_arms}") pl.xlabel("Episode") pl.ylabel("E(R)/Z") pl.legend(legend) ax = pl.gca() ax.set_xlim([-episode_len/10, episode_len]) ax.set_ylim([0, highest_reward]) pl.show()