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.normal() + bias[a] return zn def test(_episode_len: int, _qu: np.array, _nu: np.array, _bandit: Callable) -> np.array: _epsilon = 0.5 # Anti-greediness (ability to explore) _rho = 0.005 # reduce epsilon with age _r_mean = [] 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_mean.append(r) return np.array(_r_mean) if __name__ == '__main__': # Init parameters num_realisations = 2000 episode_len = 1000 # Init r_mean r_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(-1.5, +1.5, K) # Init Q and N qu = np.zeros(K) nu = np.zeros(K) r_mean += test(episode_len, qu, nu, _bandit=lambda a: bandit(a, ql_star)) 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, 1.5]) pl.show()