source: branches/HeuristicLab.Problems.GrammaticalOptimization-gkr/HeuristicLab.Algorithms.Bandits/Policies/ActiveLearningPolicy.cs @ 12893

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using HeuristicLab.Common;

namespace HeuristicLab.Algorithms.Bandits.BanditPolicies {
  public class ActiveLearningPolicy : IBanditPolicy {
    public double MaxReward { get; private set; }
    public ActiveLearningPolicy(double maxReward = 1.0) {
      this.MaxReward = maxReward;
    }
    public int SelectAction(Random random, IEnumerable<IBanditPolicyActionInfo> actionInfos) {
      var myActionInfos = actionInfos.OfType<DefaultPolicyActionInfo>();
      int totalTries = myActionInfos.Sum(a => a.Tries);
      const double delta = 0.1;
      int k = myActionInfos.Count();
      var bestActions = new List<int>();
      var us = new List<double>();
      var ls = new List<double>();
      int aIdx = -1;
      foreach (var aInfo in myActionInfos) {
        aIdx++;
        double q;
        double u;
        double l;
        if (aInfo.Tries == 0) {
          u = double.PositiveInfinity;
          l = double.NegativeInfinity;
        } else {
          q = aInfo.MaxReward;
          var b = Math.Sqrt(Math.Log(2.0 * k * totalTries / delta) / (2.0 * aInfo.Tries));
          u = q + MaxReward * b;
          l = q - MaxReward * b;
        }
        bestActions.Add(aIdx);
        us.Add(u);
        ls.Add(l);
      }
      var active = new List<int>();
      var maxL = ls.Max();
      for (int i = 0; i < us.Count; i++) {
        if (us[i] >= maxL) active.Add(bestActions[i]);
      }
      Debug.Assert(active.Any());
      return active.SelectRandom(random);
    }

    public IBanditPolicyActionInfo CreateActionInfo() {
      return new DefaultPolicyActionInfo();
    }
    public override string ToString() {
      return "ActiveLearningPolicy";
    }
  }
}