source: branches/HeuristicLab.Problems.GrammaticalOptimization-gkr/HeuristicLab.Algorithms.Bandits/Policies/BoltzmannExplorationPolicy.cs @ 13728

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 {
  // also called softmax policy
  public class BoltzmannExplorationPolicy : IBanditPolicy {
    private readonly double beta;

    public BoltzmannExplorationPolicy(double beta) {
      if (beta < 0) throw new ArgumentException();
      this.beta = beta;
    }
    public int SelectAction(Random random, IEnumerable<IBanditPolicyActionInfo> actionInfos) {
      Debug.Assert(actionInfos.Any());

      var myActionInfos = actionInfos.OfType<DefaultPolicyActionInfo>();

      // try any of the untries actions randomly
      if (myActionInfos.Any(aInfo => aInfo.Tries == 0)) {
        return myActionInfos
        .Select((aInfo, idx) => new { aInfo, idx })
        .Where(p => p.aInfo.Tries == 0)
        .SelectRandom(random).idx;
      }

      // using ranks
      //var qualities = actionInfos.Select(i => i.MaxReward).ToArray(); // largest reward should have largest rank
      //var ranks = Enumerable.Range(0, myActionInfos.Count()).ToArray();
      //Array.Sort(qualities, ranks);
      //
      //// set same rank for same quality
      ////for (int i = 0; i < ranks.Length - 1; i++) {
      ////  if (qualities[i] == qualities[i + 1]) ranks[i + 1] = ranks[i];
      ////}
      ////
      //
      //var rankForAction = new int[myActionInfos.Count()];
      //for (int i = 0; i < rankForAction.Length; i++) {
      //  rankForAction[ranks[i]] = i;
      //}
      //
      //var w = from idx in Enumerable.Range(0, myActionInfos.Count())
      //        select Math.Exp(beta * rankForAction[idx]);


      // windowing
      var max = actionInfos.Select(i => i.MaxReward).Max();
      var min = actionInfos.Select(i => i.MaxReward).Min();
      double range = max - min;
      var w = from aInfo in actionInfos
              select Math.Exp(beta * (aInfo.MaxReward - min) / range);

      var bestAction = Enumerable.Range(0, myActionInfos.Count()).SampleProportional(random, w);
      Debug.Assert(bestAction >= 0);
      return bestAction;
    }

    public IBanditPolicyActionInfo CreateActionInfo() {
      return new DefaultPolicyActionInfo();
    }

    public override string ToString() {
      return string.Format("BoltzmannExplorationPolicy({0:F2})", beta);
    }
  }
}