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 UCBNormalPolicy : IBanditPolicy { public int SelectAction(Random random, IEnumerable actionInfos) { var myActionInfos = actionInfos.OfType(); int totalTries = myActionInfos.Sum(a => a.Tries); double bestQ = double.NegativeInfinity; int aIdx = -1; var bestActions = new List(); foreach (var aInfo in myActionInfos) { aIdx++; double q; if (totalTries <= 1 || aInfo.Tries <= 1 || aInfo.Tries <= Math.Ceiling(8 * Math.Log(totalTries))) { q = double.PositiveInfinity; } else { var tries = aInfo.Tries; var avgReward = aInfo.AvgReward; var rewardVariance = aInfo.RewardVariance; var estVariance = 16.0 * rewardVariance * (Math.Log(totalTries - 1) / tries); q = avgReward + Math.Sqrt(estVariance); } if (q > bestQ) { bestQ = q; bestActions.Clear(); bestActions.Add(aIdx); } else if (q.IsAlmost(bestQ)) { bestActions.Add(aIdx); } } Debug.Assert(bestActions.Any()); return bestActions.SelectRandom(random); } public IBanditPolicyActionInfo CreateActionInfo() { return new MeanAndVariancePolicyActionInfo(); } public override string ToString() { return "UCBNormalPolicy"; } } }