[11727] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Diagnostics;
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| 4 | using System.Linq;
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| 5 | using System.Text;
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| 6 | using System.Threading.Tasks;
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| 7 | using HeuristicLab.Common;
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| 8 |
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| 9 | namespace HeuristicLab.Algorithms.Bandits {
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| 10 | public class BernoulliThompsonSamplingPolicy : BanditPolicy {
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| 11 | private readonly Random random;
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| 12 | private readonly int[] success;
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| 13 | private readonly int[] failure;
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| 14 |
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| 15 | // parameters of beta prior distribution
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| 16 | private readonly double alpha = 1.0;
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| 17 | private readonly double beta = 1.0;
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| 18 |
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| 19 | public BernoulliThompsonSamplingPolicy(Random random, int numActions)
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| 20 | : base(numActions) {
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| 21 | this.random = random;
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| 22 | this.success = new int[numActions];
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| 23 | this.failure = new int[numActions];
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| 24 | }
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| 25 |
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| 26 | public override int SelectAction() {
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| 27 | Debug.Assert(Actions.Any());
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| 28 | var maxTheta = double.NegativeInfinity;
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| 29 | int bestAction = -1;
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| 30 | foreach (var a in Actions) {
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| 31 | var theta = Rand.BetaRand(random, success[a] + alpha, failure[a] + beta);
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| 32 | if (theta > maxTheta) {
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| 33 | maxTheta = theta;
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| 34 | bestAction = a;
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| 35 | }
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| 36 | }
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| 37 | return bestAction;
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| 38 | }
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| 39 |
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| 40 | public override void UpdateReward(int action, double reward) {
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| 41 | Debug.Assert(Actions.Contains(action));
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| 42 |
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| 43 | if (reward > 0) success[action]++;
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| 44 | else failure[action]++;
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| 45 | }
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| 46 |
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| 47 | public override void DisableAction(int action) {
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| 48 | base.DisableAction(action);
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| 49 | success[action] = -1;
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| 50 | }
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| 51 |
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| 52 | public override void Reset() {
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| 53 | base.Reset();
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| 54 | Array.Clear(success, 0, success.Length);
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| 55 | Array.Clear(failure, 0, failure.Length);
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| 56 | }
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| 57 | }
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| 58 | }
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