[11710] | 1 | using System;
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| 2 | using System.Collections.Generic;
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[11727] | 3 | using System.Diagnostics;
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[11710] | 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 |
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| 8 | namespace HeuristicLab.Algorithms.Bandits {
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| 9 | public class UCB1TunedPolicy : BanditPolicy {
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| 10 | private readonly int[] tries;
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| 11 | private readonly double[] sumReward;
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| 12 | private readonly double[] sumSqrReward;
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| 13 | private int totalTries = 0;
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| 14 | public UCB1TunedPolicy(int numActions)
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| 15 | : base(numActions) {
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[11727] | 16 | this.tries = new int[numActions];
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| 17 | this.sumReward = new double[numActions];
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| 18 | this.sumSqrReward = new double[numActions];
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[11710] | 19 | }
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| 20 |
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| 21 | private double V(int arm) {
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| 22 | var s = tries[arm];
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| 23 | return sumSqrReward[arm] / s - Math.Pow(sumReward[arm] / s, 2) + Math.Sqrt(2 * Math.Log(totalTries) / s);
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| 24 | }
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| 25 |
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| 26 |
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| 27 | public override int SelectAction() {
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[11727] | 28 | Debug.Assert(Actions.Any());
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[11710] | 29 | int bestAction = -1;
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| 30 | double bestQ = double.NegativeInfinity;
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[11727] | 31 | foreach (var a in Actions) {
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| 32 | if (tries[a] == 0) return a;
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| 33 | var q = sumReward[a] / tries[a] + Math.Sqrt((Math.Log(totalTries) / tries[a]) * Math.Min(1.0 / 4, V(a))); // 1/4 is upper bound of bernoulli distributed variable
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[11710] | 34 | if (q > bestQ) {
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| 35 | bestQ = q;
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[11727] | 36 | bestAction = a;
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[11710] | 37 | }
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| 38 | }
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| 39 | return bestAction;
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| 40 | }
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| 41 | public override void UpdateReward(int action, double reward) {
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[11727] | 42 | Debug.Assert(Actions.Contains(action));
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[11710] | 43 | totalTries++;
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| 44 | tries[action]++;
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| 45 | sumReward[action] += reward;
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| 46 | sumSqrReward[action] += reward * reward;
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| 47 | }
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[11727] | 48 |
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| 49 | public override void DisableAction(int action) {
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| 50 | base.DisableAction(action);
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| 51 | totalTries -= tries[action];
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| 52 | tries[action] = -1;
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| 53 | sumReward[action] = 0;
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| 54 | sumSqrReward[action] = 0;
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| 55 | }
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| 56 |
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[11710] | 57 | public override void Reset() {
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[11727] | 58 | base.Reset();
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[11710] | 59 | totalTries = 0;
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| 60 | Array.Clear(tries, 0, tries.Length);
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| 61 | Array.Clear(sumReward, 0, sumReward.Length);
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| 62 | Array.Clear(sumSqrReward, 0, sumSqrReward.Length);
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| 63 | }
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| 64 | }
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| 65 | }
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