[11710] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Text;
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| 5 | using System.Threading.Tasks;
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| 6 |
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| 7 | namespace HeuristicLab.Algorithms.Bandits {
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| 8 | public class UCBNormalPolicy : BanditPolicy {
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| 9 | private readonly int[] tries;
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| 10 | private readonly double[] sumReward;
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| 11 | private readonly double[] sumSqrReward;
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| 12 | private int totalTries = 0;
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| 13 | public UCBNormalPolicy(int numActions)
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| 14 | : base(numActions) {
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| 15 | this.tries = new int[NumActions];
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| 16 | this.sumReward = new double[NumActions];
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| 17 | this.sumSqrReward = new double[NumActions];
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| 18 | }
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| 19 |
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| 20 | private double V(int arm) {
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| 21 | var s = tries[arm];
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| 22 | return sumSqrReward[arm] / s - Math.Pow(sumReward[arm] / s, 2) + Math.Sqrt(2 * Math.Log(totalTries) / s);
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| 23 | }
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| 24 |
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| 25 |
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| 26 | public override int SelectAction() {
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| 27 | int bestAction = -1;
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| 28 | double bestQ = double.NegativeInfinity;
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| 29 | for (int i = 0; i < NumActions; i++) {
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| 30 | if (totalTries == 0 || tries[i] == 0 || tries[i] < Math.Ceiling(8 * Math.Log(totalTries))) return i;
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| 31 | var avgReward = sumReward[i] / tries[i];
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| 32 | var q = avgReward
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| 33 | + Math.Sqrt(16 * ((sumSqrReward[i] - tries[i] * Math.Pow(avgReward, 2)) / (tries[i] - 1)) * (Math.Log(totalTries - 1) / tries[i]));
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| 34 | if (q > bestQ) {
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| 35 | bestQ = q;
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| 36 | bestAction = i;
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| 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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| 42 | totalTries++;
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| 43 | tries[action]++;
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| 44 | sumReward[action] += reward;
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| 45 | sumSqrReward[action] += reward * reward;
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| 46 | }
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| 47 | public override void Reset() {
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| 48 | totalTries = 0;
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| 49 | Array.Clear(tries, 0, tries.Length);
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| 50 | Array.Clear(sumReward, 0, sumReward.Length);
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| 51 | Array.Clear(sumSqrReward, 0, sumSqrReward.Length);
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| 52 | }
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| 53 | }
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| 54 | }
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