1 | using System;
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2 | using System.Collections.Generic;
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3 | using System.Diagnostics.Contracts;
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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 | using HeuristicLab.Core;
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9 | using HeuristicLab.Data;
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10 | using HeuristicLab.Parameters;
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11 |
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12 | namespace HeuristicLab.Algorithms.DataAnalysis.MctsSymbolicRegression.Policies {
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13 | [Item("UcbTuned Policy", "UcbTuned is similar to Ucb but tracks empirical variance. Use parameter c to balance between exploitation and exploration")]
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14 | public class UcbTuned : PolicyBase {
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15 | private class ActionStatistics : IActionStatistics {
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16 | public double SumQuality { get; set; }
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17 | public double SumSqrQuality { get; set; }
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18 | public double AverageQuality { get { return SumQuality / Tries; } }
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19 | public double QualityVariance { get { return SumSqrQuality / Tries - AverageQuality * AverageQuality; } }
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20 | public int Tries { get; set; }
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21 | public bool Done { get; set; }
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22 | }
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23 | private List<int> buf = new List<int>();
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24 |
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25 | public IFixedValueParameter<DoubleValue> CParameter {
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26 | get { return (IFixedValueParameter<DoubleValue>)Parameters["C"]; }
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27 | }
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28 |
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29 | public double C {
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30 | get { return CParameter.Value.Value; }
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31 | set { CParameter.Value.Value = value; }
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32 | }
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33 |
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34 | protected UcbTuned(UcbTuned original, Cloner cloner)
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35 | : base(original, cloner) {
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36 | }
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37 | public UcbTuned()
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38 | : base() {
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39 | Parameters.Add(new FixedValueParameter<DoubleValue>("C", "Parameter to balance between exploration and exploitation 0 <= c < 100", new DoubleValue(Math.Sqrt(2))));
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40 | }
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41 |
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42 | public override IDeepCloneable Clone(Cloner cloner) {
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43 | return new UcbTuned(this, cloner);
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44 | }
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45 |
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46 | public override int Select(IEnumerable<IActionStatistics> actions, IRandom random) {
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47 | return Select(actions, random, C, buf);
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48 | }
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49 |
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50 | public override void Update(IActionStatistics action, double q) {
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51 | var a = action as ActionStatistics;
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52 | a.SumQuality += q;
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53 | a.SumSqrQuality += q * q;
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54 | a.Tries++;
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55 | }
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56 |
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57 | public override IActionStatistics CreateActionStatistics() {
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58 | return new ActionStatistics();
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59 | }
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60 |
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61 | private static int Select(IEnumerable<IActionStatistics> actions, IRandom rand, double c, IList<int> buf) {
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62 | // determine total tries of still active actions
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63 | int totalTries = 0;
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64 | buf.Clear();
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65 | int aIdx = -1;
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66 | foreach (var a in actions) {
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67 | ++aIdx;
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68 | if (a.Done) continue;
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69 | if (a.Tries == 0) buf.Add(aIdx);
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70 | else totalTries += a.Tries;
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71 | }
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72 | // if there are unvisited actions select a random action
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73 | if (buf.Any()) {
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74 | return buf[rand.Next(buf.Count)];
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75 | }
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76 | Contract.Assert(totalTries > 0);
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77 | double logTotalTries = Math.Log(totalTries);
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78 | var bestQ = double.NegativeInfinity;
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79 | aIdx = -1;
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80 | foreach (var a in actions.Cast<ActionStatistics>()) {
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81 | ++aIdx;
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82 | if (a.Done) continue;
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83 | var varianceBound = a.QualityVariance + Math.Sqrt(2.0 * logTotalTries / a.Tries);
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84 | if (varianceBound > 0.25) varianceBound = 0.25;
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85 | var actionQ = a.AverageQuality + c * Math.Sqrt(logTotalTries / a.Tries * varianceBound);
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86 | if (actionQ > bestQ) {
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87 | buf.Clear();
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88 | buf.Add(aIdx);
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89 | bestQ = actionQ;
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90 | } else if (actionQ >= bestQ) {
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91 | buf.Add(aIdx);
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92 | }
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93 | }
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94 | return buf[rand.Next(buf.Count)];
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95 | }
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96 | }
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97 | }
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