Created
January 27, 2015 10:13
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Golangでバンディットアルゴリズムを実装した。
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| package main | |
| import ( | |
| "./bandit" | |
| "fmt" | |
| "image/color" | |
| "math/rand" | |
| "time" | |
| "code.google.com/p/plotinum/plot" | |
| "code.google.com/p/plotinum/plotter" | |
| "code.google.com/p/plotinum/vg" | |
| ) | |
| const ( | |
| NUM_SIMS = 5000 | |
| HORIZON = 250 | |
| ) | |
| // algorithms | |
| const ( | |
| EPSILON_GREEDY = iota | |
| EPSILON_GREEDY_ANNEAL | |
| SOFTMAX | |
| SOFTMAX_ANNEAL | |
| UCB1 | |
| ) | |
| func main() { | |
| rand.Seed(time.Now().Unix()) | |
| // setup arms | |
| means := []float64{0.1, 0.1, 0.1, 0.1, 0.9} | |
| nArms := len(means) | |
| shuffleFloat64(means) | |
| arms := []bandit.Arm{} | |
| for _, mu := range means { | |
| arms = append(arms, bandit.NewBernoulliArm(mu)) | |
| } | |
| bestArm := bestArm(means) | |
| // setup plot | |
| p, err := plot.New() | |
| if err != nil { | |
| panic(err) | |
| } | |
| p.Title.Text = "bandit" | |
| p.X.Label.Text = "time" | |
| p.X.Min = 0.0 | |
| p.X.Max = 250.0 | |
| p.Y.Label.Text = "prob" | |
| p.Y.Min = 0.0 | |
| p.Y.Max = 1.0 | |
| p.Add(plotter.NewGrid()) | |
| colors := []color.RGBA{ | |
| color.RGBA{R: 244, G: 67, B: 54, A: 255}, | |
| color.RGBA{R: 233, G: 30, B: 99, A: 255}, | |
| color.RGBA{R: 156, G: 39, B: 176, A: 255}, | |
| color.RGBA{R: 103, G: 58, B: 183, A: 255}, | |
| color.RGBA{R: 63, G: 81, B: 181, A: 255}, | |
| } | |
| pts := make(plotter.XYs, HORIZON) | |
| // simulation | |
| epsilons := []float64{0.1, 0.2, 0.3, 0.4, 0.5} | |
| for i, epsilon := range epsilons { | |
| algorithms := []bandit.Algorithm{ | |
| bandit.NewEpsilonGreedy(epsilon, nArms), | |
| bandit.NewEpsilonGreedyAnneal(epsilon, nArms), | |
| bandit.NewSoftmax(epsilon, nArms), | |
| bandit.NewSoftmaxAnneal(epsilon, nArms), | |
| bandit.NewUCB1(nArms), | |
| } | |
| //return value: simNums, times, chosenArms, rewards, comulativeRewards | |
| _, _, chosenArms, _, _ := bandit.Simulate(algorithms[EPSILON_GREEDY], arms, NUM_SIMS, HORIZON) | |
| calculateProbPoint(pts, bestArm, chosenArms) | |
| plotLine(p, pts, colors[i], fmt.Sprintf("%v", epsilon)) | |
| } | |
| fileName := p.Title.Text + ".png" | |
| if err := p.Save(4, 4, fileName); err != nil { | |
| panic(err) | |
| } | |
| } | |
| func shuffleFloat64(s []float64) { | |
| n := len(s) | |
| for i := 0; i < n; i++ { | |
| j := rand.Intn(n - 1) | |
| s[j], s[i] = s[i], s[j] | |
| } | |
| } | |
| func bestArm(means []float64) (index int) { | |
| index, _ = bandit.Max(means) | |
| return | |
| } | |
| func calculateProbPoint(pts plotter.XYs, bestArm int, chosenArms []int) { | |
| for i := 0; i < HORIZON; i++ { | |
| count := 0 | |
| for j := 0; j < NUM_SIMS; j++ { | |
| index := HORIZON*j + i | |
| if chosenArms[index] == bestArm { | |
| count = count + 1 | |
| } | |
| } | |
| pts[i].X = float64(i) | |
| pts[i].Y = float64(count) / float64(NUM_SIMS) | |
| } | |
| } | |
| func plotLine(p *plot.Plot, pts plotter.XYs, color color.RGBA, legend string) { | |
| l, err := plotter.NewLine(pts) | |
| if err != nil { | |
| panic(err) | |
| } | |
| l.LineStyle.Width = vg.Points(1) | |
| l.LineStyle.Color = color | |
| p.Add(l) | |
| p.Legend.Add(legend, l) | |
| } |
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