def handle(self):
data = {
111: {
'sends': 1000,
'open_rate': 0.11
},
112: {
'sends': 1000,
'open_rate': 0.13
},
113: {
'sends': 1000,
'open_rate': 0.16
}
}
algorithm = UCB.UCB([], [])
arms = {}
for subject, subjectData in data.items():
if subject not in arms:
arms[subject] = {}
arms[subject]['value'] = subjectData['open_rate']
arms[subject]['count'] = subjectData['sends']
result = self.MabAlgorithm(algorithm, arms)
print(result)
def runUCB(nbmanchots, run, iterations, k):
for i in range(run):
tabMachines = creerManchots(nbmanchots)
nbiterations3.append(i+1)
gains3.append(ucb.UCB(iterations, tabMachines, k))
print(gains3)
return nbiterations3, gains3
def main():
algo = sys.argv[1]
print("Sweeping c values in for ", algo)
assert algo in algos
filename = algo + "_grid_search.csv"
csv_file = open(filename, mode='w')
csv_writer = csv.writer(csv_file, delimiter=',')
csv_writer.writerow(["n", "k", "c", "avg_cum_regret"])
if algo == "uniform":
c_vals = c_vals_unif
elif algo == "eps_greedy":
c_vals = c_vals_eps
results_dict = {}
for n in n_range:
for k in k_range:
for c in c_vals:
print("N:", n, "K:", k, "C:", c)
cum_regrets = []
for i in range(num_instances):
bandit = NSW_Bandit(n, k)
mu_mat = load_i_instance_nk(n, k, i)
bandit.set_mu_matrix(mu_mat)
if algo == "uniform":
uniform = Uniform(bandit, c, T, num_sims)
mean_regrets, _ = uniform.run()
elif algo == "eps_greedy":
eps_greedy = epsilon_greedy(bandit,
c,
T=T,
num_sims=num_sims)
_, _, mean_regrets, _ = eps_greedy.run()
elif algo == "UCB":
ucb = UCB(bandit, c, T, num_sims)
mean_regrets, _ = ucb.run()
cum_regrets.append(np.sum(mean_regrets))
results_dict[(n, k, c)] = np.mean(cum_regrets)
csv_writer.writerow(
[str(n), str(k),
str(c), results_dict[(n, k, c)]])
print("Finished!")
def testUCB(runs, pulls, stationary, c, alpha):
#Initialize bandit
bandit = Bandit(10, 0, 1)
#Initialize all of the algorithms you wish to test
algorithms = []
#Gradient algorithm
ucb = UCB(bandit, c, alpha)
algorithms.append(ucb)
#Run the tests
results = testAlgorithms(bandit, algorithms, runs, pulls, stationary)
#Analyze results
plotAlgorithmOptimalActions(results=results,
algorithm=ucb,
stationary=stationary,
c=c)
return results
def compareUCB(runs, pulls, c, alpha):
#Initialize bandit
bandit = Bandit(10, 0, 1)
#Initialize algorithms
algorithms = []
#Epsilon Greedy algorithm
ucb = UCB(bandit, c, alpha)
algorithms.append(ucb)
#Run tests
resultsStationary = testAlgorithms(bandit, algorithms, runs, pulls, True)
resultsNonStationary = testAlgorithms(bandit, algorithms, runs, pulls,
False)
#Analyze results
optimalActionsDictionaryStationary = resultsStationary['optimalActions']
optimalActionsStationary = optimalActionsDictionaryStationary[ucb]
optimalActionsDictionaryNonStationary = resultsNonStationary[
'optimalActions']
optimalActionsNonStationary = optimalActionsDictionaryNonStationary[ucb]
fig = plt.figure(1)
fig.suptitle('Bandit', fontsize=14, fontweight='bold')
ax = fig.add_subplot(211)
titleLabel = "UCB (stationary vs. non)"
ax.set_title(titleLabel)
ax.set_xlabel('Step/Pull')
ax.set_ylabel('Average reward')
ax.plot(optimalActionsStationary)
ax.plot(optimalActionsNonStationary)
plt.show()
return (optimalActionsStationary, optimalActionsNonStationary)
def mab(feeds, train, test, filepath, risk_pref, dlt, dfb, pulls, presence):
# print(i[0], model.threshold_)
# import magpie_rpp_modules as magpie
'''
run = magpie.Model()
run.train(filepath, train, feeds, 'train', risk_profile)
ip_mod = joblib.load(filepath + "models/" + train + ".ip.iforest.sav")
wifi_mod = joblib.load(filepath + "models/" + train + ".wifi.iforest.sav")
zb_mod = joblib.load(filepath + "models/" + train + ".zigbee.iforest.sav")
rf_mod = joblib.load(filepath + "models/" + train + ".rf.iforest.sav")
audio_mod = joblib.load(filepath + "models/" + train + ".audio.iforest.sav")
'''
#test_data = test
# print("MAB dataset sample: " + str(test_data))
# test_data = str(test) + str(sample)
results = []
for i in presence:
if presence == 1:
train = "1.train" # DO NOT FORGET TO CHANGE FOR EACH TRAINING
test_data = ['1.7',
'1.10train'], # add .0 if using train, only add only 1.x if for test
else:
train = "0.train" # DO NOT FORGET TO CHANGE FOR EACH TRAINING
test_data = ['0.7',
'0.10train'], # add .0 if using train, only add only 1.x if for test
for j in dlt:
for k in dfb:
action_set = [
[['ip', j, 0.003], ['wifi', j, 0.003], ['zigbee', j, 0.003],
['rf', j, 0.003], ['audio', j, 0.003], ['amds'], [k]],
[['ip', j, 0.005], ['wifi', j, 0.005], ['zigbee', j, 0.005],
['rf', j, 0.005], ['audio', j, 0.005], ['amds'], [k]],
[['ip', j, 0.007], ['wifi', j, 0.007], ['zigbee', j, 0.007],
['rf', j, 0.007], ['audio', j, 0.007], ['amds'], [k]],
[['ip', j, 0.01], ['wifi', j, 0.01], ['zigbee', j, 0.01],
['rf', j, 0.01], ['audio', j, 0.01], ['amds'], [k]],
[['ip', j, 0.03], ['wifi', j, 0.03], ['zigbee', j, 0.03],
['rf', j, 0.03], ['audio', j, 0.03], ['amds'], [k]],
[['ip', j, 0.05], ['wifi', j, 0.05], ['zigbee', j, 0.05],
['rf', j, 0.05], ['audio', j, 0.05], ['amds'], [k]],
[['ip', j, 0.07], ['wifi', j, 0.07], ['zigbee', j, 0.07],
['rf', j, 0.07], ['audio', j, 0.07], ['amds'], [k]],
[['ip', j, 0.1], ['wifi', j, 0.1], ['zigbee', j, 0.1],
['rf', j, 0.1], ['audio', j, 0.1], ['amds'], [k]],
]
action_space = int(len(action_set))
# N = action_space * 1000
# N = action_space
print('Number of RPP Arms in Bandit: ' + str(action_space))
# bandit = Bandit()
stationary = False
# pulls = N*100
# pulls = 1000
print("Number of Pulls: " + str(pulls))
runs = 1
algorithm = []
alpha = 0.1
c = 2
ucb = UCB(action_space, c, alpha)
algorithm.append(ucb)
Q, learning_results = nonstationary2.testAlgorithms(action_set, filepath, test_data,
algorithm, runs, pulls, stationary, train, feeds, 'train', risk_pref, j)
print("Q after learning: " + str(Q))
arm_id = int(Q.index(max(Q)))
print(Q.index(max(Q)))
print(action_set[Q.index(max(Q))])
presence_conf = i
dfb_conf = j
dlt_conf = k
mab_result = [presence_conf] + [dfb_conf] + [dlt_conf] + [arm_id]
results.append(mab_result)
### send to list for print
plot_performance(learning_results, algorithm=ucb, j=j, k=k)
print("Results: ")
print(results)
return results
def testAllAlgorithms():
"""
Step 1: Initialize the environment
"""
#Initialize bandit
bandit = Bandit(10, 0, 1)
stationary = False
#TODO - Enter the actual number of pulls and runs we want to do for testing.
pulls = 200000
runs = 100
"""
Step 2: Initialize all of the algorithms you wish to test
"""
algorithms = []
#Epsilon Greedy algorithms
#TODO - Enter the actial epsilons we want to test
#epsilons = [1/128, 1/64, 1/32, 1/16, 1/8, 1/4]
epsilons = [1 / 256]
greedyAlgorithms = []
alpha = 0.1
for epsilon in epsilons:
epsilonGreedy = EpsilonGreedy(bandit, alpha, epsilon)
algorithms.append(epsilonGreedy)
greedyAlgorithms.append(epsilonGreedy)
#Optimistic greedy
#TODO - Enter teh actual initial values we want to test
#initialValues = [1/4, 1/2, 1, 2, 4]
initialValues = [6, 8, 10]
optimisticAlgorithms = []
alpha = 0.1
for initialValue in initialValues:
optimisticGreedy = OptimisticGreedy(bandit, initialValue, alpha)
algorithms.append(optimisticGreedy)
optimisticAlgorithms.append(optimisticGreedy)
#UCB
alpha = 0.1
#TODO - Enter the actual c values we want to test
#cValues = [1/16, 1/4, 1/2, 1, 2, 4]
cValues = [6, 8]
ucbAlgorithms = []
for c in cValues:
ucb = UCB(bandit, c, alpha)
algorithms.append(ucb)
ucbAlgorithms.append(ucb)
#Gradient
#TODO - Enter teh actual alpha values we want to test
alphas = [1 / 32, 1 / 16, 1 / 8, 1 / 4, 1 / 2, 1, 2]
gradientAlgorithms = []
"""
for alpha in alphas:
gradient = Gradient(bandit, alpha)
algorithms.append(gradient)
gradientAlgorithms.append(gradient)
"""
"""
Step 4: Run the tests
"""
results = testAlgorithms(bandit, algorithms, runs, pulls, stationary)
"""
Step 5: Analyze the results
"""
rewardsDictionaryOfAllAlgorithms = results['rewards']
optimalActionsDictionaryOfAllAlgorithms = results['optimalActions']
for algorithm in greedyAlgorithms:
rewards = rewardsDictionaryOfAllAlgorithms[algorithm]
lastRewards = rewards[int(len(rewards) / 2):len(rewards) - 1]
avgReward = np.sum(lastRewards) / pulls / 2
print(algorithm.name + ", epsilon: " + str(algorithm.eps) +
", Average Reward: " + str(avgReward))
#TODO - this should be plotted as a data point on a plot, connected to the other greedy points
for algorithm in optimisticAlgorithms:
rewards = rewardsDictionaryOfAllAlgorithms[algorithm]
lastRewards = rewards[int(len(rewards) / 2):len(rewards) - 1]
avgReward = np.sum(lastRewards) / pulls / 2
print(algorithm.name + ", initial Values: " +
str(algorithm.initialValues) + ", Average Reward: " +
str(avgReward))
#TODO - this should be plotted as a data point on a plot, connected to the other optimistic points
for algorithm in ucbAlgorithms:
rewards = rewardsDictionaryOfAllAlgorithms[algorithm]
lastRewards = rewards[int(len(rewards) / 2):len(rewards) - 1]
avgReward = np.sum(lastRewards) / pulls / 2
print(algorithm.name + ", c: " + str(algorithm.c) +
", Average Reward: " + str(avgReward))
#TODO - this should be plotted as a data point on a plot, connected to the other ucb points
for algorithm in gradientAlgorithms:
rewards = rewardsDictionaryOfAllAlgorithms[algorithm]
lastRewards = rewards[int(len(rewards) / 2):len(rewards) - 1]
avgReward = np.sum(lastRewards) / pulls / 2
print(algorithm.name + ", alpha: " + str(algorithm.alpha) +
", Average Reward: " + str(avgReward))
# Greedy-Optimist agent
optimist = Optimist_greedy(timesteps)
for k in range(5, 21):
bandit = K_Bandit(k)
optimist.initAgent(k)
optimist.initOptimist(
k, opt=10
) #<-- this is done every time because this code is not very good
for t in range(1, timesteps + 1):
action = optimist.chooseAction()
reward = bandit.play(action)
optimist.updateTimestep(t - 1, reward)
optimist.updateAction(reward, action)
# Upper Confidence Bound agent
ucb = UCB(timesteps, c=1)
for k in range(5, 21):
bandit = K_Bandit(k)
ucb.initAgent(k)
ucb.correctActionCnt()
for t in range(1, timesteps + 1): # We do 1000 actions for each bandit
action = ucb.chooseAction(t) #<-- dependent on time-step 't'
reward = bandit.play(action)
ucb.updateTimestep(t - 1, reward)
ucb.updateAction(reward, action)
# Proportional Exploration (apparently that is a very bad idea!)
prop_e = Proportional_exploration(timesteps, k)
#Proportional Exploration assigns probabilities to actions that are proportional
#to its expected pay offs.
for k in range(5, 21):
def simulate(self, c, boltz, ucb):
#tempTruth = [np.random.normal(self.truth_100[i], scale = 8) for i in range(100)]
rewards = [[0 for j in range(82)] for k in range(4)]
# Create prior mean
pMean = [np.random.uniform(3, 18) for i in range(100)]
priorMeans = [pMean for _ in range(4)]
# Create prior covariance matrix
self.fillCov()
priorCov = [self.covariance.copy() for i in range(4)]
#generate the truth from prior
tempTruth = np.random.multivariate_normal(pMean, self.covariance)
#EG policy initializes
constant = c
#Boltzmann policy initialize
theta_b = boltz
#UCB initializes
theta_u = ucb
#KG policy initialize
precision = [1 / 22.5 for i in range(100)]
num_selected = [1 for i in range(100)]
def drawObservations(self, lineupChoice):
return (tempTruth[lineupChoice] +
np.random.normal(0, scale=np.sqrt(22.5)))
for i in range(0, 82):
choices = [0 for j in range(4)]
#get choices for all the policies and put in a list
choices[0] = eg.EpsilonGreedy(priorMeans[0], constant, i)
choices[1] = b.Boltzmann(priorMeans[1], theta_b, i)
choices[2], numselected = UCB.UCB(priorMeans[2], theta_u, i,
num_selected)
choices[3] = KGCB.kgcb(priorMeans[3], precision, priorCov[3], i)
#print('EGreedy choice {}, Boltzmann choice{}, UCB {}, KG {}'.format(choices[0], choices[1], choices[2], choices[3]))
results = [drawObservations(self, j) for j in choices]
for j in range(4):
rewards[j][i] = results[j]
## THIS STUFF IS FOR UPDATING EQUATIONS
# max_value is the best estimated value of the KG
# x is the argument that produces max_value
# observe the outcome of the decision
# w_k=mu_k+Z*SigmaW_k where SigmaW is standard deviation of the
# error for each observation
for j in range(4):
w_k = results[j]
cov_m = np.asarray(priorCov[j])
x = choices[j]
# updating equations for Normal-Normal model with covariance
addscalar = (w_k - priorMeans[j][x]) / (1 / precision[x] +
cov_m[x][x])
# cov_m_x is the x-th column of the covariance matrix cov_m
cov_m_x = np.array([row[x] for row in cov_m])
priorMeans[j] = np.add(priorMeans[j],
np.multiply(addscalar, cov_m_x))
cov_m = np.subtract(
cov_m,
np.divide(np.outer(cov_m_x, cov_m_x),
1 / precision[x] + cov_m[x][x]))
priorCov[j] = cov_m
return (rewards)