def update_optimal_actions(self):
"""
:return: dictionary of informations about optimal action
for each posterior sample of the model parameters
# keys: actions = sorted tuple of items to propose in the assortment
# values: (p(action = a*),
[thetas such that action is optimal for theta]
"""
posteriors_actions = act_optimally(self.posterior_belief,
self.assortment_size)
posteriors_actions = [
tuple(posteriors_actions[ix, :]) for ix in range(self.n_samples)
]
optimal_actions_information = defaultdict(list)
for ix, action in enumerate(posteriors_actions):
optimal_actions_information[action].append(ix)
self.optimal_actions = {
action: (len(theta_idxs) / self.n_samples, theta_idxs)
for action, theta_idxs in optimal_actions_information.items()
}
self.actions_star = np.array(
[list(key) for key in optimal_actions_information.keys()])
self.counts_star = np.array(
[len(val) for val in optimal_actions_information.values()])
self.thetas_star = []
for val in optimal_actions_information.values():
self.thetas_star += val
self.thetas_star = np.array(self.thetas_star)
self.a_star_entropy = sum([
-p * np.log(p)
for (action, (p, _)) in self.optimal_actions.items() if p > 0.0
])
self.a_star_entropy = (self.max_entropy * self.a_star_entropy /
self.max_s_entropy)
def act(self):
posterior_belief = self.sample_from_posterior(n_samples=1)
action = act_optimally(np.squeeze(posterior_belief),
top_k=self.assortment_size)
self.current_action = action
assert 0 in action if (not self.sampling) else True
assert (self.top_item_index in action
if self.top_item_index is not None else True)
return action
def action_selection(self):
if self.top_item_index is None:
fallback_taken, n_new = self.optimal_ids_action_parameters()
action = self.sample_from_params(fallback_taken, n_new)
return action
else:
return act_optimally(
np.squeeze(self.sample_from_posterior(1)),
top_k=self.assortment_size,
)
def update_r_star(self):
sorted_beliefs = np.sort(
self.posterior_belief,
axis=1)[:, -self.assortment_size:] # shape (m, k)
picking_probabilities = sorted_beliefs.sum(1)
if self.dynamics == "epoch":
self.r_star = picking_probabilities.mean()
else:
self.r_star = (picking_probabilities /
(1 + picking_probabilities)).mean()
a_greedy = act_optimally(self.posterior_belief.mean(0),
self.assortment_size)
greedy_expected_reward = numba_expected_reward(self.posterior_belief,
a_greedy,
mode=self.dynamics)
self.delta_min = self.r_star - greedy_expected_reward
assert self.delta_min > -1e-12, (
self.delta_min,
self.r_star,
greedy_expected_reward,
)
self.delta_min = max(1e-12, self.delta_min)
def proposal(self):
posterior_belief = self.sample_from_posterior(1)
action = act_optimally(np.squeeze(posterior_belief),
top_k=self.assortment_size)
self.current_action = action
return action
def proposal(self):
# expected_rewards, stds = params_to_gaussian(self.posterior_parameters)
# expected_rewards = np.minimum(expected_rewards, 1.0)
posterior_belief = self.sample_from_posterior(self.n_samples)
sorted_beliefs = np.sort(posterior_belief, axis=1)
thresholds = sorted_beliefs[:, -self.assortment_size].reshape(-1, 1)
best_actions = sorted_beliefs[:, -self.assortment_size:]
sum_rewards_best = best_actions.sum(1)
r_star = sum_rewards_best.mean()
expected_rewards = posterior_belief.mean(0)
# min_rew = expected_rewards.min() / 1e5
# expected_rewards += np.random.rand(expected_rewards.shape[0]) * min_rew
mask = posterior_belief >= thresholds
p_star = mask.sum(0) / mask.shape[0]
if_star = (posterior_belief * mask).sum(0) / (mask.sum(0) + 1e-12)
# else_star = (posterior_belief * (1 - mask)).sum(0) / (
# (1 - mask).sum(0) + 1e-12
# )
# variances = (
# p_star * (if_star - expected_rewards) ** 2
# + (1 - p_star) * (else_star - expected_rewards) ** 2
# )
variances = p_star * (if_star - expected_rewards)**2
# posterior_belief = self.sample_from_posterior(self.n_samples)
# sorted_beliefs = np.sort(posterior_belief, axis=1)
# thresholds = sorted_beliefs[:, -self.assortment_size].reshape(-1, 1)
# mask = posterior_belief >= thresholds
# p_star = mask.sum(0) / mask.shape[0]
# variances *= p_star
variances = np.maximum(variances, 1e-12)
# a_star_t = np.sort(expected_rewards)[-self.assortment_size]
# a_s = self.posterior_parameters[0]
# b_s = self.posterior_parameters[1]
# ps = beta.cdf(1 / (a_star_t + 1), a=a_s, b=b_s)
# entropies_start = -(
# ps * np.log(np.maximum(ps, 1e-12))
# + (1 - ps) * np.log(np.maximum(1 - ps, +1e-12))
# )
# posterior_samples = 1 / beta.rvs(a=a_s, b=b_s) - 1
# new_as = np.ones(self.n_items)
# new_as += a_s
# new_bs = (geom.rvs(1 / (posterior_samples + 1)) - 1) + b_s
# new_ps = beta.cdf(1 / (a_star_t + 1), a=new_as, b=new_bs)
# new_entropies = -(
# new_ps * np.log(np.maximum(new_ps, 1e-12))
# + (1 - new_ps) * np.log(np.maximum(1 - new_ps, +1e-12))
# )
# reductions = np.maximum(entropies_start - new_entropies, 1e-8)
x = cp.Variable(self.n_items, pos=True)
# deltas = cp.Parameter(self.n_items, pos=True)
rewards = cp.Parameter(self.n_items, )
gains = cp.Parameter(self.n_items, pos=True)
# exp_regret = r_star - x @ rewards
deltas = r_star - x @ rewards
exp_gain = x @ gains
information_ratio = cp.quad_over_lin(deltas, exp_gain)
objective = cp.Minimize(information_ratio)
constraints = [0 <= x, x <= 1, cp.sum(x) == self.assortment_size]
prob = cp.Problem(
objective,
constraints,
)
rewards.value = expected_rewards
gains.value = variances
try:
prob.solve(solver="ECOS")
zeros_index = (x.value < 1e-3)
ones_index = (x.value > 1 - 1e-3)
nzeros = zeros_index.sum()
nones = ones_index.sum()
nitems = x.value.shape[0]
logging.debug(
f"{nitems - nones - nzeros} nstrict, {nones} ones, {nzeros} zeroes, {nitems} total items"
)
if (nitems - nones - nzeros) == 2:
all_items = np.arange(nitems)
strict_items = all_items[~np.
bitwise_or(zeros_index, ones_index)]
probas = x.value[~np.bitwise_or(zeros_index, ones_index)]
assert strict_items.shape[0] == 2, strict_items
assert probas.shape[0] == 2, probas
# 2 items to randomize the selection over
logging.debug(
f"items: {strict_items}, with probas: {probas}", )
rho = probas[0]
u = np.random.rand()
if rho <= u:
remaning_item = strict_items[0]
else:
remaning_item = strict_items[1]
action = np.sort(
np.concatenate([
act_optimally(x.value, top_k=self.assortment_size - 1),
np.array([remaning_item])
]))
else:
action = act_optimally(x.value, top_k=self.assortment_size)
if self.c % 5 == 121234:
logging.debug(
f"a:{action},x:{(100 * x.value).astype(int)},rew:{(100 * expected_rewards).astype(int)},gain:{(100 * np.sqrt(variances)).astype(int)}"
)
logging.debug(
f"if_optimal: {if_star}, rew:{logar(expected_rewards)}, probas: {logar(p_star)}",
)
logging.debug(
f"if_optimal: {logar(if_star)}, rew:{logar(expected_rewards)}, probas: {logar(p_star)}",
)
logging.debug(
f"n{self.posterior_parameters[0]}, v{self.posterior_parameters[1] / self.posterior_parameters[0]},"
)
logging.debug(f"obj{prob.value}")
except cp.SolverError:
logging.warning("solver error")
posterior_belief = self.sample_from_posterior(1)
action = act_optimally(np.squeeze(posterior_belief),
top_k=self.assortment_size)
except TypeError:
logging.warning("solver error")
posterior_belief = self.sample_from_posterior(1)
action = act_optimally(np.squeeze(posterior_belief),
top_k=self.assortment_size)
self.current_action = action
self.c += 1
return action
def ts_cs_action(self):
posterior_belief = self.sample_from_posterior(1)
return act_optimally(np.squeeze(posterior_belief),
top_k=self.assortment_size)
def proposal(self):
self.prior_belief = self.sample_from_posterior(
self.ids_sampler.n_samples)
self.ids_sampler.update_belief(self.prior_belief)
greedy_proposal = (np.sqrt(self.ids_sampler.delta_min) <
self.regret_threshold)
if greedy_proposal:
assortment = act_optimally(
np.squeeze(self.prior_belief.mean(0)),
top_k=self.assortment_size,
)
g_approx = info_gain_step(
action=assortment,
sampled_preferences=self.prior_belief,
actions_star=self.ids_sampler.actions_star,
counts=self.ids_sampler.counts_star,
thetas=self.ids_sampler.thetas_star,
)
g_approx = 1e-12 if g_approx < 1e-12 else g_approx
d_approx = delta_step(
action=assortment,
sampled_preferences=self.prior_belief,
r_star=self.ids_sampler.r_star,
)
rho_policy = 0.5
ir_assortment = information_ratio(
rho=rho_policy,
d1=d_approx,
d2=d_approx,
g1=g_approx,
g2=g_approx,
)
self.data_stored["greedy"].append(1)
elif self.objective == "exact":
assortment, ir_assortment, rho_policy = ids_exact_action(
g_=self.ids_sampler.g_,
d_=self.ids_sampler.d_,
actions_set=self.all_actions,
sampled_preferences=self.prior_belief,
r_star=self.ids_sampler.r_star,
actions_star=self.ids_sampler.actions_star,
counts_star=self.ids_sampler.counts_star,
thetas_star=self.ids_sampler.thetas_star,
)
else:
assert self.objective == "lambda", "Choice of [exact, lambda]."
if self.scaling == "autoreg":
lambda_scaler = self.fitted_scaler
elif self.scaling == "time":
lambda_scaler = self.ids_sampler.lambda_algo * (
self.T - self.current_step)
else:
raise ValueError("Scaling: choice of [autoreg, time].")
# print("check in the epoch setting")
# print(self.ids_sampler.r_star)
# print(
# self.ids_sampler.d_(
# np.arange(self.assortment_size),
# self.prior_belief,
# self.ids_sampler.r_star,
# )
# )
assortment, ir_assortment, rho_policy = greedy_ids_action(
scaling_factor=lambda_scaler,
g_=self.ids_sampler.g_,
d_=self.ids_sampler.d_,
sampled_preferences=self.prior_belief,
r_star=self.ids_sampler.r_star,
actions_star=self.ids_sampler.actions_star,
counts_star=self.ids_sampler.counts_star,
thetas_star=self.ids_sampler.thetas_star,
)
self.data_stored["greedy"].append(0)
self.current_action = assortment
self.fitted_scaler = ir_assortment
self.data_stored["info_ratio"].append(ir_assortment)
self.data_stored["entropy_a_star"].append(
self.ids_sampler.a_star_entropy)
self.data_stored["rho_policy"].append(rho_policy)
self.data_stored["delta_min_2"].append(self.ids_sampler.delta_min**2)
return assortment
