plt.grid() plt.subplot(2, 2, 2) plt.plot(range(T), W[:, 1]) plt.xlabel('t') plt.ylabel(r'$w_2$') plt.title(r'$\theta_2 = 0.3$') plt.grid() plt.subplot(2, 2, 3) plt.plot(range(T), W_log[:, 0]) plt.xlabel('t') plt.ylabel(r'$-\frac{1}{t} \log w_1(t)$') plt.grid() D2 = aux.KL(theta_true, Theta[1]) - aux.KL(theta_true, Theta[0]) #print('D2 =', D2) plt.subplot(2, 2, 4) plt.plot(range(T), W_log[:, 1]) plt.plot(range(T), np.ones(T) * D2, color='red', label=r'$D(\theta^*||\theta^{(2)}) - D(\theta^*||\theta^{(1)})$') plt.legend() plt.ylim([0, D2 * 2]) plt.xlabel('t') plt.ylabel(r'$-\frac{1}{t} \log w_2(t)$') plt.grid() plt.suptitle(r'$\theta^* = 0.6$') #plt.savefig('figs/TS_vs_UCB.png')
plt.grid() plt.subplot(2, 3, 3) plt.plot(range(T), s[:, 2]) plt.xlabel('t') plt.ylabel(r'$w_3$') plt.title(r'$\theta_3 = 0.2$') plt.grid() plt.subplot(2, 3, 4) plt.plot(range(T), s_log[:, 0]) plt.xlabel('t') plt.ylabel(r'$-\frac{1}{t} \log w_1(t)$') plt.grid() D2 = aux.KL(0.6, 0.5) plt.subplot(2, 3, 5) plt.plot(range(T), s_log[:, 1]) plt.plot(range(T), np.ones(T) * D2, color='red', label=r'$D(\theta^*||\theta^{(2)}) - D(\theta^*||\theta^{(1)})$') plt.legend() plt.ylim([0, D2 * 3]) plt.xlabel('t') plt.ylabel(r'$-\frac{1}{t} \log w_2(t)$') plt.grid() D3 = aux.KL(0.6, 0.2) plt.subplot(2, 3, 6) plt.plot(range(T), s_log[:, 2])