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import random
def ind_max(x):
m = max(x)
return x.index(m)
class EpsilonGreedy():
def __init__(self, epsilon, counts, values):
self.epsilon = epsilon
self.counts = counts
self.values = values
return
def initialize(self, n_arms):
self.counts = [0 for col in range(n_arms)]
self.values = [0.0 for col in range(n_arms)]
return
def select_arm(self):
if random.random() > self.epsilon:
return ind_max(self.values)
else:
return random.randrange(len(self.values))
def update(self, chosen_arm, reward):
self.counts[chosen_arm] = self.counts[chosen_arm] + 1
n = self.counts[chosen_arm]
value = self.values[chosen_arm]
new_value = ((n - 1) / float(n)) * value + (1 / float(n)) * reward
self.values[chosen_arm] = new_value
return