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epsilon_greedy_annealing.py
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epsilon_greedy_annealing.py
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import random
import math
import numpy as np
class EpsilonGreedyAnnealing():
def __init__(self, n_arms, annealing_factor=.0000001):
self.annealing_factor = annealing_factor
self.n_arms = n_arms
self.counts = [0] * n_arms
self.values = [0.0] * n_arms
self.alpha = [1] * n_arms
self.beta = [1] * n_arms
def reset(self):
self.counts = [0] * self.n_arms
self.values = [0.0] * self.n_arms
self.alpha = [1] * self.n_arms
self.beta = [1] * self.n_arms
def select_arm(self):
t = sum(self.counts) + 1
epsilon = 1 / math.log(t + self.annealing_factor)
if random.random() > epsilon:
return random.choice([i for i, val in enumerate(self.values) if val == max(self.values)])
else:
return random.randrange(self.n_arms)
def update(self, chosen_arm, reward):
self.counts[chosen_arm] += 1
self.alpha[chosen_arm] += reward
self.beta[chosen_arm] += 1 - reward
n = float(self.counts[chosen_arm])
value = self.values[chosen_arm]
new_value = ((n - 1) / n) * value + (1 / n) * reward
self.values[chosen_arm] = new_value