Class: MultiArmedBandit::ThompsonSampling
- Inherits:
-
Object
- Object
- MultiArmedBandit::ThompsonSampling
- Defined in:
- lib/multi-armed-bandit/thompson_sampling.rb
Instance Attribute Summary collapse
-
#arms ⇒ Object
readonly
Returns the value of attribute arms.
-
#name ⇒ Object
readonly
Returns the value of attribute name.
-
#redis ⇒ Object
Returns the value of attribute redis.
Class Method Summary collapse
Instance Method Summary collapse
- #create!(arms, options = {}) ⇒ Object
- #delete! ⇒ Object
- #disable(arm) ⇒ Object
- #draw ⇒ Object
- #draw_multi(n) ⇒ Object
-
#initialize(redis, name, options = {}) ⇒ ThompsonSampling
constructor
A new instance of ThompsonSampling.
- #load! ⇒ Object
- #mean(arm) ⇒ Object
- #put(arm, options = {}) ⇒ Object
- #remove(arm) ⇒ Object
- #stats ⇒ Object
- #update_mean(arm) ⇒ Object (also: #enable)
- #update_success(arm, reward = 1.0) ⇒ Object
Constructor Details
#initialize(redis, name, options = {}) ⇒ ThompsonSampling
Returns a new instance of ThompsonSampling.
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 11 def initialize(redis, name, ={}) @redis, @name, = redis, name @arms_key, @means_key = "#{@name}:arms", "#{@name}:means" end |
Instance Attribute Details
#arms ⇒ Object (readonly)
Returns the value of attribute arms.
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 8 def arms @arms end |
#name ⇒ Object (readonly)
Returns the value of attribute name.
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 8 def name @name end |
#redis ⇒ Object
Returns the value of attribute redis.
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 9 def redis @redis end |
Class Method Details
.beta_mean(success, count, alpha, beta) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 3 def self.beta_mean(success, count, alpha, beta) fail_count = count - success 1 / (1 + (fail_count+beta).to_f / (success+alpha)) end |
Instance Method Details
#create!(arms, options = {}) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 16 def create!(arms, ={}) @arms = Set.new arms ts = {:alpha=>5, :beta=>5} means = [] @arms.each do |arm| ts["#{arm}:count"] = 0 ts["#{arm}:success"] = 0.0 end ts.merge!() @alpha, @beta = ts[:alpha].to_f, ts[:beta].to_f means = [] @arms.each do |arm| mean = self.class.beta_mean( ts["#{arm}:success"], ts["#{arm}:count"], (ts["#{arm}:alpha"] || @alpha).to_f, (ts["#{arm}:beta"] || @beta).to_f ) means << [mean, arm] end @redis.multi do |r| r.mapped_hmset @name, ts r.sadd @arms_key, arms r.zadd @means_key, means end self end |
#delete! ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 54 def delete! @redis.multi do |r| r.del @means_key r.del @name r.del @arms_key end end |
#disable(arm) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 84 def disable(arm) @redis.zrem @means, arm end |
#draw ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 94 def draw max_arm = @redis.zrange(@means_key, -1, -1)[0] @redis.hincrby @name, "#{max_arm}:count", 1 update_mean(max_arm) max_arm end |
#draw_multi(n) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 88 def draw_multi(n) drawn = [] n.times { drawn << draw } drawn end |
#load! ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 47 def load! @arms = Set.new @redis.smembers(@arms_key) alpha, beta = @redis.hmget(@name, :alpha, :beta) @alpha, @beta = alpha.to_f, beta.to_f self end |
#mean(arm) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 111 def mean(arm) success, count, alpha, beta = @redis.hmget(@name, "#{arm}:success", "#{arm}:count", "#{arm}:alpha", "#{arm}:beta") self.class.beta_mean success.to_f, count.to_f, (alpha || @alpha).to_f, (beta || @beta).to_f end |
#put(arm, options = {}) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 62 def put(arm, ={}) ts = {"#{arm}:count" => 0, "#{arm}:success" => 0.0} ts.merge! @arms << arm @redis.multi do |r| r.mapped_hmset @name, ts r.sadd @arms_key, arm end update_mean arm self end |
#remove(arm) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 74 def remove(arm) @arms.delete arm @redis.multi do |r| r.srem @arms_key, arm r.hdel @name, ["#{arm}:success", "#{arm}:count", "#{arm}:alpha", "#{arm}:beta"] r.zrem @means, arm end end |
#stats ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 116 def stats arms, state, means = @redis.multi do |r| r.smembers(@arms_key) r.hgetall @name r.zrange @means_key, 0, -1, :with_scores => true end { :arms => arms, :state => state, :means => means } end |
#update_mean(arm) ⇒ Object Also known as: enable
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 106 def update_mean(arm) @redis.zadd @means_key, mean(arm), arm end |
#update_success(arm, reward = 1.0) ⇒ Object
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# File 'lib/multi-armed-bandit/thompson_sampling.rb', line 101 def update_success(arm, reward=1.0) @redis.hincrbyfloat @name, "#{arm}:success", reward update_mean(arm) end |