gambit/algo/ucb.go

package algo

import (
	"errors"
	"math"

	"tuxpa.in/a/gambit/helper"
)

type UCB struct {
	cr helper.CountReward
}

func (ucb *UCB) Select(r float64) int {
	a := len(ucb.cr.Counts)
	for _, v := range ucb.cr.Counts {
		if v == 0 {
			return a
		}
	}
	sz := len(ucb.cr.Counts)
	var res float64
	for idx, v := range ucb.cr.Counts {
		ans := math.Sqrt((2.0 * math.Log(float64(sz))) / float64(v))
		if ans > res {
			res = float64(a) + ucb.cr.Rewards[idx]
		}
	}
	return int(res)
}

func (u *UCB) Update(a int, r float64) error {
	if a < 0 || a >= len(u.cr.Rewards) || r < 0 {
		return errors.New("TODO")
	}
	u.cr.Counts[a]++
	dec := float64(u.cr.Counts[a])
	u.cr.Rewards[a] = (u.cr.Rewards[a]*(dec-1) + r) / dec
	return nil
}

func (u *UCB) Reset(n int) error {
	u.cr.ResetTo(n)
	return nil

}

func (u *UCB) Count(res *[]int) {
	u.cr.Count(res)
}

func (u *UCB) Reward(res *[]float64) {
	u.cr.Reward(res)
}