implement the UCB algorithm and plot the expected regret as a function of 𝑇 using 1000 sample path simulations with python, total_try = 2000, data = np.linspace(0, 19, 20), reward = data * [10-0.5*data + 𝜖], 𝜖~𝑁(0, 0.22)
时间: 2024-01-05 12:02:29 浏览: 66
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Sure, I can help you with that. Here's a Python implementation of the UCB algorithm with the given parameters:
```python
import numpy as np
import matplotlib.pyplot as plt
# Define the UCB algorithm
def ucb(total_try, data, c):
n_arms = len(data)
Q = np.zeros(n_arms)
N = np.zeros(n_arms)
regret = []
for t in range(total_try):
a = np.argmax(Q + c * np.sqrt(np.log(t+1) / (N+1e-6)))
r = reward(data[a])
regret.append(max(data) - data[a])
N[a] += 1
Q[a] += (r - Q[a]) / N[a]
return regret
# Define the reward function
def reward(x):
return x * (10 - 0.5 * x + np.random.normal(0, 0.22))
# Set the parameters
total_try = 2000
data = np.linspace(0, 19, 20)
c = 2
# Run the simulation 1000 times and plot the results
regret_all = np.zeros((1000, total_try))
for i in range(1000):
regret_all[i] = ucb(total_try, data, c)
regret_mean = np.mean(regret_all, axis=0)
plt.plot(regret_mean)
plt.xlabel('T')
plt.ylabel('Expected Regret')
plt.show()
```
This code will simulate 1000 sample paths of the UCB algorithm with the given parameters, and plot the expected regret as a function of T (the number of tries). The plot should show that the regret decreases as T increases, which is expected since the algorithm learns more about the rewards as it tries more arms. However, the regret may not converge to zero since the rewards are stochastic.
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