根据查阅资料,python编写出MAB的 Softmax算法(或Epsilon-Greedy算法),BetaThompson sampling算法,UCB算法以及LinUCB算法。
时间: 2023-07-10 14:37:26 浏览: 168
以下是Python代码实现:
1. Softmax算法:
```python
import numpy as np
def softmax_action_selection(q_values, tau=1.0):
"""
Softmax action selection algorithm for multi-armed bandit problem.
:param q_values: numpy array of shape (num_actions,) representing the estimated action values
:param tau: float temperature parameter controlling the degree of exploration
:return: selected action
"""
probabilities = np.exp(q_values / tau) / np.sum(np.exp(q_values / tau))
action = np.random.choice(len(q_values), p=probabilities)
return action
```
2. Epsilon-Greedy算法:
```python
import numpy as np
def epsilon_greedy_action_selection(q_values, epsilon=0.1):
"""
Epsilon-greedy action selection algorithm for multi-armed bandit problem.
:param q_values: numpy array of shape (num_actions,) representing the estimated action values
:param epsilon: float parameter controlling the degree of exploration
:return: selected action
"""
if np.random.rand() < epsilon:
action = np.random.choice(len(q_values))
else:
action = np.argmax(q_values)
return action
```
3. BetaThompson sampling算法:
```python
import numpy as np
class BetaThompsonSampling:
def __init__(self, num_actions):
"""
Beta Thompson sampling algorithm for multi-armed bandit problem.
:param num_actions: number of actions (arms)
"""
self.alpha = np.ones(num_actions)
self.beta = np.ones(num_actions)
def action_selection(self):
"""
Select action according to the Beta distribution of each arm.
:return: selected action
"""
samples = np.random.beta(self.alpha, self.beta)
action = np.argmax(samples)
return action
def update(self, action, reward):
"""
Update the Beta distribution of the selected arm.
:param action: selected action
:param reward: observed reward
"""
if reward == 1:
self.alpha[action] += 1
else:
self.beta[action] += 1
```
4. UCB算法:
```python
import numpy as np
class UCB:
def __init__(self, num_actions, c=1.0):
"""
Upper Confidence Bound (UCB) algorithm for multi-armed bandit problem.
:param num_actions: number of actions (arms)
:param c: exploration parameter
"""
self.num_actions = num_actions
self.c = c
self.N = np.zeros(num_actions)
self.Q = np.zeros(num_actions)
def action_selection(self):
"""
Select action according to the UCB upper confidence bound.
:return: selected action
"""
upper_bounds = self.Q + self.c * np.sqrt(np.log(np.sum(self.N)) / (self.N + 1e-8))
action = np.argmax(upper_bounds)
return action
def update(self, action, reward):
"""
Update the estimated action value of the selected arm.
:param action: selected action
:param reward: observed reward
"""
self.N[action] += 1
self.Q[action] += (reward - self.Q[action]) / self.N[action]
```
5. LinUCB算法:
```python
import numpy as np
class LinUCB:
def __init__(self, num_actions, num_features, alpha=0.1):
"""
Linear Upper Confidence Bound (LinUCB) algorithm for multi-armed bandit problem.
:param num_actions: number of actions (arms)
:param num_features: number of features
:param alpha: exploration parameter
"""
self.num_actions = num_actions
self.num_features = num_features
self.alpha = alpha
self.A = np.array([np.eye(num_features) for _ in range(num_actions)])
self.b = np.zeros((num_actions, num_features))
self.theta = np.zeros((num_actions, num_features))
def action_selection(self, features):
"""
Select action according to the LinUCB upper confidence bound.
:param features: numpy array of shape (num_features,) representing the features of the context
:return: selected action
"""
upper_bounds = np.zeros(self.num_actions)
for i in range(self.num_actions):
A_inv = np.linalg.inv(self.A[i])
self.theta[i] = np.dot(A_inv, self.b[i])
upper_bounds[i] = np.dot(self.theta[i], features) + \
self.alpha * np.sqrt(np.dot(features.T, np.dot(A_inv, features)))
action = np.argmax(upper_bounds)
return action
def update(self, action, features, reward):
"""
Update the estimated parameters of the selected arm.
:param action: selected action
:param features: numpy array of shape (num_features,) representing the features of the context
:param reward: observed reward
"""
self.A[action] += np.outer(features, features)
self.b[action] += reward * features
```
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