jubatus::core::bandit::exp3 Class Reference

#include <exp3.hpp>

Inheritance diagram for jubatus::core::bandit::exp3:

Collaboration diagram for jubatus::core::bandit::exp3:

Public Member Functions
void	clear ()
bool	delete_arm (const std::string &arm_id)
	exp3 (bool assume_unrewarded, double gamma)
arm_info_map	get_arm_info (const std::string &player_id) const
void	get_diff (diff_t &diff) const
storage::version	get_version () const
void	mix (const diff_t &lhs, diff_t &rhs) const
std::string	name () const
void	pack (framework::packer &pk) const
bool	put_diff (const diff_t &diff)
bool	register_arm (const std::string &arm_id)
bool	register_reward (const std::string &player_id, const std::string &arm_id, double reward)
bool	reset (const std::string &player_id)
std::string	select_arm (const std::string &player_id)
void	unpack (msgpack::object o)
Public Member Functions inherited from jubatus::core::bandit::bandit_base
	bandit_base ()
virtual	~bandit_base ()

Private Member Functions
void	calc_weights_ (const std::string &player_id, std::vector< double > &weights) const

Private Attributes
double	gamma_
jubatus::util::math::random::mtrand	rand_
summation_storage	s_

Additional Inherited Members
Public Types inherited from jubatus::core::bandit::bandit_base
typedef jubatus::util::data::unordered_map< std::string, arm_info_map >	diff_t

Detailed Description

Definition at line 31 of file exp3.hpp.

Constructor & Destructor Documentation

jubatus::core::bandit::exp3::exp3	(	bool	assume_unrewarded,
		double	gamma
	)

Definition at line 30 of file exp3.cpp.

References JUBATUS_EXCEPTION.

    : gamma_(gamma), s_(assume_unrewarded) {
  if (gamma < 0 || 1 < gamma) {
    throw JUBATUS_EXCEPTION(
        common::invalid_parameter("0 <= gamma <= 1"));
  }
}

Member Function Documentation

void jubatus::core::bandit::exp3::calc_weights_ ( const std::string &  player_id, std::vector< double > &  weights  ) const

private

Definition at line 38 of file exp3.cpp.

References gamma_, jubatus::core::bandit::summation_storage::get_arm_ids(), jubatus::core::bandit::summation_storage::get_arm_info(), JUBATUS_EXCEPTION, s_, and jubatus::core::bandit::arm_info::weight.

Referenced by register_reward(), and select_arm().

                                                           {
  const std::vector<std::string>& arms = s_.get_arm_ids();
  if (arms.empty()) {
    throw JUBATUS_EXCEPTION(
        common::exception::runtime_error("arm is not registered"));
  }

  const size_t n = arms.size();
  weights.clear();
  weights.reserve(n);
  double total_weight = 0;
  for (size_t i = 0; i < n; ++i) {
    const double weight = std::exp(s_.get_arm_info(player_id, arms[i]).weight);
    weights.push_back(weight);
    total_weight += weight;
  }
  for (size_t i = 0; i < n; ++i) {
    weights[i] = (1.0 - gamma_) * weights[i] / total_weight + gamma_ * n;
  }
}

Here is the call graph for this function:

Here is the caller graph for this function:

void jubatus::core::bandit::exp3::clear ( )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 102 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::clear(), and s_.

                 {
  s_.clear();
}

Here is the call graph for this function:

bool jubatus::core::bandit::exp3::delete_arm ( const std::string &  arm_id )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 77 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::delete_arm(), and s_.

                                             {
  return s_.delete_arm(arm_id);
}

Here is the call graph for this function:

arm_info_map jubatus::core::bandit::exp3::get_arm_info ( const std::string &  player_id ) const

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 95 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::get_arm_info_map(), and s_.

                                                                {
  return s_.get_arm_info_map(player_id);
}

Here is the call graph for this function:

void jubatus::core::bandit::exp3::get_diff ( diff_t &  diff ) const

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 113 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::get_diff(), and s_.

                                      {
  s_.get_diff(diff);
}

Here is the call graph for this function:

storage::version jubatus::core::bandit::exp3::get_version ( ) const

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 123 of file exp3.cpp.

                                       {
  return storage::version();
}

void jubatus::core::bandit::exp3::mix ( const diff_t &  lhs, diff_t &  rhs  ) const

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 119 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::mix(), and s_.

                                                   {
  s_.mix(lhs, rhs);
}

Here is the call graph for this function:

std::string jubatus::core::bandit::exp3::name ( ) const

inlinevirtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 49 of file exp3.hpp.

                         {
    return "exp3";
  }

void jubatus::core::bandit::exp3::pack ( framework::packer &  pk ) const

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 106 of file exp3.cpp.

References s_.

                                         {
  pk.pack(s_);
}

bool jubatus::core::bandit::exp3::put_diff ( const diff_t &  diff )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 116 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::put_diff(), and s_.

                                      {
  return s_.put_diff(diff);
}

Here is the call graph for this function:

bool jubatus::core::bandit::exp3::register_arm ( const std::string &  arm_id )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 74 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::register_arm(), and s_.

                                               {
  return s_.register_arm(arm_id);
}

Here is the call graph for this function:

bool jubatus::core::bandit::exp3::register_reward ( const std::string &  player_id, const std::string &  arm_id, double  reward  )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 81 of file exp3.cpp.

References calc_weights_(), gamma_, jubatus::core::bandit::summation_storage::get_arm_ids(), jubatus::core::bandit::summation_storage::register_reward(), and s_.

                                          {
  const std::vector<std::string>& arms = s_.get_arm_ids();
  size_t i = std::find(arms.begin(), arms.end(), arm_id) - arms.begin();
  if (i >= arms.size()) {
    return false;
  }
  std::vector<double> weights;
  calc_weights_(player_id, weights);
  return s_.register_reward(player_id, arm_id,
                            reward * weights[i] * gamma_ / arms.size());
}

Here is the call graph for this function:

bool jubatus::core::bandit::exp3::reset ( const std::string &  player_id )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 99 of file exp3.cpp.

References jubatus::core::bandit::summation_storage::reset(), and s_.

                                           {
  return s_.reset(player_id);
}

Here is the call graph for this function:

std::string jubatus::core::bandit::exp3::select_arm ( const std::string &  player_id )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 60 of file exp3.cpp.

References calc_weights_(), jubatus::core::bandit::summation_storage::get_arm_ids(), JUBATUS_EXCEPTION, jubatus::core::bandit::summation_storage::notify_selected(), rand_, s_, and jubatus::core::bandit::select_by_weights().

                                                     {
  const std::vector<std::string>& arms = s_.get_arm_ids();
  if (arms.empty()) {
    throw JUBATUS_EXCEPTION(
        common::exception::runtime_error("arm is not registered"));
  }

  std::vector<double> weights;
  calc_weights_(player_id, weights);
  std::string result = arms[select_by_weights(weights, rand_)];
  s_.notify_selected(player_id, result);
  return result;
}

Here is the call graph for this function:

void jubatus::core::bandit::exp3::unpack ( msgpack::object  o )

virtual

Implements jubatus::core::bandit::bandit_base.

Definition at line 109 of file exp3.cpp.

References s_.

                                 {
  o.convert(&s_);
}

Member Data Documentation

double jubatus::core::bandit::exp3::gamma_

private

Definition at line 62 of file exp3.hpp.

Referenced by calc_weights_(), and register_reward().

jubatus::util::math::random::mtrand jubatus::core::bandit::exp3::rand_

private

Definition at line 63 of file exp3.hpp.

Referenced by select_arm().

summation_storage jubatus::core::bandit::exp3::s_

private

Definition at line 64 of file exp3.hpp.

Referenced by calc_weights_(), clear(), delete_arm(), get_arm_info(), get_diff(), mix(), pack(), put_diff(), register_arm(), register_reward(), reset(), select_arm(), and unpack().

---

The documentation for this class was generated from the following files:

• jubatus/core/bandit/exp3.hpp
• jubatus/core/bandit/exp3.cpp