Class: MultiArmedBandit::ThompsonSampling

Inherits:
Object
  • Object
show all
Defined in:
lib/multi-armed-bandit/thompson_sampling.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

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, options={})
  @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, options={})
  @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!(options)

  @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, options={})
  ts = {"#{arm}:count" => 0, "#{arm}:success" => 0.0}
  ts.merge! options
  @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