Example #1
0
        private void EndToEnd(MwtExplorer <SimpleContext> mwtt, IExplorer <SimpleContext> explorer, TestRecorder <SimpleContext> recorder)
        {
            uint numActions = 10;

            Random rand = new Random();

            List <float> rewards = new List <float>();

            for (int i = 0; i < 1000; i++)
            {
                Feature[] f = new Feature[rand.Next(800, 1201)];
                for (int j = 0; j < f.Length; j++)
                {
                    f[j].Id    = (uint)(j + 1);
                    f[j].Value = (float)rand.NextDouble();
                }
                SimpleContext c = new SimpleContext(f);

                mwtt.ChooseAction(explorer, i.ToString(), c);

                rewards.Add((float)rand.NextDouble());
            }

            var testInteractions = recorder.GetAllInteractions();

            Interaction[] partialInteractions = new Interaction[testInteractions.Count];
            for (int i = 0; i < testInteractions.Count; i++)
            {
                partialInteractions[i] = new Interaction()
                {
                    ApplicationContext = new OldSimpleContext(testInteractions[i].Context.GetFeatures(), null),
                    ChosenAction       = testInteractions[i].Action,
                    Probability        = testInteractions[i].Probability,
                    Id = testInteractions[i].UniqueKey
                };
            }

            MwtRewardReporter mrr = new MwtRewardReporter(partialInteractions);

            for (int i = 0; i < partialInteractions.Length; i++)
            {
                Assert.AreEqual(true, mrr.ReportReward(partialInteractions[i].GetId(), rewards[i]));
            }

            Interaction[] completeInteractions = mrr.GetAllInteractions();
            MwtOptimizer  mop = new MwtOptimizer(completeInteractions, numActions);

            string modelFile = "model";

            mop.OptimizePolicyVWCSOAA(modelFile);

            Assert.IsTrue(System.IO.File.Exists(modelFile));

            float evaluatedValue = mop.EvaluatePolicyVWCSOAA(modelFile);

            Assert.IsFalse(float.IsNaN(evaluatedValue));

            System.IO.File.Delete(modelFile);
        }
Example #2
0
        public static void Run()
        {
            string    interactionFile = "serialized.txt";
            MwtLogger logger          = new MwtLogger(interactionFile);

            MwtExplorer mwt = new MwtExplorer("test", logger);

            uint numActions = 10;

            float epsilon = 0.2f;
            uint  tau     = 0;
            uint  bags    = 2;
            float lambda  = 0.5f;

            int          policyParams = 1003;
            CustomParams customParams = new CustomParams()
            {
                Value1 = policyParams, Value2 = policyParams + 1
            };

            /*** Initialize Epsilon-Greedy explore algorithm using a default policy function that accepts parameters ***/
            mwt.InitializeEpsilonGreedy <int>(epsilon, new StatefulPolicyDelegate <int>(SampleStatefulPolicyFunc), policyParams, numActions);

            /*** Initialize Epsilon-Greedy explore algorithm using a stateless default policy function ***/
            //mwt.InitializeEpsilonGreedy(epsilon, new StatelessPolicyDelegate(SampleStatelessPolicyFunc), numActions);

            /*** Initialize Tau-First explore algorithm using a default policy function that accepts parameters ***/
            //mwt.InitializeTauFirst<CustomParams>(tau, new StatefulPolicyDelegate<CustomParams>(SampleStatefulPolicyFunc), customParams, numActions);

            /*** Initialize Tau-First explore algorithm using a stateless default policy function ***/
            //mwt.InitializeTauFirst(tau, new StatelessPolicyDelegate(SampleStatelessPolicyFunc), numActions);

            /*** Initialize Bagging explore algorithm using a default policy function that accepts parameters ***/
            //StatefulPolicyDelegate<int>[] funcs =
            //{
            //    new StatefulPolicyDelegate<int>(SampleStatefulPolicyFunc),
            //    new StatefulPolicyDelegate<int>(SampleStatefulPolicyFunc2)
            //};
            //int[] parameters = { policyParams, policyParams };
            //mwt.InitializeBagging<int>(bags, funcs, parameters, numActions);

            /*** Initialize Bagging explore algorithm using a stateless default policy function ***/
            //StatelessPolicyDelegate[] funcs =
            //{
            //    new StatelessPolicyDelegate(SampleStatelessPolicyFunc),
            //    new StatelessPolicyDelegate(SampleStatelessPolicyFunc2)
            //};
            //mwt.InitializeBagging(bags, funcs, numActions);

            /*** Initialize Softmax explore algorithm using a default policy function that accepts parameters ***/
            //mwt.InitializeSoftmax<int>(lambda, new StatefulScorerDelegate<int>(SampleStatefulScorerFunc), policyParams, numActions);

            /*** Initialize Softmax explore algorithm using a stateless default policy function ***/
            //mwt.InitializeSoftmax(lambda, new StatelessScorerDelegate(SampleStatelessScorerFunc), numActions);

            FEATURE[] f = new FEATURE[2];
            f[0].X     = 0.5f;
            f[0].Index = 1;
            f[1].X     = 0.9f;
            f[1].Index = 2;

            string  otherContext = "Some other context data that might be helpful to log";
            CONTEXT context      = new CONTEXT(f, otherContext);

            UInt32 chosenAction = mwt.ChooseAction(context, "myId");

            INTERACTION[] interactions = mwt.GetAllInteractions();

            mwt.Unintialize();

            MwtRewardReporter mrr = new MwtRewardReporter(interactions);

            string joinKey = "myId";
            float  reward  = 0.5f;

            if (!mrr.ReportReward(joinKey, reward))
            {
                throw new Exception();
            }

            MwtOptimizer mot = new MwtOptimizer(interactions, numActions);

            float eval1 = mot.EvaluatePolicy(new StatefulPolicyDelegate <int>(SampleStatefulPolicyFunc), policyParams);

            mot.OptimizePolicyVWCSOAA("model_file");
            float eval2 = mot.EvaluatePolicyVWCSOAA("model_file");

            Console.WriteLine(chosenAction);
            Console.WriteLine(interactions);

            logger.Flush();

            // Create a new logger to read back interaction data
            logger = new MwtLogger(interactionFile);
            INTERACTION[] inters = logger.GetAllInteractions();

            // Load and save reward data to file
            string      rewardFile  = "rewards.txt";
            RewardStore rewardStore = new RewardStore(rewardFile);

            rewardStore.Add(new float[2] {
                1.0f, 0.4f
            });
            rewardStore.Flush();

            // Read back reward data
            rewardStore = new RewardStore(rewardFile);
            float[] rewards = rewardStore.GetAllRewards();
        }