public void EpsilonGreedy()
{
uint numActions = 10;
float epsilon = 0f;
string uniqueKey = "ManagedTestId";
TestRecorder <TestContext> recorder = new TestRecorder <TestContext>();
TestPolicy policy = new TestPolicy();
MwtExplorer <TestContext> mwtt = new MwtExplorer <TestContext>("mwt", recorder);
TestContext testContext = new TestContext();
testContext.Id = 100;
var explorer = new EpsilonGreedyExplorer <TestContext>(policy, epsilon, numActions);
uint expectedAction = policy.ChooseAction(testContext);
uint chosenAction = mwtt.ChooseAction(explorer, uniqueKey, testContext);
Assert.AreEqual(expectedAction, chosenAction);
chosenAction = mwtt.ChooseAction(explorer, uniqueKey, testContext);
Assert.AreEqual(expectedAction, chosenAction);
var interactions = recorder.GetAllInteractions();
Assert.AreEqual(2, interactions.Count);
Assert.AreEqual(testContext.Id, interactions[0].Context.Id);
}
public static void Clock()
{
float epsilon = .2f;
string uniqueKey = "clock";
int numFeatures = 1000;
int numIter = 1000;
int numWarmup = 100;
int numInteractions = 1;
uint numActions = 10;
double timeInit = 0, timeChoose = 0, timeSerializedLog = 0;
System.Diagnostics.Stopwatch watch = new System.Diagnostics.Stopwatch();
for (int iter = 0; iter < numIter + numWarmup; iter++)
{
watch.Restart();
StringRecorder <SimpleContext> recorder = new StringRecorder <SimpleContext>();
StringPolicy policy = new StringPolicy();
MwtExplorer <SimpleContext> mwt = new MwtExplorer <SimpleContext>("mwt", recorder);
EpsilonGreedyExplorer <SimpleContext> explorer = new EpsilonGreedyExplorer <SimpleContext>(policy, epsilon, numActions);
timeInit += (iter < numWarmup) ? 0 : watch.Elapsed.TotalMilliseconds;
Feature[] f = new Feature[numFeatures];
for (int i = 0; i < numFeatures; i++)
{
f[i].Id = (uint)i + 1;
f[i].Value = 0.5f;
}
watch.Restart();
SimpleContext context = new SimpleContext(f);
for (int i = 0; i < numInteractions; i++)
{
mwt.ChooseAction(explorer, uniqueKey, context);
}
timeChoose += (iter < numWarmup) ? 0 : watch.Elapsed.TotalMilliseconds;
watch.Restart();
string interactions = recorder.GetRecording();
timeSerializedLog += (iter < numWarmup) ? 0 : watch.Elapsed.TotalMilliseconds;
for (int i = 0; i < numInteractions; i++)
{
mwt.ChooseAction(explorer, uniqueKey, context);
}
}
Console.WriteLine("--- PER ITERATION ---");
Console.WriteLine("# iterations: {0}, # interactions: {1}, # context features {2}", numIter, numInteractions, numFeatures);
Console.WriteLine("Init: {0} micro", timeInit * 1000 / numIter);
Console.WriteLine("Choose Action: {0} micro", timeChoose * 1000 / (numIter * numInteractions));
Console.WriteLine("Get Serialized Log: {0} micro", timeSerializedLog * 1000 / numIter);
Console.WriteLine("--- TOTAL TIME: {0} micro", (timeInit + timeChoose + timeSerializedLog) * 1000);
}
public void IndexAsync()
{
AsyncManager.OutstandingOperations.Increment();
var explorer = new EpsilonGreedyExplorer <string>(new MartPolicy(), epsilon: .2f, numActions: 10);
var serviceConfig = new DecisionServiceConfiguration <string>(
authorizationToken: "c01ff675-5710-4814-a961-d03d2d6bce65",
explorer: explorer);
var service = new DecisionService <string>(serviceConfig);
var rand = new Random();
for (int i = 0; i < 10; i++)
{
int context = rand.Next(100);
string uniqueKey = i.ToString();
service.ChooseAction(uniqueKey, context.ToString());
service.ReportReward((float)(context % 2), uniqueKey);
}
service.Flush();
AsyncManager.OutstandingOperations.Decrement();
}
public static void Create(uint numActions, string modelOutputDir, int policyAction)
{
if (Explorer == null)
{
Explorer = new EpsilonGreedyExplorer <TContext>(new MartPolicy <TContext>(policyAction), LoadSettings().Epsilon, numActions);
}
if (Configuration == null)
{
Configuration = new DecisionServiceConfiguration <TContext>(appToken, Explorer)
{
BlobOutputDir = modelOutputDir,
BatchConfig = new BatchingConfiguration
{
MaxDuration = TimeSpan.FromSeconds(2),
MaxBufferSizeInBytes = 1024,
MaxEventCount = 100,
MaxUploadQueueCapacity = 4,
UploadRetryPolicy = BatchUploadRetryPolicy.Retry
}
};
}
if (Service == null)
{
Service = new DecisionService <TContext>(Configuration);
}
if (!File.Exists(settingsFile))
{
File.WriteAllText(settingsFile, JsonConvert.SerializeObject(new DecisionServiceSettings()));
}
}
public void UsageBadVariableActionContext()
{
int numExceptionsCaught = 0;
int numExceptionsExpected = 5;
var tryCatchArgumentException = (Action <Action>)((action) => {
try
{
action();
}
catch (ArgumentException ex)
{
if (ex.ParamName.ToLower() == "ctx")
{
numExceptionsCaught++;
}
}
});
tryCatchArgumentException(() => {
var mwt = new MwtExplorer <TestContext>("test", new TestRecorder <TestContext>());
var policy = new TestPolicy <TestContext>();
var explorer = new EpsilonGreedyExplorer <TestContext>(policy, 0.2f);
mwt.ChooseAction(explorer, "key", new TestContext());
});
tryCatchArgumentException(() =>
{
var mwt = new MwtExplorer <TestContext>("test", new TestRecorder <TestContext>());
var policy = new TestPolicy <TestContext>();
var explorer = new TauFirstExplorer <TestContext>(policy, 10);
mwt.ChooseAction(explorer, "key", new TestContext());
});
tryCatchArgumentException(() =>
{
var mwt = new MwtExplorer <TestContext>("test", new TestRecorder <TestContext>());
var policies = new TestPolicy <TestContext> [2];
for (int i = 0; i < 2; i++)
{
policies[i] = new TestPolicy <TestContext>(i * 2);
}
var explorer = new BootstrapExplorer <TestContext>(policies);
mwt.ChooseAction(explorer, "key", new TestContext());
});
tryCatchArgumentException(() =>
{
var mwt = new MwtExplorer <TestContext>("test", new TestRecorder <TestContext>());
var scorer = new TestScorer <TestContext>(10);
var explorer = new SoftmaxExplorer <TestContext>(scorer, 0.5f);
mwt.ChooseAction(explorer, "key", new TestContext());
});
tryCatchArgumentException(() =>
{
var mwt = new MwtExplorer <TestContext>("test", new TestRecorder <TestContext>());
var scorer = new TestScorer <TestContext>(10);
var explorer = new GenericExplorer <TestContext>(scorer);
mwt.ChooseAction(explorer, "key", new TestContext());
});
Assert.AreEqual(numExceptionsExpected, numExceptionsCaught);
}
public void EpsilonGreedyFixedActionUsingVariableActionInterface()
{
int numActions = 10;
float epsilon = 0f;
var policy = new TestPolicy <VariableActionTestContext>();
var testContext = new VariableActionTestContext(numActions);
var explorer = new EpsilonGreedyExplorer(epsilon);
EpsilonGreedyWithContext(numActions, testContext, policy, explorer);
}
public void EpsilonGreedy()
{
int numActions = 10;
float epsilon = 0f;
var policy = new TestPolicy <RegularTestContext>();
var testContext = new RegularTestContext();
var explorer = new EpsilonGreedyExplorer(epsilon);
EpsilonGreedyWithContext(numActions, testContext, policy, explorer);
}
public void EpsilonGreedy()
{
uint numActions = 10;
float epsilon = 0f;
var policy = new TestPolicy <TestContext>();
var testContext = new TestContext();
var explorer = new EpsilonGreedyExplorer <TestContext>(policy, epsilon, numActions);
EpsilonGreedyWithContext(numActions, testContext, policy, explorer);
}
public void EndToEndEpsilonGreedy()
{
uint numActions = 10;
float epsilon = 0.5f;
TestRecorder <SimpleContext> recorder = new TestRecorder <SimpleContext>();
MwtExplorer <SimpleContext> mwtt = new MwtExplorer <SimpleContext>("mwt", recorder);
TestSimplePolicy policy = new TestSimplePolicy();
var explorer = new EpsilonGreedyExplorer <SimpleContext>(policy, epsilon, numActions);
EndToEnd(mwtt, explorer, recorder);
}
// TODO: refactor
//static void TestBootstrap(JObject config)
//{
// var outputFile = config["OutputFile"].Value<string>();
// var appId = config["AppId"].Value<string>();
// var numActions = config["NumberOfActions"].Value<uint>();
// var experimentalUnitIdList = config["ExperimentalUnitIdList"].ToObject<string[]>();
// var configPolicies = (JArray)config["PolicyConfigurations"];
// switch (config["ContextType"].Value<int>())
// {
// case 0: // fixed action context
// {
// var contextList = Enumerable
// .Range(0, experimentalUnitIdList.Length)
// .Select(i => new RegularTestContext { Id = i })
// .ToArray();
// ExploreBootstrap<RegularTestContext>(appId, configPolicies,
// numActions, experimentalUnitIdList, contextList, outputFile);
// break;
// }
// case 1: // variable action context
// {
// var contextList = Enumerable
// .Range(0, experimentalUnitIdList.Length)
// .Select(i => new VariableActionTestContext(numActions) { Id = i })
// .ToArray();
// ExploreBootstrap<VariableActionTestContext>(appId, configPolicies,
// numActions, experimentalUnitIdList, contextList, outputFile);
// break;
// }
// }
//}
static void ExploreEpsilonGreedy <TContext>
(
string appId,
int policyType,
JToken configPolicy,
float epsilon,
int numActions,
string[] experimentalUnitIdList,
TContext[] contextList,
string outputFile
)
{
var recorder = new StringRecorder <TContext>();
bool isVariableActionContext = typeof(IVariableActionContext).IsAssignableFrom(typeof(TContext));
switch (policyType)
{
case 0: // fixed policy
{
var policyAction = configPolicy["Action"].Value <uint>();
var policy = new TestPolicy <TContext> {
ActionToChoose = policyAction
};
var explorer = new EpsilonGreedyExplorer(epsilon);
var mwt = isVariableActionContext ?
MwtExplorer.Create(appId, new VariableActionProvider <TContext>(), recorder, explorer, policy) :
MwtExplorer.Create(appId, numActions, recorder, explorer, policy);
for (int i = 0; i < experimentalUnitIdList.Length; i++)
{
mwt.ChooseAction(experimentalUnitIdList[i], contextList[i]);
}
File.AppendAllText(outputFile, recorder.GetRecording());
break;
}
}
}
public static void Run()
{
string exploration_type = "greedy";
if (exploration_type == "greedy")
{
// Initialize Epsilon-Greedy explore algorithm using built-in StringRecorder and SimpleContext types
// Creates a recorder of built-in StringRecorder type for string serialization
StringRecorder <SimpleContext> recorder = new StringRecorder <SimpleContext>();
int numActions = 10;
float epsilon = 0.2f;
// Creates an Epsilon-Greedy explorer using the specified settings
var explorer = new EpsilonGreedyExplorer(epsilon);
// Creates an MwtExplorer instance using the recorder above
// Creates a policy that interacts with SimpleContext type
var mwtt = MwtExplorer.Create("mwt", numActions, recorder, explorer, new StringPolicy());
// Creates a context of built-in SimpleContext type
SimpleContext context = new SimpleContext(new float[] { .5f, 1.3f, -.5f });
// Performs exploration by passing an instance of the Epsilon-Greedy exploration algorithm into MwtExplorer
// using a sample string to uniquely identify this event
string uniqueKey = "eventid";
int action = mwtt.ChooseAction(uniqueKey, context);
Console.WriteLine(recorder.GetRecording());
return;
}
else if (exploration_type == "tau-first")
{
// Initialize Tau-First explore algorithm using custom Recorder, Policy & Context types
MyRecorder recorder = new MyRecorder();
int numActions = 10;
int tau = 0;
//MwtExplorer<MyContext> mwtt = new MwtExplorer<MyContext>("mwt", recorder);
var mwtt = MwtExplorer.Create("mwt", numActions, recorder, new TauFirstExplorer(tau), new MyPolicy());
int action = mwtt.ChooseAction("key", new MyContext());
Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else if (exploration_type == "bootstrap")
{
// TODO: add support for bootstrap
//// Initialize Bootstrap explore algorithm using custom Recorder, Policy & Context types
//MyRecorder recorder = new MyRecorder();
////MwtExplorer<MyContext> mwtt = new MwtExplorer<MyContext>("mwt", recorder);
//uint numActions = 10;
//uint numbags = 2;
//MyPolicy[] policies = new MyPolicy[numbags];
//for (int i = 0; i < numbags; i++)
//{
// policies[i] = new MyPolicy(i * 2);
//}
//var mwtt = MwtExplorer.Create("mwt", recorder, new BootstrapExplorer(numActions));
//uint action = mwtt.ChooseAction(new BootstrapExplorer<MyContext>(policies, numActions), "key", new MyContext());
//Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else if (exploration_type == "softmax")
{
// TODO: add support for softmax
//// Initialize Softmax explore algorithm using custom Recorder, Scorer & Context types
//MyRecorder recorder = new MyRecorder();
//MwtExplorer<MyContext> mwtt = new MwtExplorer<MyContext>("mwt", recorder);
//uint numActions = 10;
//float lambda = 0.5f;
//MyScorer scorer = new MyScorer(numActions);
//uint action = mwtt.ChooseAction(new SoftmaxExplorer<MyContext>(scorer, lambda, numActions), "key", new MyContext());
//Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else if (exploration_type == "generic")
{
// TODO: add support for generic
//// Initialize Generic explore algorithm using custom Recorder, Scorer & Context types
//MyRecorder recorder = new MyRecorder();
//MwtExplorer<MyContext> mwtt = new MwtExplorer<MyContext>("mwt", recorder);
//uint numActions = 10;
//MyScorer scorer = new MyScorer(numActions);
//uint action = mwtt.ChooseAction(new GenericExplorer<MyContext>(scorer, numActions), "key", new MyContext());
//Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else
{ //add error here
}
}
public static void Run()
{
string exploration_type = "greedy";
if (exploration_type == "greedy")
{
// Initialize Epsilon-Greedy explore algorithm using built-in StringRecorder and SimpleContext types
// Creates a recorder of built-in StringRecorder type for string serialization
StringRecorder <SimpleContext> recorder = new StringRecorder <SimpleContext>();
// Creates an MwtExplorer instance using the recorder above
MwtExplorer <SimpleContext> mwtt = new MwtExplorer <SimpleContext>("mwt", recorder);
// Creates a policy that interacts with SimpleContext type
StringPolicy policy = new StringPolicy();
uint numActions = 10;
float epsilon = 0.2f;
// Creates an Epsilon-Greedy explorer using the specified settings
EpsilonGreedyExplorer <SimpleContext> explorer = new EpsilonGreedyExplorer <SimpleContext>(policy, epsilon, numActions);
// Creates a context of built-in SimpleContext type
SimpleContext context = new SimpleContext(new Feature[] {
new Feature()
{
Id = 1, Value = 0.5f
},
new Feature()
{
Id = 4, Value = 1.3f
},
new Feature()
{
Id = 9, Value = -0.5f
},
});
// Performs exploration by passing an instance of the Epsilon-Greedy exploration algorithm into MwtExplorer
// using a sample string to uniquely identify this event
string uniqueKey = "eventid";
uint action = mwtt.ChooseAction(explorer, uniqueKey, context);
Console.WriteLine(recorder.GetRecording());
return;
}
else if (exploration_type == "tau-first")
{
// Initialize Tau-First explore algorithm using custom Recorder, Policy & Context types
MyRecorder recorder = new MyRecorder();
MwtExplorer <MyContext> mwtt = new MwtExplorer <MyContext>("mwt", recorder);
uint numActions = 10;
uint tau = 0;
MyPolicy policy = new MyPolicy();
uint action = mwtt.ChooseAction(new TauFirstExplorer <MyContext>(policy, tau, numActions), "key", new MyContext());
Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else if (exploration_type == "bootstrap")
{
// Initialize Bootstrap explore algorithm using custom Recorder, Policy & Context types
MyRecorder recorder = new MyRecorder();
MwtExplorer <MyContext> mwtt = new MwtExplorer <MyContext>("mwt", recorder);
uint numActions = 10;
uint numbags = 2;
MyPolicy[] policies = new MyPolicy[numbags];
for (int i = 0; i < numbags; i++)
{
policies[i] = new MyPolicy(i * 2);
}
uint action = mwtt.ChooseAction(new BootstrapExplorer <MyContext>(policies, numActions), "key", new MyContext());
Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else if (exploration_type == "softmax")
{
// Initialize Softmax explore algorithm using custom Recorder, Scorer & Context types
MyRecorder recorder = new MyRecorder();
MwtExplorer <MyContext> mwtt = new MwtExplorer <MyContext>("mwt", recorder);
uint numActions = 10;
float lambda = 0.5f;
MyScorer scorer = new MyScorer(numActions);
uint action = mwtt.ChooseAction(new SoftmaxExplorer <MyContext>(scorer, lambda, numActions), "key", new MyContext());
Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else if (exploration_type == "generic")
{
// Initialize Generic explore algorithm using custom Recorder, Scorer & Context types
MyRecorder recorder = new MyRecorder();
MwtExplorer <MyContext> mwtt = new MwtExplorer <MyContext>("mwt", recorder);
uint numActions = 10;
MyScorer scorer = new MyScorer(numActions);
uint action = mwtt.ChooseAction(new GenericExplorer <MyContext>(scorer, numActions), "key", new MyContext());
Console.WriteLine(String.Join(",", recorder.GetAllInteractions().Select(it => it.Action)));
return;
}
else
{ //add error here
}
}
