demo/replication_van_emden_2018/section_4_2_plot.R

In contextual: Simulation and Analysis of Contextual Multi-Armed Bandit Policies

library(contextual)

bandit <- ContextualBernoulliBandit$new(weights = matrix(c(0.7, 0.2, 0.2),1,3))

agents <- list(Agent$new(RandomPolicy$new(), bandit),
               Agent$new(OraclePolicy$new(), bandit),
               Agent$new(ThompsonSamplingPolicy$new(1.0, 1.0), bandit),
               Agent$new(Exp3Policy$new(0.1), bandit),
               Agent$new(GittinsBrezziLaiPolicy$new(), bandit),
               Agent$new(UCB1Policy$new(), bandit))

history <- Simulator$new(agents, horizon = 100, simulations = 300)$run()

par(mfrow = c(3, 2), mar = c(1, 4, 2, 1), cex=1.3)  #bottom, left, top, and right.
plot(history, type = "cumulative", use_colors = FALSE, no_par = TRUE, legend_border = FALSE,
     limit_agents = c("GittinsBrezziLai", "UCB1","ThompsonSampling"))

plot(history, type = "cumulative", regret = FALSE, legend = FALSE,
     limit_agents = c("Exp3"), traces = TRUE, no_par = TRUE)

plot(history, type = "cumulative", regret = FALSE, rate = TRUE, disp = "sd",
     limit_agents = c("Exp3", "ThompsonSampling"), legend_border = FALSE,
     legend_position = "bottomright", no_par = TRUE)

plot(history, type = "cumulative", rate = TRUE, plot_only_disp = TRUE,
     disp = "var", smooth = TRUE, limit_agents = c("Exp3", "ThompsonSampling"),
     legend_border = FALSE, legend_position = "bottomright", no_par = TRUE)

plot(history, type = "average", disp = "ci", regret = FALSE, interval = 10,
     smooth = TRUE, legend_position = "bottomright", no_par = TRUE, legend = FALSE)

plot(history, limit_agents = c("ThompsonSampling"), type = "arms",
     interval = 20, no_par = TRUE)

par(mfrow = c(1, 1))