#' @export
ContextualEpsilonGreedyPolicy <- R6::R6Class(
portable = FALSE,
class = FALSE,
inherit = Policy,
public = list(
epsilon = NULL,
class_name = "ContextualEpsilonGreedyPolicy",
initialize = function(epsilon = 0.1) {
super$initialize()
self$epsilon <- epsilon
},
set_parameters = function(context_params) {
d <- context_params$d
self$theta_to_arms <- list('A' = diag(1,d,d), 'b' = rep(0,d))
},
get_action = function(t, context) {
if (runif(1) > self$epsilon) {
expected_rewards <- rep(0.0, context$k)
for (arm in 1:context$k) {
Xa <- get_arm_context(context, arm)
A <- self$theta$A[[arm]]
b <- self$theta$b[[arm]]
A_inv <- inv(A)
theta_hat <- A_inv %*% b
expected_rewards[arm] <- Xa %*% theta_hat
}
action$choice <- which_max_tied(expected_rewards)
} else {
self$action$choice <- sample.int(context$k, 1, replace = TRUE)
}
action
},
set_reward = function(t, context, action, reward) {
arm <- action$choice
reward <- reward$reward
Xa <- get_arm_context(context, arm)
inc(self$theta$A[[arm]]) <- outer(Xa, Xa)
inc(self$theta$b[[arm]]) <- reward * Xa
self$theta
}
)
)
#' Policy: ContextualEpsilonGreedyPolicy with unique linear models
#'
#' @name ContextualEpsilonGreedyPolicy
#'
#' @section Usage:
#' \preformatted{
#' policy <- ContextualEpsilonGreedyPolicy(epsilon = 0.1)
#' }
#'
#' @section Arguments:
#'
#' \describe{
#' \item{\code{epsilon}}{
#' double, a positive real value R+
#' }
#' }
#'
#' @section Parameters:
#'
#' \describe{
#' \item{\code{A}}{
#' d*d identity matrix
#' }
#' \item{\code{b}}{
#' a zero vector of length d
#' }
#' }
#'
#' @section Methods:
#'
#' \describe{
#' \item{\code{new(epsilon = 0.1)}}{ Generates a new \code{ContextualEpsilonGreedyPolicy} object.
#' Arguments are defined in the Argument section above.}
#' }
#'
#' \describe{
#' \item{\code{set_parameters()}}{each policy needs to assign the parameters it wants to keep track of
#' to list \code{self$theta_to_arms} that has to be defined in \code{set_parameters()}'s body.
#' The parameters defined here can later be accessed by arm index in the following way:
#' \code{theta[[index_of_arm]]$parameter_name}
#' }
#' }
#'
#' \describe{
#' \item{\code{get_action(context)}}{
#' here, a policy decides which arm to choose, based on the current values
#' of its parameters and, potentially, the current context.
#' }
#' }
#'
#' \describe{
#' \item{\code{set_reward(reward, context)}}{
#' in \code{set_reward(reward, context)}, a policy updates its parameter values
#' based on the reward received, and, potentially, the current context.
#' }
#' }
#'
#' @seealso
#'
#' Core contextual classes: \code{\link{Bandit}}, \code{\link{Policy}}, \code{\link{Simulator}},
#' \code{\link{Agent}}, \code{\link{History}}, \code{\link{Plot}}
#'
#' Bandit subclass examples: \code{\link{BasicBernoulliBandit}}, \code{\link{ContextualLogitBandit}},
#' \code{\link{OfflineReplayEvaluatorBandit}}
#'
#' Policy subclass examples: \code{\link{EpsilonGreedyPolicy}}, \code{\link{ContextualLinTSPolicy}}
NULL
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.