Created
November 13, 2020 16:44
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from typing import List | |
import random | |
import numpy as np | |
class EGreedy: | |
def __init__(self, models: List[str], epsilon: float = 0.1): | |
self.models, n_models = models, len(models) | |
self.epsilon = epsilon | |
self.model_successes = np.zeros((n_models)) | |
self.model_tries = np.zeros((n_models)) | |
def _increment_model_tries(self, model: str) -> None: | |
self.model_tries[self.models.index(model)] += 1 | |
def _epsilon_greedy_selection(self): | |
if random.random() < self.epsilon: | |
random_model = random.choice(self.models) | |
return random_model | |
else: | |
best_model_so_far = self.models[ | |
np.nanargmax(self.model_successes / self.model_tries) | |
] | |
return best_model_so_far | |
def select_model(self) -> str: | |
untested_models = np.nonzero(self.model_tries == 0)[0] | |
if untested_models.size == 0: | |
epsilon_greedy_selection = self._epsilon_greedy_selection() | |
self._increment_model_tries(epsilon_greedy_selection) | |
return epsilon_greedy_selection | |
else: | |
untested_model = self.models[untested_models[0]] | |
self._increment_model_tries(untested_model) | |
return untested_model | |
def reward_model(self, model: str) -> None: | |
if model not in self.models: | |
raise ValueError(f"model {model} not recognized") | |
model_index = self.models.index(model) | |
self.model_successes[model_index] += 1 |
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