LiF_StreamingBandit_Lib_Ujson.py

# Implementation of Lock in Feedback.
# -*- coding: utf-8 -*-
from libs.base import *
import numpy as np
import ujson as json
import sys

class Lif:

    def __init__(self, theta, x0=1.0, A=1.4, T=100, gamma=.004, omega=0.8, lifversion=2):
        self._set_parameters(x0, A, T, gamma, omega, lifversion)
        self._set_dict(theta)

    def _set_parameters(self, x0, A, T, gamma, omega, lifversion):
        self.x0 = x0
        self.A = A
        self.T = T
        self.gamma = gamma
        self.omega = omega
        self.lifversion = lifversion

    def _set_dict(self,theta):
        if theta == {}:
            self.theta = {'Yw': self._np_nan_fill(self.T, 3), 't':0, 'x0':self.x0}
        else:
            self.theta = theta
            self.theta['Yw'] = np.array(json.loads(str(self.theta['Yw'])))
            # Nan is not allowed in JSON specs
            where_are_NaNs = self.theta['Yw'] == 99.9e+99
            self.theta['Yw'][where_are_NaNs] = np.nan
            self.theta['t']  = int(self.theta['t'])
            self.theta['x0']  = float(self.theta['x0'])

    def get_dict(self):
        # Nan is not allowed in JSON specs
        where_are_NaNs = np.isnan(self.theta['Yw'])
        self.theta['Yw'][where_are_NaNs] = 99.9e+99
        theta_dict = {'Yw': json.dumps(self.theta['Yw'].tolist()), 't':self.theta['t'], 'x0':self.theta['x0']}
        return theta_dict

    def suggest(self):

        if np.all(np.isfinite(self.theta['Yw'][:,0])):
            self.theta['x0'] = np.mean(self.theta['Yw'][:,1])
            self.theta['x0'] = self.theta['x0'] + self.gamma * sum( self.theta['Yw'][:,2] )
            if self.lifversion==1: self.theta['Yw'].fill(np.nan)

        self.theta['t'] = self.theta['t'] + 1
        x = self.theta['x0'] + self.A*np.cos(self.omega * self.theta['t'])
        suggestion = {'x': x, 't':self.theta['t'], 'x0': self.theta['x0']}
        
        return suggestion

    def update(self, t, x, y):

        y = self.A*np.cos(self.omega * t)*y
        row_to_add = np.array([t,x,y])
        self.theta['Yw'] = self._matrixpush(self.theta['Yw'], row_to_add)

        return True

    def _matrixpush(self, m, row):
        if not np.all(np.isfinite(self.theta['Yw'][:,0])):
            i = np.count_nonzero(np.logical_not(np.isnan(self.theta['Yw'][:,0])))
            m[i,] = row
        else:
            m = np.vstack([m,row])
            m = m[1:,]
        return(m)

    def _np_nan_fill(self,rows,columns):
        nan_values = np.zeros((rows,columns))
        nan_values.fill(np.nan)
        return nan_values