いぷしろんぐりーでぃー

eg.py

# coding: utf8
from __future__ import division, print_function, unicode_literals
import random


class BiasedCoin(object):

    def __init__(self, bias=.5):
        self.bias = bias

    def __repr__(self):
        return '<Coin {}>'.format(self.bias)

    def challenge(self):
        return random.random() >= self.bias


def create_random_coins(amount):
    x = [BiasedCoin(random.random()) for _ in xrange(amount)]
    random.shuffle(x)
    return x


class Game(object):

    def __init__(self, sessions=100, coins=5):
        self.max_sessions = sessions
        self.coins = create_random_coins(coins)
        self.session_count = 0
        self.point = 0

    def challenge(self, i):
        if self.is_end():
            raise Exception
        result = self.coins[i].challenge()
        point = 0 + result
        self.point += point
        self.session_count += 1
        return point

    def is_end(self):
        if self.session_count >= self.max_sessions:
            return True
        return False


class EpsilonGreedy(object):

    def __init__(self, e, n_arms):
        self.epsilon = e
        self.counts = [0 for _ in xrange(n_arms)]
        self.values = [.0 for _ in xrange(n_arms)]

    def select_arm(self):
        values = self.values
        if random.random() > self.epsilon:
            return values.index(max(values))
        return values.index(random.choice(values))

    def update(self, chosen_arm, reward):
        values = self.values
        counts = self.counts
        counts[chosen_arm] += 1
        n = counts[chosen_arm]
        if n == 0:
            values[chosen_arm] = reward
        else:
            new_value = ((n - 1) / n) * values[chosen_arm] + (1 / n) * reward
            values[chosen_arm] = new_value

if __name__ == '__main__':
    # こうやってあそぶ
    sessions = 1000
    coins = 25

    game = Game(sessions, coins)
    eg = EpsilonGreedy(0.1, coins)

    for _ in xrange(sessions):
        arm_num = eg.select_arm()
        p = game.challenge(arm_num)
        eg.update(arm_num, p)

    print(eg.counts)
    print(game.point)

この URL の Ruby のコードを参考にして書いた。
http://lxyuma.hatenablog.com/entry/2013/09/18/002613