Source code for PoliciesMultiPlayers.rhoRand

# -*- coding: utf-8 -*-
""" rhoRand: implementation of the multi-player policy from [Distributed Algorithms for Learning..., Anandkumar et al., 2010](http://ieeexplore.ieee.org/document/5462144/).

- Each child player is selfish, and plays according to an index policy (any index policy, e.g., UCB, Thompson, KL-UCB, BayesUCB etc),
- But instead of aiming at the best (the 1-st best) arm, player i aims at the rank_i-th best arm,
- At first, every player has a random rank_i from 1 to M, and when a collision occurs, rank_i is sampled from a uniform distribution on [1, .., M] where M is the number of player.


.. note:: This is not fully decentralized: as each child player needs to know the (fixed) number of players.

"""
from __future__ import division, print_function  # Python 2 compatibility

__author__ = "Lilian Besson"
__version__ = "0.5"

import numpy.random as rn

try:
    from .BaseMPPolicy import BaseMPPolicy
    from .ChildPointer import ChildPointer
except ImportError:
    from BaseMPPolicy import BaseMPPolicy
    from ChildPointer import ChildPointer


# --- Class oneRhoRand, for children

[docs]class oneRhoRand(ChildPointer): """ Class that acts as a child policy, but in fact it pass all its method calls to the mother class, who passes it to its i-th player. - Except for the handleCollision method: a new random rank is sampled after observing a collision, - And the player does not aim at the best arm, but at the rank-th best arm, based on her index policy. """
[docs] def __init__(self, maxRank, *args, **kwargs): super(oneRhoRand, self).__init__(*args, **kwargs) self.maxRank = maxRank #: Max rank, usually nbPlayers but can be different self.rank = 1 #: Current rank, starting to 1 by default
[docs] def __str__(self): # Better to recompute it automatically # return r"#{}<{}[{}{}]>".format(self.playerId + 1, r"$\rho^{\mathrm{Rand}}$", self.mother._players[self.playerId], ", rank:{}".format(self.rank) if self.rank is not None else "") # return r"#{}<{}-{}{}>".format(self.playerId + 1, r"RhoRand", self.mother._players[self.playerId], ", rank:{}".format(self.rank) if self.rank is not None else "") return r"#{}<{}-{}>".format(self.playerId + 1, r"RhoRand", self.mother._players[self.playerId])
[docs] def startGame(self): """Start game.""" super(oneRhoRand, self).startGame() self.rank = 1 + rn.randint(self.maxRank) # XXX Start with a random rank, safer to avoid first collisions.
[docs] def handleCollision(self, arm, reward=None): """Get a new fully random rank, and give reward to the algorithm if not None.""" # rhoRand UCB indexes learn on the SENSING, not on the successful transmissions! if reward is not None: # print("Info: rhoRand UCB internal indexes DOES get updated by reward, in case of collision, learning is done on SENSING, not successful transmissions!") # DEBUG super(oneRhoRand, self).getReward(arm, reward) self.rank = 1 + rn.randint(self.maxRank) # New random rank
# print(" - A oneRhoRand player {} saw a collision, so she had to select a new random rank : {} ...".format(self, self.rank)) # DEBUG
[docs] def choice(self): """Chose with the actual rank.""" # Note: here we could do another randomization step, but it would just weaken the algorithm, cf. rhoRandRand result = super(oneRhoRand, self).choiceWithRank(self.rank) # print(" - A oneRhoRand player {} had to choose an arm among the best from rank {}, her choice was : {} ...".format(self, self.rank, result)) # DEBUG return result
# --- Class rhoRand
[docs]class rhoRand(BaseMPPolicy): """ rhoRand: implementation of the multi-player policy from [Distributed Algorithms for Learning..., Anandkumar et al., 2010](http://ieeexplore.ieee.org/document/5462144/). """
[docs] def __init__(self, nbPlayers, nbArms, playerAlgo, maxRank=None, *args, **kwargs): """ - nbPlayers: number of players to create (in self._players). - playerAlgo: class to use for every players. - nbArms: number of arms, given as first argument to playerAlgo. - maxRank: maximum rank allowed by the rhoRand child (default to nbPlayers, but for instance if there is 2 × rhoRand[UCB] + 2 × rhoRand[klUCB], maxRank should be 4 not 2). - `*args`, `**kwargs`: arguments, named arguments, given to playerAlgo. Example: >>> from Policies import * >>> import random; random.seed(0); import numpy as np; np.random.seed(0) >>> nbArms = 17 >>> nbPlayers = 6 >>> s = rhoRand(nbPlayers, nbArms, UCB) >>> [ child.choice() for child in s.children ] [12, 15, 0, 3, 3, 7] >>> [ child.choice() for child in s.children ] [9, 4, 6, 12, 1, 6] - To get a list of usable players, use ``s.children``. - Warning: ``s._players`` is for internal use ONLY! """ assert nbPlayers > 0, "Error, the parameter 'nbPlayers' for rhoRand class has to be > 0." if maxRank is None: maxRank = nbPlayers self.maxRank = maxRank #: Max rank, usually nbPlayers but can be different self.nbPlayers = nbPlayers #: Number of players self._players = [None] * nbPlayers self.children = [None] * nbPlayers #: List of children, fake algorithms self.nbArms = nbArms #: Number of arms for playerId in range(nbPlayers): self._players[playerId] = playerAlgo(nbArms, *args, **kwargs) self.children[playerId] = oneRhoRand(maxRank, self, playerId)
[docs] def __str__(self): return "rhoRand({} x {})".format(self.nbPlayers, str(self._players[0]))