{ "cells": [ { "cell_type": "markdown", "metadata": { "toc": "true" }, "source": [ "# Table of Contents\n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Importing libraries" ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "scrolled": true }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Lilian Besson \n", "\n", "CPython 3.6.7\n", "IPython 7.4.0\n", "\n", "compiler : GCC 8.2.0\n", "system : Linux\n", "release : 4.15.0-47-generic\n", "machine : x86_64\n", "processor : x86_64\n", "CPU cores : 4\n", "interpreter: 64bit\n" ] } ], "source": [ "%load_ext watermark\n", "%watermark -v -m -a \"Lilian Besson\"" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "import glob\n", "import numpy as np\n", "import h5py" ] }, { "cell_type": "code", "execution_count": 43, "metadata": {}, "outputs": [], "source": [ "%matplotlib notebook\n", "from ipywidgets import interact, interactive\n", "\n", "import matplotlib.pyplot as plt\n", "plt.style.use('ggplot')\n", "\n", "import seaborn as sns\n", "sns.set(context=\"notebook\", style=\"whitegrid\", palette=\"hls\", font=\"sans-serif\", font_scale=1.2)\n", "\n", "import matplotlib as mpl\n", "mpl.rcParams['figure.figsize'] = (12, 6)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Reading the data from HDF5 files" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "\u001b[0m\u001b[0m\u0000 main____env1-1_2716882551370202609.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_4160622049092002586.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_6913446395378684005.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_7596928478056724205.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_7874177522614843901.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_8822290298029221465.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_8907306919980792256.hdf5\u001b[0m\r\n", "\u001b[0m\u0000 main____env1-1_9148946072941587600.hdf5\u001b[0m\r\n" ] } ], "source": [ "ls *.hdf5" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [], "source": [ "list_of_files = glob.glob(\"*.hdf5\")" ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "scrolled": true }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "There is 8 files\n" ] } ], "source": [ "nbOfFiles = len(list_of_files)\n", "print(f\"There is {nbOfFiles} files\")" ] }, { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [], "source": [ "dict_of_files = {\n", " itspath: h5py.File(itspath)\n", " for itspath in list_of_files\n", "}" ] }, { "cell_type": "code", "execution_count": 10, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "There is 16 policies\n" ] } ], "source": [ "nbPolicies = (list(dict_of_files.values()))[0].attrs['nbPolicies']\n", "print(f\"There is {nbPolicies} policies\")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Aggregating data" ] }, { "cell_type": "code", "execution_count": 11, "metadata": {}, "outputs": [], "source": [ "palette = sns.hls_palette(nbPolicies + 1)[:nbPolicies]" ] }, { "cell_type": "code", "execution_count": 12, "metadata": {}, "outputs": [], "source": [ "allmarkers = ['o', 'D', 'v', 'p', '<', 's', '^', '*', 'h', '>']\n", "longlist = allmarkers * (1 + int(nbPolicies / float(len(allmarkers)))) # Cycle the good number of time\n", "markers = longlist[:nbPolicies] # Truncate" ] }, { "cell_type": "code", "execution_count": 13, "metadata": {}, "outputs": [], "source": [ "Ks, Ts = [], []\n", "regrets, times, memories = [], [], []\n", "map_of_KT_to_fileId = {}\n", "\n", "for fileId, file in enumerate(list(dict_of_files.values())):\n", " T = file.attrs['horizon']\n", " env = file['env_0']\n", " K = env.attrs['nbArms']\n", " Ks.append(K)\n", " Ts.append(T)\n", " map_of_KT_to_fileId[(K, T)] = fileId\n", "\n", " one_regrets = np.mean(env['lastRegrets'], axis=1)\n", " regrets.append(one_regrets)\n", " one_times = np.mean(env['memoryConsumption'], axis=1)\n", " times.append(one_times)\n", " one_memories = np.mean(env['runningTimes'], axis=1)\n", " memories.append(one_memories)" ] }, { "cell_type": "code", "execution_count": 16, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "The simulations explored different values of K : [2, 4, 8]\n", "The simulations explored different values of T : [1000, 2500]\n" ] } ], "source": [ "values_of_K = sorted(list(set(Ks)))\n", "print(f\"The simulations explored different values of K : {values_of_K}\")\n", "values_of_T = sorted(list(set(Ts)))\n", "print(f\"The simulations explored different values of T : {values_of_T}\")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Plotting the data" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Getting correct labels" ] }, { "cell_type": "code", "execution_count": 12, "metadata": {}, "outputs": [], "source": [ "labels = [f\"Algorithm #{policyId + 1}\" for policyId in range(nbPolicies) ]" ] }, { "cell_type": "code", "execution_count": 13, "metadata": {}, "outputs": [], "source": [ "labels = [\n", " r'$\\varepsilon$-Greedy',\n", " 'Explore-then-Commit',\n", " 'Exp3++',\n", " 'UCB',\n", " 'kl-UCB',\n", " 'Thompson',\n", " 'BayesUCB',\n", " 'AdBandits',\n", " 'BESA',\n", " 'MOSS-Anytime',\n", " 'ApprFHG',\n", " r'UCB$\\dagger$',\n", " 'kl-UCB-switch',\n", " 'Tsallis-Inf',\n", " 'RCB',\n", " 'PHE'\n", "]" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "We can read the labels from the files:" ] }, { "cell_type": "code", "execution_count": 39, "metadata": {}, "outputs": [], "source": [ "labels = [ label.decode('utf8') for label in file.attrs['labels'].tolist() ]\n", "import re\n", "labels = [ re.sub(r\"\\(.*\\)\", \"\", label) for label in labels ]" ] }, { "cell_type": "code", "execution_count": 40, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Using labels = ['EpsilonDecreasing', 'ETC_KnownGap', 'Exp3++', 'UCB', 'kl-UCB', 'Thompson', 'BayesUCB', 'AdBandits', 'BESA', 'MOSS-Anytime', 'ApprFHG', 'UCB$\\\\dagger$', 'kl-UCB-switch', 'Tsallis-Inf', 'RCB', 'PHE']\n" ] } ], "source": [ "print(f\"Using labels = {labels}\")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Plotting with interaction" ] }, { "cell_type": "code", "execution_count": 60, "metadata": { "scrolled": false }, "outputs": [], "source": [ "def plot_for_one_fileId(K=None, T=None,\n", " logx=True, logy=True,\n", " what_to_plot=\"regret_vs_time\"):\n", " ax.clear()\n", " \n", " fileId = 0\n", " if (K, T) in map_of_KT_to_fileId:\n", " fileId = map_of_KT_to_fileId[(K, T)]\n", " K, T = Ks[fileId], Ts[fileId]\n", " \n", " one_times = times[fileId]\n", " one_memories = memories[fileId]\n", " one_regrets = regrets[fileId]\n", "\n", " #plt.scatter(one_times, one_memories, s=one_regrets, color=palette, alpha=0.7)\n", " for policyId in range(nbPolicies):\n", " one_time = one_times[policyId]\n", " one_memorie = one_memories[policyId]\n", " one_regret = one_regrets[policyId]\n", " color = palette[policyId]\n", " marker = markers[policyId]\n", " label = labels[policyId]\n", " if what_to_plot == \"regret_vs_time\":\n", " y = one_regret\n", " x = one_time\n", " if what_to_plot == \"regret_vs_memory\":\n", " y = one_regret\n", " x = one_memorie\n", " if what_to_plot == \"memory_vs_time\":\n", " y = one_memorie\n", " x = one_time\n", " if logx: x = np.log(x)\n", " if logy: y = np.log(y)\n", " ax.plot(x, y, ms=12, color=color, marker=marker, label=label, alpha=0.8)\n", "\n", " fig.tight_layout(rect=[0.04, 0.04, 0.75, 0.92])\n", " plt.legend(loc='center left', numpoints=1, fancybox=True, framealpha=0.8, bbox_to_anchor=(1, 0.5))\n", "\n", " if what_to_plot == \"regret_vs_time\":\n", " plt.xlabel(f\"Running time in milli seconds {'(log scale)' if logx else ''}\")\n", " plt.ylabel(f\"Mean regret {'(log scale)' if logy else ''}\")\n", " if what_to_plot == \"regret_vs_memory\":\n", " plt.xlabel(f\"Memory consumption in bytes {'(log scale)' if logx else ''}\")\n", " plt.ylabel(f\"Mean regret {'(log scale)' if logy else ''}\")\n", " if what_to_plot == \"memory_vs_time\":\n", " plt.xlabel(f\"Running time in milli seconds {'(log scale)' if logx else ''}\")\n", " plt.ylabel(f\"Memory consumption in bytes {'(log scale)' if logy else ''}\")\n", " plt.title(f\"{nbPolicies} different algorithms\\nBernoulli problem with K = {K} arms and horizon T = {T}\")\n", "\n", " plt.draw()" ] }, { "cell_type": "code", "execution_count": 51, "metadata": { "scrolled": false }, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "window.mpl = {};\n", "\n", "\n", "mpl.get_websocket_type = function() {\n", " if (typeof(WebSocket) !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof(MozWebSocket) !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert('Your browser does not have WebSocket support.' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.');\n", " };\n", "}\n", "\n", "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = (this.ws.binaryType != undefined);\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById(\"mpl-warnings\");\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent = (\n", " \"This browser does not support binary websocket messages. \" +\n", " \"Performance may be slow.\");\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = $('');\n", " this._root_extra_style(this.root)\n", " this.root.attr('style', 'display: inline-block');\n", "\n", " $(parent_element).append(this.root);\n", "\n", " this._init_header(this);\n", " this._init_canvas(this);\n", " this._init_toolbar(this);\n", "\n", " var fig = this;\n", "\n", " this.waiting = false;\n", "\n", " this.ws.onopen = function () {\n", " fig.send_message(\"supports_binary\", {value: fig.supports_binary});\n", " fig.send_message(\"send_image_mode\", {});\n", " if (mpl.ratio != 1) {\n", " fig.send_message(\"set_dpi_ratio\", {'dpi_ratio': mpl.ratio});\n", " }\n", " fig.send_message(\"refresh\", {});\n", " }\n", "\n", " this.imageObj.onload = function() {\n", " if (fig.image_mode == 'full') {\n", " // Full images could contain transparency (where diff images\n", " // almost always do), so we need to clear the canvas so that\n", " // there is no ghosting.\n", " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", " }\n", " fig.context.drawImage(fig.imageObj, 0, 0);\n", " };\n", "\n", " this.imageObj.onunload = function() {\n", " fig.ws.close();\n", " }\n", "\n", " this.ws.onmessage = this._make_on_message_function(this);\n", "\n", " this.ondownload = ondownload;\n", "}\n", "\n", "mpl.figure.prototype._init_header = function() {\n", " var titlebar = $(\n", " '');\n", " var titletext = $(\n", " '');\n", " titlebar.append(titletext)\n", " this.root.append(titlebar);\n", " this.header = titletext[0];\n", "}\n", "\n", "\n", "\n", "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "\n", "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "mpl.figure.prototype._init_canvas = function() {\n", " var fig = this;\n", "\n", " var canvas_div = $('');\n", "\n", " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", "\n", " function canvas_keyboard_event(event) {\n", " return fig.key_event(event, event['data']);\n", " }\n", "\n", " canvas_div.keydown('key_press', canvas_keyboard_event);\n", " canvas_div.keyup('key_release', canvas_keyboard_event);\n", " this.canvas_div = canvas_div\n", " this._canvas_extra_style(canvas_div)\n", " this.root.append(canvas_div);\n", "\n", " var canvas = $('');\n", " canvas.addClass('mpl-canvas');\n", " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", "\n", " this.canvas = canvas[0];\n", " this.context = canvas[0].getContext(\"2d\");\n", "\n", " var backingStore = this.context.backingStorePixelRatio ||\n", "\tthis.context.webkitBackingStorePixelRatio ||\n", "\tthis.context.mozBackingStorePixelRatio ||\n", "\tthis.context.msBackingStorePixelRatio ||\n", "\tthis.context.oBackingStorePixelRatio ||\n", "\tthis.context.backingStorePixelRatio || 1;\n", "\n", " mpl.ratio = (window.devicePixelRatio || 1) / backingStore;\n", "\n", " var rubberband = $('');\n", " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", "\n", " var pass_mouse_events = true;\n", "\n", " canvas_div.resizable({\n", " start: function(event, ui) {\n", " pass_mouse_events = false;\n", " },\n", " resize: function(event, ui) {\n", " fig.request_resize(ui.size.width, ui.size.height);\n", " },\n", " stop: function(event, ui) {\n", " pass_mouse_events = true;\n", " fig.request_resize(ui.size.width, ui.size.height);\n", " },\n", " });\n", "\n", " function mouse_event_fn(event) {\n", " if (pass_mouse_events)\n", " return fig.mouse_event(event, event['data']);\n", " }\n", "\n", " rubberband.mousedown('button_press', mouse_event_fn);\n", " rubberband.mouseup('button_release', mouse_event_fn);\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband.mousemove('motion_notify', mouse_event_fn);\n", "\n", " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", "\n", " canvas_div.on(\"wheel\", function (event) {\n", " event = event.originalEvent;\n", " event['data'] = 'scroll'\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " mouse_event_fn(event);\n", " });\n", "\n", " canvas_div.append(canvas);\n", " canvas_div.append(rubberband);\n", "\n", " this.rubberband = rubberband;\n", " this.rubberband_canvas = rubberband[0];\n", " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", " this.rubberband_context.strokeStyle = \"#000000\";\n", "\n", " this._resize_canvas = function(width, height) {\n", " // Keep the size of the canvas, canvas container, and rubber band\n", " // canvas in synch.\n", " canvas_div.css('width', width)\n", " canvas_div.css('height', height)\n", "\n", " canvas.attr('width', width * mpl.ratio);\n", " canvas.attr('height', height * mpl.ratio);\n", " canvas.attr('style', 'width: ' + width + 'px; height: ' + height + 'px;');\n", "\n", " rubberband.attr('width', width);\n", " rubberband.attr('height', height);\n", " }\n", "\n", " // Set the figure to an initial 600x600px, this will subsequently be updated\n", " // upon first draw.\n", " this._resize_canvas(600, 600);\n", "\n", " // Disable right mouse context menu.\n", " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", " return false;\n", " });\n", "\n", " function set_focus () {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "}\n", "\n", "mpl.figure.prototype._init_toolbar = function() {\n", " var fig = this;\n", "\n", " var nav_element = $('')\n", " nav_element.attr('style', 'width: 100%');\n", " this.root.append(nav_element);\n", "\n", " // Define a callback function for later on.\n", " function toolbar_event(event) {\n", " return fig.toolbar_button_onclick(event['data']);\n", " }\n", " function toolbar_mouse_event(event) {\n", " return fig.toolbar_button_onmouseover(event['data']);\n", " }\n", "\n", " for(var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " // put a spacer in here.\n", " continue;\n", " }\n", " var button = $('');\n", " button.addClass('ui-button ui-widget ui-state-default ui-corner-all ' +\n", " 'ui-button-icon-only');\n", " button.attr('role', 'button');\n", " button.attr('aria-disabled', 'false');\n", " button.click(method_name, toolbar_event);\n", " button.mouseover(tooltip, toolbar_mouse_event);\n", "\n", " var icon_img = $('');\n", " icon_img.addClass('ui-button-icon-primary ui-icon');\n", " icon_img.addClass(image);\n", " icon_img.addClass('ui-corner-all');\n", "\n", " var tooltip_span = $('');\n", " tooltip_span.addClass('ui-button-text');\n", " tooltip_span.html(tooltip);\n", "\n", " button.append(icon_img);\n", " button.append(tooltip_span);\n", "\n", " nav_element.append(button);\n", " }\n", "\n", " var fmt_picker_span = $('');\n", "\n", " var fmt_picker = $('');\n", " fmt_picker.addClass('mpl-toolbar-option ui-widget ui-widget-content');\n", " fmt_picker_span.append(fmt_picker);\n", " nav_element.append(fmt_picker_span);\n", " this.format_dropdown = fmt_picker[0];\n", "\n", " for (var ind in mpl.extensions) {\n", " var fmt = mpl.extensions[ind];\n", " var option = $(\n", " '', {selected: fmt === mpl.default_extension}).html(fmt);\n", " fmt_picker.append(option)\n", " }\n", "\n", " // Add hover states to the ui-buttons\n", " $( \".ui-button\" ).hover(\n", " function() { $(this).addClass(\"ui-state-hover\");},\n", " function() { $(this).removeClass(\"ui-state-hover\");}\n", " );\n", "\n", " var status_bar = $('