classic_bandit 0.1.0 → 0.1.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/.rubocop.yml

@@ -1,5 +1,8 @@
 AllCops:
   TargetRubyVersion: 3.0
+  Include:
+    - 'lib/**/*'
+    - 'spec/**/*'
 
 Style/StringLiterals:
   EnforcedStyle: double_quotes

data/Rakefile

@@ -7,6 +7,8 @@ RSpec::Core::RakeTask.new(:spec)
 
 require "rubocop/rake_task"
 
-RuboCop::RakeTask.new
+RuboCop::RakeTask.new do |task|
+  task.options = ["--config", ".rubocop.yml"] # 明示的に設定ファイルを指定
+end
 
 task default: %i[spec rubocop]

data/example/Gemfile

@@ -0,0 +1,12 @@
+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+# gem "rails"
+
+gem "gnuplot", "~> 2.6"
+gem "matrix", "~> 0.4.2"
+
+gem "zeitwerk", "~> 2.7"
+
+gem "classic_bandit", "~> 0.1.0"

data/example/Gemfile.lock

@@ -0,0 +1,20 @@
+GEM
+  remote: https://rubygems.org/
+  specs:
+    classic_bandit (0.1.0)
+    gnuplot (2.6.2)
+    matrix (0.4.2)
+    zeitwerk (2.7.1)
+
+PLATFORMS
+  ruby
+  x86_64-linux
+
+DEPENDENCIES
+  classic_bandit (~> 0.1.0)
+  gnuplot (~> 2.6)
+  matrix (~> 0.4.2)
+  zeitwerk (~> 2.7)
+
+BUNDLED WITH
+   2.6.2

data/example/beta_random.rb

@@ -0,0 +1,81 @@
+# frozen_string_literal: true
+
+require "gnuplot"
+
+def gamma_random(alpha)
+  return gamma_random(alpha + 1) * rand**(1.0 / alpha) if alpha < 1
+
+  # Marsaglia-Tsang method
+  d = alpha - 1.0 / 3
+  c = 1.0 / Math.sqrt(9 * d)
+
+  loop do
+    z = normal_random
+    v = (1 + c * z)**3
+    u = rand
+
+    return d * v if z > -1.0 / c && Math.log(u) < 0.5 * z * z + d * (1 - v + Math.log(v))
+  end
+end
+
+def normal_random
+  r = Math.sqrt(-2 * Math.log(rand))
+  theta = 2 * Math::PI * rand
+  r * Math.cos(theta)
+end
+
+def beta_function(alpha, beta)
+  gamma_alpha = Math.lgamma(alpha)[0]
+  gamma_beta = Math.lgamma(beta)[0]
+  gamma_apb = Math.lgamma(alpha + beta)[0]
+  Math.exp(gamma_alpha + gamma_beta - gamma_apb)
+end
+
+def beta_pdf(x, alpha, beta)
+  return 0 if x <= 0 || x >= 1
+
+  x**(alpha - 1) * (1 - x)**(beta - 1) / beta_function(alpha, beta)
+end
+
+data = Array.new(10_000) do
+  x1 = gamma_random(41)
+  x2 = gamma_random(61)
+  x1 / (x1 + x2)
+end
+
+Gnuplot.open do |gp|
+  Gnuplot::Plot.new(gp) do |plot|
+    plot.title  "Beta distribution histogram"
+    plot.xlabel "Value"
+    plot.ylabel "Frequency"
+
+    min_val = 0.0
+    max_val = 1.0
+    bin_count = 60.0
+    bin_width = (max_val - min_val) / bin_count
+
+    plot.xrange "[0:1]"
+    total_count = data.length.to_f
+
+    plot.set "style data histograms"
+    plot.set "style fill solid 0.5"
+
+    bins = Hash.new(0)
+    bin_count.to_i.times.each { |i| bins[i * bin_width] = 0 }
+    data.each { |v| bins[(v / bin_width).floor * bin_width] += 1 }
+    bins.transform_values! { |v| v / (total_count * bin_width) }
+
+    plot.data << Gnuplot::DataSet.new([bins.keys, bins.values]) do |ds|
+      ds.with = "boxes"
+      ds.title = "Empirical"
+    end
+
+    x_points = (0..100).map { |i| i / 100.0 }
+    y_points = x_points.map { |x| beta_pdf(x, 41, 61) }
+    plot.data << Gnuplot::DataSet.new([x_points, y_points]) do |ds|
+      ds.with = "lines"
+      ds.linewidth = 2
+      ds.title = "Theoretical PDF"
+    end
+  end
+end

data/example/simulation.rb

@@ -0,0 +1,73 @@
+# frozen_string_literal: true
+
+require 'classic_bandit'
+require 'gnuplot'
+
+bandits = {
+  "UCB1" => ClassicBandit::Ucb1.new(arms: [
+      ClassicBandit::Arm.new(id: 0, trials: 1000, successes: 120),
+      ClassicBandit::Arm.new(id: 1, trials: 1000, successes: 110),
+      ClassicBandit::Arm.new(id: 2, trials: 1000, successes: 100),
+  ]),
+  "Thompson sampling" => ClassicBandit::ThompsonSampling.new(arms: [
+      ClassicBandit::Arm.new(id: 0, trials: 1000, successes: 120),
+      ClassicBandit::Arm.new(id: 1, trials: 1000, successes: 110),
+      ClassicBandit::Arm.new(id: 2, trials: 1000, successes: 100),
+  ])
+}
+
+arm0_counts = Hash.new(0)
+arm0_probs = {}
+bandits.keys.each { |key| arm0_probs[key] = [] }
+x_values = []
+
+10000.times.each do |i|
+  bandits.each do |key, bandit|
+    # 最初の500回はランダム
+    if i < 500
+      arm = bandit.arms.sample
+    else
+      arm = bandit.select_arm
+    end
+    reward = rand <= arm.mean_reward ? 1 : 0
+    bandit.update(arm, reward)
+
+    if arm.id == 0
+      arm0_counts[key] += 1
+    end
+
+    arm0_prob = arm0_counts[key].to_f / (i + 1)
+    arm0_probs[key] << arm0_prob
+  end
+
+  x_values << i + 1
+end
+
+Gnuplot.open do |gp|
+  Gnuplot::Plot.new(gp) do |plot|
+    plot.title  "Bandit Selection Probability"
+    plot.xlabel "Iterations"
+    plot.ylabel "Probability"
+    
+    # y軸の範囲を0-1に設定
+    plot.yrange "[0:1]"
+    
+    # グリッドを表示
+    plot.set "grid"
+    
+    # 線のスタイルを設定
+    plot.set "style line 1 linecolor rgb '#0060ad' linewidth 2"
+    plot.set "style line 2 linecolor rgb '#dd181f' linewidth 2"
+    
+    # 各アルゴリズムのデータをプロット
+    colors = ["#0060ad", "#dd181f"]
+    bandits.each_with_index do |(key, _), index|
+      plot.data << Gnuplot::DataSet.new([x_values, arm0_probs[key]]) do |ds|
+        ds.with = "lines"
+        ds.linewidth = 2
+        ds.linecolor = "rgb '#{colors[index]}'"
+        ds.title = key.to_s
+      end
+    end
+  end
+end

data/lib/classic_bandit/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module ClassicBandit
-  VERSION = "0.1.0"
+  VERSION = "0.1.1"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: classic_bandit
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.1.1
 platform: ruby
 authors:
 - Kohei Tsuyuki
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2024-12-27 00:00:00.000000000 Z
+date: 2024-12-28 00:00:00.000000000 Z
 dependencies: []
 description: Implementation of classic multi-armed bandit algorithms in Ruby. Supports
   Thompson Sampling, UCB1, and Epsilon-Greedy strategies with a simple, consistent
@@ -26,6 +26,10 @@ files:
 - LICENSE.txt
 - README.md
 - Rakefile
+- example/Gemfile
+- example/Gemfile.lock
+- example/beta_random.rb
+- example/simulation.rb
 - lib/classic_bandit.rb
 - lib/classic_bandit/arm.rb
 - lib/classic_bandit/arm_updatable.rb