multi-armed-bandit 0.0.2

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -0,0 +1,7 @@
1
+ ---
2
+ SHA1:
3
+ metadata.gz: 366b2c8ed586d54d3710a4124f3e0d27598ee162
4
+ data.tar.gz: 21592d2c199e013b35e0def04742b9e857aa0de7
5
+ SHA512:
6
+ metadata.gz: cdbabf315694cc7a90ffc522a45ce060cffbff28cbefa90cca151b666c7685ea0d12dab07d8827d4e4b6f3576084430b2df1d64f4a7b74f917bd2d478f0b8e0a
7
+ data.tar.gz: 515b9877b81c8a7c85d154baa8bab15857458a12f0745d5df01c8d4f3fe191f0e114cbf5dc71f40d20a72879cf60f9259378d82646d30f1ebe6b6e4fe08e4db7
@@ -0,0 +1,17 @@
1
+ *.gem
2
+ *.rbc
3
+ .bundle
4
+ .config
5
+ .yardoc
6
+ Gemfile.lock
7
+ InstalledFiles
8
+ _yardoc
9
+ coverage
10
+ doc/
11
+ lib/bundler/man
12
+ pkg
13
+ rdoc
14
+ spec/reports
15
+ test/tmp
16
+ test/version_tmp
17
+ tmp
data/Gemfile ADDED
@@ -0,0 +1,3 @@
1
+ source 'https://rubygems.org'
2
+
3
+ gemspec
@@ -0,0 +1,22 @@
1
+ Copyright (c) 2013 David Dai
2
+
3
+ MIT License
4
+
5
+ Permission is hereby granted, free of charge, to any person obtaining
6
+ a copy of this software and associated documentation files (the
7
+ "Software"), to deal in the Software without restriction, including
8
+ without limitation the rights to use, copy, modify, merge, publish,
9
+ distribute, sublicense, and/or sell copies of the Software, and to
10
+ permit persons to whom the Software is furnished to do so, subject to
11
+ the following conditions:
12
+
13
+ The above copyright notice and this permission notice shall be
14
+ included in all copies or substantial portions of the Software.
15
+
16
+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
17
+ EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
18
+ MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
19
+ NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
20
+ LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
21
+ OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
22
+ WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
@@ -0,0 +1,32 @@
1
+ # MultiArmedBandit
2
+ A Redis backed multi-armed bandit library. Currently Thompson Sampling is implemented.
3
+
4
+ ## Usage
5
+
6
+ ```ruby
7
+ require 'multi-armed-bandit'
8
+ mab = MultiArmedBandit::ThompsonSampling.new Redis.new(:port => 6379), 'colors'
9
+ mab.create! ['red', 'green', 'blue'], :alpha => 10, :beta => 10
10
+ mab.draw # => 'red'
11
+ mab.draw # => 'green'
12
+ mab.draw # => 'blue'
13
+ mab.draw_multi(3) # => ['red', blue', 'green']
14
+
15
+ mab.put 'yellow', :alpha => 5, :beta => 5
16
+ mab.draw # => 'yellow'
17
+ mab.update_success('red')
18
+ mab.update_success('green', 2)
19
+ mab.draw # => 'green'
20
+ mab.remove 'green'
21
+ mab.draw # => 'red'
22
+ mab.disable 'red'
23
+ mab.draw # => 'yellow'
24
+ mab.enable 'red'
25
+ mab.draw # => 'red'
26
+ ```
27
+
28
+ ```ruby
29
+ mab = MultiArmedBandit::ThompsonSampling.new Redis.new(:port => 6379), 'colors'
30
+ mab.load!
31
+ mab.stats # => {:arms=>["yellow", "red", "blue"], :state=>{"alpha"=>"5", "beta"=>"5", "red:count"=>"3", "red:success"=>"1", "blue:count"=>"2", "blue:success"=>"0.0", "yellow:count"=>"1", "yellow:success"=>"0.0", "green:count"=>"1"}, :means=>[["blue", 0.45454545454545453], ["green", 0.47619047619047616], ["yellow", 0.47619047619047616], ["red", 0.4782608695652174]]}
32
+ ```
@@ -0,0 +1 @@
1
+ require "bundler/gem_tasks"
@@ -0,0 +1,7 @@
1
+ require "multi-armed-bandit/version"
2
+ require "multi-armed-bandit/thompson_sampling"
3
+ require "redis"
4
+
5
+ module MultiArmedBandit
6
+
7
+ end
@@ -0,0 +1,126 @@
1
+ module MultiArmedBandit
2
+ class ThompsonSampling
3
+ def self.beta_mean(success, count, alpha, beta)
4
+ fail_count = count - success
5
+ 1 / (1 + (fail_count+beta).to_f / (success+alpha))
6
+ end
7
+
8
+ attr_reader :name, :arms
9
+ attr_accessor :redis
10
+
11
+ def initialize(redis, name, options={})
12
+ @redis, @name, = redis, name
13
+ @arms_key, @means_key = "#{@name}:arms", "#{@name}:means"
14
+ end
15
+
16
+ def create!(arms, options={})
17
+ @arms = Set.new arms
18
+ ts = {:alpha=>5, :beta=>5}
19
+ means = []
20
+ @arms.each do |arm|
21
+ ts["#{arm}:count"] = 0
22
+ ts["#{arm}:success"] = 0.0
23
+ end
24
+ ts.merge!(options)
25
+
26
+ @alpha, @beta = ts[:alpha].to_f, ts[:beta].to_f
27
+ means = []
28
+
29
+ @arms.each do |arm|
30
+ mean = self.class.beta_mean(
31
+ ts["#{arm}:success"],
32
+ ts["#{arm}:count"],
33
+ (ts["#{arm}:alpha"] || @alpha).to_f,
34
+ (ts["#{arm}:beta"] || @beta).to_f
35
+ )
36
+ means << [mean, arm]
37
+ end
38
+
39
+ @redis.multi do |r|
40
+ r.mapped_hmset @name, ts
41
+ r.sadd @arms_key, arms
42
+ r.zadd @means_key, means
43
+ end
44
+ self
45
+ end
46
+
47
+ def load!
48
+ @arms = Set.new @redis.smembers(@arms_key)
49
+ alpha, beta = @redis.hmget(@name, :alpha, :beta)
50
+ @alpha, @beta = alpha.to_f, beta.to_f
51
+ self
52
+ end
53
+
54
+ def delete!
55
+ @redis.multi do |r|
56
+ r.del @means_key
57
+ r.del @name
58
+ r.del @arms_key
59
+ end
60
+ end
61
+
62
+ def put(arm, options={})
63
+ ts = {"#{arm}:count" => 0, "#{arm}:success" => 0.0}
64
+ ts.merge! options
65
+ @arms << arm
66
+ @redis.multi do |r|
67
+ r.mapped_hmset @name, ts
68
+ r.sadd @arms_key, arm
69
+ end
70
+ update_mean arm
71
+ self
72
+ end
73
+
74
+ def remove(arm)
75
+ @arms.delete arm
76
+ @redis.multi do |r|
77
+ r.srem @arms_key, arm
78
+ r.hdel @name, ["#{arm}:success", "#{arm}:count", "#{arm}:alpha", "#{arm}:beta"]
79
+ r.zrem @means, arm
80
+ end
81
+ end
82
+
83
+
84
+ def disable(arm)
85
+ @redis.zrem @means, arm
86
+ end
87
+
88
+ def draw_multi(n)
89
+ drawn = []
90
+ n.times { drawn << draw }
91
+ drawn
92
+ end
93
+
94
+ def draw
95
+ max_arm = @redis.zrange(@means_key, -1, -1)[0]
96
+ @redis.hincrby @name, "#{max_arm}:count", 1
97
+ update_mean(max_arm)
98
+ max_arm
99
+ end
100
+
101
+ def update_success(arm, reward=1.0)
102
+ @redis.hincrbyfloat @name, "#{arm}:success", reward
103
+ update_mean(arm)
104
+ end
105
+
106
+ def update_mean(arm)
107
+ @redis.zadd @means_key, mean(arm), arm
108
+ end
109
+ alias enable update_mean
110
+
111
+ def mean(arm)
112
+ success, count, alpha, beta = @redis.hmget(@name, "#{arm}:success", "#{arm}:count", "#{arm}:alpha", "#{arm}:beta")
113
+ self.class.beta_mean success.to_f, count.to_f, (alpha || @alpha).to_f, (beta || @beta).to_f
114
+ end
115
+
116
+ def stats
117
+ arms, state, means = @redis.multi do |r|
118
+ r.smembers(@arms_key)
119
+ r.hgetall @name
120
+ r.zrange @means_key, 0, -1, :with_scores => true
121
+ end
122
+
123
+ { :arms => arms, :state => state, :means => means }
124
+ end
125
+ end
126
+ end
@@ -0,0 +1,3 @@
1
+ module MultiArmedBandit
2
+ VERSION = "0.0.2"
3
+ end
@@ -0,0 +1,20 @@
1
+ # -*- encoding: utf-8 -*-
2
+ lib = File.expand_path('../lib', __FILE__)
3
+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
4
+ require 'multi-armed-bandit/version'
5
+
6
+ Gem::Specification.new do |gem|
7
+ gem.name = "multi-armed-bandit"
8
+ gem.version = MultiArmedBandit::VERSION
9
+ gem.authors = ["David Dai"]
10
+ gem.email = ["ddai@scribd.com"]
11
+ gem.description = %q{A Redis backed multi-armed bandit library.}
12
+ gem.summary = %q{A Redis backed multi-armed bandit library.}
13
+ gem.homepage = "https://github.com/newtonapple/multi-armed-bandit"
14
+
15
+ gem.files = `git ls-files`.split($/)
16
+ gem.executables = gem.files.grep(%r{^bin/}).map{ |f| File.basename(f) }
17
+ gem.test_files = gem.files.grep(%r{^(test|spec|features)/})
18
+ gem.require_paths = ["lib"]
19
+ gem.add_dependency "redis", '~> 3.0.3'
20
+ end
metadata ADDED
@@ -0,0 +1,66 @@
1
+ --- !ruby/object:Gem::Specification
2
+ name: multi-armed-bandit
3
+ version: !ruby/object:Gem::Version
4
+ version: 0.0.2
5
+ platform: ruby
6
+ authors:
7
+ - David Dai
8
+ autorequire:
9
+ bindir: bin
10
+ cert_chain: []
11
+ date: 2013-04-01 00:00:00.000000000 Z
12
+ dependencies:
13
+ - !ruby/object:Gem::Dependency
14
+ name: redis
15
+ requirement: !ruby/object:Gem::Requirement
16
+ requirements:
17
+ - - ~>
18
+ - !ruby/object:Gem::Version
19
+ version: 3.0.3
20
+ type: :runtime
21
+ prerelease: false
22
+ version_requirements: !ruby/object:Gem::Requirement
23
+ requirements:
24
+ - - ~>
25
+ - !ruby/object:Gem::Version
26
+ version: 3.0.3
27
+ description: A Redis backed multi-armed bandit library.
28
+ email:
29
+ - ddai@scribd.com
30
+ executables: []
31
+ extensions: []
32
+ extra_rdoc_files: []
33
+ files:
34
+ - .gitignore
35
+ - Gemfile
36
+ - LICENSE.txt
37
+ - README.md
38
+ - Rakefile
39
+ - lib/multi-armed-bandit.rb
40
+ - lib/multi-armed-bandit/thompson_sampling.rb
41
+ - lib/multi-armed-bandit/version.rb
42
+ - multi-armed-bandit.gemspec
43
+ homepage: https://github.com/newtonapple/multi-armed-bandit
44
+ licenses: []
45
+ metadata: {}
46
+ post_install_message:
47
+ rdoc_options: []
48
+ require_paths:
49
+ - lib
50
+ required_ruby_version: !ruby/object:Gem::Requirement
51
+ requirements:
52
+ - - '>='
53
+ - !ruby/object:Gem::Version
54
+ version: '0'
55
+ required_rubygems_version: !ruby/object:Gem::Requirement
56
+ requirements:
57
+ - - '>='
58
+ - !ruby/object:Gem::Version
59
+ version: '0'
60
+ requirements: []
61
+ rubyforge_project:
62
+ rubygems_version: 2.0.0
63
+ signing_key:
64
+ specification_version: 4
65
+ summary: A Redis backed multi-armed bandit library.
66
+ test_files: []