multi-armed-bandit 0.0.2

checksums.yaml

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data/.gitignore

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+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp

data/Gemfile

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+source 'https://rubygems.org'
+
+gemspec

data/LICENSE.txt

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+Copyright (c) 2013 David Dai
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# MultiArmedBandit
+A Redis backed multi-armed bandit library.  Currently Thompson Sampling is implemented. 
+
+## Usage
+
+```ruby
+require 'multi-armed-bandit'
+mab = MultiArmedBandit::ThompsonSampling.new Redis.new(:port => 6379), 'colors'
+mab.create! ['red', 'green', 'blue'], :alpha => 10, :beta => 10
+mab.draw # => 'red'
+mab.draw # => 'green'
+mab.draw # => 'blue'
+mab.draw_multi(3) # => ['red', blue', 'green']
+
+mab.put 'yellow', :alpha => 5, :beta => 5
+mab.draw # => 'yellow'
+mab.update_success('red')
+mab.update_success('green', 2)
+mab.draw # => 'green'
+mab.remove 'green'
+mab.draw # => 'red'
+mab.disable 'red'
+mab.draw # => 'yellow'
+mab.enable 'red'
+mab.draw # => 'red'
+```
+
+```ruby
+mab = MultiArmedBandit::ThompsonSampling.new Redis.new(:port => 6379), 'colors'
+mab.load!
+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]]}
+```

data/Rakefile

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+require "bundler/gem_tasks"

data/lib/multi-armed-bandit.rb

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+require "multi-armed-bandit/version"
+require "multi-armed-bandit/thompson_sampling"
+require "redis"
+
+module MultiArmedBandit
+
+end

data/lib/multi-armed-bandit/thompson_sampling.rb

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+module MultiArmedBandit
+  class ThompsonSampling
+    def self.beta_mean(success, count, alpha, beta)
+      fail_count = count - success
+      1 / (1 + (fail_count+beta).to_f / (success+alpha))
+    end
+
+    attr_reader :name, :arms
+    attr_accessor :redis
+
+    def initialize(redis, name, options={})
+      @redis, @name, = redis, name
+      @arms_key, @means_key = "#{@name}:arms", "#{@name}:means"
+    end
+
+    def create!(arms, options={})
+      @arms = Set.new arms
+      ts = {:alpha=>5, :beta=>5}
+      means = []
+      @arms.each do |arm|
+        ts["#{arm}:count"] = 0
+        ts["#{arm}:success"] = 0.0
+      end
+      ts.merge!(options)
+
+      @alpha, @beta = ts[:alpha].to_f, ts[:beta].to_f
+      means = []
+
+      @arms.each do |arm|
+        mean = self.class.beta_mean(
+          ts["#{arm}:success"],
+          ts["#{arm}:count"],
+          (ts["#{arm}:alpha"] || @alpha).to_f,
+          (ts["#{arm}:beta"] || @beta).to_f
+        )
+        means << [mean, arm]
+      end
+
+      @redis.multi do |r|
+        r.mapped_hmset @name, ts
+        r.sadd @arms_key, arms
+        r.zadd @means_key, means
+      end
+      self
+    end
+
+    def load!
+      @arms = Set.new @redis.smembers(@arms_key)
+      alpha, beta = @redis.hmget(@name, :alpha, :beta)
+      @alpha, @beta = alpha.to_f, beta.to_f
+      self
+    end
+
+    def delete!
+      @redis.multi do |r|
+        r.del @means_key
+        r.del @name
+        r.del @arms_key
+      end
+    end
+
+    def put(arm, options={})
+      ts = {"#{arm}:count" => 0, "#{arm}:success" => 0.0}
+      ts.merge! options
+      @arms << arm
+      @redis.multi do |r|
+        r.mapped_hmset @name, ts
+        r.sadd @arms_key, arm
+      end
+      update_mean arm
+      self
+    end
+
+    def remove(arm)
+      @arms.delete arm
+      @redis.multi do |r|
+        r.srem @arms_key, arm
+        r.hdel @name, ["#{arm}:success", "#{arm}:count", "#{arm}:alpha", "#{arm}:beta"]
+        r.zrem @means, arm
+      end
+    end
+
+
+    def disable(arm)
+      @redis.zrem @means, arm
+    end
+
+    def draw_multi(n)
+      drawn = []
+      n.times { drawn << draw }
+      drawn
+    end
+
+    def draw
+      max_arm = @redis.zrange(@means_key, -1, -1)[0]
+      @redis.hincrby @name, "#{max_arm}:count", 1
+      update_mean(max_arm)
+      max_arm
+    end
+
+    def update_success(arm, reward=1.0)
+      @redis.hincrbyfloat @name, "#{arm}:success", reward
+      update_mean(arm)
+    end
+
+    def update_mean(arm)
+      @redis.zadd @means_key, mean(arm), arm
+    end
+    alias enable update_mean
+
+    def mean(arm)
+      success, count, alpha, beta = @redis.hmget(@name, "#{arm}:success", "#{arm}:count", "#{arm}:alpha", "#{arm}:beta")
+      self.class.beta_mean success.to_f, count.to_f, (alpha || @alpha).to_f, (beta || @beta).to_f
+    end
+
+    def stats
+      arms, state, means = @redis.multi do |r|
+        r.smembers(@arms_key)
+        r.hgetall @name
+        r.zrange @means_key, 0, -1, :with_scores => true
+      end
+
+      { :arms => arms, :state => state, :means => means }
+    end
+  end
+end

data/lib/multi-armed-bandit/version.rb

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+module MultiArmedBandit
+  VERSION = "0.0.2"
+end

data/multi-armed-bandit.gemspec

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+# -*- encoding: utf-8 -*-
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'multi-armed-bandit/version'
+
+Gem::Specification.new do |gem|
+  gem.name          = "multi-armed-bandit"
+  gem.version       = MultiArmedBandit::VERSION
+  gem.authors       = ["David Dai"]
+  gem.email         = ["ddai@scribd.com"]
+  gem.description   = %q{A Redis backed multi-armed bandit library.}
+  gem.summary       = %q{A Redis backed multi-armed bandit library.}
+  gem.homepage      = "https://github.com/newtonapple/multi-armed-bandit"
+
+  gem.files         = `git ls-files`.split($/)
+  gem.executables   = gem.files.grep(%r{^bin/}).map{ |f| File.basename(f) }
+  gem.test_files    = gem.files.grep(%r{^(test|spec|features)/})
+  gem.require_paths = ["lib"]
+  gem.add_dependency "redis", '~> 3.0.3'
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: multi-armed-bandit
+version: !ruby/object:Gem::Version
+  version: 0.0.2
+platform: ruby
+authors:
+- David Dai
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-04-01 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: redis
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.0.3
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.0.3
+description: A Redis backed multi-armed bandit library.
+email:
+- ddai@scribd.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/multi-armed-bandit.rb
+- lib/multi-armed-bandit/thompson_sampling.rb
+- lib/multi-armed-bandit/version.rb
+- multi-armed-bandit.gemspec
+homepage: https://github.com/newtonapple/multi-armed-bandit
+licenses: []
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.0
+signing_key: 
+specification_version: 4
+summary: A Redis backed multi-armed bandit library.
+test_files: []