// Catalano Machine Learning Library
// The Catalano Framework
//
// Copyright © Diego Catalano, 2012-2016
// diego.catalano at live.com
//
// Copyright © Andrew Kirillov, 2007-2008
// andrew.kirillov@gmail.com
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
//
package Catalano.MachineLearning.Exploration;
import java.util.Random;
/**
* The class implements exploration policy base on Boltzmann distribution.
* Acording to the policy, action a at state s is selected with the next probability:
*
* exp( Q( s, a ) / t )
* p( s, a ) = -----------------------------
* SUM( exp( Q( s, b ) / t ) )
* b
*
* where Q(s, a) is action's a estimation (usefulness) at state s and
* t is Temperature.
* @author Diego Catalano
*/
public class BoltzmannExploration implements IExplorationPolicy{
double temperature;
private Random r = new Random();
/**
* Initializes a new instance of the BoltzmannExploration class.
* @param temperature Temperature parameter of Boltzmann distribution.
*/
public BoltzmannExploration(double temperature) {
this.temperature = temperature;
}
/**
* If temperature is low, then the policy tends to be more greedy.
* @return Temperature
*/
public double getTemperature() {
return temperature;
}
/**
* The property sets the balance between exploration and greedy actions.
* @param temperature Temperature
*/
public void setTemperature(double temperature) {
this.temperature = temperature;
}
/**
* The method chooses an action depending on the provided estimates.
* The estimates can be any sort of estimate, which values usefulness of the action (expected summary reward, discounted reward, etc).
* @param actionEstimates Action Estimates.
* @return Return selected action.
*/
@Override
public int ChooseAction(double[] actionEstimates){
// actions count
int actionsCount = actionEstimates.length;
// action probabilities
double[] actionProbabilities = new double[actionsCount];
// actions sum
double sum = 0, probabilitiesSum = 0;
for ( int i = 0; i < actionsCount; i++ )
{
double actionProbability = Math.exp( actionEstimates[i] / temperature );
actionProbabilities[i] = actionProbability;
probabilitiesSum += actionProbability;
}
if ( ( Double.isInfinite( probabilitiesSum ) ) || ( probabilitiesSum == 0 ) )
{
// do greedy selection in the case of infinity or zero
double maxReward = actionEstimates[0];
int greedyAction = 0;
for ( int i = 1; i < actionsCount; i++ )
{
if ( actionEstimates[i] > maxReward )
{
maxReward = actionEstimates[i];
greedyAction = i;
}
}
return greedyAction;
}
// get random number, which determines which action to choose
double actionRandomNumber = r.nextDouble();
for ( int i = 0; i < actionsCount; i++ )
{
sum += actionProbabilities[i] / probabilitiesSum;
if ( actionRandomNumber <= sum )
return i;
}
return actionsCount - 1;
}
}
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