// 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 epsilon greedy exploration policy. Acording to the policy,
* the best action is chosen with probability 1-epsilon. Otherwise,
* with probability epsilon, any other action, except the best one, is
* chosen randomly.
*
* According to the policy, the epsilon value is known also as exploration rate.
* @author Diego Catalano
*/
public class EpsilonGreedyExploration implements IExplorationPolicy{
private double epsilon;
private Random r = new Random();
/**
* Initializes a new instance of the EpsilonGreedyExploration class.
* @param epsilon Epsilon value (exploration rate).
*/
public EpsilonGreedyExploration(double epsilon) {
this.epsilon = epsilon;
}
/**
* Get Episilon value.
* @return Return Epsilon value.
*/
public double getEpsilon() {
return epsilon;
}
/**
* The value determines the amount of exploration driven by the policy.
* If the value is high, then the policy drives more to exploration - choosing random
* action, which excludes the best one. If the value is low, then the policy is more
* greedy - choosing the beat so far action.
*
* @param epsilon Epsilon value (exploration rate), [0, 1].
*/
public void setEpsilon(double epsilon) {
this.epsilon = Math.max( 0.0, Math.min( 1.0, epsilon ) );
}
/**
* 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 actions.
*/
@Override
public int ChooseAction(double[] actionEstimates){
int actionsCount = actionEstimates.length;
// find the best action (greedy)
double maxReward = actionEstimates[0];
int greedyAction = 0;
for ( int i = 1; i < actionsCount; i++ )
{
if ( actionEstimates[i] > maxReward )
{
maxReward = actionEstimates[i];
greedyAction = i;
}
}
// try to do exploration
if ( r.nextDouble( ) < epsilon )
{
int randomAction = r.nextInt( actionsCount - 1 );
if ( randomAction >= greedyAction )
randomAction++;
return randomAction;
}
return greedyAction;
}
}
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