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Epsilon-Greedy Multi-Armed Bandit

Balance exploration and exploitation on a multi-armed bandit with epsilon-greedy action selection.

Ce que vous allez apprendre

  • Balance exploring and exploiting
  • Update running averages incrementally
  • See why pure greedy agents get stuck

Problème

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A multi-armed bandit is a row of slot machines (arms) with unknown payouts. Epsilon-greedy balances exploring and exploiting: with probability epsilon it pulls a random arm, otherwise it pulls the arm with the highest estimated value.

To make the run testable, the random numbers are given. Start with an estimate Q = 0 and a count N = 0 for every arm. At each step t:

  1. If random_values[t] < epsilon, explore: arm = random_arms[t]. Otherwise exploit: arm = the arm with the highest Q (the lowest index if several tie).
  2. Receive reward = rewards[t][arm].
  3. N[arm] ← N[arm] + 1 and Q[arm] ← Q[arm] + (reward - Q[arm]) / N[arm], the running average.

Implement epsilon_greedy(rewards, epsilon, random_values, random_arms).

Input

rewards: One row per step with the reward each arm would pay at that step.

epsilon: The exploration probability.

random_values: One random number in [0, 1) per step.

random_arms: The arm to pull at each step if exploring.

Output

Return the final Q estimates, one per arm.

Contraintes

1 ≤ steps ≤ 10,000, 1 ≤ arms ≤ 100

0 ≤ epsilon ≤ 1, -100 ≤ each reward ≤ 100

Exemples

Exemple 1
Entrée :
epsilon = 0.1
rewards = [
    [1.0, 3.0],
    [1.0, 3.0],
    [1.0, 3.0],
    [1.0, 3.0]
]
random_arms = [0, 1, 0, 0]
random_values = [0.5, 0.05, 0.7, 0.9]

Sortie attendue :
expected = [1.0, 3.0]
Entrée :
double epsilon = 0.1;
std::vector<std::vector<double>> rewards = {
    {1.0, 3.0},
    {1.0, 3.0},
    {1.0, 3.0},
    {1.0, 3.0}
};
std::vector<long long> random_arms = {0, 1, 0, 0};
std::vector<double> random_values = {0.5, 0.05, 0.7, 0.9};

Sortie attendue :
std::vector<double> expected = {1.0, 3.0};
Entrée :
double epsilon = 0.1;
double[][] rewards = new double[][] {
    new double[] {1.0, 3.0},
    new double[] {1.0, 3.0},
    new double[] {1.0, 3.0},
    new double[] {1.0, 3.0}
};
long[] random_arms = new long[] {0, 1, 0, 0};
double[] random_values = new double[] {0.5, 0.05, 0.7, 0.9};

Sortie attendue :
double[] expected = new double[] {1.0, 3.0};

Explication

Step 0 exploits; both Q are 0, so arm 0 is pulled and Q = [1, 0]. Step 1 explores (0.05 < 0.1) and tries arm 1: Q = [1, 3]. Steps 2 and 3 exploit the better arm 1. Result: [1, 3].

Exemple 2
Entrée :
epsilon = 0.0
rewards = [
    [2.0, 5.0],
    [4.0, 5.0],
    [0.0, 5.0]
]
random_arms = [1, 1, 1]
random_values = [0.5, 0.5, 0.5]

Sortie attendue :
expected = [2.0, 0.0]
Entrée :
double epsilon = 0.0;
std::vector<std::vector<double>> rewards = {
    {2.0, 5.0},
    {4.0, 5.0},
    {0.0, 5.0}
};
std::vector<long long> random_arms = {1, 1, 1};
std::vector<double> random_values = {0.5, 0.5, 0.5};

Sortie attendue :
std::vector<double> expected = {2.0, 0.0};
Entrée :
double epsilon = 0.0;
double[][] rewards = new double[][] {
    new double[] {2.0, 5.0},
    new double[] {4.0, 5.0},
    new double[] {0.0, 5.0}
};
long[] random_arms = new long[] {1, 1, 1};
double[] random_values = new double[] {0.5, 0.5, 0.5};

Sortie attendue :
double[] expected = new double[] {2.0, 0.0};

Explication

With epsilon = 0 the agent never explores. It keeps pulling arm 0, whose average goes 2 → 3 → 2, and never finds out arm 1 pays 5. Result: [2, 0].

Comment l'aborder

Essayez d'abord seul, puis ouvrez les indices un par un.

Indice 1

At each step, choose either the forced random arm or the currently best estimated arm.

Indice 2

Update each arm’s value with a running average so old rewards matter less as more pulls accumulate.

Indice 3

Break ties by choosing the smallest-index arm, and remember that only the chosen arm changes each step.

Complexité attendue

O(steps * arms) time, O(arms) extra space

Références

Ce défi a été adapté pour CodeUtility. Suivez l'énoncé et les contraintes ci-dessus.

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