""" Example of using Linear Thompson Sampling on WheelBandit environment. For more information on WheelBandit, see https://arxiv.org/abs/1802.09127 . """ from matplotlib import pyplot as plt import numpy as np import pandas as pd import time import ray from ray import tune from ray.rllib.agents.bandit.bandit import BanditLinTSTrainer from ray.rllib.examples.env.bandit_envs_discrete import WheelBanditEnv def plot_model_weights(means, covs, ax): fmts = ["bo", "ro", "yx", "k+", "gx"] labels = ["arm{}".format(i) for i in range(5)] ax.set_title("Weights distributions of arms") for i in range(0, 5): x, y = np.random.multivariate_normal(means[i] / 30, covs[i], 5000).T ax.plot(x, y, fmts[i], label=labels[i]) ax.set_aspect("equal") ax.grid(True, which="both") ax.axhline(y=0, color="k") ax.axvline(x=0, color="k") ax.legend(loc="best") if __name__ == "__main__": ray.init(num_cpus=2) config = { "env": WheelBanditEnv, } # Actual training_iterations will be 10 * timesteps_per_iteration # (100 by default) = 2,000 training_iterations = 10 print("Running training for %s time steps" % training_iterations) start_time = time.time() analysis = tune.run( "BanditLinTS", config=config, stop={"training_iteration": training_iterations}, num_samples=2, checkpoint_at_end=True) print("The trials took", time.time() - start_time, "seconds\n") # Analyze cumulative regrets of the trials. frame = pd.DataFrame() for key, df in analysis.trial_dataframes.items(): frame = frame.append(df, ignore_index=True) x = frame.groupby("agent_timesteps_total")[ "episode_reward_mean"].aggregate(["mean", "max", "min", "std"]) fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(8, 4)) ax1.plot(x["mean"]) ax1.set_title("Episode reward mean") ax1.set_xlabel("Training steps") # Restore trainer from checkpoint trial = analysis.trials[0] trainer = BanditLinTSTrainer(config=config) trainer.restore(trial.checkpoint.value) # Get model to plot arm weights distribution model = trainer.get_policy().model means = [model.arms[i].theta.numpy() for i in range(5)] covs = [model.arms[i].covariance.numpy() for i in range(5)] # Plot weight distributions for different arms plot_model_weights(means, covs, ax2) fig.tight_layout() plt.show()