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def riemannint(function,a,b,n): | |
sumval = 0 | |
h = (b-a)/n | |
for i in range(0,n-1): | |
current_x = a+i*h | |
sumval = sumval + function(current_x) * h | |
return sumval | |
def riemannint2(function,a,b,n): | |
sumval = 0 | |
h = (b-a)/n |
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def trapezeint1(function,a,b,n): | |
h = (b-a)/n | |
sumval = 0 | |
for i in range(0,n-1): | |
x = a + i * h | |
sumval = sumval+2*function(x) | |
sumval = h*(sumval+function(a)+function(b))/2 | |
return sumval | |
def trapezeint2(function,a,b,n): | |
h = (b-a)/n |
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def simpsonint1(function,a,b,n): | |
h = (b-a)/n | |
m = n/2 | |
sumval = 0 | |
if n % 2 == 0: | |
for i in range(1,int(m-1)): | |
x = a + 2*i*h | |
sumval = sumval+2*function(x); | |
for i in range(1,int(m)): | |
x = a+(2*i-1)*h; |
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def trapezearea(function,a,b): | |
h = (b-a) | |
area = h*(function(a)+function(b))/2 | |
return area | |
def adaptint(function,a,b,tol=1e-8): | |
h = (b-1) | |
m = (b+1)/2 | |
area = 0 | |
areatot = trapezearea(function,a,b) | |
nextareatot = trapezearea(function,a,m) + trapezearea(function,m,b) |
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def montecarlo(function,a,b,n): | |
sumval = 0.0 | |
the_range = np.random.uniform(a,b,n) | |
for i in the_range: | |
i = float(i) | |
sumval = sumval + function(i) | |
sumval = (b-a)/n * sumval | |
return sumval |
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# a vectorized | |
a_expect = np.zeros((num_ep,num_bandit)) | |
for eps in range(num_ep): | |
temp_expect = np.zeros(num_bandit) | |
temp_choice = np.zeros(num_bandit) | |
for iter in range(num_iter//10): | |
temp_choice = temp_choice + 1 | |
current_reward = np.random.uniform(0,1,num_bandit) < gt_prob |
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# b greedy | |
b_pull_count = np.zeros((num_ep,num_bandit)) | |
b_estimation = np.zeros((num_ep,num_bandit)) | |
b_reward = np.zeros((num_ep,num_iter)) | |
b_optimal_pull = np.zeros((num_ep,num_iter)) | |
b_regret_total = np.zeros((num_ep,num_iter)) | |
for eps in range(num_ep): | |
temp_pull_count = np.zeros(num_bandit) | |
temp_estimation = np.zeros(num_bandit) + np.random.uniform(0,1,num_bandit) |
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# c e greedy | |
c_pull_count = np.zeros((num_ep,num_bandit)) | |
c_estimation = np.zeros((num_ep,num_bandit)) | |
c_reward = np.zeros((num_ep,num_iter)) | |
c_optimal_pull = np.zeros((num_ep,num_iter)) | |
c_regret_total = np.zeros((num_ep,num_iter)) | |
for eps in range(num_ep): | |
epsilon = np.random.uniform(0,1) | |
temp_pull_count = np.zeros(num_bandit) |
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# d decy e greedy | |
d_pull_count = np.zeros((num_ep,num_bandit)) | |
d_estimation = np.zeros((num_ep,num_bandit)) | |
d_reward = np.zeros((num_ep,num_iter)) | |
d_optimal_pull = np.zeros((num_ep,num_iter)) | |
d_regret_total = np.zeros((num_ep,num_iter)) | |
for eps in range(num_ep): | |
epsilon = 1.0 | |
temp_pull_count = np.zeros(num_bandit) |
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# e Linear Reward Inaction | |
e_pull_count = np.zeros((num_ep,num_bandit)) | |
e_estimation = np.zeros((num_ep,num_bandit)) | |
e_reward = np.zeros((num_ep,num_iter)) | |
e_optimal_pull = np.zeros((num_ep,num_iter)) | |
e_regret_total = np.zeros((num_ep,num_iter)) | |
for eps in range(num_ep): | |
learning_rate = 0.1 | |
temp_pull_count = np.zeros(num_bandit) |