dart thompson sampling

ts.dart

import 'dart:math';

class ThompsonSampling {
  final List<double> means;
  final List<double> variances;

  ThompsonSampling(List<double> initialMeans, List<double> initialVariances)
      : means = List.from(initialMeans),
        variances = List.from(initialVariances);

  void updateObservations(int armIndex, double newObservation) {
    // Update mean and variance based on new observation
    final double oldMean = means[armIndex];
    final double oldVariance = variances[armIndex];

    // Update mean and variance using online update formulas
    final double newMean = (oldMean + newObservation) / 2;
    final double newVariance =
        (oldVariance + pow(newObservation - oldMean, 2)) / 2;

    means[armIndex] = newMean;
    variances[armIndex] = newVariance;
  }

  int selectArm() {
    // Number of arms (options)
    final int numArms = means.length;

    // Perform Thompson Sampling for each arm
    final List<double> samples = List.generate(numArms, (index) {
      // Generate a random sample for each arm using the Normal distribution
      final double sample = Random().nextDouble();

      // Calculate the sampled value from the Normal distribution
      return means[index] + sqrt(variances[index]) * cos(2 * pi * sample);
    });

    // Choose the arm with the highest sampled value
    final int selectedArm = samples.indexOf(samples.reduce(max));

    return selectedArm;
  }
}

void main() {
  // Example usage
  final List<double> initialMeans = [
    1.0,
    1.0,
    1.0,
  ]; // Initial mean for each arm
  final List<double> initialVariances = [
    2.0,
    2.0,
    2.0,
  ]; // Initial variance for each arm

  // Create Thompson Sampling instance
  final ThompsonSampling thompsonSampling =
      ThompsonSampling(initialMeans, initialVariances);

  // // Simulate new observations (adjust to new data)
  thompsonSampling.updateObservations(0, 11.0);
  // thompsonSampling.updateObservations(1, 10.0);
  // thompsonSampling.updateObservations(2, 3.0);

  // Get the index of the selected arm using Thompson Sampling
  final int selectedArm = thompsonSampling.selectArm();

  print("Selected Arm: $selectedArm");
}