(simplified) Softmax Annealing in CoffeeScript

AnnealingSoftmax.coffee

# https://github.com/johnmyleswhite/BanditsBook/blob/master/ruby/algorithms/softmax/annealing.rb

class AnnealingSoftmax
  constructor: (@counts, @values) ->

  selectArm: ->
    t = (@_sum @counts) + 1
    temperature = 1 / Math.log(t + 0.0000001)
    tmp_values = $.map @values, (value) -> Math.exp(value / temperature)
    z = @_sum tmp_values
    probs = $.map @values, (value) -> Math.exp(value / temperature) / z

    @_categoricalDraw probs

  _categoricalDraw: (probs) ->
    z = Math.random()
    cumProb = 0.0

    for prob, idx in probs
      cumProb += prob
      return idx if cumProb > z

    probs.length - 1

  _sum = (arr) ->
    total = 0.0
    total += i for i in arr
    total