41 lines
1.1 KiB
Python
41 lines
1.1 KiB
Python
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import numpy as np
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def get_beta_t(t, **kwargs):
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assert t > 0.
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return 2. * np.log(t / np.sqrt(np.log(2. * t)))
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def get_beta_td(t, ndim, bound=1.0, **kwargs):
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assert t > 0.
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assert ndim > 0.
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assert bound > 0.
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bt = 2. * np.log(float(ndim) * t**2 * np.pi**2 / (6. * bound))
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return np.sqrt(bt) if bt > 0. else 0.
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_UCB_MAP = {
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'get_beta_t': get_beta_t,
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'get_beta_td': get_beta_td,
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}
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def get_ucb_beta(ucb_beta, **kwargs):
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check_valid(ucb_beta)
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if not isinstance(ucb_beta, float):
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ucb_beta = _UCB_MAP[ucb_beta](**kwargs)
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assert isinstance(ucb_beta, float), type(ucb_beta)
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assert ucb_beta >= 0.0
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return ucb_beta
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def check_valid(ucb_beta):
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if isinstance(ucb_beta, float):
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if ucb_beta < 0.0:
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raise ValueError(("Invalid value for 'ucb_beta': {} "
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"(expected >= 0.0)").format(ucb_beta))
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else:
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if ucb_beta not in _UCB_MAP:
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raise ValueError(("Invalid value for 'ucb_beta': {} "
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"(expected 'get_beta_t' or 'get_beta_td')").format(ucb_beta))
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