I am learning a Bayesian A/B test course by myself. However in the following code, it has a Class Object within some functions. For the following code:bandits = [Bandit(p) for p in BANDIT_PROBABILITIES]
.
I know it applies 0.2
,0.5
and 0.75
to the Bandit Class object, however what the outputs for the statement? Does it from the function: def pull(self)
or def sample(self)
in this Class, since both of them return some values in the Bandit Class. By understanding that, then I can know what the b
loops though later in this code.
Any reference link or article is also appreciated. thanks
import matplotlib.pyplot as plt
import numpy as np
from scipy.stats import beta
NUM_TRIALS = 2000
BANDIT_PROBABILITIES=[0.2,0.5,0.75]
class Bandit(object):
def __init__(self, p): #p=winning
self.p = p
self.a = 1
self.b = 1
def pull(self):
return np.random.random() < self.p
def sample(self):
return np.random.beta(self.a, self.b)
def update(self, x):
self.a =self.a+ x
self.b =self.b+ 1 - x #x is 0 or 1
def plot(bandits, trial):
x = np.linspace(0, 1, 200)
for b in bandits:
y = beta.pdf(x, b.a, b.b)
plt.plot(x, y, label="real p: %.4f" % b.p)
plt.title("Bandit distributions after %s trials" % trial)
plt.legend()
plt.show()
def experiment():
bandits = [Bandit(p) for p in BANDIT_PROBABILITIES]
sample_points = [5,10,20,50,100,200,500,1000,1500,1999]
for i in range(NUM_TRIALS):
# take a sample from each bandit
bestb = None
maxsample = -1
allsamples = [] # let's collect these just to print for debugging
for b in bandits:
sample = b.sample()
allsamples.append("%.4f" % sample)
if sample > maxsample:
maxsample = sample
bestb = b
if i in sample_points:
print("current samples: %s" % allsamples)
plot(bandits, i)
# pull the arm for the bandit with the largest sample
x = bestb.pull()
# update the distribution for the bandit whose arm we just pulled
bestb.update(x)
if __name__ == "__main__":
experiment()