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coach/rl_coach/off_policy_evaluators/bandits/doubly_robust.py
Gal Leibovich e3c7e526c7 Batch RL (#238)
2019-03-19 18:07:09 +02:00

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1.5 KiB
Python

#
# Copyright (c) 2019 Intel Corporation
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#
import numpy as np
class DoublyRobust(object):
@staticmethod
def evaluate(ope_shared_stats: 'OpeSharedStats') -> tuple:
"""
Run the off-policy evaluator to get a score for the goodness of the new policy, based on the dataset,
which was collected using other policy(ies).
Papers:
https://arxiv.org/abs/1103.4601
https://arxiv.org/pdf/1612.01205 (some more clearer explanations)
:return: the evaluation score
"""
ips = np.mean(ope_shared_stats.rho_all_dataset * ope_shared_stats.all_rewards)
dm = np.mean(ope_shared_stats.all_v_values_reward_model_based)
dr = np.mean(ope_shared_stats.rho_all_dataset *
(ope_shared_stats.all_rewards - ope_shared_stats.all_reward_model_rewards[
range(len(ope_shared_stats.all_actions)), ope_shared_stats.all_actions])) + dm
return ips, dm, dr