#![allow(clippy::cast_precision_loss)]
use crate::discount::DiscountParams;
use crate::regret_minimizer::{self, RegretMinimizer};
use crate::{probability, vector_ops};
#[derive(Debug, Clone)]
pub struct DiscountedRegretMatcher {
params: DiscountParams,
p: Vec<f32>,
sum_p: Vec<f32>,
cumulative_regret: Vec<f32>,
regret_weight: f32,
num_updates: usize,
}
impl DiscountedRegretMatcher {
#[must_use]
pub fn new_with_params(num_experts: usize, params: DiscountParams) -> Self {
let p = probability::uniform_weights(num_experts);
Self {
params,
p,
sum_p: vec![0.0; num_experts],
cumulative_regret: vec![0.0; num_experts],
regret_weight: 0.0,
num_updates: 0,
}
}
#[must_use]
pub fn lcfr(num_experts: usize) -> Self {
Self::new_with_params(num_experts, DiscountParams::LCFR)
}
#[must_use]
pub fn recommended(num_experts: usize) -> Self {
Self::new_with_params(num_experts, DiscountParams::RECOMMENDED)
}
#[must_use]
pub fn pruning_safe(num_experts: usize) -> Self {
Self::new_with_params(num_experts, DiscountParams::PRUNING_SAFE)
}
#[must_use]
pub fn params(&self) -> DiscountParams {
self.params
}
}
impl RegretMinimizer for DiscountedRegretMatcher {
fn new(num_experts: usize) -> Self {
Self::recommended(num_experts)
}
fn update_regret(&mut self, rewards: &[f32]) {
let t = self.num_updates + 1;
let positive_discount = DiscountParams::discount_factor(t, self.params.alpha);
let negative_discount = DiscountParams::discount_factor(t, self.params.beta);
let strategy_discount = (t as f32 / (t as f32 + 1.0)).powf(self.params.gamma);
let expected = vector_ops::dot(&self.p, rewards);
for (cr, &rw) in self.cumulative_regret.iter_mut().zip(rewards) {
let discount = if *cr > 0.0 {
positive_discount
} else {
negative_discount
};
*cr = *cr * discount + (rw - expected);
}
regret_minimizer::regret_match(&self.cumulative_regret, &mut self.p);
self.regret_weight = self.regret_weight * positive_discount + 1.0;
vector_ops::discounted_accumulate(&mut self.sum_p, strategy_discount, &self.p);
self.num_updates += 1;
}
fn num_updates(&self) -> usize {
self.num_updates
}
fn current_strategy(&self) -> &[f32] {
&self.p
}
fn cumulative_strategy(&self) -> &[f32] {
&self.sum_p
}
fn cumulative_regret(&self) -> &[f32] {
&self.cumulative_regret
}
fn regret_weight_total(&self) -> f32 {
self.regret_weight
}
}
#[cfg(test)]
mod tests {
use super::*;
use rand::rng;
#[test]
fn test_dcfr_new() {
let _rm = DiscountedRegretMatcher::new(3);
}
#[test]
fn test_dcfr_lcfr() {
let rm = DiscountedRegretMatcher::lcfr(3);
assert_eq!(rm.params(), DiscountParams::LCFR);
}
#[test]
fn test_dcfr_recommended() {
let rm = DiscountedRegretMatcher::recommended(3);
assert_eq!(rm.params(), DiscountParams::RECOMMENDED);
}
#[test]
fn test_dcfr_pruning_safe() {
let rm = DiscountedRegretMatcher::pruning_safe(3);
assert_eq!(rm.params(), DiscountParams::PRUNING_SAFE);
}
#[test]
fn test_next_action() {
let rm = DiscountedRegretMatcher::new(100);
let mut rng = rng();
for _i in 0..500 {
let a = rm.next_action(&mut rng);
assert!(a < 100);
}
}
#[test]
fn test_num_updates_increments() {
let mut rm = DiscountedRegretMatcher::new(3);
assert_eq!(rm.num_updates(), 0);
rm.update_regret(&[1.0, 0.0, -1.0]);
assert_eq!(rm.num_updates(), 1);
}
#[test]
fn test_best_weight_sums_to_one() {
let mut rm = DiscountedRegretMatcher::new(3);
for _ in 0..10 {
rm.update_regret(&[1.0, 0.0, -1.0]);
}
let weights = rm.best_weight();
let sum: f32 = weights.iter().sum();
assert!((sum - 1.0).abs() < 1e-5);
}
#[test]
fn test_cumulative_regret_len() {
let mut rm = DiscountedRegretMatcher::new(4);
assert_eq!(rm.cumulative_regret().len(), 4);
rm.update_regret(&[1.0, 0.0, -1.0, 0.5]);
assert_eq!(rm.cumulative_regret().len(), 4);
}
#[test]
fn test_average_regret_zero_before_updates() {
let rm = DiscountedRegretMatcher::new(3);
assert_eq!(rm.average_regret(), 0.0);
}
#[test]
fn test_average_regret_positive_after_dominant_action() {
let mut rm = DiscountedRegretMatcher::new(3);
rm.update_regret(&[1.0, 0.0, -1.0]);
assert!(rm.average_regret() > 0.0);
}
}