{ "cells": [ { "cell_type": "markdown", "metadata": { "toc": "true" }, "source": [ "# Table of Contents\n", "

1  Visualizing detection of change points for nonstationary problems
1.1  Creating the MAB problems
1.2  Plotting the history of means
1.3  Plotting with indications on the restart times
1.4  Data for problem 1
1.5  Data for problem 2
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "---\n", "# Visualizing detection of change points for nonstationary problems\n", "First, be sure to be in the main folder, or to have installed [`SMPyBandits`](https://github.com/SMPyBandits/SMPyBandits), and import `MAB` from `Environment` package:" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "!pip install SMPyBandits watermark" ] }, { "cell_type": "code", "execution_count": 20, "metadata": {}, "outputs": [], "source": [ "import sys\n", "sys.path.append(\"..\")" ] }, { "cell_type": "code", "execution_count": 21, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "The watermark extension is already loaded. To reload it, use:\n", " %reload_ext watermark\n", "Lilian Besson \n", "\n", "CPython 3.6.7\n", "IPython 7.4.0\n", "\n", "compiler : GCC 8.2.0\n", "system : Linux\n", "release : 4.15.0-48-generic\n", "machine : x86_64\n", "processor : x86_64\n", "CPU cores : 4\n", "interpreter: 64bit\n" ] } ], "source": [ "%load_ext watermark\n", "%watermark -v -m -a \"Lilian Besson\"" ] }, { "cell_type": "code", "execution_count": 22, "metadata": {}, "outputs": [], "source": [ "from SMPyBandits.Environment.MAB import PieceWiseStationaryMAB, MAB" ] }, { "cell_type": "code", "execution_count": 23, "metadata": {}, "outputs": [], "source": [ "%matplotlib notebook\n", "import matplotlib as mpl\n", "mpl.rcParams['figure.dpi'] = 120\n", "mpl.rcParams['figure.figsize'] = (10, 5.6)\n", "import matplotlib.pyplot as plt" ] }, { "cell_type": "code", "execution_count": 24, "metadata": {}, "outputs": [], "source": [ "import seaborn as sns" ] }, { "cell_type": "code", "execution_count": 25, "metadata": {}, "outputs": [], "source": [ "sns.set(context=\"talk\", style=\"whitegrid\", palette=\"hls\", font=\"sans-serif\", font_scale=0.9)" ] }, { "cell_type": "code", "execution_count": 39, "metadata": {}, "outputs": [], "source": [ "from SMPyBandits.Environment.plotsettings import nrows_ncols" ] }, { "cell_type": "code", "execution_count": 65, "metadata": {}, "outputs": [], "source": [ "def palette(nb):\n", " return sns.hls_palette(nb + 1)[:nb]\n", "\n", "def makemarkers(nb):\n", " allmarkers = ['o', 'D', '^', '<', 'v', 'p', 's', '*', 'h', '>']\n", " longlist = allmarkers * (1 + int(nb / float(len(allmarkers)))) # Cycle the good number of time\n", " return longlist[:nb] # Truncate" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Creating the MAB problems" ] }, { "cell_type": "code", "execution_count": 66, "metadata": {}, "outputs": [], "source": [ "from SMPyBandits.configuration_nonstationary import *" ] }, { "cell_type": "code", "execution_count": 67, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "[{'arm_type': SMPyBandits.Arms.Bernoulli.Bernoulli,\n", " 'params': {'listOfMeans': [[0.3, 0.5, 0.9],\n", " [0.3, 0.2, 0.9],\n", " [0.3, 0.2, 0.1],\n", " [0.7, 0.2, 0.1],\n", " [0.7, 0.5, 0.1]],\n", " 'changePoints': [0, 1000, 2000, 3000, 4000]}},\n", " {'arm_type': SMPyBandits.Arms.Bernoulli.Bernoulli,\n", " 'params': {'listOfMeans': [[0.4, 0.5, 0.9],\n", " [0.5, 0.4, 0.7],\n", " [0.6, 0.3, 0.5],\n", " [0.7, 0.2, 0.3],\n", " [0.8, 0.1, 0.1]],\n", " 'changePoints': [0, 1000, 2000, 3000, 4000]}}]" ] }, "execution_count": 67, "metadata": {}, "output_type": "execute_result" } ], "source": [ "envs = configuration['environment']\n", "envs" ] }, { "cell_type": "code", "execution_count": 68, "metadata": {}, "outputs": [], "source": [ "env1 = envs[0]\n", "env2 = envs[1]" ] }, { "cell_type": "code", "execution_count": 69, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ " Special MAB problem, with arm (possibly) changing at every time step, read from a dictionnary 'configuration' = {'arm_type': , 'params': {'listOfMeans': [[0.3, 0.5, 0.9], [0.3, 0.2, 0.9], [0.3, 0.2, 0.1], [0.7, 0.2, 0.1], [0.7, 0.5, 0.1]], 'changePoints': [0, 1000, 2000, 3000, 4000]}} ...\n", " - with 'arm_type' = \n", " - with 'params' = {'listOfMeans': [[0.3, 0.5, 0.9], [0.3, 0.2, 0.9], [0.3, 0.2, 0.1], [0.7, 0.2, 0.1], [0.7, 0.5, 0.1]], 'changePoints': [0, 1000, 2000, 3000, 4000]}\n", " - with 'listOfMeans' = [[0.3 0.5 0.9]\n", " [0.3 0.2 0.9]\n", " [0.3 0.2 0.1]\n", " [0.7 0.2 0.1]\n", " [0.7 0.5 0.1]]\n", " - with 'changePoints' = [0, 1000, 2000, 3000, 4000]\n", "\n", "\n", " ==> Creating the dynamic arms ...\n", " - with 'nbArms' = 3\n", " - with 'arms' = [B(0.3), B(0.5), B(0.9)]\n", " - Initial draw of 'means' = [0.3 0.5 0.9]\n" ] } ], "source": [ "pb1 = PieceWiseStationaryMAB(env1)" ] }, { "cell_type": "code", "execution_count": 70, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ " Special MAB problem, with arm (possibly) changing at every time step, read from a dictionnary 'configuration' = {'arm_type': , 'params': {'listOfMeans': [[0.4, 0.5, 0.9], [0.5, 0.4, 0.7], [0.6, 0.3, 0.5], [0.7, 0.2, 0.3], [0.8, 0.1, 0.1]], 'changePoints': [0, 1000, 2000, 3000, 4000]}} ...\n", " - with 'arm_type' = \n", " - with 'params' = {'listOfMeans': [[0.4, 0.5, 0.9], [0.5, 0.4, 0.7], [0.6, 0.3, 0.5], [0.7, 0.2, 0.3], [0.8, 0.1, 0.1]], 'changePoints': [0, 1000, 2000, 3000, 4000]}\n", " - with 'listOfMeans' = [[0.4 0.5 0.9]\n", " [0.5 0.4 0.7]\n", " [0.6 0.3 0.5]\n", " [0.7 0.2 0.3]\n", " [0.8 0.1 0.1]]\n", " - with 'changePoints' = [0, 1000, 2000, 3000, 4000]\n", "\n", "\n", " ==> Creating the dynamic arms ...\n", " - with 'nbArms' = 3\n", " - with 'arms' = [B(0.4), B(0.5), B(0.9)]\n", " - Initial draw of 'means' = [0.4 0.5 0.9]\n" ] } ], "source": [ "pb2 = PieceWiseStationaryMAB(env2)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Plotting the history of means" ] }, { "cell_type": "code", "execution_count": 71, "metadata": {}, "outputs": [], "source": [ "horizon = 5000" ] }, { "cell_type": "code", "execution_count": 72, "metadata": {}, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "window.mpl = {};\n", "\n", "\n", "mpl.get_websocket_type = function() {\n", " if (typeof(WebSocket) !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof(MozWebSocket) !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert('Your browser does not have WebSocket support.' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.');\n", " };\n", "}\n", "\n", "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = (this.ws.binaryType != undefined);\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById(\"mpl-warnings\");\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent = (\n", " \"This browser does not support binary websocket messages. \" +\n", " \"Performance may be slow.\");\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = $('
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');\n", " var titletext = $(\n", " '
');\n", " titlebar.append(titletext)\n", " this.root.append(titlebar);\n", " this.header = titletext[0];\n", "}\n", "\n", "\n", "\n", "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "\n", "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "mpl.figure.prototype._init_canvas = function() {\n", " var fig = this;\n", "\n", " var canvas_div = $('
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')\n", " nav_element.attr('style', 'width: 100%');\n", " this.root.append(nav_element);\n", "\n", " // Define a callback function for later on.\n", " function toolbar_event(event) {\n", " return fig.toolbar_button_onclick(event['data']);\n", " }\n", " function toolbar_mouse_event(event) {\n", " return fig.toolbar_button_onmouseover(event['data']);\n", " }\n", "\n", " for(var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " // put a spacer in here.\n", " continue;\n", " }\n", " var button = $('');\n", " button.click(method_name, toolbar_event);\n", " button.mouseover(tooltip, toolbar_mouse_event);\n", " nav_element.append(button);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = $('');\n", " nav_element.append(status_bar);\n", " this.message = status_bar[0];\n", "\n", " // Add the close button to the window.\n", " var buttongrp = $('
');\n", " var button = $('');\n", " button.click(function (evt) { fig.handle_close(fig, {}); } );\n", " button.mouseover('Stop Interaction', toolbar_mouse_event);\n", " buttongrp.append(button);\n", " var titlebar = this.root.find($('.ui-dialog-titlebar'));\n", " titlebar.prepend(buttongrp);\n", "}\n", "\n", "mpl.figure.prototype._root_extra_style = function(el){\n", " var fig = this\n", " el.on(\"remove\", function(){\n", "\tfig.close_ws(fig, {});\n", " });\n", "}\n", "\n", "mpl.figure.prototype._canvas_extra_style = function(el){\n", " // this is important to make the div 'focusable\n", " el.attr('tabindex', 0)\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " }\n", " else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "\n", "}\n", "\n", "mpl.figure.prototype._key_event_extra = function(event, name) {\n", " var manager = IPython.notebook.keyboard_manager;\n", " if (!manager)\n", " manager = IPython.keyboard_manager;\n", "\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which == 13) {\n", " this.canvas_div.blur();\n", " event.shiftKey = false;\n", " // Send a \"J\" for go to next cell\n", " event.which = 74;\n", " event.keyCode = 74;\n", " manager.command_mode();\n", " manager.handle_keydown(event);\n", " }\n", "}\n", "\n", "mpl.figure.prototype.handle_save = function(fig, msg) {\n", " fig.ondownload(fig, null);\n", "}\n", "\n", "\n", "mpl.find_output_cell = function(html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i=0; i= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] == html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "}\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel != null) {\n", " IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ "(
,\n", " array([[,\n", " ],\n", " [,\n", " ]],\n", " dtype=object))" ] }, "execution_count": 76, "metadata": {}, "output_type": "execute_result" } ], "source": [ "plotHistoryOfMeans_with_restart(restart_points_1, labels_1, pb1, problemId=1, horizon=horizon)" ] }, { "cell_type": "code", "execution_count": 77, "metadata": {}, "outputs": [], "source": [ "plt.savefig(\"Visualizing_locations_of_change_points_for_different_algorithms__4algs_Pb1.png\")\n", "plt.savefig(\"Visualizing_locations_of_change_points_for_different_algorithms__4algs_Pb1.pdf\")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Data for problem 2" ] }, { "cell_type": "code", "execution_count": 78, "metadata": {}, "outputs": [], "source": [ "labels_2 = labels_1" ] }, { "cell_type": "code", "execution_count": 79, "metadata": {}, "outputs": [], "source": [ "restart_points_2 = {\n", " \"M-klUCB\": {\n", " 0: [],\n", " 1: [],\n", " 2: [],\n", " \"regret\": 570,\n", " },\n", " \"CUSUM-klUCB\": {\n", " 0: [(2305, 185), (2591, 272), (3387, 770)],\n", " 1: [(3677, 169)],\n", " 2: [(1055, 963), (2051, 922)],\n", " \"regret\": 150,\n", " },\n", " \"GLR-klUCB Local\": {\n", " 0: [(2367, 1006), (4203, 1873)],\n", " 1: [],\n", " 2: [(1070, 1030)],\n", " \"regret\": 115,\n", " },\n", " \"GLR-klUCB Global\": {\n", " 0: [(2705, 1038)],\n", " 1: [],\n", " 2: [(1111, 1060)],\n", " \"regret\": 125,\n", " },\n", "}" ] }, { "cell_type": "code", "execution_count": 80, "metadata": { "scrolled": false }, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "window.mpl = {};\n", "\n", "\n", "mpl.get_websocket_type = function() {\n", " if (typeof(WebSocket) !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof(MozWebSocket) !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert('Your browser does not have WebSocket support.' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.');\n", " };\n", "}\n", "\n", "mpl.figure = function(figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = (this.ws.binaryType != undefined);\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById(\"mpl-warnings\");\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent = (\n", " \"This browser does not support binary websocket messages. \" +\n", " \"Performance may be slow.\");\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = $('
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');\n", " var titletext = $(\n", " '
');\n", " titlebar.append(titletext)\n", " this.root.append(titlebar);\n", " this.header = titletext[0];\n", "}\n", "\n", "\n", "\n", "mpl.figure.prototype._canvas_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "\n", "mpl.figure.prototype._root_extra_style = function(canvas_div) {\n", "\n", "}\n", "\n", "mpl.figure.prototype._init_canvas = function() {\n", " var fig = this;\n", "\n", " var canvas_div = $('
');\n", "\n", " canvas_div.attr('style', 'position: relative; clear: both; outline: 0');\n", "\n", " function canvas_keyboard_event(event) {\n", " return fig.key_event(event, event['data']);\n", " }\n", "\n", " canvas_div.keydown('key_press', canvas_keyboard_event);\n", " canvas_div.keyup('key_release', canvas_keyboard_event);\n", " this.canvas_div = canvas_div\n", " this._canvas_extra_style(canvas_div)\n", " this.root.append(canvas_div);\n", "\n", " var canvas = $('');\n", " canvas.addClass('mpl-canvas');\n", " canvas.attr('style', \"left: 0; top: 0; z-index: 0; outline: 0\")\n", "\n", " this.canvas = canvas[0];\n", " this.context = canvas[0].getContext(\"2d\");\n", "\n", " var backingStore = this.context.backingStorePixelRatio ||\n", "\tthis.context.webkitBackingStorePixelRatio ||\n", "\tthis.context.mozBackingStorePixelRatio ||\n", "\tthis.context.msBackingStorePixelRatio ||\n", "\tthis.context.oBackingStorePixelRatio ||\n", "\tthis.context.backingStorePixelRatio || 1;\n", "\n", " mpl.ratio = (window.devicePixelRatio || 1) / backingStore;\n", "\n", " var rubberband = $('');\n", " rubberband.attr('style', \"position: absolute; left: 0; top: 0; z-index: 1;\")\n", "\n", " var pass_mouse_events = true;\n", "\n", " canvas_div.resizable({\n", " start: function(event, ui) {\n", " pass_mouse_events = false;\n", " },\n", " resize: function(event, ui) {\n", " fig.request_resize(ui.size.width, ui.size.height);\n", " },\n", " stop: function(event, ui) {\n", " pass_mouse_events = true;\n", " fig.request_resize(ui.size.width, ui.size.height);\n", " },\n", " });\n", "\n", " function mouse_event_fn(event) {\n", " if (pass_mouse_events)\n", " return fig.mouse_event(event, event['data']);\n", " }\n", "\n", " rubberband.mousedown('button_press', mouse_event_fn);\n", " rubberband.mouseup('button_release', mouse_event_fn);\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband.mousemove('motion_notify', mouse_event_fn);\n", "\n", " rubberband.mouseenter('figure_enter', mouse_event_fn);\n", " rubberband.mouseleave('figure_leave', mouse_event_fn);\n", "\n", " canvas_div.on(\"wheel\", function (event) {\n", " event = event.originalEvent;\n", " event['data'] = 'scroll'\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " mouse_event_fn(event);\n", " });\n", "\n", " canvas_div.append(canvas);\n", " canvas_div.append(rubberband);\n", "\n", " this.rubberband = rubberband;\n", " this.rubberband_canvas = rubberband[0];\n", " this.rubberband_context = rubberband[0].getContext(\"2d\");\n", " this.rubberband_context.strokeStyle = \"#000000\";\n", "\n", " this._resize_canvas = function(width, height) {\n", " // Keep the size of the canvas, canvas container, and rubber band\n", " // canvas in synch.\n", " canvas_div.css('width', width)\n", " canvas_div.css('height', height)\n", "\n", " canvas.attr('width', width * mpl.ratio);\n", " canvas.attr('height', height * mpl.ratio);\n", " canvas.attr('style', 'width: ' + width + 'px; height: ' + height + 'px;');\n", "\n", " rubberband.attr('width', width);\n", " rubberband.attr('height', height);\n", " }\n", "\n", " // Set the figure to an initial 600x600px, this will subsequently be updated\n", " // upon first draw.\n", " this._resize_canvas(600, 600);\n", "\n", " // Disable right mouse context menu.\n", " $(this.rubberband_canvas).bind(\"contextmenu\",function(e){\n", " return false;\n", " });\n", "\n", " function set_focus () {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "}\n", "\n", "mpl.figure.prototype._init_toolbar = function() {\n", " var fig = this;\n", "\n", " var nav_element = $('
')\n", " nav_element.attr('style', 'width: 100%');\n", " this.root.append(nav_element);\n", "\n", " // Define a callback function for later on.\n", " function toolbar_event(event) {\n", " return fig.toolbar_button_onclick(event['data']);\n", " }\n", " function toolbar_mouse_event(event) {\n", " return fig.toolbar_button_onmouseover(event['data']);\n", " }\n", "\n", " for(var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " // put a spacer in here.\n", " continue;\n", " }\n", " var button = $('