# Copyright 2020 Huawei Technologies Co., Ltd # # 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. # ============================================================================ """ train/eval. """ import argparse import time import numpy as np import matplotlib.pyplot as plt from src.dataset import MovieLensEnv from src.linucb import LinUCB def parse_args(): """parse args""" parser = argparse.ArgumentParser() parser.add_argument('--data_file', type=str, default='ua.base', help='data file for movielens') parser.add_argument('--rank_k', type=int, default=20, help='rank for data matrix') parser.add_argument('--num_actions', type=int, default=20, help='movie number for choices') parser.add_argument('--epsilon', type=float, default=8e5, help='epsilon for differentially private') parser.add_argument('--delta', type=float, default=1e-1, help='delta for differentially private') parser.add_argument('--alpha', type=float, default=1e-1, help='failure probability') parser.add_argument('--iter_num', type=float, default=1e6, help='iteration number for training') args_opt = parser.parse_args() return args_opt if __name__ == '__main__': # build environment args = parse_args() env = MovieLensEnv(args.data_file, args.num_actions, args.rank_k) # Linear UCB lin_ucb = LinUCB( args.rank_k, epsilon=args.epsilon, delta=args.delta, alpha=args.alpha, T=args.iter_num) print('start') start_time = time.time() cumulative_regrets = [] for i in range(int(args.iter_num)): x = env.observation() rewards = env.current_rewards() lin_ucb.update_status(i + 1) xaxat, xay, max_a = lin_ucb(x, rewards) cumulative_regrets.append(float(lin_ucb.regret)) lin_ucb.server_update(xaxat, xay) diff = np.abs(lin_ucb.theta.asnumpy() - env.ground_truth).sum() print( f'--> Step: {i}, diff: {diff:.3f},' f'current_regret: {lin_ucb.current_regret:.3f},' f'cumulative regret: {lin_ucb.regret:.3f}') end_time = time.time() print(f'Regret: {lin_ucb.regret}, cost time: {end_time-start_time:.3f}s') print(f'theta: {lin_ucb.theta.asnumpy()}') print(f' gt: {env.ground_truth}') np.save(f'e_{args.epsilon:.1e}.npy', cumulative_regrets) plt.plot( range(len(cumulative_regrets)), cumulative_regrets, label=f'epsilon={args.epsilon:.1e}') plt.legend() plt.savefig(f'regret_{args.epsilon:.1e}.png')