master-degree-notes/Autonomous Networking/notes/7.2 10 arm testbed - optimism in face of uncertainty.md

### The 10-arms testbed
- we compare different strategies to assess the relative effectiveness
- 10 actions along the X axis
- Y axis shows the distribution of rewards

-  Each reward is sampled from a normal distribution with some mean q*(a) and variance=1
- Each q*(a) is drawn from a normal distribution with mean=0 and variance=1
![[Pasted image 20241025084609.png]]

- q* is randomly sampled from a normal distribution
- rewards are randomly sampled based on q
- actions are randomly taken on exploration steps
- to fairly compare different methods we need to perform many independent run
- for any learning method we measure its performance over 2000 independent runs

![[Pasted image 20241025084755.png]]


![[Pasted image 20241025084830.png]]

#### Experiments
- run experiments for different epsilons
- 0
- 0.01
- 0.1

![[Pasted image 20241025084938.png]]
- exploring more I find the best actions
- exploring less it will converge slowly
- not exploring may never find the best action(s)

Let's do the same experiment starting with optimistic initial values
- we start with a high value for the rewards
- we set q1(a) = +5 for all actions
![[Pasted image 20241025085237.png]]
as we can see, the system explores more at the beginning, which is good as it will find the best actions to take sooner!

**Optimistic initial value method:**
- explores more at the beginning
- only effective for stationary problems
	- for non-stationary problems we have to use eps-greedy

### Optimism in the Face of Uncertainty
- ...
- easy problem:
	- two arms, one always good and one always bad
	- try both and done
- hard problem:
	- arm much better than other one but there is much noise
	- takes really long time to disambiguate

![[Pasted image 20241025085759.png]]
which actions should we peek?
- greedy would peek the green one
- eps-greedy too
- optimism in the face of uncertainty says:
	- the more uncertain we are about an action-value, the more it is to explore that action, as it could turn out to be the best!
	- principle: *do not take the arm you believe is best, take the one which has the most potential to be the best*

![[Pasted image 20241025090344.png]]
the brackets represent a confidence interval around q*(a). The system is confident that the value lies somewhere in the region.

If region is very small, we are very certain!

![[Pasted image 20241025090549.png]]
In this situation we chose Q2 as estimated value is the highest.

#### Action selection
![[Pasted image 20241025090625.png]]
... check slides for formula explaination ...


- to systematically reduce uncertainity, UCB explores more at the beginning
- UCB's exploration reduces over time, eps-greedy continues to take a random action 10% of the time