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thompson_sampling.py
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#!/usr/bin/env python
"""
a simple implementation of Apriori algorithm by Python.
"""
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
# Import dataset
dataset = pd.read_csv('Ads_CTR_Optimisation.csv')
#Implement the Thompson Sampling
import random
N = 10000
d = 10
ads_selected = []
numbers_of_rewards_1 = [0] * d
numbers_of_rewards_0 = [0] * d
total_reward = 0
for n in range(0, N):
ad = 0
max_random = 0
for i in range(0, d):
random_beta = random.betavariate(numbers_of_rewards_1[i] + 1, numbers_of_rewards_0[i] + 1)
if random_beta > max_random:
max_random = random_beta
ad = i
ads_selected.append(ad)
reward = dataset.values[n, ad]
if reward == 1:
numbers_of_rewards_1[ad] = numbers_of_rewards_1[ad] + 1
else:
numbers_of_rewards_0[ad] = numbers_of_rewards_0[ad] + 1
total_reward = total_reward + reward
print("Thompson Sampling: ")
print(total_reward)
plt.hist(ads_selected)
plt.xlabel('Ads')
plt.ylabel('# of times selected')
plt.show()