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synthetic_slate.py
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synthetic_slate.py
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# Copyright (c) Yuta Saito, Yusuke Narita, and ZOZO Technologies, Inc. All rights reserved.
# Licensed under the Apache 2.0 License.
"""Class for Generating Synthetic SLate Logged Bandit Feedback."""
from dataclasses import dataclass
from typing import Optional, Callable, Tuple, Union, List
from itertools import permutations
import numpy as np
from scipy.stats import truncnorm
from sklearn.utils import check_random_state, check_scalar
from tqdm import tqdm
from .base import BaseBanditDataset
from ..types import BanditFeedback
from ..utils import softmax, sigmoid
@dataclass
class SyntheticSlateBanditDataset(BaseBanditDataset):
"""Class for generating synthetic slate bandit dataset.
Note
-----
By calling the `obtain_batch_bandit_feedback` method several times,
we have different bandit samples with the same setting.
This can be used to estimate confidence intervals of the performances of Slate OPE estimators.
If None is set as `behavior_policy_function`, the synthetic data will be context-free bandit feedback.
Parameters
-----------
n_unique_action: int (>= len_list)
Number of actions.
len_list: int (> 1)
Length of a list of actions recommended in each impression.
When Open Bandit Dataset is used, 3 should be set.
dim_context: int, default=1
Number of dimensions of context vectors.
reward_type: str, default='binary'
Type of reward variable, which must be either 'binary' or 'continuous'.
When 'binary' is given, rewards are sampled from the Bernoulli distribution.
When 'continuous' is given, rewards are sampled from the truncated Normal distribution with `scale=1`.
The mean parameter of the reward distribution is determined by the `reward_function` specified by the next argument.
reward_structure: str, default='cascade_additive'
Type of reward structure, which must be either 'cascade_additive', 'cascade_exponential', 'independent', 'standard_additive', 'standard_exponential'.
When 'cascade_additive' or 'standard_additive' is given, additive action_interaction_matrix (:math:`W \\in \\mathbb{R}^{\\text{n_unique_action} \\times \\text{n_unique_action}}`) is generated.
When 'cascade_exponential', 'standard_exponential', or 'independent' is given, exponential action_interaction_matrix (:math:`\\in \\mathbb{R}^{\\text{len_list} \\times \\text{len_list}}`) is generated.
Expected reward is calculated as follows (:math:`f` is a base reward function of each item-position, and :math:`g` is a transform function):
'cascade_additive': :math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) + \\sum_{j < k} W(a(k), a(j)))`.
'cascade_exponential': :math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) - \\sum_{j < k} g^{-1}(f(x, a(j))) / \\exp(|k-j|))`.
'independent': :math:`q_k(x, a) = f(x, a(k))`
'standard_additive': :math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) + \\sum_{j \\neq k} W(a(k), a(j)))`.
'standard_exponential': :math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) - \\sum_{j \\neq k} g^{-1}(f(x, a(j))) / \\exp(|k-j|))`.
When reward_type is 'continous', transform function is the identity function.
When reward_type is 'binray', transform function is the logit function.
click_model: str, default=None
Type of click model, which must be either None, 'pbm', 'cascade'.
When None is given, reward of each slot is sampled based on the expected reward of the slot.
When 'pbm' is given, reward of each slot is sampled based on the position-based model.
When 'cascade' is given, reward of each slot is sampled based on the cascade model.
When using some click model, 'continuous' reward type is unavailable.
base_reward_function: Callable[[np.ndarray, np.ndarray], np.ndarray]], default=None
Function generating expected reward for each given action-context pair,
i.e., :math:`\\mu: \\mathcal{X} \\times \\mathcal{A} \\rightarrow \\mathbb{R}`.
If None is set, context **independent** expected reward for each action will be
sampled from the uniform distribution automatically.
behavior_policy_function: Callable[[np.ndarray, np.ndarray], np.ndarray], default=None
Function generating logit value of each action in action space,
i.e., :math:`\\f: \\mathcal{X} \\rightarrow \\mathbb{R}^{\\mathcal{A}}`.
If None is set, context **independent** uniform distribution will be used (uniform random behavior policy).
random_state: int, default=12345
Controls the random seed in sampling synthetic slate bandit dataset.
dataset_name: str, default='synthetic_slate_bandit_dataset'
Name of the dataset.
----------
.. code-block:: python
>>> import numpy as np
>>> from obp.dataset import (
logistic_reward_function,
linear_behavior_policy_logit,
SyntheticSlateBanditDataset,
)
# generate synthetic contextual bandit feedback with 10 actions.
>>> dataset = SyntheticSlateBanditDataset(
n_unique_action=10,
dim_context=5,
base_reward_function=logistic_reward_function,
behavior_policy_function=linear_behavior_policy,
reward_type='binary',
reward_structure='cascade_additive',
click_model='cascade',
exam_weight=None,
random_state=12345
)
>>> bandit_feedback = dataset.obtain_batch_bandit_feedback(
n_rounds=5, return_pscore_item_position=True
)
>>> bandit_feedback
{
'n_rounds': 5,
'n_unique_action': 10,
'slate_id': array([0, 0, 0, 1, 1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4]),
'context': array([[-0.20470766, 0.47894334, -0.51943872, -0.5557303 , 1.96578057],
[ 1.39340583, 0.09290788, 0.28174615, 0.76902257, 1.24643474],
[ 1.00718936, -1.29622111, 0.27499163, 0.22891288, 1.35291684],
[ 0.88642934, -2.00163731, -0.37184254, 1.66902531, -0.43856974],
[-0.53974145, 0.47698501, 3.24894392, -1.02122752, -0.5770873 ]]),
'action_context': array([[1, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 1, 0, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 1, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 1, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 1, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 1, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 1, 0],
[0, 0, 0, 0, 0, 0, 0, 0, 0, 1]]),
'action': array([8, 6, 5, 4, 7, 0, 1, 3, 5, 4, 6, 1, 4, 1, 7]),
'position': array([0, 1, 2, 0, 1, 2, 0, 1, 2, 0, 1, 2, 0, 1, 2]),
'reward': array([1, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 1, 0, 0]),
'expected_reward_factual': array([0.5 , 0.73105858, 0.5 , 0.88079708, 0.88079708,
0.88079708, 0.5 , 0.73105858, 0.5 , 0.5 ,
0.26894142, 0.5 , 0.73105858, 0.73105858, 0.5 ]),
'pscore_cascade': array([0.05982646, 0.00895036, 0.00127176, 0.10339675, 0.00625482,
0.00072447, 0.14110696, 0.01868618, 0.00284884, 0.10339675,
0.01622041, 0.00302774, 0.10339675, 0.01627253, 0.00116824]),
'pscore': array([0.00127176, 0.00127176, 0.00127176, 0.00072447, 0.00072447,
0.00072447, 0.00284884, 0.00284884, 0.00284884, 0.00302774,
0.00302774, 0.00302774, 0.00116824, 0.00116824, 0.00116824]),
'pscore_item_position': array([0.19068462, 0.40385939, 0.33855573, 0.31231088, 0.40385939,
0.2969341 , 0.40489767, 0.31220474, 0.3388982 , 0.31231088,
0.33855573, 0.40489767, 0.31231088, 0.40489767, 0.33855573])
}
"""
n_unique_action: int
len_list: int
dim_context: int = 1
reward_type: str = "binary"
reward_structure: str = "cascade_additive"
click_model: Optional[str] = None
exam_weight: Optional[np.ndarray] = None
base_reward_function: Optional[
Callable[
[np.ndarray, np.ndarray, np.ndarray, np.ndarray, np.ndarray], np.ndarray
]
] = None
behavior_policy_function: Optional[
Callable[[np.ndarray, np.ndarray], np.ndarray]
] = None
random_state: int = 12345
dataset_name: str = "synthetic_slate_bandit_dataset"
def __post_init__(self) -> None:
"""Initialize Class."""
if not isinstance(self.n_unique_action, int) or self.n_unique_action <= 1:
raise ValueError(
f"n_unique_action must be an integer larger than 1, but {self.n_unique_action} is given"
)
if (
not isinstance(self.len_list, int)
or self.len_list <= 1
or self.len_list > self.n_unique_action
):
raise ValueError(
f"len_list must be an integer such that 1 < len_list <= n_unique_action, but {self.len_list} is given"
)
if not isinstance(self.dim_context, int) or self.dim_context <= 0:
raise ValueError(
f"dim_context must be a positive integer, but {self.dim_context} is given"
)
if not isinstance(self.random_state, int):
raise ValueError("random_state must be an integer")
self.random_ = check_random_state(self.random_state)
if self.reward_type not in [
"binary",
"continuous",
]:
raise ValueError(
f"reward_type must be either 'binary' or 'continuous', but {self.reward_type} is given.'"
)
if self.reward_structure not in [
"cascade_additive",
"cascade_exponential",
"independent",
"standard_additive",
"standard_exponential",
]:
raise ValueError(
f"reward_structure must be either 'cascade_additive', 'cascade_exponential', 'independent', 'standard_additive', or 'standard_exponential', but {self.reward_structure} is given."
)
if self.click_model not in ["cascade", "pbm", None]:
raise ValueError(
f"click_model must be either 'cascade', 'pbm', or None, but {self.click_model} is given."
)
# set exam_weight (slot-level examination probability).
# When click_model is 'pbm', exam_weight is :math:`1 / k`, where :math:`k` is the position.
if self.click_model == "pbm":
self.exam_weight = 1 / np.arange(1, self.len_list + 1)
else:
self.exam_weight = np.ones(self.len_list)
if self.click_model is not None and self.reward_type == "continuous":
raise ValueError(
"continuous reward type is unavailable when click model is given"
)
if self.reward_structure in ["cascade_additive", "standard_additive"]:
# generate additive action interaction matrix of (n_unique_action, n_unique_action)
self.action_interaction_matrix = generate_symmetric_matrix(
n_unique_action=self.n_unique_action, random_state=self.random_state
)
if self.base_reward_function is not None:
self.reward_function = action_interaction_additive_reward_function
else:
if self.base_reward_function is not None:
self.reward_function = action_interaction_exponential_reward_function
# generate exponential action interaction matrix of (len_list, len_list)
if self.reward_structure == "standard_exponential":
self.action_interaction_matrix = (
self.obtain_standard_exponential_slot_weight(self.len_list)
)
elif self.reward_structure == "cascade_exponential":
self.action_interaction_matrix = (
self.obtain_cascade_exponential_slot_weight(self.len_list)
)
else:
self.action_interaction_matrix = np.identity(self.len_list)
if self.behavior_policy_function is None:
self.behavior_policy = np.ones(self.n_unique_action) / self.n_unique_action
if self.reward_type == "continuous":
self.reward_min = 0
self.reward_max = 1e10
self.reward_std = 1.0
# one-hot encoding representations characterizing each action
self.action_context = np.eye(self.n_unique_action, dtype=int)
@staticmethod
def obtain_standard_exponential_slot_weight(len_list):
"""Obtain slot weight matrix for standard exponential reward structure (symmetric matrix)"""
action_interaction_matrix = np.identity(len_list)
for position_ in np.arange(len_list):
action_interaction_matrix[:, position_] = -1 / np.exp(
np.abs(np.arange(len_list) - position_)
)
action_interaction_matrix[position_, position_] = 1
return action_interaction_matrix
@staticmethod
def obtain_cascade_exponential_slot_weight(len_list):
"""Obtain slot weight matrix for cascade exponential reward structure (upper triangular matrix)"""
action_interaction_matrix = np.identity(len_list)
for position_ in np.arange(len_list):
action_interaction_matrix[:, position_] = -1 / np.exp(
np.abs(np.arange(len_list) - position_)
)
for position_2 in np.arange(len_list):
if position_ < position_2:
action_interaction_matrix[position_2, position_] = 0
action_interaction_matrix[position_, position_] = 1
return action_interaction_matrix
def calc_item_position_pscore(
self, action_list: List[int], behavior_policy_logit_i_: np.ndarray
) -> float:
"""Calculate the marginal propensity score, i.e., the probability that an action (specified by action_list) is presented at a position."""
unique_action_set = np.arange(self.n_unique_action)
pscore_ = 1.0
for action in action_list:
score_ = softmax(behavior_policy_logit_i_[:, unique_action_set])[0]
action_index = np.where(unique_action_set == action)[0][0]
pscore_ *= score_[action_index]
unique_action_set = np.delete(
unique_action_set, unique_action_set == action
)
return pscore_
def sample_action_and_obtain_pscore(
self,
behavior_policy_logit_: np.ndarray,
n_rounds: int,
return_pscore_item_position: bool = True,
return_exact_uniform_pscore_item_position: bool = False,
) -> Tuple[np.ndarray, np.ndarray, np.ndarray, Optional[np.ndarray]]:
"""Sample action and obtain pscores.
Parameters
------------
behavior_policy_logit_: array-like, shape (n_rounds, n_actiions)
Logit given context (:math:`x`), i.e., :math:`\\f: \\mathcal{X} \\rightarrow \\mathbb{R}^{\\mathcal{A}}`.
n_rounds: int
Number of rounds for synthetic bandit feedback data.
return_pscore_item_position: bool, default=True
A boolean parameter whether `pscore_item_position` is returned or not.
When n_actions and len_list are large, giving True to this parameter may lead to a large computational time.
return_exact_uniform_pscore_item_position: bool, default=False
A boolean parameter whether `pscore_item_position` of uniform random policy is returned or not.
When True is given, actions are sampled by the uniform random behavior policy.
Returns
----------
action: array-like, shape (n_unique_action * len_list)
Actions sampled by a behavior policy.
Action list of slate `i` is stored in action[`i` * `len_list`: (`i + 1`) * `len_list`]
pscore_cascade: array-like, shape (n_unique_action * len_list)
Joint action choice probabilities above the slot (:math:`k`) in each slate given context (:math:`x`).
i.e., :math:`\\pi_k: \\mathcal{X} \\rightarrow \\Delta(\\mathcal{A}^{k})`.
pscore: array-like, shape (n_unique_action * len_list)
Joint action choice probabilities of the slate given context (:math:`x`).
i.e., :math:`\\pi: \\mathcal{X} \\rightarrow \\Delta(\\mathcal{A}^{\\text{len_list}})`.
pscore_item_position: array-like, shape (n_unique_action * len_list)
Marginal action choice probabilities of each slot given context (:math:`x`).
i.e., :math:`\\pi: \\mathcal{X} \\rightarrow \\Delta(\\mathcal{A})`.
"""
action = np.zeros(n_rounds * self.len_list, dtype=int)
pscore_cascade = np.zeros(n_rounds * self.len_list)
pscore = np.zeros(n_rounds * self.len_list)
if return_pscore_item_position:
pscore_item_position = np.zeros(n_rounds * self.len_list)
else:
pscore_item_position = None
for i in tqdm(
np.arange(n_rounds),
desc="[sample_action_and_obtain_pscore]",
total=n_rounds,
):
unique_action_set = np.arange(self.n_unique_action)
pscore_i = 1.0
for position_ in np.arange(self.len_list):
score_ = softmax(behavior_policy_logit_[i : i + 1, unique_action_set])[
0
]
sampled_action = self.random_.choice(
unique_action_set, p=score_, replace=False
)
action[i * self.len_list + position_] = sampled_action
sampled_action_index = np.where(unique_action_set == sampled_action)[0][
0
]
# calculate joint pscore
pscore_i *= score_[sampled_action_index]
pscore_cascade[i * self.len_list + position_] = pscore_i
unique_action_set = np.delete(
unique_action_set, unique_action_set == sampled_action
)
# calculate marginal pscore
if return_pscore_item_position:
if return_exact_uniform_pscore_item_position:
pscore_item_position[i * self.len_list + position_] = (
self.len_list / self.n_unique_action
)
else:
pscore_item_position_i_l = 0.0
for action_list in permutations(
np.arange(self.n_unique_action), self.len_list
):
if sampled_action_index not in action_list:
continue
pscore_item_position_i_l += self.calc_item_position_pscore(
action_list=action_list,
behavior_policy_logit_i_=behavior_policy_logit_[
i : i + 1
],
)
pscore_item_position[
i * self.len_list + position_
] = pscore_item_position_i_l
# impute joint pscore
start_idx = i * self.len_list
end_idx = start_idx + self.len_list
pscore[start_idx:end_idx] = pscore_i
return action, pscore_cascade, pscore, pscore_item_position
def sample_contextfree_expected_reward(self) -> np.ndarray:
"""Sample expected reward for each action and slot from the uniform distribution"""
return self.random_.uniform(size=(self.n_unique_action, self.len_list))
def sample_reward_given_expected_reward(
self, expected_reward_factual: np.ndarray
) -> np.ndarray:
"""Sample reward for each action and slot based on expected_reward_factual
Parameters
------------
expected_reward_factual: array-like, shape (n_rounds, len_list)
Expected reward of factual actions given context.
Returns
----------
reward: array-like, shape (n_unique_action, len_list)
"""
expected_reward_factual = expected_reward_factual * self.exam_weight
if self.reward_type == "binary":
reward = np.array(
[
self.random_.binomial(n=1, p=expected_reward_factual[:, position_])
for position_ in np.arange(self.len_list)
]
).T
elif self.reward_type == "continuous":
reward = np.zeros(expected_reward_factual.shape)
for position_ in np.arange(self.len_list):
mean = expected_reward_factual[:, position_]
a = (self.reward_min - mean) / self.reward_std
b = (self.reward_max - mean) / self.reward_std
reward[:, position_] = truncnorm.rvs(
a=a,
b=b,
loc=mean,
scale=self.reward_std,
random_state=self.random_state,
)
else:
raise NotImplementedError
if self.click_model == "cascade":
argmax_first_slot = np.argmax(reward, axis=1)
for i, j in tqdm(
enumerate(argmax_first_slot),
desc="[sample_reward_of_cascade_model]",
total=reward.shape[0],
):
reward[i, j + 1 :] = 0
# return: array-like, shape (n_rounds, len_list)
return reward
def obtain_batch_bandit_feedback(
self,
n_rounds: int,
tau: Union[int, float] = 1.0,
return_pscore_item_position: bool = True,
return_exact_uniform_pscore_item_position: bool = False,
) -> BanditFeedback:
"""Obtain batch logged bandit feedback.
Parameters
----------
n_rounds: int
Number of rounds for synthetic bandit feedback data.
tau: int or float, default=1.0
A temperature parameter, controlling the randomness of the action choice.
As :math:`\\tau \\rightarrow \\infty`, the algorithm will select arms uniformly at random.
return_pscore_item_position: bool, default=True
A boolean parameter whether `pscore_item_position` is returned or not.
When `n_unique_action` and `len_list` are large, this parameter should be set to False because of the computational time
return_exact_uniform_pscore_item_position: bool, default=False
A boolean parameter whether `pscore_item_position` of uniform random policy is returned or not.
When using uniform random policy, this parameter should be set to True
Returns
---------
bandit_feedback: BanditFeedback
Generated synthetic slate bandit feedback dataset.
"""
if not isinstance(n_rounds, int) or n_rounds <= 0:
raise ValueError(
f"n_rounds must be a positive integer, but {n_rounds} is given"
)
if (
return_exact_uniform_pscore_item_position
and self.behavior_policy_function is not None
):
raise ValueError(
"when return_exact_uniform_pscore_item_position is True, behavior_policy_function must not be specified (must be random)"
)
context = self.random_.normal(size=(n_rounds, self.dim_context))
# sample actions for each round based on the behavior policy
if self.behavior_policy_function is None:
behavior_policy_logit_ = np.tile(self.behavior_policy, (n_rounds, 1))
else:
behavior_policy_logit_ = self.behavior_policy_function(
context=context,
action_context=self.action_context,
random_state=self.random_state,
)
# check the shape of behavior_policy_logit_
if not (
isinstance(behavior_policy_logit_, np.ndarray)
and behavior_policy_logit_.shape == (n_rounds, self.n_unique_action)
):
raise ValueError("behavior_policy_logit_ has an invalid shape")
# sample actions and calculate pscores
(
action,
pscore_cascade,
pscore,
pscore_item_position,
) = self.sample_action_and_obtain_pscore(
behavior_policy_logit_=behavior_policy_logit_,
n_rounds=n_rounds,
return_pscore_item_position=return_pscore_item_position,
return_exact_uniform_pscore_item_position=return_exact_uniform_pscore_item_position,
)
# sample expected reward factual
if self.base_reward_function is None:
expected_reward = self.sample_contextfree_expected_reward()
expected_reward_tile = np.tile(expected_reward, (n_rounds, 1, 1))
# action_2d: array-like, shape (n_rounds, len_list)
action_2d = action.reshape((n_rounds, self.len_list))
# expected_reward_factual: array-like, shape (n_rounds, len_list)
expected_reward_factual = np.array(
[
expected_reward_tile[
np.arange(n_rounds), action_2d[:, position_], position_
]
for position_ in np.arange(self.len_list)
]
).T
else:
expected_reward_factual = self.reward_function(
context=context,
action_context=self.action_context,
action=action,
action_interaction_matrix=self.action_interaction_matrix,
base_reward_function=self.base_reward_function,
is_cascade="cascade" in self.reward_structure,
reward_type=self.reward_type,
len_list=self.len_list,
random_state=self.random_state,
)
# check the shape of expected_reward_factual
if not (
isinstance(expected_reward_factual, np.ndarray)
and expected_reward_factual.shape == (n_rounds, self.len_list)
):
raise ValueError("expected_reward_factual has an invalid shape")
# sample reward
reward = self.sample_reward_given_expected_reward(
expected_reward_factual=expected_reward_factual
)
return dict(
n_rounds=n_rounds,
n_unique_action=self.n_unique_action,
slate_id=np.repeat(np.arange(n_rounds), self.len_list),
context=context,
action_context=self.action_context,
action=action,
position=np.tile(np.arange(self.len_list), n_rounds),
reward=reward.reshape(action.shape[0]),
expected_reward_factual=expected_reward_factual.reshape(action.shape[0]),
pscore_cascade=pscore_cascade,
pscore=pscore,
pscore_item_position=pscore_item_position,
)
def generate_symmetric_matrix(n_unique_action: int, random_state: int) -> np.ndarray:
"""Generate symmetric matrix
Parameters
-----------
n_unique_action: int (>= len_list)
Number of actions.
random_state: int
Controls the random seed in sampling elements of matrix.
Returns
---------
symmetric_matrix: array-like, shape (n_unique_action, n_unique_action)
"""
random_ = check_random_state(random_state)
base_matrix = random_.normal(size=(n_unique_action, n_unique_action))
symmetric_matrix = (
np.tril(base_matrix) + np.tril(base_matrix).T - np.diag(base_matrix.diagonal())
)
return symmetric_matrix
def action_interaction_additive_reward_function(
context: np.ndarray,
action_context: np.ndarray,
action: np.ndarray,
base_reward_function: Callable[[np.ndarray, np.ndarray], np.ndarray],
action_interaction_matrix: np.ndarray,
is_cascade: bool,
len_list: int,
reward_type: str,
random_state: Optional[int] = None,
**kwargs,
) -> np.ndarray:
"""Reward function incorporating additive interactions among combinatorial action
Parameters
-----------
context: array-like, shape (n_rounds, dim_context)
Context vectors characterizing each round (such as user information).
action_context: array-like, shape (n_unique_action, dim_action_context)
Vector representation for each action.
action: array-like, shape (n_unique_action * len_list)
Sampled action.
Action list of slate `i` is stored in action[`i` * `len_list`: (`i + 1`) * `len_list`]
base_reward_function: Callable[[np.ndarray, np.ndarray], np.ndarray]], default=None
Function generating expected reward for each given action-context pair,
i.e., :math:`\\mu: \\mathcal{X} \\times \\mathcal{A} \\rightarrow \\mathbb{R}`.
If None is set, context **independent** expected reward for each action will be
sampled from the uniform distribution automatically.
reward_type: str, default='binary'
Type of reward variable, which must be either 'binary' or 'continuous'.
When 'binary' is given, expected reward is transformed by logit function.
action_interaction_matrix (`W`): array-like, shape (n_unique_action, n_unique_action)
`W(i, j)` is the interaction term between action `i` and `j`.
len_list: int (> 1)
Length of a list of actions recommended in each impression.
When Open Bandit Dataset is used, 3 should be set.
is_cascade: bool
Whether reward structure is cascade-type or not
random_state: int, default=None
Controls the random seed in sampling dataset.
Returns
---------
expected_reward_factual: array-like, shape (n_rounds, len_list)
Expected rewards given factual actions
When is_cascade is true, :math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) + \\sum_{j < k} W(a(k), a(j)))`.
When is_cascade is false, :math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) + \\sum_{j \\neq k} W(a(k), a(j)))`.
"""
if not isinstance(context, np.ndarray) or context.ndim != 2:
raise ValueError("context must be 2-dimensional ndarray")
if not isinstance(action_context, np.ndarray) or action_context.ndim != 2:
raise ValueError("action_context must be 2-dimensional ndarray")
if not isinstance(action, np.ndarray) or action.ndim != 1:
raise ValueError("action must be 1-dimensional ndarray")
if len_list * context.shape[0] != action.shape[0]:
raise ValueError(
"the size of axis 0 of context times len_list must be the same as that of action"
)
if action_interaction_matrix.shape != (
action_context.shape[0],
action_context.shape[0],
):
raise ValueError(
f"the shape of action effect matrix must be (action_context.shape[0], action_context.shape[0]), but {action_interaction_matrix.shape}"
)
if reward_type not in [
"binary",
"continuous",
]:
raise ValueError(
f"reward_type must be either 'binary' or 'continuous', but {reward_type} is given.'"
)
# action_2d: array-like, shape (n_rounds, len_list)
action_2d = action.reshape((context.shape[0], len_list))
# expected_reward: array-like, shape (n_rounds, n_unique_action)
expected_reward = base_reward_function(
context=context, action_context=action_context, random_state=random_state
)
if reward_type == "binary":
expected_reward = np.log(expected_reward / (1 - expected_reward))
expected_reward_factual = np.zeros_like(action_2d)
for position_ in np.arange(len_list):
tmp_fixed_reward = expected_reward[
np.arange(context.shape[0]), action_2d[:, position_]
]
for position2_ in np.arange(len_list):
if is_cascade:
if position_ >= position2_:
break
elif position_ == position2_:
continue
tmp_fixed_reward += action_interaction_matrix[
action_2d[:, position_], action_2d[:, position2_]
]
expected_reward_factual[:, position_] = tmp_fixed_reward
if reward_type == "binary":
expected_reward_factual = sigmoid(expected_reward_factual)
assert expected_reward_factual.shape == (
context.shape[0],
len_list,
), f"response shape must be (n_rounds, len_list), but {expected_reward_factual.shape}"
return expected_reward_factual
def action_interaction_exponential_reward_function(
context: np.ndarray,
action_context: np.ndarray,
action: np.ndarray,
base_reward_function: Callable[[np.ndarray, np.ndarray], np.ndarray],
action_interaction_matrix: np.ndarray,
reward_type: str,
random_state: Optional[int] = None,
**kwargs,
) -> np.ndarray:
"""Reward function incorporating exponential interactions among combinatorial action
Parameters
-----------
context: array-like, shape (n_rounds, dim_context)
Context vectors characterizing each round (such as user information).
action_context: array-like, shape (n_unique_action, dim_action_context)
Vector representation for each action.
action: array-like, shape (n_unique_action * len_list)
Sampled action.
Action list of slate `i` is stored in action[`i` * `len_list`: (`i + 1`) * `len_list`]
base_reward_function: Callable[[np.ndarray, np.ndarray], np.ndarray]], default=None
Function generating expected reward for each given action-context pair,
i.e., :math:`\\mu: \\mathcal{X} \\times \\mathcal{A} \\rightarrow \\mathbb{R}`.
If None is set, context **independent** expected reward for each action will be
sampled from the uniform distribution automatically.
reward_type: str, default='binary'
Type of reward variable, which must be either 'binary' or 'continuous'.
When 'binary' is given, expected reward is transformed by logit function.
action_interaction_matrix (`W`): array-like, shape (len_list, len_list)
`W(i, j)` is the weight of how the expected reward of slot `i` affects that of slot `j`.
random_state: int, default=None
Controls the random seed in sampling dataset.
Returns
---------
expected_reward_factual: array-like, shape (n_rounds, len_list)
Expected rewards given factual actions (:math:`q_k(x, a) = g(g^{-1}(f(x, a(k))) + \\sum_{j \\neq k} g^{-1}(f(x, a(j))) * W(k, j)`)
"""
if not isinstance(context, np.ndarray) or context.ndim != 2:
raise ValueError("context must be 2-dimensional ndarray")
if not isinstance(action_context, np.ndarray) or action_context.ndim != 2:
raise ValueError("action_context must be 2-dimensional ndarray")
if not isinstance(action, np.ndarray) or action.ndim != 1:
raise ValueError("action must be 1-dimensional ndarray")
if reward_type not in [
"binary",
"continuous",
]:
raise ValueError(
f"reward_type must be either 'binary' or 'continuous', but {reward_type} is given.'"
)
if action_interaction_matrix.shape[0] * context.shape[0] != action.shape[0]:
raise ValueError(
"the size of axis 0 of action_interaction_matrix muptiplied by that of context must be the same as that of action"
)
# action_2d: array-like, shape (n_rounds, len_list)
action_2d = action.reshape((context.shape[0], action_interaction_matrix.shape[0]))
# action_3d: array-like, shape (n_rounds, n_unique_action, len_list)
action_3d = np.identity(action_context.shape[0])[action_2d].transpose(0, 2, 1)
# expected_reward: array-like, shape (n_rounds, n_unique_action)
expected_reward = base_reward_function(
context=context, action_context=action_context, random_state=random_state
)
if reward_type == "binary":
expected_reward = np.log(expected_reward / (1 - expected_reward))
# expected_reward_3d: array-like, shape (n_rounds, n_unique_action, len_list)
expected_reward_3d = np.tile(
expected_reward, (action_interaction_matrix.shape[0], 1, 1)
).transpose(1, 2, 0)
# action_interaction_weight: array-like, shape (n_rounds, n_unique_action, len_list)
action_interaction_weight = action_3d @ action_interaction_matrix
# weighted_expected_reward: array-like, shape (n_rounds, n_unique_action, len_list)
weighted_expected_reward = action_interaction_weight * expected_reward_3d
# expected_reward_factual: list, shape (n_rounds, len_list)
expected_reward_factual = weighted_expected_reward.sum(axis=1)
if reward_type == "binary":
expected_reward_factual = sigmoid(expected_reward_factual)
# q_l = \sum_{a} a3d[i, a, l] q_a + \sum_{a_1, a_2} delta(a_1, a_2)
# return: array, shape (n_rounds, len_list)
expected_reward_factual = np.array(expected_reward_factual)
assert expected_reward_factual.shape == (
context.shape[0],
action_interaction_matrix.shape[0],
), f"response shape must be (n_rounds, len_list), but {expected_reward_factual.shape}"
return expected_reward_factual
def linear_behavior_policy_logit(
context: np.ndarray,
action_context: np.ndarray,
random_state: Optional[int] = None,
tau: Union[int, float] = 1.0,
) -> np.ndarray:
"""Linear contextual behavior policy for synthetic slate bandit datasets.
Parameters
-----------
context: array-like, shape (n_rounds, dim_context)
Context vectors characterizing each round (such as user information).
action_context: array-like, shape (n_unique_action, dim_action_context)
Vector representation for each action.
random_state: int, default=None
Controls the random seed in sampling dataset.
tau: int or float, default=1.0
A temperature parameter, controlling the randomness of the action choice.
As :math:`\\tau \\rightarrow \\infty`, the algorithm will select arms uniformly at random.
Returns
---------
logit value: array-like, shape (n_rounds, n_unique_action)
Logit given context (:math:`x`), i.e., :math:`\\f: \\mathcal{X} \\rightarrow \\mathbb{R}^{\\mathcal{A}}`.
"""
if not isinstance(context, np.ndarray) or context.ndim != 2:
raise ValueError("context must be 2-dimensional ndarray")
if not isinstance(action_context, np.ndarray) or action_context.ndim != 2:
raise ValueError("action_context must be 2-dimensional ndarray")
check_scalar(tau, name="tau", target_type=(int, float), min_val=0)
random_ = check_random_state(random_state)
logits = np.zeros((context.shape[0], action_context.shape[0]))
coef_ = random_.uniform(size=context.shape[1])
action_coef_ = random_.uniform(size=action_context.shape[1])
for d in np.arange(action_context.shape[0]):
logits[:, d] = context @ coef_ + action_context[d] @ action_coef_
return logits / tau