import math from functools import cache import torch import torch.distributions as dist from torch import exp total_count = 0 calculation_count = 0 def get_lookup_count(): global total_count, calculation_count return total_count - calculation_count @cache def calc_cdf(alpha: float) -> tuple[float, float, float]: """ Returns the calculated CDF and parameters f1,f2 from the input alpha """ global calculation_count calculation_count += 1 normal = dist.Normal(0, 1) cdf_alpha = normal.cdf(torch.tensor(alpha)).item() pdf_alpha = exp(normal.log_prob(torch.tensor(alpha))).item() f1 = alpha * cdf_alpha + pdf_alpha f2 = alpha ** 2 * cdf_alpha * (1 - cdf_alpha) + ( 1 - 2 * cdf_alpha) * alpha * pdf_alpha - pdf_alpha ** 2 return cdf_alpha, f1, f2 def max_gaussian(mu1, sigma1, mu2, sigma2) -> tuple[float, float]: """ Returns the combined max gaussian of two Gaussians represented by mu1, sigma1, mu2, simga2 :param mu1: mu of the first Gaussian :param sigma1: sigma of the first Gaussian :param mu2: mu of the second Gaussian :param sigma2: sigma of the second Gaussian :return: mu and sigma maximized """ global total_count total_count += 1 # we assume independence of the two gaussians # print(mu1, sigma1, mu2, sigma2) # normal = dist.Normal(0, 1) sigma_m = math.sqrt(sigma1 ** 2 + sigma2 ** 2) # round to two significant digits to enable float lookup alpha = round((mu1 - mu2) / sigma_m, 2) cdf_alpha, f1_alpha, f2_alpha = calc_cdf(alpha) mu = mu2 + sigma_m * f1_alpha sigma = math.sqrt(sigma2 ** 2 + (sigma1 ** 2 - sigma2 ** 2) * cdf_alpha + sigma_m ** 2 * f2_alpha) # sigma = math.sqrt((mu1**2 + sigma1**2) * cdf_alpha + (mu2**2 + sigma2**2) * (1 - cdf_alpha) + (mu1 + mu2) * sigma_m * pdf_alpha - mu**2) return mu, sigma def min_gaussian(mu1, sigma1, mu2, sigma2) -> tuple[float, float]: """ Returns the combined min gaussian of two Gaussians represented by mu1, sigma1, mu2, simga2 :param mu1: mu of the first Gaussian :param sigma1: sigma of the first Gaussian :param mu2: mu of the second Gaussian :param sigma2: sigma of the second Gaussian :return: mu and sigma minimized """ try: normal = dist.Normal(0, 1) sigma_m = math.sqrt(sigma1 ** 2 + sigma2 ** 2) alpha = (mu1 - mu2) / sigma_m cdf_alpha = normal.cdf(torch.tensor(alpha)).item() pdf_alpha = exp(normal.log_prob(torch.tensor(alpha))).item() pdf_alpha_neg = exp(normal.log_prob(torch.tensor(-alpha))).item() mu = mu1 * (1 - cdf_alpha) + mu2 * cdf_alpha - pdf_alpha_neg * sigma_m sigma = math.sqrt((mu1 ** 2 + sigma1 ** 2) * (1 - cdf_alpha) + (mu2 ** 2 + sigma2 ** 2) * cdf_alpha - ( mu1 + mu2) * sigma_m * pdf_alpha - mu ** 2) return mu, sigma except ValueError: print(mu1, sigma1, mu2, sigma2) def beta_mean(alpha, beta): return alpha / (alpha + beta) def beta_std(alpha, beta): try: return math.sqrt((alpha * beta) / ((alpha * beta) ** 2 * (alpha + beta + 1))) except ZeroDivisionError: print(alpha, beta) def gaussian_ucb1(mu, sigma, N) -> float: return mu + math.sqrt(2 * math.log(N) * sigma)