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15 September 2019

The scripts were developed as a review of existing reinforcement learning tools.

Regarding games.py:

It has 6 subclasses:

  1. matching_pennies;
  2. prisoner_dilemma;
  3. stag_hunt;
  4. RPS (Rock, Paper, and Scissors);
  5. hawk_dove;
  6. wrap.

The last class takes two numpy 2 dimensional arrays and returns a game with the arrays as payoff matrices.

All games have only 2 agents with equal number of actions.

All classes have 4 methods:

  1. agent_set - Returns set of agents;
  2. action_set - Returns set of actions;
  3. payoff - Returns payoff matrices of both agents;
  4. best_resp - Takes array of actions and returns the best responses.

Regarding qlearn.py:

It has only one function - PHC (Policy Hill Climbing). It includes both PHC and WoLF PHC (Win or Learn Fast).

The algorithms were taken from: Win or Learn Fast Policy Hill-Climbing algrorithm is taken from Bowling, M. and Veloso, M., 2002. Multiagent learning using a variable learning rate. Artificial Intelligence, 136(2), pp.215-250.

As arguments it takes:

  1. game;
  2. immediate reward;
  3. gamma (discount parameter);
  4. alpha_param (share of maximum Q in Q-value):
    • it takes [b, a] and puts into alpha = 1/(b + a*t);
    • variable t is current itiration.
  5. delta_param (change of policy):
    • if WoLF, it takes 3 values [b, a, c], puts them into the delta for win strategy and into the delta for loss strategy.
    • if not-WoLF, it takes 1 value as a fixed delta in [0,1].
  6. iter_max (maximum number of iterations);
  7. explore_rate (exploration rate in [0,1]);
  8. WoLF (turns on WoLF PHC when True).

Jupyter notebook example.ipynb includes a demonstrative execution code.

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Predictive modelling for Economics

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