malte-j · December 4, 2023 10:35 · Dec 4, 2023
diff --git a/ts.dart b/ts.dart
@@ -0,0 +1,71 @@
+import 'dart:math';
+
+class ThompsonSampling {
+  final List<double> means;
+  final List<double> variances;
+
+  ThompsonSampling(List<double> initialMeans, List<double> initialVariances)
+      : means = List.from(initialMeans),
+        variances = List.from(initialVariances);
+
+  void updateObservations(int armIndex, double newObservation) {
+    // Update mean and variance based on new observation
+    final double oldMean = means[armIndex];
+    final double oldVariance = variances[armIndex];
+
+    // Update mean and variance using online update formulas
+    final double newMean = (oldMean + newObservation) / 2;
+    final double newVariance =
+        (oldVariance + pow(newObservation - oldMean, 2)) / 2;
+
+    means[armIndex] = newMean;
+    variances[armIndex] = newVariance;
+  }
+
+  int selectArm() {
+    // Number of arms (options)
+    final int numArms = means.length;
+
+    // Perform Thompson Sampling for each arm
+    final List<double> samples = List.generate(numArms, (index) {
+      // Generate a random sample for each arm using the Normal distribution
+      final double sample = Random().nextDouble();
+
+      // Calculate the sampled value from the Normal distribution
+      return means[index] + sqrt(variances[index]) * cos(2 * pi * sample);
+    });
+
+    // Choose the arm with the highest sampled value
+    final int selectedArm = samples.indexOf(samples.reduce(max));
+
+    return selectedArm;
+  }
+}
+
+void main() {
+  // Example usage
+  final List<double> initialMeans = [
+    1.0,
+    1.0,
+    1.0,
+  ]; // Initial mean for each arm
+  final List<double> initialVariances = [
+    2.0,
+    2.0,
+    2.0,
+  ]; // Initial variance for each arm
+
+  // Create Thompson Sampling instance
+  final ThompsonSampling thompsonSampling =
+      ThompsonSampling(initialMeans, initialVariances);
+
+  // // Simulate new observations (adjust to new data)
+  thompsonSampling.updateObservations(0, 11.0);
+  // thompsonSampling.updateObservations(1, 10.0);
+  // thompsonSampling.updateObservations(2, 3.0);
+
+  // Get the index of the selected arm using Thompson Sampling
+  final int selectedArm = thompsonSampling.selectArm();
+
+  print("Selected Arm: $selectedArm");
+}