from __future__ import annotations import json, math, hashlib from typing import Dict, Any, Tuple import numpy as np from . import storage def _seg_bucket(segment: str, buckets: int = 8) -> int: if not segment: return 0 h = hashlib.sha1(segment.encode("utf-8")).hexdigest() return int(h[:8], 16) % buckets def feature_vec(context: Dict[str, Any], d_seg: int = 8) -> np.ndarray: hour = int(context.get("hour", 12)) seg = str(context.get("segment") or "") x = np.zeros(1 + 24 + d_seg, dtype=float) x[0] = 1.0 # bias x[1 + max(0, min(23, hour))] = 1.0 # hour one-hot x[1 + 24 + _seg_bucket(seg, d_seg)] = 1.0 return x class LinUCB: """ クリック率のLinUCB。p_click ≈ theta^T x + α * sqrt(x^T A^{-1} x) CVRはベータ平均で補完し、EV=pc_ucb*E[CVR]*V を最大化。 """ def __init__(self, campaign_id: str, alpha: float = 0.3, d_seg: int = 8): self.campaign_id = campaign_id self.alpha = float(alpha) self.d_seg = d_seg self.d = 1 + 24 + d_seg def _load_state(self, variant_id: str) -> Tuple[np.ndarray, np.ndarray, int]: row = storage.get_linucb_state(self.campaign_id, variant_id) if row: A = np.array(json.loads(row["A_json"]), dtype=float).reshape(self.d, self.d) b = np.array(json.loads(row["b_json"]), dtype=float).reshape(self.d, 1) return A, b, int(row["n_updates"]) A = np.eye(self.d) b = np.zeros((self.d, 1)) return A, b, 0 def _save_state(self, variant_id: str, A: np.ndarray, b: np.ndarray, n_updates: int): storage.upsert_linucb_state( self.campaign_id, variant_id, self.d, json.dumps(A.reshape(-1).tolist()), json.dumps(b.reshape(-1).tolist()), int(n_updates), ) def choose(self, context: Dict[str, Any]) -> Tuple[str | None, float]: mets = storage.get_metrics(self.campaign_id) if not mets: return None, -1.0 vpc = storage.get_campaign_value_per_conversion(self.campaign_id) x = feature_vec(context, self.d_seg).reshape(self.d, 1) best_score, best_vid = -1.0, None for r in mets: vid = r["variant_id"] A, b, _ = self._load_state(vid) try: A_inv = np.linalg.inv(A) except np.linalg.LinAlgError: A_inv = np.linalg.pinv(A) theta = A_inv @ b mean = float((theta.T @ x)[0, 0]) ucb = self.alpha * float(math.sqrt((x.T @ A_inv @ x)[0, 0])) pc = max(0.0, min(1.0, mean + ucb)) # CVRはベータ平均で補完 av, bv = float(r["alpha_conv"]), float(r["beta_conv"]) pv_mean = av / max(1e-6, (av + bv)) score = pc * pv_mean * vpc if score > best_score: best_score, best_vid = score, vid return best_vid, best_score def update_click(self, variant_id: str, context: Dict[str, Any], reward: float): # クリック有無で更新(reward=1/0) x = feature_vec(context, self.d_seg).reshape(self.d, 1) A, b, n = self._load_state(variant_id) A = A + x @ x.T b = b + reward * x self._save_state(variant_id, A, b, n + 1)