Martingale - Revision history

Ssung40: /* Tasks */

2018-08-22T06:34:30Z

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Tucker: /* Tasks */

2018-08-21T16:07:51Z

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Tucker: /* Tasks */

2018-08-21T01:47:37Z

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Tucker: /* Revisions */

2018-08-21T01:46:00Z

Revisions

Tucker: /* Tasks */

2018-08-20T20:20:19Z

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Tucker: /* Tasks */

2018-08-20T20:12:38Z

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Tucker: /* Tasks */

2018-08-20T20:11:00Z

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Tucker: /* Overview */

2018-08-20T19:56:48Z

Overview

Tucker: /* Tasks */

2018-08-20T19:52:46Z

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Greg at 03:05, 20 August 2018

2018-08-20T03:05:25Z

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 *** <tt>martingale.py</tt>: Main project file to use as a template for your code.
-You should change only <tt>martingale.py</tt>.  All of your code should be in that one file.  Do not create additional files.  It should always remain in and run from the directory <tt>ML4T_18fall/martingale/</tt>.  Leave the copyright information at the top intact.
+You should change only <tt>martingale.py</tt>.  All of your code should be in that one file.  Do not create additional files.  It should always remain in and run from the directory <tt>ML4T_2018Fall/martingale/</tt>.  Leave the copyright information at the top intact.
 '''Insert your GT User ID and GT ID number'''

@@ Line 58: / Line 58: @@
 For the following charts, and for all charts in this class you should use python's matplotlib library.  Your submitted project should include all of the code necessary to generate the charts listed in your report.  You should configure your code to write the figures to .png files.  Do not allow your code to create a window that displays images.  If it does you will receive a penalty.
-* Figure 1: Run your simple simulator 10 times and track the winnings, starting from 0 each time.  Plot all 10 runs on one chart using <tt>matplotlib</tt> functions.  The horizontal (X) axis should range from 0 to 300, the vertical (Y) axis should range from -256 to +100.  Note that we will not be surprised if some of the plot lines are not visible because they exceed the vertical scale.
+* Figure 1: Run your simple simulator 10 times and track the winnings, starting from 0 each time.  Plot all 10 runs on one chart using <tt>matplotlib</tt> functions.  The horizontal (X) axis should range from 0 to 300, the vertical (Y) axis should range from -256 to +100.  Note that we will not be surprised if some of the plot lines are not visible because they exceed the vertical or horizontal scales.
 * Figure 2: Run your simple simulator 1000 times.  Plot the mean value of winnings for each spin using the same axis bounds as Figure 1.  Add an additional line above and below the mean at mean+standard deviation, and mean-standard deviation of the winnings at each point.
 * Figure 3: Use the same data you used for Figure 2, but plot the median instead of the mean.  Be sure to include the standard deviation lines above and below the median as well.

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 This project is available here: [[File:18fall_martingale.zip]]. Download and extract its contents into the base directory (ML4T_18fall). Once you've done this, you should see the following directory structure:
-* <tt>ML4T_18fall/</tt>: Root directory for course
+* <tt>ML4T_2018Fall/</tt>: Root directory for course
 ** <tt>data/</tt>: Location of data
 ** <tt>grading/</tt>: Grading libraries used by the individual grading scripts for each assignment.
 ** <tt>util.py</tt>: Common utility library. This is the <b>only</b> allowed way to read in stock data.
 ** <tt>martingale/</tt>: Root directory for this project
 *** <tt>martingale.py</tt>: Main project file to use as a template for your code.

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 ==Revisions==
-'''2018-8-11'''
+'''2018-8-20'''
-* Project is in DRAFT.
+* Project is finalized.
 ==Overview==

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 For the following charts, and for all charts in this class you should use python's matplotlib library.  Your submitted project should include all of the code necessary to generate the charts listed in your report.  You should configure your code to write the figures to .png files.  Do not allow your code to create a window that displays images.  If it does you will receive a penalty.
-* Figure 1: Run your simple simulator 10 times and track the winnings, starting from 0 each time.  Plot all 10 runs on one chart using <tt>matplotlib</tt> functions.  The horizontal (X) axis should range from 0 to 1000, the vertical (Y) axis should range from -256 to +100.  Note that we will not be surprised if some of the plot lines are not visible because they exceed the vertical scale.
+* Figure 1: Run your simple simulator 10 times and track the winnings, starting from 0 each time.  Plot all 10 runs on one chart using <tt>matplotlib</tt> functions.  The horizontal (X) axis should range from 0 to 300, the vertical (Y) axis should range from -256 to +100.  Note that we will not be surprised if some of the plot lines are not visible because they exceed the vertical scale.
 * Figure 2: Run your simple simulator 1000 times.  Plot the mean value of winnings for each spin using the same axis bounds as Figure 1.  Add an additional line above and below the mean at mean+standard deviation, and mean-standard deviation of the winnings at each point.
 * Figure 3: Use the same data you used for Figure 2, but plot the median instead of the mean.  Be sure to include the standard deviation lines above and below the median as well.
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 '''Experiment 2: A more realistic gambling simulator'''
-You may have noticed that the strategy actually works pretty well, maybe better than you expected.  One reason for this is that we were allowing the gambler to use an unlimited bank roll.  In this experiment we're going to make things more realistic by giving the gambler a $256 bank roll.  If he or she runs out of money, bzzt, that's it.  Repeat the experiments above with this simulator, as follows:
+You may have noticed that the strategy actually works pretty well, maybe better than you expected.  One reason for this is that we were allowing the gambler to use an unlimited bank roll.  In this experiment we're going to make things more realistic by giving the gambler a $256 bank roll.  If he or she runs out of money, bzzt, that's it.  Repeat the experiments above with this new condition.  Note that once the player has lost all of their money (i.e., episode_winnings = -256) stop betting and fill that number (-256) forward.  An important corner case to be sure you handle is the situation where the next bet should be $N, but you only have $M (where M<N).  Make sure you only bet $M.  Here are the two charts to create:
 * Figure 4: Run your realistic simulator 1000 times.  Plot the mean value of winnings for each spin using the same axis bounds as Figure 1.  Add an additional line above and below the mean at mean+standard deviation, and mean-standard deviation of the winnings at each point.

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 Revise the code in <tt>martingale.py</tt> to simulate 1000 successive bets on spins of the roulette wheel using the betting scheme outlined above.  You should test for the results of the betting events by making successive calls to the <tt>get_spin_result(win_prob)</tt> function.  Note that you'll have to update the <tt>win_prob</tt> parameter according to the correct probability of winning.  You can figure that out by thinking about how roulette works (see wikipedia link above).
-Track your winnings by storing them in a numpy array. You might call that array <tt>winnings</tt> where <tt>winnings[0]</tt> should be set to 0 (just before the first spin).  <tt>winnings[1]</tt> should reflect the total winnings after the first spin and so on.
+Track your winnings by storing them in a numpy array. You might call that array <tt>winnings</tt> where <tt>winnings[0]</tt> should be set to 0 (just before the first spin).  <tt>winnings[1]</tt> should reflect the total winnings after the first spin and so on. For a particular episode if you ever hit $80 in winnings, stop betting and just fill the data forward with the value 80.
 '''Experiment 1: Explore the strategy and make some charts'''

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 In this project you will evaluate the actual betting strategy that Professor Balch uses at roulette when he goes to Las Vegas.  Here it is:
-* winnings = $0
+* episode_winnings = $0
-* while winnings < $80:
+* while episode_winnings < $80:
 ** won = False
 ** bet_amount = $1
@@ Line 17: / Line 17: @@
 *** won = result of roulette wheel spin
 *** if won == True:
-**** winnings = winnings + bet_amount
+**** episode_winnings = episode_winnings  + bet_amount
 *** else:
-**** winnings = winnings - bet_amount
+**** episode_winnings = episode_winnings - bet_amount
 **** bet_amount = bet_amount * 2

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 '''Set up your development environment'''
-First, if you haven't yet set up your software environment, follow the instructions here: [[ML4T_Software_Setup]].  The base directory structure for all projects in the class, including supporting data and software are will be set up correctly when you follow those instructions.
+First, if you haven't yet set up your software environment, follow the instructions here: [[ML4T_Software_Setup]].  The base directory structure is used for all projects in the class, including supporting data and software are will be set up correctly when you follow those instructions.
 '''Get the template code for this project'''

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 * Are the questions answered approximately correctly? (Up to -5 points for each incorrect answer)
 * Is the reasoning for each question correct and supported by the evidence? (Up to -5 points for each if incorrect)
-* Are each of the carts provided and correct? (Up to -8 points for each if incorrect)
+* Are each of the charts provided and correct? (Up to -8 points for each if incorrect)
 '''Code'''