<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Optimal Stopping |</title><link>https://sichen-wang.github.io/tags/optimal-stopping/</link><atom:link href="https://sichen-wang.github.io/tags/optimal-stopping/index.xml" rel="self" type="application/rss+xml"/><description>Optimal Stopping</description><generator>HugoBlox Kit (https://hugoblox.com)</generator><language>en-us</language><lastBuildDate>Thu, 11 Apr 2024 17:23:40 +0000</lastBuildDate><image><url>https://sichen-wang.github.io/media/icon_hu_9dfcb674aa885f38.png</url><title>Optimal Stopping</title><link>https://sichen-wang.github.io/tags/optimal-stopping/</link></image><item><title>关于「顺序遍历随机排列取尽可能大的值」问题的一些思考</title><link>https://sichen-wang.github.io/blog/%E5%85%B3%E4%BA%8E%E9%A1%BA%E5%BA%8F%E9%81%8D%E5%8E%86%E9%9A%8F%E6%9C%BA%E6%8E%92%E5%88%97%E5%8F%96%E5%B0%BD%E5%8F%AF%E8%83%BD%E5%A4%A7%E7%9A%84%E5%80%BC%E9%97%AE%E9%A2%98%E7%9A%84%E4%B8%80%E4%BA%9B%E6%80%9D%E8%80%83/</link><pubDate>Thu, 11 Apr 2024 17:23:40 +0000</pubDate><guid>https://sichen-wang.github.io/blog/%E5%85%B3%E4%BA%8E%E9%A1%BA%E5%BA%8F%E9%81%8D%E5%8E%86%E9%9A%8F%E6%9C%BA%E6%8E%92%E5%88%97%E5%8F%96%E5%B0%BD%E5%8F%AF%E8%83%BD%E5%A4%A7%E7%9A%84%E5%80%BC%E9%97%AE%E9%A2%98%E7%9A%84%E4%B8%80%E4%BA%9B%E6%80%9D%E8%80%83/</guid><description>&lt;p&gt;一个广为流传的结论是: 从前往后遍历 \(37\%\) 的元素(事实上是 \(\frac{1}{e}\)), 称其中最大的为 \(\max\), 继续往后遍历, 一旦一个元素大于 \(\max\) 就立刻选择, 找不到则选最后一个元素 .&lt;/p&gt;
&lt;p&gt;写了一个程序来验证这个结论:&lt;/p&gt;
&lt;div class="highlight"&gt;&lt;pre tabindex="0" class="chroma"&gt;&lt;code class="language-python" data-lang="python"&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="nn"&gt;random&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="kn"&gt;import&lt;/span&gt; &lt;span class="nn"&gt;matplotlib.pyplot&lt;/span&gt; &lt;span class="k"&gt;as&lt;/span&gt; &lt;span class="nn"&gt;draw&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;t&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nb"&gt;map&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nb"&gt;int&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="nb"&gt;input&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;split&lt;/span&gt;&lt;span class="p"&gt;())&lt;/span&gt; &lt;span class="c1"&gt;# n, t = 1000, 100000&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;p&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;)]&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;aveval&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="mi"&gt;0&lt;/span&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;_&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;)]&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;maxval&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="mi"&gt;0&lt;/span&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;_&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;)]&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;calcave&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;pos&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="n"&gt;Max&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt;&lt;span class="mi"&gt;1&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;pos&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt; &lt;span class="n"&gt;Max&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nb"&gt;max&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;Max&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;])&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;pos&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;&amp;gt;&lt;/span&gt; &lt;span class="n"&gt;Max&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt; &lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="k"&gt;def&lt;/span&gt; &lt;span class="nf"&gt;calcmax&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;pos&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="n"&gt;Max&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt;&lt;span class="mi"&gt;1&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;pos&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt; &lt;span class="n"&gt;Max&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nb"&gt;max&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;Max&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;])&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;pos&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;&amp;gt;&lt;/span&gt; &lt;span class="n"&gt;Max&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;==&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt; &lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;return&lt;/span&gt; &lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt; &lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;==&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;-&lt;/span&gt; &lt;span class="mi"&gt;1&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;_&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;t&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="n"&gt;random&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;shuffle&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;p&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt; &lt;span class="n"&gt;aveval&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;+=&lt;/span&gt; &lt;span class="n"&gt;calcave&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt; &lt;span class="n"&gt;maxval&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;+=&lt;/span&gt; &lt;span class="n"&gt;calcmax&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;aveval&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nb"&gt;list&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nb"&gt;map&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="k"&gt;lambda&lt;/span&gt; &lt;span class="n"&gt;x&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;x&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;t&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;aveval&lt;/span&gt;&lt;span class="p"&gt;))&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;maxval&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="nb"&gt;list&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="nb"&gt;map&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="k"&gt;lambda&lt;/span&gt; &lt;span class="n"&gt;x&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt; &lt;span class="n"&gt;x&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;t&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;maxval&lt;/span&gt;&lt;span class="p"&gt;))&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;plot&lt;/span&gt;&lt;span class="p"&gt;([&lt;/span&gt;&lt;span class="mi"&gt;100&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;)],&lt;/span&gt; &lt;span class="n"&gt;aveval&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;plot&lt;/span&gt;&lt;span class="p"&gt;([&lt;/span&gt;&lt;span class="mi"&gt;100&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;)],&lt;/span&gt; &lt;span class="n"&gt;maxval&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="mi"&gt;0&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;0&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;aveval&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;&amp;gt;&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;idx&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;aveval&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="mi"&gt;100&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;plot&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="s1"&gt;&amp;#39;or&amp;#39;&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;text&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="s2"&gt;&amp;#34;(&lt;/span&gt;&lt;span class="si"&gt;{:.1f}&lt;/span&gt;&lt;span class="s2"&gt;%, &lt;/span&gt;&lt;span class="si"&gt;{:.2f}&lt;/span&gt;&lt;span class="s2"&gt;)&amp;#34;&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;format&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt; &lt;span class="n"&gt;color&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="s1"&gt;&amp;#39;r&amp;#39;&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="mi"&gt;0&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="mi"&gt;0&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="k"&gt;for&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt; &lt;span class="ow"&gt;in&lt;/span&gt; &lt;span class="nb"&gt;range&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;n&lt;/span&gt;&lt;span class="p"&gt;):&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="k"&gt;if&lt;/span&gt; &lt;span class="n"&gt;maxval&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;]&lt;/span&gt; &lt;span class="o"&gt;&amp;gt;&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;:&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;idx&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="n"&gt;maxval&lt;/span&gt;&lt;span class="p"&gt;[&lt;/span&gt;&lt;span class="n"&gt;i&lt;/span&gt;&lt;span class="p"&gt;],&lt;/span&gt; &lt;span class="mi"&gt;100&lt;/span&gt; &lt;span class="o"&gt;/&lt;/span&gt; &lt;span class="n"&gt;n&lt;/span&gt; &lt;span class="o"&gt;*&lt;/span&gt; &lt;span class="n"&gt;i&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;plot&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="s1"&gt;&amp;#39;or&amp;#39;&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;text&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="s2"&gt;&amp;#34;(&lt;/span&gt;&lt;span class="si"&gt;{:.1f}&lt;/span&gt;&lt;span class="s2"&gt;%, &lt;/span&gt;&lt;span class="si"&gt;{:.2f}&lt;/span&gt;&lt;span class="s2"&gt;)&amp;#34;&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;format&lt;/span&gt;&lt;span class="p"&gt;(&lt;/span&gt;&lt;span class="n"&gt;idx&lt;/span&gt;&lt;span class="p"&gt;,&lt;/span&gt; &lt;span class="n"&gt;val&lt;/span&gt;&lt;span class="p"&gt;),&lt;/span&gt; &lt;span class="n"&gt;color&lt;/span&gt; &lt;span class="o"&gt;=&lt;/span&gt; &lt;span class="s1"&gt;&amp;#39;r&amp;#39;&lt;/span&gt;&lt;span class="p"&gt;)&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;
&lt;/span&gt;&lt;/span&gt;&lt;span class="line"&gt;&lt;span class="cl"&gt;&lt;span class="n"&gt;draw&lt;/span&gt;&lt;span class="o"&gt;.&lt;/span&gt;&lt;span class="n"&gt;show&lt;/span&gt;&lt;span class="p"&gt;()&lt;/span&gt;
&lt;/span&gt;&lt;/span&gt;&lt;/code&gt;&lt;/pre&gt;&lt;/div&gt;&lt;p&gt;得到结果如下:&lt;/p&gt;
&lt;p&gt;
&lt;figure &gt;
&lt;div class="flex justify-center "&gt;
&lt;div class="w-full" &gt;&lt;img src="https://s21.ax1x.com/2024/04/11/pFXdXyd.png" alt="pFXdXyd.png" loading="lazy" data-zoomable /&gt;&lt;/div&gt;
&lt;/div&gt;&lt;/figure&gt;
&lt;/p&gt;
&lt;p&gt;其中蓝线为这种策略取到的元素大小期望除以 \(n\) 的值, 也即取到的元素占最大值百分比的期望. 橙线表示取到最大值的概率. 横坐标为观察的元素数量占总元素数量的比例.&lt;/p&gt;
&lt;p&gt;可以发现, 虽然观察 \(37.1\%\) 的元素有最大的概率取到最大值, 但只观察 \(3.1\%\) 的元素就出手获得的元素期望是最大的, 这启发我们, 直接取某一个位置之后的第一个前缀最大值是否有些呆板了呢? 我们是否可以做一些更加动态的决策呢?&lt;/p&gt;
&lt;p&gt;接下来会尝试训练一个神经网络用以决策, 未完待续……&lt;/p&gt;</description></item></channel></rss>