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もしも
ふらっと商店街で買い物を
          して
ふらっと商店街で買い物を
             して




たまたま福引を回して
3泊4日ラスベガス旅行が当たり
3泊4日ラスベガス旅行が当たり




   おもむろにカジノへ行き
スロットマシンに挑戦することに
    なったとします
絶対に勝って
日本に帰りたい・・・
本日のテーマ

 スロットで絶対儲かる方法
正確に言うと
スロットで絶対儲かる方法
       損しない
もっと正確に言うと
スロットで絶対儲かる方法
  そんなに 損しない
真面目に解説すると
確率を含めた計算理論と
最適戦略選択・決定論
の話です

N本腕バンディット問題
といいます
絶対儲かる方法とは・・・

・あるルールにしたがって、スロットを選ぶ
その方法とは・・・

・あるルールにしたがって、スロットを選ぶ

・そのルールは
「すべてのスロットに毎回得点をつける」
「一番得点が高いものを選んで回す」
「回したら得点を計算し直す」
絶対儲かる方法とは・・・

・あるルールにしたがって、スロットを選ぶ

・そのルールは
「すべてのスロットに毎回得点をつける」
「一番得点が高いものを選んで回す」
「回したら得点を計算し直す」

・得点をいかに計算するか?
「魔法の方程式」が存在する。
その魔法の方程式が
  コチラ!
基本式:UCB1
たったこれだけ
得点
得点




     当選率=
     それまでの儲け
      選択回数
得点




     選択回数
得点




この得点を全部のスロットで計算し
一番高得点のスロットを
選び続ければ良い。
実際にやってみた
実際にやってみた

・プログラム上でスロットを40個生成
一回$1、当たったら$2、外れたら0
実際にやってみた

・プログラム上でスロットを40個生成
一回$1、当たったら$2、外れたら0




・当たりやすさは全部バラバラ
(平均0.4、普通にやったらちょっとソンをする)
実際にやってみた

・ランダムにスロットを選ぶ方法
・UCB1を使ってスロットを選ぶ方法

それぞれ1000回ずつチャレンジして
所持金額がどう推移するか観察してみた
この分だけ
得してる!
何の役に立つのか?

・「N本バンディット問題」自体は
 既に研究しつくされ、枯れた理論
何の役に立つのか?

・「N本バンディット問題」自体は
 既に研究しつくされ、枯れた理論

・「最適な戦略の選択」という意味で
 めちゃめちゃ応用が効くことが発見される
何の役に立つのか?

・最強の囲碁プログラム”モンテカルロ木探索”
・カーナビの経路探索
・株の損切りタイミングの計算
何の役に立つのか?

・最強の囲碁プログラム”モンテカルロ木探索”
・カーナビの経路探索
・株の損切りタイミングの計算

ちなみに
”web検索エンジンの最適化"に応用したのが
下田の研究テーマでした。

(よく当たるスロットを効率的に探す
⇛よく閲覧されるページ、に置き換えた)
もしラスベガスに行ったら
思い出してみて下さい
 ご清聴ありがとうございました
もしラスベガスに行ったら
 思い出してみて下さい
    ご清聴ありがとうございました


         githubに置いてみた。
https://github.com/shimokei53/bandit

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スロットで絶対儲かる方法