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Added ccb estimator #39

Merged
merged 6 commits into from
Jul 23, 2021
Merged

Added ccb estimator #39

merged 6 commits into from
Jul 23, 2021

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JuiP
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@JuiP JuiP commented Jul 16, 2021

#27

  • Make FirstSlotEstimator implementation facade over bandits estimator that is feeding only data from the first slot.
  • (+ tests)

I'll rebase this branch ccb_2 on top of rlos2021_cfe after #37 is merged, so please ignore commit 718279e as it is the same as #37.

@ataymano @cheng-tan added initial implementation for ccb, I'm not entirely confident that it is conceptually correct. Could you please have a quick look?
Also, what happens to the intervals in the case of ccb?

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@ataymano ataymano mentioned this pull request Jul 19, 2021
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also, looks like there is a conflict with feature branch now (from commit with interface). Could please rebase it on your end?

@cheng-tan cheng-tan merged commit b65fd9a into VowpalWabbit:rlos2021_cfe Jul 23, 2021
ataymano added a commit that referenced this pull request Feb 14, 2022
* Initial file structure changes for Package (#16)

* Interface Approach2 (#29)

* Split ips and snips. Make two classes: Estimator and Interval

* Split pseudo_inverse into 2 classes: Estimator and Interval

* Fix test_pi, remove redundant file ips_snips, Remove type argument from get_estimate

* Slates interface implementation

* Cb interface initial commit

* Rename file and change class names

* Edit doc strings

* Change count datatype to float in cb_base

* Added gaussian, clopper_pearson files and removed type from cb interface

* Add newline at the end of file

* Changes for slates

- Renamed file from slates_helper to slates_base
- Added gaussian.py
- Removed type from get_interval
- Removed type from get_estimate
- Change doc strings for the slates interface
- Changed class names
- Changed data type of count
- Fixed data type of p_log and p_pred
- Removed unused imports

* Remove redundant imports and code

* Change method name to get()

* Rename file to base and change class name of ips, snips

* Change doc strings and variable name: slates

* Changes for test_pi

* Cressieread Interval update

* Changes folder name and class names (#31)

* Minimal changes tobasic-usage (#32)

* Improvements for setup.py and slates (#33)

* imports fix (#34)

* Adding Tests (#35)

* Unit tests added

* Test for multiple examples

* Added test for checking narrowing intervals

* Combine all unit test functions into one

* Added comments

* Added another example generator

* Fixed Imports

* Change variable names and fix typo

* Added check for correct format of Confidence Interval

* Separate bandit and slates tests

* Move functions to utils

* Added test for correctness(slates)

* Comments added for test_bandits

* Added tests for slates intervals

* Move data generators from helper files to test_* files

* Remove num_slots as a parameter in util functions

* Combine run_estimator function

* Combine SlatesHelper and BanditsHelper

* Move assert statements from run_estimator() to test_*.py

* Move assert statements from Helper() functions to test_*.py file

* Improving code consistency

* Defined static methods and renamed file to utils.py

* Add function assert_is_close to utils

* Variable name changed

* Restructuring of code

* CI improvements (#38)

* Added support for Python version 3.9

* CI: Check test coverage

* Added interface and module for ccb (#37)

* Added ccb estimator (#39)

* Added ccb estimator file

* Removed type and added Interval()

* Added unit test for ccb + code corrections in ccb.py

* Test for correctness and narrowing Intervals added

* Changed module name

* Change variable name

* Removed hard coding for specific alpha values in gaussain files (#44)

* Add tests (#43)

* use random.seed() to make test scenarios reproducible

* Change function names

* Rename variables

* Rename variables listofestimators->estimators and listofintervals->intervals

* Renamed variables for test_narrowing_intervals

* Added test to check alpha value is not hardcoded for bandits

* Renamed to test_different_alpha_CI

* Rlos2021 minor cleanup (#45)

* minor cleanups

* py35 removal

* more type hints

* snake case

* ValueError

* snake case

Co-authored-by: Alexey Taymanov <41013086+ataymano@users.noreply.github.com>
Co-authored-by: Alexey Taymanov <ataymano@gmail.com>
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3 participants