Added Bandit UCB1-tuned implementation #371
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| """ | ||
| self._win += arm.win | ||
| self._loss += arm.loss | ||
| self._total += arm.total | ||
| if self._variance is not None or arm.variance is not None: | ||
| raise ValueError('Cannot add arms when variance is not None!') |
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I would add a sentence to the end saying: "Please combine arms manually." so they know it is possible, we just aren't going to try to do it for them.
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A few very minor nits, but looks great. Excellent job getting these all out so quickly! Fix and ship :) |
…AX_BERNOULLI_RANDOM_VARIABLE_VARIANCE to constant file.
…_ucb1_tuned_bandit
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| # See http://en.wikipedia.org/wiki/Bernoulli_distribution for more details. |
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You want to write
#: My decription
VARIABLE=value
sphinx won't autodoc this unless it has the colon. If you need multiple lines of description, then:
#: line 1
#: line 2
#: ...
VARIABLE=value
Could you change this in your constants file (and any other bandit-related places) for constants that you'd like autodoc'ed?
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looks good. My comments are mostly style but I have one organizational concern about how we treat variance. @sc932 opinion appreciated, see above. Also, pull master. Your test failure should've been fixed by @bulutcocuk's latest push. |
…to EpsilonInterface). Addressed Eric's comments.
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shipit |
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🚢 ⛵ 🐐 |
…_ucb1_tuned_bandit
Added Bandit UCB1-tuned implementation
********* PEOPLE *************
Primary reviewer: @sc932
Reviewers: @suntzu86
********* DESCRIPTION **************
Branch Name: norases_366_ucb1_tuned_bandit
Ticket(s)/Issue(s): #366
********* TESTING DONE *************
make test
make style-test