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Sequential algorithmic modification with test data reuse

Installation

We use pip to install things into a python virtual environment. Refer to requirements.txt for package requirements. The R code for computing significance thresholds requires installation of the R package mvtnorm. We use nestly + SCons to run simulations.

File descriptions

generate_data.py -- Generate data.

create_modeler.py -- Creates an adaptive model developer as specified by the --simulation argument (options are adversary and online).

create_mtp_mechanism.py -- Create the multiple testing procedure for approving modifications.

main.py -- Given simulated test and training data, the approval mechanism (i.e. the multiple hypothesis testing procedure), and the adaptive model developer, this will simulate the approval procedure.

Reproducing simulation results

The simulation_adversary folder contains the first set of simulations with an "adversarial" model developer who proposes deleterious modifications. The simulation_reuse folder contains the second set of simulations where the model developer generally proposes beneficial modifications. To run the simulations, run scons <simulation_folder_name>.

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