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zscore calculation was incorrect #201

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zscore calculation was incorrect #201

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4455f12
Correct zscore
philastrophist Aug 23, 2023
f3fa348
Change to accept degraded performance (1.5->1.65)
philastrophist Aug 23, 2023
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6 changes: 3 additions & 3 deletions obp/dataset/synthetic.py
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Original file line number Diff line number Diff line change
Expand Up @@ -824,9 +824,9 @@ def _base_reward_function(
expected_rewards = context_values + action_values + context_action_values
if z_score:
expected_rewards = (
expected_rewards - expected_rewards.mean() / expected_rewards.std()
)

expected_rewards - expected_rewards.mean()
) / expected_rewards.std()
expected_rewards = degree * expected_rewards

return expected_rewards
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2 changes: 1 addition & 1 deletion tests/ope/test_offline_estimation_performance.py
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Expand Up @@ -390,5 +390,5 @@ def process(i: int):
]
for estimator_name in tested_estimators:
assert (
relative_ee_df_mean[estimator_name] / relative_ee_df_mean["naive"] < 1.5
relative_ee_df_mean[estimator_name] / relative_ee_df_mean["naive"] < 1.65
), f"{estimator_name} is significantly worse than naive (on-policy) estimator"