-
Notifications
You must be signed in to change notification settings - Fork 315
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
typing around ThompsonSampler and its subclasses (#3252)
Summary: Pull Request resolved: #3252 - Added types in ThompsonSampler and EBAshr. - Added warnings in ThompsonSampler and EBAshr when the objective is a multi-objective. Both ThompsonSampler and EBAshr currently handle multi-objective in the same way by multiplying the samples in the case of TS and shrunken estimates in the case of EBAshr with the objective weights that are +/-1 for metrics in the multi-objective. Given different scaling across metrics, multiplying the metric values with the +/-1 weights does not have a meaningful value. Reviewed By: saitcakmak Differential Revision: D68297261 fbshipit-source-id: 4271cae072b6f6dfd774274ce3d69679b7403ce0
- Loading branch information
1 parent
99a2561
commit c3b8285
Showing
4 changed files
with
59 additions
and
28 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters