typing around ThompsonSampler and its subclasses #3252
Closed
Conversation
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
Summary: - 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
facebook-github-bot
added
the
CLA Signed
|
This pull request was exported from Phabricator. Differential Revision: D68297261 |
|
This pull request has been merged in c3b8285. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Summary:
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