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Clarify usage of magic numbers in the KL-LUCB bandit algorithm

Open jklaise opened this issue 1 year ago • 2 comments

The constants come from PAC lower bounds proved in the paper: http://proceedings.mlr.press/v30/Kaufmann13.html

jklaise avatar Aug 09 '22 10:08 jklaise

I chose not to factor out the constants at the module level (even if left private) because it's unclear whether there would be any benefit in changing these for practical purposes. This can of course be revisited if at any point we would like to run very detailed experiments, but I wanted to keep this PR purely focused on documentation.

jklaise avatar Aug 09 '22 10:08 jklaise

Codecov Report

Merging #736 (3111740) into master (7e8b45d) will not change coverage. The diff coverage is n/a.

Impacted file tree graph

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  Coverage   81.15%   81.15%           
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  Files         105      105           
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  Hits         9614     9614           
  Misses       2233     2233           
Impacted Files Coverage Δ
alibi/explainers/anchors/anchor_base.py 92.70% <ø> (ø)

codecov[bot] avatar Aug 09 '22 10:08 codecov[bot]

Looks good to me. Was wondering if we should also clarify in this PR the following line?

RobertSamoilescu avatar Aug 30 '22 08:08 RobertSamoilescu

@RobertSamoilescu I've tracked down the loop usage to the original Anchors repo by the author, curiously it has been removed as deemed superfluous: https://github.com/marcotcr/anchor/commit/ff0924e6bcaaa7149e2940303cd0b22994112157.

jklaise avatar Aug 30 '22 10:08 jklaise

@RobertSamoilescu I'd propose postponing investigating this for a future PR. The motivation for the original bisection is not very clear to me and the loop removal results in different numerical outcomes from this function (I suspect for the application it was not necessary to do the bisection in the first place).

jklaise avatar Aug 30 '22 10:08 jklaise