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refactor: [automl/epsilon_decay] integrate robust confidence sequences #4377

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Dec 27, 2022
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103,164 changes: 51,582 additions & 51,582 deletions test/pred-sets/ref/aml_spinoff.inv

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36 changes: 18 additions & 18 deletions test/train-sets/automl_spin_off.txt

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246 changes: 73 additions & 173 deletions test/train-sets/ref/automl_readable.txt

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12 changes: 6 additions & 6 deletions test/train-sets/ref/cb_similar_aml_spinoff_save.stderr
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Expand Up @@ -13,15 +13,15 @@ Input label = CB
Output pred = ACTION_PROBS
average since example example current current current
loss last counter weight label predict features
0.333333 0.333333 1 1.0 0:1:1 0:0.33 8436
0.175000 0.016667 2 2.0 1:1:1 2:0.97 18319
0.333333 0.491667 4 4.0 1:1:1 0:0.97 23278
0.293750 0.254167 8 8.0 0:1:1 2:0.97 13862
0.273958 0.254167 16 16.0 0:1:1 2:0.97 2249
-0.33333 -0.33333 1 1.0 0:-1:1 0:0.33 8436
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why would loss change on the first example if the CS is not used for loss?

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I had to change the rewards because the new estimator can only use rewards between 0 and 1, implying a costs between -1 and 0

-0.17500 -0.01666 2 2.0 1:-1:1 0:0.97 18319
-0.09583 -0.01666 4 4.0 1:-1:1 2:0.97 23278
-0.17500 -0.25416 8 8.0 0:-1:1 1:0.97 13862
-0.27395 -0.37291 16 16.0 0:-1:1 1:0.97 2249

finished run
number of examples = 18
weighted example sum = 18.000000
weighted label sum = 0.000000
average loss = 0.298148
average loss = -0.245370
total feature number = 293853
246 changes: 73 additions & 173 deletions test/train-sets/ref/cbadf_automl_readable.txt

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2 changes: 1 addition & 1 deletion test/train-sets/ref/cbzo_constant_invert_hash.txt
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2 changes: 1 addition & 1 deletion test/train-sets/ref/dupeindex_self_cubic.txt
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4 changes: 4 additions & 0 deletions test/train-sets/ref/help.stdout
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Expand Up @@ -261,6 +261,8 @@ Weight Options:
0.05, keep, experimental)
--fixed_significance_level Use fixed significance level as opposed to scaling by model count
(bonferroni correction) (type: bool, keep, experimental)
--reward_as_cost Treat rewards as cost (do not negate sign) (type: bool, keep,
experimental)
[Reduction] Baseline Options:
--baseline Learn an additive baseline (from constant features) and a residual
separately in regression (type: bool, keep, necessary)
Expand Down Expand Up @@ -584,6 +586,8 @@ Weight Options:
--shift_model_bounds arg Shift maximum update_count for model i from champ_update_count^(i
/ num_models) to champ_update_count^((i + shift) / (num_models
+ shift)) (type: uint, default: 0, keep, experimental)
--reward_as_cost Treat rewards as cost (do not negate sign) (type: bool, keep,
experimental)
[Reduction] Error Correcting Tournament Options:
--ect arg Error correcting tournament with <k> labels (type: uint, keep,
necessary)
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4 changes: 2 additions & 2 deletions test/train-sets/ref/ignore_feature_default_ns.interactions
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Expand Down Expand Up @@ -43,4 +43,4 @@ j^organicyes:205927:-0.0709894 2.14368 1
j^roastlight:219055:0.0237209 0.68872 1
weatherSunny:229470:0.0237209 0.68872 1
j^originkenya:231314:-0.0904419 1.45496 1
j^typecold:257035:0.0237209 0.68872 1
j^typecold:257035:0.0237209 0.68872 1
4 changes: 2 additions & 2 deletions test/train-sets/ref/ignore_multiple_features.interactions
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Expand Down Expand Up @@ -48,4 +48,4 @@ FromUrl^nameDave:189701:-0.0704397 0.24404 1
FromUrl^weatherRainy:194859:0.0036332 1.20771 1
j^organicyes:205927:-0.0738507 2.98816 1
j^roastlight:219055:-0.0227636 1.75644 1
j^originkenya:231314:-0.0979818 2.18135 1
j^originkenya:231314:-0.0979818 2.18135 1
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2 changes: 1 addition & 1 deletion test/train-sets/ref/pistol.readable
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2 changes: 1 addition & 1 deletion test/train-sets/ref/plt_predict.stderr
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Expand Up @@ -28,4 +28,4 @@ average loss = 0.000000
total feature number = 20
hamming loss = 0.200000
micro-precision = 1.000000
micro-recall = 0.894737
micro-recall = 0.894737
2 changes: 1 addition & 1 deletion test/train-sets/ref/plt_sgd_predict.stderr
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Expand Up @@ -28,4 +28,4 @@ average loss = 0.000000
total feature number = 20
hamming loss = 1.700000
micro-precision = 0.562500
micro-recall = 0.473684
micro-recall = 0.473684
2 changes: 1 addition & 1 deletion test/train-sets/ref/plt_sgd_top1_predict.stderr
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Expand Up @@ -27,4 +27,4 @@ weighted label sum = 0.000000
average loss = 0.000000
total feature number = 20
p@1 = 0.600000
r@1 = 0.450000
r@1 = 0.450000
2 changes: 1 addition & 1 deletion test/train-sets/ref/plt_top1_predict.stderr
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Expand Up @@ -27,4 +27,4 @@ weighted label sum = 0.000000
average loss = 0.000000
total feature number = 20
p@1 = 1.000000
r@1 = 0.625000
r@1 = 0.625000
12 changes: 6 additions & 6 deletions test/train-sets/ref/spin_off_aml_load.stderr
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Expand Up @@ -12,15 +12,15 @@ Input label = CB
Output pred = ACTION_PROBS
average since example example current current current
loss last counter weight label predict features
0.016667 0.016667 1 1.0 0:1:1 2:0.97 8436
0.016667 0.016667 2 2.0 1:1:1 2:0.97 18319
0.016667 0.016667 4 4.0 1:1:1 0:0.97 23278
0.016667 0.016667 8 8.0 0:1:1 2:0.97 13862
0.016667 0.016667 16 16.0 0:1:1 2:0.97 2249
-0.96666 -0.96666 1 1.0 0:-1:1 0:0.97 8436
-0.96666 -0.96666 2 2.0 1:-1:1 1:0.97 18319
-0.49166 -0.01666 4 4.0 1:-1:1 2:0.97 23278
-0.37291 -0.25416 8 8.0 0:-1:1 1:0.97 13862
-0.43229 -0.49166 16 16.0 0:-1:1 0:0.97 2249

finished run
number of examples = 18
weighted example sum = 18.000000
weighted label sum = 0.000000
average loss = 0.069444
average loss = -0.438889
total feature number = 293853
12 changes: 6 additions & 6 deletions test/train-sets/ref/spin_off_aml_save.stderr
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Expand Up @@ -12,15 +12,15 @@ Input label = CB
Output pred = ACTION_PROBS
average since example example current current current
loss last counter weight label predict features
0.333333 0.333333 1 1.0 0:1:1 0:0.33 8436
0.175000 0.016667 2 2.0 1:1:1 2:0.97 18319
0.333333 0.491667 4 4.0 1:1:1 0:0.97 23278
0.293750 0.254167 8 8.0 0:1:1 2:0.97 13862
0.273958 0.254167 16 16.0 0:1:1 2:0.97 2249
-0.33333 -0.33333 1 1.0 0:-1:1 0:0.33 8436
-0.17500 -0.01666 2 2.0 1:-1:1 0:0.97 18319
-0.09583 -0.01666 4 4.0 1:-1:1 2:0.97 23278
-0.17500 -0.25416 8 8.0 0:-1:1 1:0.97 13862
-0.27395 -0.37291 16 16.0 0:-1:1 1:0.97 2249

finished run
number of examples = 18
weighted example sum = 18.000000
weighted label sum = 0.000000
average loss = 0.298148
average loss = -0.245370
total feature number = 293853
2 changes: 1 addition & 1 deletion test/train-sets/ref/w_out_slot_ns.interactions
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6 changes: 0 additions & 6 deletions test/unit_test/CMakeLists.txt
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Expand Up @@ -3,9 +3,6 @@ if(VW_UNIT_TEST_WITH_VALGRIND_INTERNAL)
endif()

add_executable(vw-unit-test.out
epsilon_decay_test.cc
automl_test.cc
automl_weights_test.cc
cats_user_provided_pdf.cc
cb_large_actions_test.cc
cb_las_one_pass_svd_test.cc
Expand All @@ -18,12 +15,9 @@ add_executable(vw-unit-test.out
custom_reduction_test.cc
distributionally_robust_test.cc
main.cc
simulator.cc
simulator.h
tag_utils_test.cc
test_common.cc
test_common.h
tutorial_test.cc
)

if (VW_BUILD_LAS_WITH_SIMD AND (UNIX AND NOT APPLE) AND (${CMAKE_SYSTEM_PROCESSOR} STREQUAL "x86_64"))
Expand Down
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