Merge pull request #63 from fidelity/warm_start_fix

Fix double warm start issue

.github/workflows/ci.yml

@@ -10,10 +10,11 @@ on:
 
 jobs:
   Test:
-    runs-on: ubuntu-latest
+    runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        python-version: [3.6, 3.7, 3.8, 3.9]
+        python-version: ["3.7", "3.8", "3.9", "3.10"]
+        os: [ubuntu-latest, macos-latest, windows-latest]
     steps:
       - uses: actions/checkout@v2
       - name: Set up Python ${{ matrix.python-version }}

CHANGELOG.txt

@@ -2,6 +2,14 @@
 MABWiser CHANGELOG
 =====================
 
+January, 19, 2022 2.5.0
+-------------------------------------------------------------------------------
+major:
+- Update warm start logic to only warm start an arm once
+
+minor:
+- Implement fix for fitting scalers in Linear policies when variance is too small
+
 March, 28, 2022 2.4.1
 -------------------------------------------------------------------------------
 minor:

docs/.buildinfo

@@ -1,4 +1,4 @@
 # Sphinx build info version 1
 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
-config: 3d55ee819e2d2bd60e727943c52c4b22
+config: e4fe041dc60ac002d2f7d6fda6f40d56
 tags: 645f666f9bcd5a90fca523b33c5a78b7

docs/_static/documentation_options.js

@@ -1,6 +1,6 @@
 var DOCUMENTATION_OPTIONS = {
     URL_ROOT: document.getElementById("documentation_options").getAttribute('data-url_root'),
-    VERSION: '2.4.0',
+    VERSION: '2.5.0',
     LANGUAGE: 'None',
     COLLAPSE_INDEX: false,
     BUILDER: 'html',

docs/_static/pygments.css

@@ -5,22 +5,22 @@ td.linenos .special { color: #000000; background-color: #ffffc0; padding-left: 5
 span.linenos.special { color: #000000; background-color: #ffffc0; padding-left: 5px; padding-right: 5px; }
 .highlight .hll { background-color: #ffffcc }
 .highlight { background: #f8f8f8; }
-.highlight .c { color: #3D7B7B; font-style: italic } /* Comment */
+.highlight .c { color: #408080; font-style: italic } /* Comment */
 .highlight .err { border: 1px solid #FF0000 } /* Error */
 .highlight .k { color: #008000; font-weight: bold } /* Keyword */
 .highlight .o { color: #666666 } /* Operator */
-.highlight .ch { color: #3D7B7B; font-style: italic } /* Comment.Hashbang */
-.highlight .cm { color: #3D7B7B; font-style: italic } /* Comment.Multiline */
-.highlight .cp { color: #9C6500 } /* Comment.Preproc */
-.highlight .cpf { color: #3D7B7B; font-style: italic } /* Comment.PreprocFile */
-.highlight .c1 { color: #3D7B7B; font-style: italic } /* Comment.Single */
-.highlight .cs { color: #3D7B7B; font-style: italic } /* Comment.Special */
+.highlight .ch { color: #408080; font-style: italic } /* Comment.Hashbang */
+.highlight .cm { color: #408080; font-style: italic } /* Comment.Multiline */
+.highlight .cp { color: #BC7A00 } /* Comment.Preproc */
+.highlight .cpf { color: #408080; font-style: italic } /* Comment.PreprocFile */
+.highlight .c1 { color: #408080; font-style: italic } /* Comment.Single */
+.highlight .cs { color: #408080; font-style: italic } /* Comment.Special */
 .highlight .gd { color: #A00000 } /* Generic.Deleted */
 .highlight .ge { font-style: italic } /* Generic.Emph */
-.highlight .gr { color: #E40000 } /* Generic.Error */
+.highlight .gr { color: #FF0000 } /* Generic.Error */
 .highlight .gh { color: #000080; font-weight: bold } /* Generic.Heading */
-.highlight .gi { color: #008400 } /* Generic.Inserted */
-.highlight .go { color: #717171 } /* Generic.Output */
+.highlight .gi { color: #00A000 } /* Generic.Inserted */
+.highlight .go { color: #888888 } /* Generic.Output */
 .highlight .gp { color: #000080; font-weight: bold } /* Generic.Prompt */
 .highlight .gs { font-weight: bold } /* Generic.Strong */
 .highlight .gu { color: #800080; font-weight: bold } /* Generic.Subheading */
@@ -33,15 +33,15 @@ span.linenos.special { color: #000000; background-color: #ffffc0; padding-left:
 .highlight .kt { color: #B00040 } /* Keyword.Type */
 .highlight .m { color: #666666 } /* Literal.Number */
 .highlight .s { color: #BA2121 } /* Literal.String */
-.highlight .na { color: #687822 } /* Name.Attribute */
+.highlight .na { color: #7D9029 } /* Name.Attribute */
 .highlight .nb { color: #008000 } /* Name.Builtin */
 .highlight .nc { color: #0000FF; font-weight: bold } /* Name.Class */
 .highlight .no { color: #880000 } /* Name.Constant */
 .highlight .nd { color: #AA22FF } /* Name.Decorator */
-.highlight .ni { color: #717171; font-weight: bold } /* Name.Entity */
-.highlight .ne { color: #CB3F38; font-weight: bold } /* Name.Exception */
+.highlight .ni { color: #999999; font-weight: bold } /* Name.Entity */
+.highlight .ne { color: #D2413A; font-weight: bold } /* Name.Exception */
 .highlight .nf { color: #0000FF } /* Name.Function */
-.highlight .nl { color: #767600 } /* Name.Label */
+.highlight .nl { color: #A0A000 } /* Name.Label */
 .highlight .nn { color: #0000FF; font-weight: bold } /* Name.Namespace */
 .highlight .nt { color: #008000; font-weight: bold } /* Name.Tag */
 .highlight .nv { color: #19177C } /* Name.Variable */
@@ -58,11 +58,11 @@ span.linenos.special { color: #000000; background-color: #ffffc0; padding-left:
 .highlight .dl { color: #BA2121 } /* Literal.String.Delimiter */
 .highlight .sd { color: #BA2121; font-style: italic } /* Literal.String.Doc */
 .highlight .s2 { color: #BA2121 } /* Literal.String.Double */
-.highlight .se { color: #AA5D1F; font-weight: bold } /* Literal.String.Escape */
+.highlight .se { color: #BB6622; font-weight: bold } /* Literal.String.Escape */
 .highlight .sh { color: #BA2121 } /* Literal.String.Heredoc */
-.highlight .si { color: #A45A77; font-weight: bold } /* Literal.String.Interpol */
+.highlight .si { color: #BB6688; font-weight: bold } /* Literal.String.Interpol */
 .highlight .sx { color: #008000 } /* Literal.String.Other */
-.highlight .sr { color: #A45A77 } /* Literal.String.Regex */
+.highlight .sr { color: #BB6688 } /* Literal.String.Regex */
 .highlight .s1 { color: #BA2121 } /* Literal.String.Single */
 .highlight .ss { color: #19177C } /* Literal.String.Symbol */
 .highlight .bp { color: #008000 } /* Name.Builtin.Pseudo */

docs/about.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>About Multi-Armed Bandits &mdash; MABWiser 2.4.0 documentation</title>
+  <title>About Multi-Armed Bandits &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/api.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>MABWiser Public API &mdash; MABWiser 2.4.0 documentation</title>
+  <title>MABWiser Public API &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>
@@ -1418,9 +1418,9 @@
 <dt class="sig sig-object py" id="mabwiser.mab.NeighborhoodPolicy.TreeBandit.tree_parameters">
 <span class="sig-name descname"><span class="pre">tree_parameters</span></span><a class="headerlink" href="#mabwiser.mab.NeighborhoodPolicy.TreeBandit.tree_parameters" title="Permalink to this definition"></a></dt>
 <dd><p>Parameters of the decision tree.
-The keys must match the parameters of sklearn.tree.DecisionTreeClassifier.
+The keys must match the parameters of sklearn.tree.DecisionTreeRegressor.
 When a parameter is not given, the default parameters from
-sklearn.tree.DecisionTreeClassifier will be chosen.
+sklearn.tree.DecisionTreeRegressor will be chosen.
 Default value is an empty dictionary.</p>
 <dl class="field-list simple">
 <dt class="field-odd">Type</dt>

docs/contributing.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Contributing &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Contributing &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/examples.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Usage Examples &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Usage Examples &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/genindex.html

@@ -3,7 +3,7 @@
 <head>
   <meta charset="utf-8" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Index &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Index &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/index.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>MABWiser Contextual Multi-Armed Bandits &mdash; MABWiser 2.4.0 documentation</title>
+  <title>MABWiser Contextual Multi-Armed Bandits &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>
@@ -181,28 +181,28 @@ <h1>Citation<a class="headerlink" href="#citation" title="Permalink to this head
 <li><p><strong>[IJAIT 2021]</strong> <a class="reference external" href="https://www.worldscientific.com/doi/abs/10.1142/S0218213021500214">E. Strong,  B. Kleynhans, and S. Kadioglu, “MABWiser: Parallelizable Contextual Multi-Armed Bandits”</a></p></li>
 <li><p><strong>[ICTAI 2019]</strong> <a class="reference external" href="https://ieeexplore.ieee.org/document/8995418">E. Strong,  B. Kleynhans, and S. Kadioglu, “MABWiser: A Parallelizable Contextual Multi-Armed Bandit Library for Python”</a></p></li>
 </ul>
-<div class="highlight-bibtex notranslate"><div class="highlight"><pre><span></span><span class="nc">@article</span><span class="p">{</span><span class="nl">DBLP:journals/ijait/StrongKK21</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">author</span><span class="w">    </span><span class="p">=</span><span class="w"> </span><span class="s">{Emily Strong and Bernard Kleynhans and Serdar Kadioglu}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">title</span><span class="w">     </span><span class="p">=</span><span class="w"> </span><span class="s">{{MABWiser:} Parallelizable Contextual Multi-armed Bandits}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">journal</span><span class="w">   </span><span class="p">=</span><span class="w"> </span><span class="s">{Int. J. Artif. Intell. Tools}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">volume</span><span class="w">    </span><span class="p">=</span><span class="w"> </span><span class="s">{30}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">number</span><span class="w">    </span><span class="p">=</span><span class="w"> </span><span class="s">{4}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">pages</span><span class="w">     </span><span class="p">=</span><span class="w"> </span><span class="s">{2150021:1--2150021:19}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">year</span><span class="w">      </span><span class="p">=</span><span class="w"> </span><span class="s">{2021}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">url</span><span class="w">       </span><span class="p">=</span><span class="w"> </span><span class="s">{https://doi.org/10.1142/S0218213021500214}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">doi</span><span class="w">       </span><span class="p">=</span><span class="w"> </span><span class="s">{10.1142/S0218213021500214}</span><span class="p">,</span><span class="w"></span>
-<span class="p">}</span><span class="w"></span>
-
-<span class="nc">@inproceedings</span><span class="p">{</span><span class="nl">DBLP:conf/ictai/StrongKK19</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">author</span><span class="w">    </span><span class="p">=</span><span class="w"> </span><span class="s">{Emily Strong and Bernard Kleynhans and Serdar Kadioglu}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">title</span><span class="w">     </span><span class="p">=</span><span class="w"> </span><span class="s">{MABWiser: {A} Parallelizable Contextual Multi-Armed Bandit Library for Python}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">booktitle</span><span class="w"> </span><span class="p">=</span><span class="w"> </span><span class="s">{31st {IEEE} International Conference on Tools with Artificial Intelligence, {ICTAI} 2019, Portland, OR, USA, November 4-6, 2019}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">pages</span><span class="w">     </span><span class="p">=</span><span class="w"> </span><span class="s">{909--914}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">publisher</span><span class="w"> </span><span class="p">=</span><span class="w"> </span><span class="s">{{IEEE}}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">year</span><span class="w">      </span><span class="p">=</span><span class="w"> </span><span class="s">{2019}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">url</span><span class="w">       </span><span class="p">=</span><span class="w"> </span><span class="s">{https://doi.org/10.1109/ICTAI.2019.00129}</span><span class="p">,</span><span class="w"></span>
-<span class="w">    </span><span class="na">doi</span><span class="w">       </span><span class="p">=</span><span class="w"> </span><span class="s">{10.1109/ICTAI.2019.00129}</span><span class="p">,</span><span class="w"></span>
-<span class="p">}</span><span class="w"></span>
+<div class="highlight-bibtex notranslate"><div class="highlight"><pre><span></span><span class="nc">@article</span><span class="p">{</span><span class="nl">DBLP:journals/ijait/StrongKK21</span><span class="p">,</span>
+    <span class="na">author</span>    <span class="p">=</span> <span class="s">{Emily Strong and Bernard Kleynhans and Serdar Kadioglu}</span><span class="p">,</span>
+    <span class="na">title</span>     <span class="p">=</span> <span class="s">{{MABWiser:} Parallelizable Contextual Multi-armed Bandits}</span><span class="p">,</span>
+    <span class="na">journal</span>   <span class="p">=</span> <span class="s">{Int. J. Artif. Intell. Tools}</span><span class="p">,</span>
+    <span class="na">volume</span>    <span class="p">=</span> <span class="s">{30}</span><span class="p">,</span>
+    <span class="na">number</span>    <span class="p">=</span> <span class="s">{4}</span><span class="p">,</span>
+    <span class="na">pages</span>     <span class="p">=</span> <span class="s">{2150021:1--2150021:19}</span><span class="p">,</span>
+    <span class="na">year</span>      <span class="p">=</span> <span class="s">{2021}</span><span class="p">,</span>
+    <span class="na">url</span>       <span class="p">=</span> <span class="s">{https://doi.org/10.1142/S0218213021500214}</span><span class="p">,</span>
+    <span class="na">doi</span>       <span class="p">=</span> <span class="s">{10.1142/S0218213021500214}</span><span class="p">,</span>
+<span class="p">}</span>
+
+<span class="nc">@inproceedings</span><span class="p">{</span><span class="nl">DBLP:conf/ictai/StrongKK19</span><span class="p">,</span>
+    <span class="na">author</span>    <span class="p">=</span> <span class="s">{Emily Strong and Bernard Kleynhans and Serdar Kadioglu}</span><span class="p">,</span>
+    <span class="na">title</span>     <span class="p">=</span> <span class="s">{MABWiser: {A} Parallelizable Contextual Multi-Armed Bandit Library for Python}</span><span class="p">,</span>
+    <span class="na">booktitle</span> <span class="p">=</span> <span class="s">{31st {IEEE} International Conference on Tools with Artificial Intelligence, {ICTAI} 2019, Portland, OR, USA, November 4-6, 2019}</span><span class="p">,</span>
+    <span class="na">pages</span>     <span class="p">=</span> <span class="s">{909--914}</span><span class="p">,</span>
+    <span class="na">publisher</span> <span class="p">=</span> <span class="s">{{IEEE}}</span><span class="p">,</span>
+    <span class="na">year</span>      <span class="p">=</span> <span class="s">{2019}</span><span class="p">,</span>
+    <span class="na">url</span>       <span class="p">=</span> <span class="s">{https://doi.org/10.1109/ICTAI.2019.00129}</span><span class="p">,</span>
+    <span class="na">doi</span>       <span class="p">=</span> <span class="s">{10.1109/ICTAI.2019.00129}</span><span class="p">,</span>
+<span class="p">}</span>
 </pre></div>
 </div>
 </section>

docs/installation.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Installation &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Installation &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/new_bandit.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Adding a New Bandit &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Adding a New Bandit &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/py-modindex.html

@@ -3,7 +3,7 @@
 <head>
   <meta charset="utf-8" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Python Module Index &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Python Module Index &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>

docs/quick.html

@@ -4,7 +4,7 @@
   <meta charset="utf-8" /><meta name="generator" content="Docutils 0.17.1: http://docutils.sourceforge.net/" />
 
   <meta name="viewport" content="width=device-width, initial-scale=1.0" />
-  <title>Quick Start &mdash; MABWiser 2.4.0 documentation</title>
+  <title>Quick Start &mdash; MABWiser 2.5.0 documentation</title>
       <link rel="stylesheet" href="_static/pygments.css" type="text/css" />
       <link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
   <!--[if lt IE 9]>