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@pmineiro
pmineiro / CbDroDemo.ipynb
Last active October 19, 2024 14:50
--cb_dro demo for vowpal wabbit using covertype. To see the lift, note the "since last acc" column with and without --cb-dro.
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@pmineiro
pmineiro / mnistactiondependence.ipynb
Last active February 17, 2022 17:39
IGL with action dependent feedback, mnist demo
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@pmineiro
pmineiro / empBSew.ipynb
Created April 15, 2022 16:32
Empirical Bernstein CS with E[w]=1 constraint works well
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@pmineiro
pmineiro / opecsbern.ipynb
Last active June 9, 2022 16:38
The latest in OPE-CS. This can track the running mean of a predictable policy sequence in a nonstationary environment and does not require an explicit importance weight upper bound. For a fixed policy in a stationary environment the running intersection can be used to shrink the interval monotonically.
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@pmineiro
pmineiro / opecsdynrange.ipynb
Last active July 28, 2022 01:05
OPE CS with reward range robustness
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@pmineiro
pmineiro / opecsdynrangepdrop.ipynb
Last active August 3, 2022 19:20
An off-policy confidence sequence suitable for general purposes which supports oblivious data censorship.
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@pmineiro
pmineiro / opecsnsbet.ipynb
Last active August 16, 2022 00:29
This is an improvement over empirical Bernstein based OPE confidence sequence. The nonstationary generalization of a betting e-process provably dominates the empirical Bernstein e-process and does not require finite variance.
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@pmineiro
pmineiro / approxpolygammaone.ipynb
Last active August 17, 2022 18:40
Approximation of PolyGamma[1, b] for b >= 1 ... for the closed-form pdrop portion of the CS
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