Open motiwari opened 2 years ago
Yes, min_impurity_reduction
is normalized by the dataset size. Since we use proportions, we're only using p
in the calculation of impurity.
The same is true for entropy.
It looks like the same is true for MSE, but I'm not sure. Since it is "mean" I would expect so
This has several steps:
Understand whether
min_impurity_reduction
is normalized by dataset size or notImplement a
min_impurity_reduction
filter -- so filter those points whose LCB** is above themin_impurity_reduction
Identified
tied_arms
as those with a UCB* within epsilon of the best candidate (default epsilon = 10%)If the only candidates are
tied_arms
, then stop sampling and choose the best candidateFor exact ties, choose randomly
we use UCB here because if there's extremely large variance, the LCB can be under the epsilon threshold --> not what we want ** Similar comment, arm could be discarded erroneously this time