Closed janosg closed 4 months ago
I clarified the documentation of ValuationResult.variance
, but I still think it is a bit misleading that ValuationResult.variances
is not just the square of ValuationResult.stderr
.
I think it would be clearer if we only expose the square root of the variances as ValuationResult.stdev
; Then it's clear that the difference betweenn stdev
and stderr
must be a conceptual one. Also, most of the time standard deviations are more interpretable than variances.
Description
This PR implements Maximum Sample Re-use (MSR) Banzhaf valuation in the new architecture. The implementation deviates strongly from the previous implementation and fixes a bug in the variance estimation.
The new implementation uses two
ValuationResult
instances to keep track of the positive and negative running means. After each update, those are combined into the final result object. The update counter of the combined result is set to the minimum of the two update counters. The variance of the combined result is set to the sum of variances (assuming independence).Open questions
nan
is safer. Note that if the update counter is defined as suggested above, this situation can be completely avoided by usingMinUpdates
as stopping criterion.inf
.Checklist