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fidelity / mabwiser

[IJAIT 2021] MABWiser: Contextual Multi-Armed Bandits Library
https://fidelity.github.io/mabwiser/
Apache License 2.0
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Parallel fit/predict for contextual policies #87

Closed risufaj closed 1 year ago

risufaj commented 1 year ago

In MAB.py line 876 There is a comment that says to not use parallel fit or predict for contextual policies, but it's not clear why that needs to be the case?

Any help would be appreciated.

bkleyn commented 1 year ago

Hi @risufaj

Very keen observation. All of the contextual policies have implementations that benefit from multi-core processing. As such we do not also parallelize across arms (for fit) or contexts (for predict) as that could actually slow down performance.