Paul Mineiro pmineiro
pmineiro
/ opecsbern1f1.ipynb
Last active
October 17, 2022 18:56
Updated version of https://gist.github.com/pmineiro/5863eb0ba0b1f6963447f8f500bf0f1c which uses 1F1(...) in order to be a well defined test supermartingale (computationally, it's almost identical).
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pmineiro
/ approxpolygammaone.ipynb
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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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pmineiro
/ opecsnsbet.ipynb
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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
/ opecsdynrangepdrop.ipynb
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August 3, 2022 19:20
An off-policy confidence sequence suitable for general purposes which supports oblivious data censorship.
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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
/ empBSew.ipynb
Created
April 15, 2022 16:32
Empirical Bernstein CS with E[w]=1 constraint works well
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pmineiro
/ ntpuserinversekinematics.ipynb
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March 13, 2022 04:23
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pmineiro
/ mnistigl.ipynb
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March 5, 2022 21:55
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pmineiro
/ mnistactiondependence.ipynb
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February 17, 2022 17:39
IGL with action dependent feedback, mnist demo
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