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Code improvements #44

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Aug 6, 2021
Merged

Code improvements #44

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9 changes: 3 additions & 6 deletions estimators/bandits/gaussian.py
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Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
import math
from estimators.bandits import base
from scipy import stats

class Interval(base.Interval):

Expand Down Expand Up @@ -29,14 +30,10 @@ def get(self, alpha=0.05):
SoS = self.data['SoS']

if SoS > 0.0 and den > 1:
zGaussianCdf = {
0.25: 1.15,
0.1: 1.645,
0.05: 1.96
}
zGaussianCdf = stats.norm.ppf(1-alpha/2)

variance = (SoS - num * num / den) / (den - 1)
gaussDelta = zGaussianCdf[alpha] * math.sqrt(variance/den)
gaussDelta = zGaussianCdf * math.sqrt(variance/den)
bounds.append(num / den - gaussDelta)
bounds.append(num / den + gaussDelta)

Expand Down
9 changes: 3 additions & 6 deletions estimators/slates/gaussian.py
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Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
import math
from estimators.slates import base
from scipy import stats

class Interval(base.Interval):
def __init__(self):
Expand Down Expand Up @@ -35,14 +36,10 @@ def get(self, alpha=0.05):
SoS = self.data['SoS']

if SoS > 0.0:
zGaussianCdf = {
0.25: 1.15,
0.1: 1.645,
0.05: 1.96
}
zGaussianCdf = stats.norm.ppf(1-alpha/2)

variance = (SoS - num * num / den) / (den - 1)
gaussDelta = zGaussianCdf[alpha] * math.sqrt(variance/den)
gaussDelta = zGaussianCdf * math.sqrt(variance/den)
bounds.append(num / den - gaussDelta)
bounds.append(num / den + gaussDelta)

Expand Down