Seldonian ML
GitHub
Coming soon
Major features planned for Spring 2023 release, in order of priority:
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Hoeffding's concentration inequality bounding method. This will enable running true Seldonian algorithms (as opposed to quasi-Seldonian algorithms) with the Seldonian Engine.
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Multiclass classification - This was implemented in the Engine in version 0.0.8, but is not yet integrated into the Experiments library.
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Multiple label columns in a dataset (supervised learning).
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Importance sampling variants, such as weighted and per-decision importance sampling. In version alpha, the standard importance sampling estimator is the only primary objective function available for Seldonian reinforcement algorithms.
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An automated method for determining optimal data split between candidate data and safety data.
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Automatic differentiation using JAX. JAX will be a big upgrade to autograd and should provide significant improvements for many problems. Autograd will remain an option for users who do not wish to install or use JAX.