Release version 0.1.0

### Changes * Add refactored smab classes * Add Poetry and Pre-Commit setup * Refactor repository settings * Add pyproject.toml for Poetry * Add tox.ini * Add .git* files * Remove outdated setup files * Update pre-commit hooks in .pre-commit-config.yaml * CostControlBandit: Take action with the highest probability when multiple actions have the same cost * Fix tests * Fix test_select_action_logic_corner_cases * Add Multi-Objective strategy merged with Cost-Control * Add new strategy Multi-Objective with Cost-Control * Add a new Beta model to support the MO-CC strategy * Create SmabBernoulli with Strategy MO-CC * Modify tests accordingly * Add Bayesian Logistic Regression model * Add class StudentT * Add class BaseBayesianLogisticRegression * Add class BayesianLogisticRegression * Add unit tests accordingly * Refactor BaseCmab and add CmabBernoulli * Add BaseCmabBernoulli * Add CmabBernoulli * Add unit tests in test_cmab.py * Add a new test in test_smab.py to reach 100% line coverage * Add Sonar-related config * Fix GitHub workflow * Fix style with Pre-Commit * Add deadline time in cmab tests * Update continuous_integration.yml * Add CI to develop branch --------- Co-authored-by: Stefano Piazza <[email protected]>
PlaytikaOSS · Oct 16, 2023 · fd1aece · fd1aece
1 parent a18a1c4
commit fd1aece
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diff --git a/.gitattributes b/.gitattributes
@@ -0,0 +1 @@
+*.ipynb merge=nbdev-merge
diff --git a/.gitconfig b/.gitconfig
@@ -0,0 +1,11 @@
+# Generated by nbdev_install_hooks
+#
+# If you need to disable this instrumentation do:
+#   git config --local --unset include.path
+#
+# To restore:
+#   git config --local include.path ../.gitconfig
+#
+[merge "nbdev-merge"]
+	name = resolve conflicts with nbdev_fix
+	driver = nbdev_merge %O %A %B %P
diff --git a/.github/workflows/continuous_integration.yml b/.github/workflows/continuous_integration.yml
@@ -4,9 +4,13 @@ name: CI
 
 on:
   push:
-    branches: [ master ]
+    branches:
+      - master
+      - develop  # Add the develop branch here
   pull_request:
-    branches: [ master ]
+    branches:
+      - master
+      - develop  # Add the develop branch here
 
   # Allows you to run this workflow manually from the Actions tab
   workflow_dispatch:
@@ -25,20 +29,21 @@ jobs:
         uses: actions/setup-python@v2
         with:
           python-version: ${{ matrix.python-version }}
-      - name: Install dependencies
+      - name: Install Poetry
         run: |
-          conda install -c conda-forge pymc3
-          python -m pip install --upgrade pip
-          python -m pip install .[develop]
+          curl -sSL https://install.python-poetry.org | python3 -
+          export PATH="$HOME/.poetry/bin:$PATH"
+      - name: Install project dependencies with Poetry
+        run: |
+          poetry install
       - name: Style check
         run: |
           # stop the build if there are Python syntax errors or undefined names
-          flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
+          poetry run flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
           # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
-          flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
+          poetry run flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
           # run pre-commit hooks
-          pre-commit run --all-files
+          poetry run pre-commit run --all-files
       - name: Run tests
         run: |
-          cd tests
-          pytest -vv  -k 'not time and not update_parallel'
+          poetry run pytest -vv -k 'not time and not update_parallel'
diff --git a/.gitignore b/.gitignore
@@ -53,3 +53,15 @@ MANIFEST
 
 # Build and docs folder/files
 *.csv
+
+# VSCode
+.vscode
+
+# hypothesis
+.hypothesis
+
+# Jupyter notebooks
+*checkpoint.ipynb
+
+# poetry
+poetry.lock
diff --git a/.isort.cfg b/.isort.cfg
diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
@@ -1,29 +1,38 @@
-exclude: '^docs/conf.py'
-
 repos:
-- repo: https://github.com/pre-commit/pre-commit-hooks
-  rev: v2.2.3
-  hooks:
-  - id: trailing-whitespace
-  - id: check-added-large-files
-  - id: check-ast
-  - id: check-json
-  - id: check-merge-conflict
-  - id: check-xml
-  - id: check-yaml
-  - id: debug-statements
-  - id: end-of-file-fixer
-  - id: requirements-txt-fixer
-  - id: mixed-line-ending
-    args: ['--fix=no']
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v4.4.0
+    hooks:
+      - id: trailing-whitespace
+      - id: check-added-large-files
+      - id: check-added-large-files
+      - id: check-ast
+      - id: check-json
+      - id: check-merge-conflict
+      - id: check-xml
+      - id: check-yaml
+      - id: debug-statements
+      - id: end-of-file-fixer
+      - id: end-of-file-fixer
+      - id: mixed-line-ending
+
+  - repo: https://github.com/PyCQA/flake8
+    rev: 6.0.0
+    hooks:
+      - id: flake8
+        additional_dependencies: [Flake8-pyproject]
+
+  - repo: https://github.com/PyCQA/isort
+    rev: 5.12.0
+    hooks:
+      - id: isort
 
-- repo: https://gitlab.com/pycqa/flake8
-  rev: 3.7.9
-  hooks:
-    - id: flake8
-      args: ['--append-config=setup.cfg']
+  - repo: https://github.com/psf/black
+    rev: 23.1.0
+    hooks:
+      - id: black
+      - id: black-jupyter
 
-- repo: https://github.com/pre-commit/mirrors-isort
-  rev: v4.3.4
-  hooks:
-  - id: isort
+  - repo: https://github.com/fastai/nbdev
+    rev: 2.3.11
+    hooks:
+    - id: nbdev_clean
diff --git a/AUTHORS.rst b/AUTHORS.rst
@@ -4,5 +4,6 @@ Authors
 
 * Dario d'Andrea, [email protected]
 * Jerome Carayol, [email protected]
+* Stefano Piazza, [email protected]
 * Raphael Steinmann, [email protected]
 * Armand Valsesia, [email protected]
diff --git a/LICENSE b/LICENSE
@@ -1,6 +1,6 @@
 MIT License
 
-Copyright (c) 2022 Playtika Ltd.
+Copyright (c) 2023 Playtika Ltd.
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

diff --git a/docs/src/conf.py b/docs/src/conf.py
@@ -13,17 +13,17 @@
 import os
 import sys
 
-sys.path.insert(0, os.path.abspath('..'))
+sys.path.insert(0, os.path.abspath(".."))
 
 
 # -- Project information -----------------------------------------------------
 
-project = 'PyBandits'
-copyright = 'MIT License'
-author = ''
+project = "PyBandits"
+copyright = "MIT License"
+author = ""
 
 # The full version, including alpha/beta/rc tags
-release = '1.0'
+release = "1.0"
 
 
 # -- General configuration ---------------------------------------------------
@@ -32,15 +32,15 @@
 # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
 # ones.
 extensions = [
-    'sphinx.ext.autodoc',
-    'sphinx.ext.napoleon',
-    'sphinx.ext.todo',
-    'sphinx.ext.mathjax',
-    'nbsphinx',
+    "sphinx.ext.autodoc",
+    "sphinx.ext.napoleon",
+    "sphinx.ext.todo",
+    "sphinx.ext.mathjax",
+    "nbsphinx",
 ]
 
 # Add any paths that contain templates here, relative to this directory.
-templates_path = ['_templates']
+templates_path = ["_templates"]
 
 # List of patterns, relative to source directory, that match files and
 # directories to ignore when looking for source files.
@@ -58,9 +58,9 @@
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
 # so a file named "default.css" will overwrite the builtin "default.css".
-html_static_path = ['_static']
+html_static_path = ["_static"]
 
 # A list of ignored prefixes for module index sorting.
-modindex_common_prefix = ['pybandits.']
+modindex_common_prefix = ["pybandits."]
 
 nbsphinx_allow_errors = True
diff --git a/docs/src/tutorials/cmab.ipynb b/docs/src/tutorials/cmab.ipynb
@@ -86,7 +86,7 @@
     "n_samples = 1000\n",
     "n_features = 5\n",
     "X = 2 * np.random.random_sample((n_samples, n_features)) - 1  # random float in the interval (-1, 1)\n",
-    "print('X: context matrix of shape (n_samples, n_features)')\n",
+    "print(\"X: context matrix of shape (n_samples, n_features)\")\n",
     "print(X[:10])"
    ]
   },
@@ -97,7 +97,7 @@
    "outputs": [],
    "source": [
     "# define actions\n",
-    "actions_ids= ['action A', 'action B', 'action C']"
+    "actions_ids = [\"action A\", \"action B\", \"action C\"]"
    ]
   },
   {
@@ -140,8 +140,8 @@
    ],
    "source": [
     "# predict action\n",
-    "pred_actions, _ = cmab.predict(X) \n",
-    "print('Recommended action: {}'.format(pred_actions[:10]))"
+    "pred_actions, _ = cmab.predict(X)\n",
+    "print(\"Recommended action: {}\".format(pred_actions[:10]))"
    ]
   },
   {
@@ -167,7 +167,7 @@
    "source": [
     "# simulate reward from environment\n",
     "simulated_rewards = np.random.randint(2, size=n_samples)\n",
-    "print('Simulated rewards: {}'.format(simulated_rewards[:10]))"
+    "print(\"Simulated rewards: {}\".format(simulated_rewards[:10]))"
    ]
   },
   {

diff --git a/docs/src/tutorials/simulation_cmab.ipynb b/docs/src/tutorials/simulation_cmab.ipynb
@@ -47,7 +47,7 @@
     "n_groups = 3\n",
     "n_updates = 5\n",
     "n_jobs = 1\n",
-    "actions_ids = ['action A', 'action B', 'action C']\n",
+    "actions_ids = [\"action A\", \"action B\", \"action C\"]\n",
     "n_features = 5\n",
     "verbose = True"
    ]
@@ -66,11 +66,9 @@
    "outputs": [],
    "source": [
     "# init context matrix and groups\n",
-    "X, group = make_classification(n_samples=batch_size*n_updates,\n",
-    "                               n_features=n_features, \n",
-    "                               n_informative=n_features,\n",
-    "                               n_redundant=0,\n",
-    "                               n_classes=n_groups)"
+    "X, group = make_classification(\n",
+    "    n_samples=batch_size * n_updates, n_features=n_features, n_informative=n_features, n_redundant=0, n_classes=n_groups\n",
+    ")"
    ]
   },
   {
@@ -155,10 +153,10 @@
    ],
    "source": [
     "# init probability of rewards from the environment\n",
-    "prob_rewards = pd.DataFrame([[0.05, 0.80, 0.05],\n",
-    "                             [0.80, 0.05, 0.05],\n",
-    "                             [0.80, 0.05, 0.80]], columns=actions_ids, index=range(n_groups))\n",
-    "print('Probability of positive reward for each group/action:') \n",
+    "prob_rewards = pd.DataFrame(\n",
+    "    [[0.05, 0.80, 0.05], [0.80, 0.05, 0.05], [0.80, 0.05, 0.80]], columns=actions_ids, index=range(n_groups)\n",
+    ")\n",
+    "print(\"Probability of positive reward for each group/action:\")\n",
     "prob_rewards"
    ]
   },
@@ -203,12 +201,9 @@
    ],
    "source": [
     "# init simulation\n",
-    "sim = SimulationCmab(cmab=cmab, X=X, \n",
-    "                     group=group, \n",
-    "                     batch_size=batch_size, \n",
-    "                     n_updates=n_updates,\n",
-    "                     prob_rewards=prob_rewards, \n",
-    "                     verbose=verbose)"
+    "sim = SimulationCmab(\n",
+    "    cmab=cmab, X=X, group=group, batch_size=batch_size, n_updates=n_updates, prob_rewards=prob_rewards, verbose=verbose\n",
+    ")"
    ]
   },
   {

diff --git a/docs/src/tutorials/simulation_smab.ipynb b/docs/src/tutorials/simulation_smab.ipynb
@@ -41,7 +41,7 @@
    "outputs": [],
    "source": [
     "# define actions\n",
-    "action_ids = ['Action A', 'Action B', 'Action C']"
+    "action_ids = [\"Action A\", \"Action B\", \"Action C\"]"
    ]
   },
   {
@@ -70,11 +70,13 @@
    "outputs": [],
    "source": [
     "# init simulation\n",
-    "sim = SimulationSmab(smab=smab,\n",
-    "                     n_updates=20,\n",
-    "                     batch_size=2000,\n",
-    "                     probs_reward={'Action A': 0.6, 'Action B': 0.5, 'Action C': 0.8},\n",
-    "                     verbose=True)"
+    "sim = SimulationSmab(\n",
+    "    smab=smab,\n",
+    "    n_updates=20,\n",
+    "    batch_size=2000,\n",
+    "    probs_reward={\"Action A\": 0.6, \"Action B\": 0.5, \"Action C\": 0.8},\n",
+    "    verbose=True,\n",
+    ")"
    ]
   },
   {

diff --git a/docs/src/tutorials/smab.ipynb b/docs/src/tutorials/smab.ipynb
@@ -57,7 +57,7 @@
    "outputs": [],
    "source": [
     "# define actions\n",
-    "action_ids = ['Action A', 'Action B', 'Action C']"
+    "action_ids = [\"Action A\", \"Action B\", \"Action C\"]"
    ]
   },
   {
@@ -67,13 +67,9 @@
    "outputs": [],
    "source": [
     "# define beta priors parameters\n",
-    "success_priors = {'Action A': 1,\n",
-    "                  'Action B': 1,\n",
-    "                  'Action C': 1}\n",
+    "success_priors = {\"Action A\": 1, \"Action B\": 1, \"Action C\": 1}\n",
     "\n",
-    "failure_priors = {'Action A': 1,\n",
-    "                  'Action B': 1,\n",
-    "                  'Action C': 1}"
+    "failure_priors = {\"Action A\": 1, \"Action B\": 1, \"Action C\": 1}"
    ]
   },
   {
@@ -90,9 +86,7 @@
    "outputs": [],
    "source": [
     "# init stochastic Multi-Armed Bandit model\n",
-    "smab = Smab(action_ids=action_ids, \n",
-    "            success_priors=success_priors,\n",
-    "            failure_priors=failure_priors)"
+    "smab = Smab(action_ids=action_ids, success_priors=success_priors, failure_priors=failure_priors)"
    ]
   },
   {
@@ -118,7 +112,7 @@
    "source": [
     "# predict actions\n",
     "pred_actions, _ = smab.predict(n_samples=1000)\n",
-    "print('Recommended action: {}'.format(pred_actions[:10]))"
+    "print(\"Recommended action: {}\".format(pred_actions[:10]))"
    ]
   },
   {
@@ -149,7 +143,7 @@
     "for a in action_ids:\n",
     "    n_successes[a] = random.randint(0, pred_actions.count(a))\n",
     "    n_failures[a] = pred_actions.count(a) - n_successes[a]\n",
-    "    print('{}: n_successes={}, n_failures={}'.format(a, n_successes[a], n_failures[a]))"
+    "    print(\"{}: n_successes={}, n_failures={}\".format(a, n_successes[a], n_failures[a]))"
    ]
   },
   {