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v2.0.0

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@michaelosthege michaelosthege released this 04 Oct 08:47
· 9 commits to master since this release
ac4f06b

Changes & new features for discrete Thompson sampling:

  • signature of sample_batch changed:
    • samples must be passed as (C, S) or (C, ?) instead of (S, C). This is to permit unequal sample sizes.
    • a new kwarg correlated:bool must be specified to choose between jointly or independently sampling from the candidate posterior samples
  • brute-force probability calculation get_probabilities is replaced with sampling_probabilities that calculates the Thompson sampling probability for each candidate exactly.