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Releases: seldonian-toolkit/Engine

Alpha release

30 Sep 03:48
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This is the alpha release of the Seldonian Engine. The code is still under active development, but it has reached a point where it is stable enough for more widespread usage. To install the alpha version of the Engine via PyPI, do:

pip install seldonian-engine==0.6.0

What is included in this version

  • A command line Seldonian interface.
  • Student's t-test for the confidence bound calculation
  • Support for parametric supervised learning algorithms (binary classification and regression) as well as offline ("batch") reinforcement learning algorithms
  • Parse tree capable of handling wide range of user-provided behavioral constraints. Constraints can consist of basic mathematical operations (+,-,/,*) operations and use any combination of (min,max,abs,exp) functions. Constraints can also include statistical functions like mean squared error and can filter these functions on any attribute (column) in the dataset
  • Parse tree visualizer
  • Efficient bound propagation in parse tree by limiting the number of confidence intervals that need to be calculated
  • User can specify an arbitrary number of behavioral constraints for a single Seldonian algorithm
  • User can specify split fraction between candidate selection and safety test
  • Dataset loaders for CSV-formatted datasets
  • Gradient descent with Adam optimizer module option for candidate selection
  • Black box optimization using SciPy with barrier function module option for candidate selection
  • Gradient descent visualizer
  • Automatic differentiation using the "autograd" Python library for gradient descent.
  • User can manually provide the gradient for a primary objective. User can also select from several built-in gradient functions which are often faster than using autograd.
  • Example reinforcement learning policies supporting discrete and continuous observation spaces, such as softmax
  • Modular design to make implementing user-defined models and constraints seamless for developers.
  • Tutorials to help guide design.

Full Changelog: https://github.com/seldonian-toolkit/Engine/commits/alpha