def test_switch_dr_equal_to_dm(self): """ Switch-DR with tau set at the min value should be equal to DM """ # Setting candidates to 0 will default to tau being the minimum threshold SwitchEstimator.CANDIDATES = 0 switch = SwitchDREstimator(rmax=1.0).evaluate(self.bandit_input) dm = DMEstimator().evaluate(self.bandit_input) self.assertAlmostEqual(dm.estimated_reward, switch.estimated_reward)
def test_switch_dr_equal_to_dr(self): """ Switch-DR with tau set at the max value should be equal to DR """ # Setting the base to 1 will cause all candidates to be the maximum threshold SwitchEstimator.EXP_BASE = 1 switch = SwitchDREstimator(rmax=1.0).evaluate(self.bandit_input) dr = DoublyRobustEstimator().evaluate(self.bandit_input) self.assertAlmostEqual( dr.estimated_reward, switch.estimated_reward, delta=TestSwitchEstimators.DR_EPSILON, )
def test_seq2slate_eval_data_page(self): """ Create 3 slate ranking logs and evaluate using Direct Method, Inverse Propensity Scores, and Doubly Robust. The logs are as follows: state: [1, 0, 0], [0, 1, 0], [0, 0, 1] indices in logged slates: [3, 2], [3, 2], [3, 2] model output indices: [2, 3], [3, 2], [2, 3] logged reward: 4, 5, 7 logged propensities: 0.2, 0.5, 0.4 predicted rewards on logged slates: 2, 4, 6 predicted rewards on model outputted slates: 1, 4, 5 predicted propensities: 0.4, 0.3, 0.7 When eval_greedy=True: Direct Method uses the predicted rewards on model outputted slates. Thus the result is expected to be (1 + 4 + 5) / 3 Inverse Propensity Scores would scale the reward by 1.0 / logged propensities whenever the model output slate matches with the logged slate. Since only the second log matches with the model output, the IPS result is expected to be 5 / 0.5 / 3 Doubly Robust is the sum of the direct method result and propensity-scaled reward difference; the latter is defined as: 1.0 / logged_propensities * (logged reward - predicted reward on logged slate) * Indicator(model slate == logged slate) Since only the second logged slate matches with the model outputted slate, the DR result is expected to be (1 + 4 + 5) / 3 + 1.0 / 0.5 * (5 - 4) / 3 When eval_greedy=False: Only Inverse Propensity Scores would be accurate. Because it would be too expensive to compute all possible slates' propensities and predicted rewards for Direct Method. The expected IPS = (0.4 / 0.2 * 4 + 0.3 / 0.5 * 5 + 0.7 / 0.4 * 7) / 3 """ batch_size = 3 state_dim = 3 src_seq_len = 2 tgt_seq_len = 2 candidate_dim = 2 reward_net = FakeSeq2SlateRewardNetwork() seq2slate_net = FakeSeq2SlateTransformerNet() src_seq = torch.eye(candidate_dim).repeat(batch_size, 1, 1) tgt_out_idx = torch.LongTensor([[3, 2], [3, 2], [3, 2]]) tgt_out_seq = src_seq[ torch.arange(batch_size).repeat_interleave(tgt_seq_len), tgt_out_idx.flatten() - 2, ].reshape(batch_size, tgt_seq_len, candidate_dim) ptb = rlt.PreprocessedTrainingBatch( training_input=rlt.PreprocessedRankingInput( state=rlt.FeatureData(float_features=torch.eye(state_dim)), src_seq=rlt.FeatureData(float_features=src_seq), tgt_out_seq=rlt.FeatureData(float_features=tgt_out_seq), src_src_mask=torch.ones(batch_size, src_seq_len, src_seq_len), tgt_out_idx=tgt_out_idx, tgt_out_probs=torch.tensor([0.2, 0.5, 0.4]), slate_reward=torch.tensor([4.0, 5.0, 7.0]), ), extras=rlt.ExtraData( sequence_number=torch.tensor([0, 0, 0]), mdp_id=np.array(["0", "1", "2"]), ), ) edp = EvaluationDataPage.create_from_tensors_seq2slate( seq2slate_net, reward_net, ptb.training_input, eval_greedy=True) logger.info( "---------- Start evaluating eval_greedy=True -----------------") doubly_robust_estimator = OPEstimatorAdapter(DoublyRobustEstimator()) dm_estimator = OPEstimatorAdapter(DMEstimator()) ips_estimator = OPEstimatorAdapter(IPSEstimator()) switch_estimator = OPEstimatorAdapter(SwitchEstimator()) switch_dr_estimator = OPEstimatorAdapter(SwitchDREstimator()) doubly_robust = doubly_robust_estimator.estimate(edp) inverse_propensity = ips_estimator.estimate(edp) direct_method = dm_estimator.estimate(edp) # Verify that Switch with low exponent is equivalent to IPS switch_ips = switch_estimator.estimate(edp, exp_base=1) # Verify that Switch with no candidates is equivalent to DM switch_dm = switch_estimator.estimate(edp, candidates=0) # Verify that SwitchDR with low exponent is equivalent to DR switch_dr_dr = switch_dr_estimator.estimate(edp, exp_base=1) # Verify that SwitchDR with no candidates is equivalent to DM switch_dr_dm = switch_dr_estimator.estimate(edp, candidates=0) logger.info(f"{direct_method}, {inverse_propensity}, {doubly_robust}") avg_logged_reward = (4 + 5 + 7) / 3 self.assertAlmostEqual(direct_method.raw, (1 + 4 + 5) / 3, delta=1e-6) self.assertAlmostEqual(direct_method.normalized, direct_method.raw / avg_logged_reward, delta=1e-6) self.assertAlmostEqual(inverse_propensity.raw, 5 / 0.5 / 3, delta=1e-6) self.assertAlmostEqual( inverse_propensity.normalized, inverse_propensity.raw / avg_logged_reward, delta=1e-6, ) self.assertAlmostEqual(doubly_robust.raw, direct_method.raw + 1 / 0.5 * (5 - 4) / 3, delta=1e-6) self.assertAlmostEqual(doubly_robust.normalized, doubly_robust.raw / avg_logged_reward, delta=1e-6) self.assertAlmostEqual(switch_ips.raw, inverse_propensity.raw, delta=1e-6) self.assertAlmostEqual(switch_dm.raw, direct_method.raw, delta=1e-6) self.assertAlmostEqual(switch_dr_dr.raw, doubly_robust.raw, delta=1e-6) self.assertAlmostEqual(switch_dr_dm.raw, direct_method.raw, delta=1e-6) logger.info( "---------- Finish evaluating eval_greedy=True -----------------") logger.info( "---------- Start evaluating eval_greedy=False -----------------") edp = EvaluationDataPage.create_from_tensors_seq2slate( seq2slate_net, reward_net, ptb.training_input, eval_greedy=False) doubly_robust_estimator = OPEstimatorAdapter(DoublyRobustEstimator()) dm_estimator = OPEstimatorAdapter(DMEstimator()) ips_estimator = OPEstimatorAdapter(IPSEstimator()) doubly_robust = doubly_robust_estimator.estimate(edp) inverse_propensity = ips_estimator.estimate(edp) direct_method = dm_estimator.estimate(edp) self.assertAlmostEqual( inverse_propensity.raw, (0.4 / 0.2 * 4 + 0.3 / 0.5 * 5 + 0.7 / 0.4 * 7) / 3, delta=1e-6, ) self.assertAlmostEqual( inverse_propensity.normalized, inverse_propensity.raw / avg_logged_reward, delta=1e-6, ) logger.info( "---------- Finish evaluating eval_greedy=False -----------------")