Source code for moe.tests.bandit.bandit_test_case

# -*- coding: utf-8 -*-
"""Base test case class for bandit tests; includes different historical infos (different sampled arms)."""
from moe.bandit.data_containers import BernoulliArm, HistoricalData, SampleArm


[docs]class BanditTestCase(object): """Base test case for the bandit library. This sets up arms for test cases and includes an integration test case for verifying that default values do not throw an error. """ bandit_class = None # Define in a subclass """Set up arms for test cases.""" one_arm_test_case = HistoricalData(sample_arms={"arm1": BernoulliArm(win=0, loss=0, total=0)}) two_unsampled_arms_test_case = HistoricalData(sample_arms={"arm1": BernoulliArm(win=0, loss=0, total=0), "arm2": BernoulliArm(win=0, loss=0, total=0)}) two_arms_test_case = HistoricalData(sample_arms={"arm1": BernoulliArm(win=1, loss=0, total=1), "arm2": BernoulliArm(win=0, loss=0, total=0)}) three_arms_test_case = HistoricalData(sample_arms={"arm1": SampleArm(win=2, loss=1, total=3), "arm2": SampleArm(win=1, loss=1, total=2), "arm3": SampleArm(win=0, loss=0, total=0)}) three_arms_float_payoffs_test_case = HistoricalData(sample_arms={"arm1": SampleArm(win=2.2, loss=1.1, total=3), "arm2": SampleArm(win=2.1, loss=1.1, total=3), "arm3": SampleArm(win=0, loss=0, total=0)}) three_arms_two_winners_test_case = HistoricalData(sample_arms={"arm1": SampleArm(win=2, loss=1, total=3), "arm2": SampleArm(win=2, loss=1, total=3), "arm3": SampleArm(win=0, loss=0, total=0)}) three_arms_two_winners_no_unsampled_arm_test_case = HistoricalData(sample_arms={"arm1": SampleArm(win=2, loss=1, total=3), "arm2": SampleArm(win=2, loss=1, total=3), "arm3": SampleArm(win=0, loss=1, total=1)}) three_arms_with_variance_no_unsampled_arm_test_case = HistoricalData(sample_arms={"arm1": SampleArm(win=2, loss=1, total=500, variance=0.1), "arm2": SampleArm(win=2, loss=1, total=500, variance=0.01), "arm3": SampleArm(win=2, loss=1, total=500, variance=0.001)}) bernoulli_historical_infos_to_test = [ one_arm_test_case, two_unsampled_arms_test_case, two_arms_test_case, ] historical_infos_to_test = [ three_arms_test_case, three_arms_float_payoffs_test_case, three_arms_two_winners_test_case, three_arms_two_winners_no_unsampled_arm_test_case, three_arms_with_variance_no_unsampled_arm_test_case, ] historical_infos_to_test.extend(bernoulli_historical_infos_to_test) def _test_init_default(self): """Verify that default values do not throw and error. This is purely an integration test.""" for historical_info in self.historical_infos_to_test: bandit = self.bandit_class(historical_info=historical_info) bandit.choose_arm(bandit.allocate_arms()) def _test_one_arm(self, bandit): """Check that the one-arm case always returns the given arm as the winning arm and the allocation is 1.0.""" bandit = self.bandit_class(self.one_arm_test_case) arms_to_allocations = bandit.allocate_arms() assert arms_to_allocations == {"arm1": 1.0} assert bandit.choose_arm(arms_to_allocations) == "arm1"