Skip to content

Add objective weights#826

Merged
gufengzhou merged 10 commits intomainfrom
add_objective_weights
Oct 12, 2023
Merged

Add objective weights#826
gufengzhou merged 10 commits intomainfrom
add_objective_weights

Conversation

@gufengzhou
Copy link
Contributor

An experimental feature: adding an argument objective_weights to allow manual customization of objective function weightage. For example, with NRMSE & RSSD have same weights of c(1,1) by default. Set to 0 is possible. WARNING: The weights cannot be optimised. Any customisation is arbitrary and has strong risk of bias.

This allows customisation of optimisation weights among objective functions. default is even weight c(1, 1). It also allows 0 weight, equal to removing an objective function. check function needs to be amended, because the values needs to be >=0 and the same length as obj.fun count
@facebook-github-bot facebook-github-bot added the CLA Signed This label is managed by the Facebook bot. Authors need to sign the CLA before a PR can be reviewed. label Sep 29, 2023
Defaulting stronger weight for DECOMP.RSSD while refreshing (1 for NRMSE, 10 for DECOMP.RSSD) to further curb refresh discrepancy & encourage better explainability. This can be override manually by setting objective_weights in robyn_refresh().
@gufengzhou gufengzhou requested a review from igorskokan October 11, 2023 07:16
Copy link

@igorskokan igorskokan left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM

@gufengzhou gufengzhou merged commit f7fd850 into main Oct 12, 2023
@gufengzhou gufengzhou deleted the add_objective_weights branch November 13, 2024 09:00
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

CLA Signed This label is managed by the Facebook bot. Authors need to sign the CLA before a PR can be reviewed.

Projects

None yet

Development

Successfully merging this pull request may close these issues.

3 participants