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[WIP] Non-adaptative Agent Comparisions #276
Merged
TimotheeMathieu
merged 17 commits into
rlberry-py:main
from
TimotheeMathieu:comparisions
Aug 21, 2023
Merged
[WIP] Non-adaptative Agent Comparisions #276
TimotheeMathieu
merged 17 commits into
rlberry-py:main
from
TimotheeMathieu:comparisions
Aug 21, 2023
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Description
In this PR I introduce a new function
compare_agents
.Given
n_agents
agents that have each been fittedn_fit
times, we evaluate these agents and compare them using a multiple test in order to know which agent are statistically different and which are not.Two methods are implemented: Tukey HSD (parametric, suppose that the evaluations are Gaussians) and Permutation test with StepDown method (non parametric, suppose only a finite second moment). The results are illustrated with a boxplot and a heatmap. In the case of Tukey HSD we also have access to some adapted p-values to quantify the certainty of the test.
Example :
EDIT: now with a simple text (dataframe) output:
Still TODO: