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37 Commits

Author SHA1 Message Date
Umur Ozkul
5576bf2ef3 fixes #904. E.O.default performance 2022-07-29 02:12:07 +02:00
Quinn Dougherty
cbaf4c150d one CR comment; chasing kldivergence on mixeds bug 
Value: [1e-10 to 1e-3]
 2022-05-25 13:10:31 -04:00
Quinn Dougherty
249f58d3d8 Slightly baffled why klDivergence : mixed x mixed -> float is busted. 
Value: [1e-4 to 3e-2]

hypothesis: I need to reintroduce `combineAlongSupportOfSecondArgument`
 2022-05-25 10:39:30 -04:00
Quinn Dougherty
3a56d6fca4 intermediate commit 
Value: [1e-10 to 1e-5]
 2022-05-25 08:22:57 -04:00
Quinn Dougherty
9e7319ed57 More substantial CR; more named args 
Value: [1e-6 to 1e-2]
 2022-05-16 18:06:14 -04:00
Quinn Dougherty
bdbb86aa9e logScore on records now interprets almost every which way we're 
interested in

Value: [1e-3 to 9e-1]
 2022-05-13 16:15:04 -04:00
Quinn Dougherty
b4a1137019 Implemented correct math underlying logScoreWithPointResolution 
Value: [1e-2 to 7e-1]

Realized that I need to switch argument order, put `prior` last maybe.
 2022-05-13 15:43:59 -04:00
Quinn Dougherty
51310819a1 logScore now in interface. 
Value: [1e-4 to 1e-1]
 2022-05-12 14:16:52 -04:00
Quinn Dougherty
978e149913 Initialized logScore and logScoreAgainstImproperPrior 
Value: [1e-5 to 6e-3]
 2022-05-12 13:11:51 -04:00
Quinn Dougherty
28cb6b9c88 Final cleanup, but typescript is still borked 
Value: [1e-8 to 1e-6]
 2022-05-06 15:09:00 -04:00
Quinn Dougherty
722bfc6366 All three tests pass 
- `uniform` `toPointSet` method has been changed for numerical
stability.

Value: [1e-1 to 1.75e0]
 2022-05-06 13:58:15 -04:00
NunoSempere
d9a40c973a feat: Get KL divergence working except in case of numerical errors () 
- Quinn was of great help here.
- I also left some dead code, which still has to be cleaned up
- There are still very annoying numerical errors, so I left one test
failing. These are due to how the interpolation is done
- Quinn to pick up from here

Value: [0.6 to 2]
 2022-05-06 12:26:51 -04:00
Quinn Dougherty
dcf56d7bc6 combineAlongSupportOfSecondArgument implemented, tests still failing 
Value: [1e-4 to 4e-2]
 2022-05-05 20:02:12 -04:00
Quinn Dougherty
b49865d3aa progress on klDivergence (still working) 
Value: [1e-5 to 1e-2]
 2022-05-05 15:37:28 -04:00
Quinn Dougherty
6211d3cfb0 Some sorta klDivergence conclusion 
Value: [1e-6 to 1e-3]
 2022-05-04 14:55:49 -04:00
Quinn Dougherty
898547f3a3 klDivergence is now LogarithmWithThreshold 2022-05-04 13:53:32 -04:00
Quinn Dougherty
c95c56cfb8 Added logScaleWithThreshold(eps) and completed renaming to 
`klDivergence`

Value: [1e-5 to 1e-3]
 2022-05-04 13:02:58 -04:00
Quinn Dougherty
32f141abdc Renamed LogScoring to KLDivergence 
Value: [1e-7 to 1e-4]
 2022-05-04 11:54:23 -04:00
Quinn Dougherty
627616558a Made multiplicative factor in Scoring file rather than with bind 
calls

Value: [1e-5 to 7.5e-4]
 2022-05-04 11:48:20 -04:00
Quinn Dougherty
d5c9705811 Corrected log score 
Value: [5e-5 to 2e-2]
 2022-05-03 14:00:34 -04:00
Quinn Dougherty
db3acbf96c Added extra multiplicative factor in logScore integrand 
Value: [8e-2 to 7e-1]

migrated intregrand from `log(predicted / answer)` to `answer *
log(predicted / answer)`
 2022-05-02 13:40:34 -04:00
Quinn Dougherty
58c885f963 Merge remote-tracking branch 'origin/develop' into log-score-attempt 2022-05-02 11:34:29 -04:00
Ozzie Gooen
282fa7726b Added scalePower and scaleLog 2022-04-28 21:14:03 -04:00
Ozzie Gooen
ced3af5813 First attempt at LogScore 2022-04-28 20:24:13 -04:00
Sam Nolan
7302a3ec10 Give isNormalised lower bound 2022-04-26 13:28:08 -04:00
Sam Nolan
350e420884 Add isNormalized to Continuous 2022-04-26 13:25:45 -04:00
Sam Nolan
6bfecf2204 Rename flip argument to be more descriptive 2022-04-25 15:55:25 -04:00
Sam Nolan
9090c44284 Fix subtraction not commuting under pointsets 2022-04-23 15:58:42 -04:00
Sam Nolan
df4b734a49 Rename invalidOperationError 2022-04-23 14:35:49 -04:00
Sam Nolan
c7e601e15b Remove NaN from pointwise operations 2022-04-23 14:09:06 -04:00
Sam Nolan
508f673873 Change NaN operations to results 
- Also deleting old GenericDist_Types
- Also removing some string errors
 2022-04-22 16:27:17 -04:00
Sam Nolan
2845bd3e39 Use a more conservative convolution policy 2022-04-22 12:43:18 -04:00
Sam Nolan
e1bf47b6b3 Remove old parser and warning 27 2022-04-21 18:09:06 -04:00
Quinn Dougherty
4f95c019eb yarn format 2022-04-12 20:22:19 -04:00
Ozzie Gooen
0af0c9e274 Added tests for index.js and fixed some corresponding functionality 2022-04-08 19:48:53 -04:00
Ozzie Gooen
a2729f34cb Pulled out XYShape to be more separate 2022-04-04 13:41:22 -04:00
Ozzie Gooen
60b760f0cd Naming refactor of key rescript directories 2022-04-04 11:59:14 -04:00