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update the RB fitting method to compensate for the standard deviation induced from the random number generator #7562
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… induced from the random number generator
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #7562 +/- ##
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Coverage 97.50% 97.50%
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Files 1103 1103
Lines 99695 99716 +21
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+ Hits 97209 97230 +21
Misses 2486 2486 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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@NoureldinYosri Could you please add a description to this PR? As a matter of best practices, we shouldn't leave PR descriptions empty. |
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LGTM pending the addition of a description to this PR and double-checking whether the test function name was really intended to be as it is written.
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Thanks, @NoureldinYosri! But I don't think this fixed the variance problem. I tested it in this colab.
@eliottrosenberg the results from running the internal RB are not independent, they are correlated. if you rerun the notebook but turnoff parameter updates you will get similar std https://colab.research.google.com/drive/1U6yDZBNDU4wSqjxVukHCz1mbwvyj7PQO#scrollTo=Fwi7fjYUBpr5 |
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Approving so that we can merge this, but I don't think the investigation is done.
changing the RB fitting method to 1) scale the estimated error to remove the effect of the std of the random number generator 2) take into account the standard deviation of the error. this means that instead of fitting a curve to$(x_i, y_i)$ it will fit a curve that passes through $(x_i, \hat{y_i})$ where $\hat{y_i} \in [y_i - \sigma_i, y_i + \sigma_i]$