In HINT, when we make predictions, we compute quantiles of the forecasts and subsequently calculate the mean using those quantiles. This gives an approximation error of the mean of the forecasts, leading a.o. to issue #945 but also showing the 'percentage difference' errors sometimes in our test runs with HINT.
The fix is simple: calculate the mean of the forecasts before computing the quantiles.
Summary:
Fixes #945
Unit test modified in HINT.ipynb that fails without the fix.
Note that this also fixes generically the small eps in our tests that we observed when using HINT.
In
HINT
, when we make predictions, we compute quantiles of the forecasts and subsequently calculate the mean using those quantiles. This gives an approximation error of the mean of the forecasts, leading a.o. to issue #945 but also showing the 'percentage difference' errors sometimes in our test runs withHINT
.The fix is simple: calculate the mean of the forecasts before computing the quantiles.
Summary:
HINT.ipynb
that fails without the fix.HINT
.