Closed ChrisRackauckas closed 11 months ago
@vikram-s-narayan can I get some help trying to figure out what regressed here?
The failing tests can be traced back to QuasiMonteCarlo.jl. This gist helps reproduce the results and may help pinpoint the issue for the folks at QuasiMonteCarlo.
I have also raised an issue with QuasiMonteCarlo.jl.
QuasiMonteCarlo@0.2.19 includes the lower bound as the first sample when we use GoldenSample(). This was not the case with QuasiMonteCarlo@0.2.16 which maintained an offset. For example, if we do:
using QuasiMonteCarlo
lb = [0.125, 5.0, 5.0]
ub = [1.0, 10.0, 10.0]
n_test = 5
transpose(QuasiMonteCarlo.sample(n_test, lb, ub, GoldenSample()))
We get the following results:
With QuasiMonteCarlo@0.2.16:
0.192681 5.96681 6.29918
0.697863 9.43361 5.09836
0.328044 7.90042 8.89754
0.833226 6.36723 7.69671
0.463407 9.83403 6.49589
With QuasiMonteCarlo@0.2.19 (note that the first record is the same as the lower bound):
0.125 5.0 5.0
0.841776 8.35522 7.7485
0.683552 6.71044 5.497
0.525328 5.06565 8.24551
0.367104 8.42087 5.99401
This was causing the test failure as I had used GoldenSample for the generating the test dataset. The training dataset used SobolSample which did not include the lower bound. So essentially, the model was faced with interpolating a point outside of the bounds in which it had been trained and hence results were sub-optimal.
If we remove the first datapoint, results are much better as can be seen from this gist. The root mean square error falls from ~200 to ~50.
The issue raised earlier on QuasiMonteCarlo.jl has also been updated with this new information. Hoping that this test will automatically pass once we fix QuasiMonteCarlo.jl :)
@vikram-s-narayan can I get some help trying to figure out what regressed here?