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bancaditalia / black-it

Black-box abm calibration kit by the Bank of Italy
https://bancaditalia.github.io/black-it/
GNU Affero General Public License v3.0
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MCS code with comments #20

Open mmartinoli87 opened 2 years ago

mmartinoli87 commented 2 years ago

Proposed changes

Addition to the "Model Confidence Sets" scheme to Black-it

AldoGl commented 2 years ago

Thank you @mmartinoli87 for (re)opening the PR. Just for reference, this is a continuation of #19.

codecov-commenter commented 2 years ago

Codecov Report

Merging #20 (334f0dd) into main (3433555) will decrease coverage by 6.64%. The diff coverage is 11.36%.

Additional details and impacted files [![Impacted file tree graph](https://codecov.io/gh/bancaditalia/black-it/pull/20/graphs/tree.svg?width=650&height=150&src=pr&token=FwbdPgBFTD&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None)](https://codecov.io/gh/bancaditalia/black-it/pull/20?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) ```diff @@ Coverage Diff @@ ## main #20 +/- ## ========================================== - Coverage 99.44% 92.80% -6.65% ========================================== Files 22 24 +2 Lines 1086 1264 +178 ========================================== + Hits 1080 1173 +93 - Misses 6 91 +85 ``` | [Impacted Files](https://codecov.io/gh/bancaditalia/black-it/pull/20?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None) | Coverage Δ | | |---|---|---| | [black\_it/model\_confidence\_sets.py](https://codecov.io/gh/bancaditalia/black-it/pull/20/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvbW9kZWxfY29uZmlkZW5jZV9zZXRzLnB5) | `11.36% <11.36%> (ø)` | | | [black\_it/samplers/particle\_swarm.py](https://codecov.io/gh/bancaditalia/black-it/pull/20/diff?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=None#diff-YmxhY2tfaXQvc2FtcGxlcnMvcGFydGljbGVfc3dhcm0ucHk=) | `92.22% <0.00%> (ø)` | |
AldoGl commented 2 years ago

Ok, @mmartinoli87 I have written a draft in Python of the MCS code. It would be great if you could add a few more line of comments to the R code, and specifically where I ask questions in this commit 9244d57587288c4d03bae4a11c08c041763873f2.

The code seem to work already, but we are still thinking about the best way to integrate it within the Black-it pipeline. It might be useful to discuss this together, considering that we also want to integrate your recent article (https://scholar.google.it/citations?view_op=view_citation&hl=it&user=bJcPI-4AAAAJ&sortby=pubdate&citation_for_view=bJcPI-4AAAAJ:YsMSGLbcyi4C) which makes use MCS as a sub-tool.