cnellington / Contextualized

An SKLearn-style toolbox for estimating and analyzing models, distributions, and functions with context-specific parameters.
http://contextualized.ml/
GNU General Public License v3.0
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Reporting confidence intervals without including training trajectories that failed. #178

Closed blengerich closed 4 months ago

blengerich commented 1 year ago

As with all deep learning methods, sometimes training can diverge. However, our current bootstrap estimates of confidence include all training trajectories. When we crank up the number of bootstraps, we tend to include training runs that actually diverged, artificially increasing the reported uncertainty. It would be great to have an automated way to report results based only on bootstrap training runs that actually converged to a good solution.