Open tpapp opened 6 months ago
Tentatively, I am thinking about the following:
stresstest
figures out the values it needs,[-B, B]^D
where B
is around 50
,K
, then each module checks something and then either returns nothing
or something that will be inserted into a vector that is paired with each offending coordinate.
It is time for a redesign of the stress testing framework. Specifically,
Restrict input range. Using Cauchy for random coordinates is excessive, as it can easily result in values outside 1000 which is crazy, and leads to hiccups even for posteriors that are carefully implemented numerically but have a nonlinear transformation (eg anything remotely involving
exp
).Reporting should be more nuanced. Every bad value should have a list of properties that were violated (eg non-finite but inf values, non-finite derivatives, incorrect derivatives when compared against finite differences, etc). Cf #42.
Stress tests should be modular, allowing the user to pick and combine them as necessary.