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Fix mse for least squares PCE #128
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- stdout and stderr from solver run do not depend anymore on relative paths. - a warning will be throw when he solver has a relative path
Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## master #128 +/- ##
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Coverage 99.06% 99.06%
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Files 23 23
Lines 852 852
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Hits 844 844
Misses 8 8
☔ View full report in Codecov by Sentry. |
Can you rebase you commit on |
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@test mean(pce) ≈ -1.5 rtol = 1e-10 | ||
@test var(pce) ≈ 0.5 rtol = 1e-10 | ||
@test isapprox(mse, 3e-30, atol=1e-10) |
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This is not an adequate test for the mse. You need to get the y
values from the returned samples
and compare them to evaluate!(pce, copy_of_samples)
with copy_of_samples = samples[:, Not(:y)]
.
The evaluation of the mse of PCE with "least squared" method was performed without the division by the number of samples.