Change add_noise to match the target variance by scaling by its sqrt. #294
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Edited to avoid sqrt after type casting. |
mkunesch
requested changes
Jan 31, 2022
mkunesch
requested changes
Feb 1, 2022
Add a test for this noise scaling.
std -> standard_deviation shape update like params rename test_add_noise -> test_add_noise_has_correct_variance_scaling
remove parameterization; hard code parameters locally update with variants
mkunesch
reviewed
Feb 1, 2022
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LGTM! Thanks a lot!
There is a test failure now in the (recently added) test for noisy_sgd in alias_test.py which uses add_noise. Do you have time to look into this? It's probably just a matter of changing the parameters so that with the slower decay of the noise it doesn't affect the test results but we should make sure this is indeed the reason.
I've rebased and changed eta to match the previous initial variance. It survives the test with the different decay rate.
The test passes now (and also passed if just removing the noisy_sgd line). |
mkunesch
approved these changes
Feb 1, 2022
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Resolve issue #281.
Add a test for this noise scaling which fails prior to this change.