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update psis to not add back the max and return the unnormalized resample ratios #3243

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merged 2 commits into from Dec 8, 2023

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SteveBronder
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Fixes #3241 by just removing the line that adds back the max log likelihood ratio

Submission Checklist

  • Run unit tests: ./runTests.py src/test/unit
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

Intended Effect

How to Verify

Should we have tests for this? This just seemed like a numeric bug inside of the function so I'm not sure if / how to test this

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Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company): Flatiron Institute

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

@avehtari
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Fixes #3241 by just removing the line that adds back the max log likelihood ratio

  • it seems you also dropped the normalization, which is ok, if boost is accepting unnormalized weights
  • it seems you also changed how the truncation is done, by using a one-liner instead of for loop, and as I'm not familiar with the syntax, I'm not able to verify that it does the same thing, but I assume you know it's the same

@SteveBronder SteveBronder merged commit 4637f94 into develop Dec 8, 2023
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@WardBrian WardBrian deleted the fix/psis-weights-overflow branch December 8, 2023 17:21
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Underflow in psis_weights leads to uniform sampling from multi-pathfinder draws
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