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[solidago] gbt: estimate asymmetrical uncertainties based on increase of loss by 1 #1973

Merged
merged 10 commits into from
Jun 1, 2024
Merged

[solidago] gbt: estimate asymmetrical uncertainties based on increase of loss by 1 #1973

merged 10 commits into from
Jun 1, 2024

Commits on May 18, 2024

  1. [solidago] gbt: estimate uncertainties based on increase of loss by 1

    @amatissart
    amatissart committed May 18, 2024
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  2. gbt: use negative log likelihood term instead of loss to compute unce… 

    …rtainties
    @amatissart
    amatissart committed May 18, 2024
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Commits on May 23, 2024

  1. update test values and lbfgs implementation for GBT

    @amatissart
    amatissart committed May 23, 2024
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Commits on May 30, 2024

  1. fix inconsistencies in uncertainties values, use dichtomy instead of … 

    …scipy
    @amatissart
    amatissart committed May 30, 2024
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  2. catch explicitly the case when uncertainty is too large to converge

    @amatissart
    amatissart committed May 30, 2024
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Commits on Jun 1, 2024

  1. add docstring on njit_brentq

    @amatissart
    amatissart committed Jun 1, 2024
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  2. add tests for njint_brentq

    @amatissart
    amatissart committed Jun 1, 2024
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  3. Update solidago/src/solidago/preference_learning/generalized_bradley_… 

    …terry.py

Co-authored-by: Louis Faucon <lpfaucon@gmail.com>
    @amatissart @lfaucon
    amatissart and lfaucon committed Jun 1, 2024
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  4. define high_likelihood_range_threshold as gbt parameter

    @amatissart
    amatissart committed Jun 1, 2024
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  5. rename loss_increase_to_solve into translated_negative_log_likelihood

    @amatissart
    amatissart committed Jun 1, 2024
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