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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Fri, 15 Jul 2011 00:37:15 GMT
The usual issues with numerical techniques, how you calculate (c * x + d *
y)/e matters...
It turns out that religiously following the article and defining c_bar  = c
/ e is not a good idea.

The Filippelli data is still a bit dicey. I would like to resolve where the
error is accumulating there as well. That's really the last thing preventing
me from sending the patch with the Miller-Gentlemen Regression to Phil.

-Greg

On Thu, Jul 14, 2011 at 1:18 PM, Ted Dunning <ted.dunning@gmail.com> wrote:

> What was the problem?
>
> On Wed, Jul 13, 2011 at 8:33 PM, Greg Sterijevski <gsterijevski@gmail.com
> >wrote:
>
> > Phil,
> >
> > Got it! I fit longley to all printed values. I have not broken
> anything...
> > I
> > need to type up a few loose ends, then I will send a patch.
> >
> > -Greg
> >
> > On Tue, Jul 12, 2011 at 2:35 PM, Phil Steitz <phil.steitz@gmail.com>
> > wrote:
> >
> > > On 7/12/11 12:12 PM, Greg Sterijevski wrote:
> > > > All,
> > > >
> > > > So I included the wampler data in the test suite. The interesting
> > thing,
> > > is
> > > > to get clean runs I need wider tolerances with OLSMultipleRegression
> > than
> > > > with the version of the Miller algorithm I am coding up.
> > > This is good for your Miller impl, not so good for
> > > OLSMultipleRegression.
> > > > Perhaps we should come to a consensus of what good enough is? How
> close
> > > do
> > > > we want to be? Should we require passing on all of NIST's 'hard'
> > > problems?
> > > > (for all regression techniques that get cooked up)
> > > >
> > > The goal should be to match all of the displayed digits in the
> > > reference data.  When we can't do that, we should try to understand
> > > why and aim to, if possible, improve the impls.   As we improve the
> > > code, the tolerances in the tests can be improved.  Characterization
> > > of the types of models where the different implementations do well /
> > > poorly is another thing we should aim for (and include in the
> > > javadoc).  As with all reference validation tests, we need to keep
> > > in mind that a) the "hard" examples are designed to be numerically
> > > unstable and b) conversely, a handful of examples does not really
> > > demonstrate correctness.
> > >
> > > Phil
> > > > -Greg
> > > >
> > >
> > >
> > > ---------------------------------------------------------------------
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> > >
> > >
> >
>

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