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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Re: Longley Data
Date Thu, 14 Jul 2011 03:33:04 GMT
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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