New algorithms: score-based adam, and abc

#15
Calibration Comparison org
No description provided.
Calibration Comparison org
•
edited Sep 14

In this PR we
Add ABC:

  • add the method and runs into the UQ leaderboard
  • Cap ABC to 10,000 experiments, and if we havent drawn a minimum number of posterior samples (dim+2) then the experiment is considered a failure. (main cause of fail in high dims)
  • remove older ABC (And HM) methods from the optimization experiment (leave data for now)

Add score-based adam

  • add the KGMM results (most promising from LM experiments) to the optimization leaderboard
  • experiment adapted alpha scaled by the prior.
  • We note there are many ways to play with hyperparameters of ADAM, for now we have done modest tuning - happy for these to be updated in future. Note that increasing/decreasing alpha improved some cases and made others worse so it is not as simple as global resclaes.

MISC

  • full NaNs weren't displaying correctly, (due to a special case in the original way the EKP experiment data was handled (using NaN to mean not-run, not run-and-all-failed). Therefore we resolved this by splitting up the data files for these experiments.
odunbar changed pull request status to open
odunbar changed pull request status to merged

Sign up or log in to comment