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Add likelihood-informed data processors #376
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #376 +/- ##
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- Coverage 93.98% 88.99% -5.00%
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Files 10 11 +1
Lines 1630 1717 +87
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- Hits 1532 1528 -4
- Misses 98 189 +91 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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Implement the likelihood-informed data processor from our Overleaf
This PR makes the following changes.
LikelihoodInformeddata processor, which combines input data, output data and the actual inverse problem to find good reduced spaces.Decorrelatorthat uses a fixed reduced-space dimension, instead of calculating it based on a variance threshold. This helps primarily when testing or doing comparisons.examples/DimensionReduction/emulate_sample_linlinexp.jl. I feel like we need to make it a bit more versatile and less hacky before extracting it from there.Decorrelator + LikelihoodInformedto justDecorrelator.Big TODO: The error estimate for output space reduction when
α ≠ 0is way off, which would result in high errors when usingretain_KLas a criterion to find a reduced space. I'm still looking into why this is.There are some test failures that I still have to look at, but I think this PR is ready to review.