1{
  2  "seed": 2816,
  3  "beta": 0.99,
  4  "mechanism_checks": {
  5    "cvar_quantile_check": {
  6      "predicted_eta_quantile": 2.244101818870541,
  7      "observed_eta": 2.2443537786481667,
  8      "abs_error": 0.0002519597776258209,
  9      "direct_cvar": 2.569699060237259,
 10      "rockafellar_at_eta": 2.569666528962227
 11    },
 12    "ridge_shrinkage_check": {
 13      "lambda": [
 14        0.0,
 15        0.01,
 16        0.1,
 17        1.0,
 18        10.0
 19      ],
 20      "predicted_ratio": [
 21        1.0,
 22        0.9900990099009901,
 23        0.9090909090909091,
 24        0.5,
 25        0.09090909090909091
 26      ],
 27      "observed_ratio": [
 28        1.0,
 29        0.9900990099009901,
 30        0.9090909090909091,
 31        0.5,
 32        0.09090909090909091
 33      ],
 34      "max_abs_error": 0.0
 35    },
 36    "tail_region_check": {
 37      "epsilon": [
 38        0.5,
 39        1.0,
 40        2.0
 41      ],
 42      "predicted_fraction": [
 43        0.38292492254802624,
 44        0.6826894921370859,
 45        0.9544997361036416
 46      ],
 47      "observed_fraction": [
 48        0.38288,
 49        0.681245,
 50        0.954455
 51      ],
 52      "max_abs_error": 0.001444492137085862
 53    }
 54  },
 55  "mini_experiment": {
 56    "true_cvar": 1.655386962453665,
 57    "runs": {
 58      "random": [
 59        {
 60          "calls": 24,
 61          "cvar_abs_error": 0.005825732289025609,
 62          "global_mse": 0.0009243312249660243,
 63          "tail_mean_error": 0.005825732289025609
 64        },
 65        {
 66          "calls": 40,
 67          "cvar_abs_error": 0.000731938163846424,
 68          "global_mse": 0.0009532694097385896,
 69          "tail_mean_error": 0.000731938163846424
 70        },
 71        {
 72          "calls": 56,
 73          "cvar_abs_error": 6.259185885060248e-05,
 74          "global_mse": 0.00098975709215039,
 75          "tail_mean_error": 6.259185885038043e-05
 76        },
 77        {
 78          "calls": 72,
 79          "cvar_abs_error": 0.0003108659759230026,
 80          "global_mse": 0.0010007334963034686,
 81          "tail_mean_error": 0.00031086597592278054
 82        },
 83        {
 84          "calls": 88,
 85          "cvar_abs_error": 0.0016970746152977778,
 86          "global_mse": 0.0009365463697149309,
 87          "tail_mean_error": 0.0016970746152979999
 88        }
 89      ],
 90      "global_uncertainty": [
 91        {
 92          "calls": 24,
 93          "cvar_abs_error": 0.028632310517711534,
 94          "global_mse": 0.0008670792450797092,
 95          "tail_mean_error": 0.028632310517711757
 96        },
 97        {
 98          "calls": 40,
 99          "cvar_abs_error": 0.00491547321271768,
100          "global_mse": 0.0008398343501442326,
101          "tail_mean_error": 0.00491547321271768
102        },
103        {
104          "calls": 56,
105          "cvar_abs_error": 0.0039830504544564604,
106          "global_mse": 0.0008402996863935622,
107          "tail_mean_error": 0.0039830504544564604
108        },
109        {
110          "calls": 72,
111          "cvar_abs_error": 0.003349616857913462,
112          "global_mse": 0.0008416172592643351,
113          "tail_mean_error": 0.00334961685791324
114        },
115        {
116          "calls": 88,
117          "cvar_abs_error": 0.0029859180973683674,
118          "global_mse": 0.0008425347666401883,
119          "tail_mean_error": 0.0029859180973683674
120        }
121      ],
122      "tail_residual": [
123        {
124          "calls": 24,
125          "cvar_abs_error": 0.008794593977745402,
126          "global_mse": 0.000835577839607,
127          "tail_mean_error": 0.008794593977745402
128        },
129        {
130          "calls": 40,
131          "cvar_abs_error": 0.0019135625095341169,
132          "global_mse": 0.0008423661401131514,
133          "tail_mean_error": 0.0019135625095341169
134        },
135        {
136          "calls": 56,
137          "cvar_abs_error": 0.0009636376286337178,
138          "global_mse": 0.0008422630745070769,
139          "tail_mean_error": 0.0009636376286337178
140        },
141        {
142          "calls": 72,
143          "cvar_abs_error": 0.0011553427163835117,
144          "global_mse": 0.000980876594478739,
145          "tail_mean_error": 0.0011553427163835117
146        },
147        {
148          "calls": 88,
149          "cvar_abs_error": 0.0011785595135815896,
150          "global_mse": 0.0010473948185824036,
151          "tail_mean_error": 0.0011785595135815896
152        }
153      ]
154    }
155  }
156}