Private spectral whitening front-end / results.json
Unverified
1{
2 "math": {
3 "fft_identity_max_error": 1.1102230246251565e-16,
4 "exact_filter_spectrum_cv": 0.08873565094161139
5 },
6 "heldout_ar1": {
7 "raw": {
8 "lag_autocorr_energy": 0.18994623026781723,
9 "mean_abs_lag1_10": 0.3560916119722058,
10 "periodogram_cv": 2.2066305400274415
11 },
12 "nonprivate": {
13 "lag_autocorr_energy": 0.001503092428571437,
14 "mean_abs_lag1_10": 0.03426314727220894,
15 "periodogram_cv": 0.2531669292809662
16 },
17 "private_alpha1": {
18 "lag_autocorr_energy": 0.03693868545617461,
19 "mean_abs_lag1_10": 0.13739205706671404,
20 "periodogram_cv": 0.9081706821851712
21 },
22 "private_alpha4": {
23 "lag_autocorr_energy": 0.028024983043283984,
24 "mean_abs_lag1_10": 0.11439838670024731,
25 "periodogram_cv": 0.7830045265036181
26 }
27 },
28 "alpha_probe_mse": {
29 "0.5": 11.881979098960153,
30 "1.0": 4.6171455666074035,
31 "2.0": 2.657166745591543,
32 "4.0": 2.16066799055197
33 },
34 "alpha_0.5_to_alpha_4_mse_ratio": 5.4992155902327005,
35 "config": {
36 "T": 64,
37 "train_sequences": 512,
38 "test_sequences": 512,
39 "phi": 0.85,
40 "B": 2.5,
41 "epsilon": 0.05,
42 "seed": 145,
43 "noise": "Gaussian sigma=2*B^2/alpha"
44 }
45}