Nonlinear Noise-Tightening Drift / results.json
Failed on benchmark
1{
2 "parameters": {
3 "lambda": 1.0,
4 "D": 0.5,
5 "baseline_variance": 0.5
6 },
7 "prediction_1_contraction": {
8 "predicted_min_rate": 1.0,
9 "observed_min_rate": 1.0000010680284839,
10 "observed_fraction_below_lambda": 0.0,
11 "rate_at_equal_radius_1": 2.5,
12 "predicted_rate_at_equal_radius_1": 2.5
13 },
14 "prediction_2_small_beta_slope": {
15 "prediction": "relative variance slope = -3D/lambda^2 + O(beta)",
16 "predicted_relative_slope": -1.5,
17 "observed_relative_slope": -1.470531280675109,
18 "relative_error": 0.01964581288326069,
19 "betas": [
20 0.0,
21 0.0001,
22 0.0005,
23 0.001,
24 0.002,
25 0.005
26 ],
27 "exact_variances": [
28 0.5,
29 0.49992502998145266,
30 0.49962574768920137,
31 0.4992529815889521,
32 0.4985118538990524,
33 0.49632277069557595
34 ]
35 },
36 "prediction_3_monotonic_variance": {
37 "prediction": "variance strictly decreases as beta increases",
38 "betas": [
39 0.0,
40 0.02,
41 0.05,
42 0.1,
43 0.2,
44 0.5,
45 1.0
46 ],
47 "exact_variances": [
48 0.5,
49 0.4860719266629153,
50 0.4683252835020802,
51 0.44435271185365816,
52 0.4087807019337469,
53 0.34512949814691035,
54 0.28960238631924007
55 ],
56 "strictly_decreasing": true,
57 "relative_gap_at_beta_0.5": 0.3097410037061793
58 },
59 "matched_euler_maruyama": {
60 "linear_beta_0": [
61 0.5045291340885324,
62 0.00045780418770826123
63 ],
64 "cubic_beta_0.5": [
65 0.34651163213824504,
66 0.0002482549727557484
67 ],
68 "simulated_relative_gap": 0.3131979726716023,
69 "dt": 0.005,
70 "burn_steps": 3000,
71 "sample_steps": 7000,
72 "n_parallel": 4000
73 }
74}