Koopman-generator HJB critic / results.json

Mechanism confirmed, baseline not beaten

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  1{
  2  "system": {
  3    "A": [
  4      [
  5        0.0,
  6        1.0
  7      ],
  8      [
  9        -1.0,
 10        -0.35
 11      ]
 12    ],
 13    "B": [
 14      [
 15        0.0
 16      ],
 17      [
 18        1.0
 19      ]
 20    ],
 21    "P": [
 22      [
 23        1.0893608743737986,
 24        0.33496360441970086
 25      ],
 26      [
 27        0.33496360441970086,
 28        0.6780191526917446
 29      ]
 30    ],
 31    "rho": 0.2
 32  },
 33  "predictions": {
 34    "generator": {
 35      "claim": "finite-difference generator error is O(dt)",
 36      "parameter": [
 37        0.2,
 38        0.1,
 39        0.05,
 40        0.025,
 41        0.0125
 42      ],
 43      "observed_error": [
 44        0.11854838586322324,
 45        0.0597972616384505,
 46        0.030012323197751888,
 47        0.015032504837023727,
 48        0.007522581499392927
 49      ],
 50      "observed_loglog_slope": 0.9948202751188921,
 51      "predicted_slope": 1.0
 52    },
 53    "identification": {
 54      "claim": "fixed-noise regression error is approximately O(N^-1/2)",
 55      "parameter": [
 56        32,
 57        64,
 58        128,
 59        256,
 60        512,
 61        1024
 62      ],
 63      "observed_error": [
 64        0.007069385942795279,
 65        0.004098720988256112,
 66        0.0031383961531861702,
 67        0.0023080018336099186,
 68        0.0016216067170625487,
 69        0.0009790730912664096
 70      ],
 71      "observed_loglog_slope": -0.5347747062917038,
 72      "predicted_slope": -0.5
 73    },
 74    "lifted_generator": {
 75      "claim": "EDMD lifted generator predicts observable derivatives",
 76      "dictionary_dim": 6,
 77      "holdout_rms_derivative_error": 0.5133639534165326
 78    },
 79    "hjb_sensitivity": {
 80      "claim": "zero at exact dynamics and first-order in multiplicative G error",
 81      "parameter": [
 82        0.0,
 83        0.01,
 84        0.02,
 85        0.05,
 86        0.1,
 87        0.2
 88      ],
 89      "observed_rms_residual": [
 90        9.096312563282697e-16,
 91        0.01132200581171509,
 92        0.022756668397676868,
 93        0.05773659680103777,
 94        0.11828961295822452,
 95        0.24784490334104237
 96      ],
 97      "zero_error_residual": 9.096312563282697e-16,
 98      "observed_loglog_slope": 1.0285208392996161,
 99      "predicted_slope": 1.0
100    }
101  },
102  "comparison": {
103    "metric": "RMS value error against discounted CARE solution after 220 updates",
104    "hjb": 0.20341287553310394,
105    "td_baseline": 3.0930304527282715,
106    "device": "cuda"
107  }
108}