Koopman-generator HJB critic / results.json
Mechanism confirmed, baseline not beaten
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}