{
  "seed": 2816,
  "beta": 0.99,
  "mechanism_checks": {
    "cvar_quantile_check": {
      "predicted_eta_quantile": 2.244101818870541,
      "observed_eta": 2.2443537786481667,
      "abs_error": 0.0002519597776258209,
      "direct_cvar": 2.569699060237259,
      "rockafellar_at_eta": 2.569666528962227
    },
    "ridge_shrinkage_check": {
      "lambda": [
        0.0,
        0.01,
        0.1,
        1.0,
        10.0
      ],
      "predicted_ratio": [
        1.0,
        0.9900990099009901,
        0.9090909090909091,
        0.5,
        0.09090909090909091
      ],
      "observed_ratio": [
        1.0,
        0.9900990099009901,
        0.9090909090909091,
        0.5,
        0.09090909090909091
      ],
      "max_abs_error": 0.0
    },
    "tail_region_check": {
      "epsilon": [
        0.5,
        1.0,
        2.0
      ],
      "predicted_fraction": [
        0.38292492254802624,
        0.6826894921370859,
        0.9544997361036416
      ],
      "observed_fraction": [
        0.38288,
        0.681245,
        0.954455
      ],
      "max_abs_error": 0.001444492137085862
    }
  },
  "mini_experiment": {
    "true_cvar": 1.655386962453665,
    "runs": {
      "random": [
        {
          "calls": 24,
          "cvar_abs_error": 0.005825732289025609,
          "global_mse": 0.0009243312249660243,
          "tail_mean_error": 0.005825732289025609
        },
        {
          "calls": 40,
          "cvar_abs_error": 0.000731938163846424,
          "global_mse": 0.0009532694097385896,
          "tail_mean_error": 0.000731938163846424
        },
        {
          "calls": 56,
          "cvar_abs_error": 6.259185885060248e-05,
          "global_mse": 0.00098975709215039,
          "tail_mean_error": 6.259185885038043e-05
        },
        {
          "calls": 72,
          "cvar_abs_error": 0.0003108659759230026,
          "global_mse": 0.0010007334963034686,
          "tail_mean_error": 0.00031086597592278054
        },
        {
          "calls": 88,
          "cvar_abs_error": 0.0016970746152977778,
          "global_mse": 0.0009365463697149309,
          "tail_mean_error": 0.0016970746152979999
        }
      ],
      "global_uncertainty": [
        {
          "calls": 24,
          "cvar_abs_error": 0.028632310517711534,
          "global_mse": 0.0008670792450797092,
          "tail_mean_error": 0.028632310517711757
        },
        {
          "calls": 40,
          "cvar_abs_error": 0.00491547321271768,
          "global_mse": 0.0008398343501442326,
          "tail_mean_error": 0.00491547321271768
        },
        {
          "calls": 56,
          "cvar_abs_error": 0.0039830504544564604,
          "global_mse": 0.0008402996863935622,
          "tail_mean_error": 0.0039830504544564604
        },
        {
          "calls": 72,
          "cvar_abs_error": 0.003349616857913462,
          "global_mse": 0.0008416172592643351,
          "tail_mean_error": 0.00334961685791324
        },
        {
          "calls": 88,
          "cvar_abs_error": 0.0029859180973683674,
          "global_mse": 0.0008425347666401883,
          "tail_mean_error": 0.0029859180973683674
        }
      ],
      "tail_residual": [
        {
          "calls": 24,
          "cvar_abs_error": 0.008794593977745402,
          "global_mse": 0.000835577839607,
          "tail_mean_error": 0.008794593977745402
        },
        {
          "calls": 40,
          "cvar_abs_error": 0.0019135625095341169,
          "global_mse": 0.0008423661401131514,
          "tail_mean_error": 0.0019135625095341169
        },
        {
          "calls": 56,
          "cvar_abs_error": 0.0009636376286337178,
          "global_mse": 0.0008422630745070769,
          "tail_mean_error": 0.0009636376286337178
        },
        {
          "calls": 72,
          "cvar_abs_error": 0.0011553427163835117,
          "global_mse": 0.000980876594478739,
          "tail_mean_error": 0.0011553427163835117
        },
        {
          "calls": 88,
          "cvar_abs_error": 0.0011785595135815896,
          "global_mse": 0.0010473948185824036,
          "tail_mean_error": 0.0011785595135815896
        }
      ]
    }
  }
}