TuringLang / TuringLang/SSMProblems.jl

Implemented CI-based unit tests

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priority-high testing
Dominant language
Julia
Stars
11
Forks
7
PR merge metrics
No merged PRs in 30d

Description

Ran into an issue today with one of the new prototype algorithms (RBPFBSi) where it looked like the posteriors were correct to high tolerance (rtol = 1e-3) but they were actually incorrect. This was only spotted when I whacked N_sample and N_particles up to massive numbers to test the runtime.

I noticed that this false negative could have been avoid if I had used the std of the mean estimates generated by the RBPF to see whether the true Kalman mean was within a 95% confidence interval. This is probably the better way to write tests going forward as it allows us to avoid setting arbitrary rtols and instead be model-driven.

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Research direction

No file or test path is named. Start by locating the RBPFBSi implementation and existing unit tests that compare posteriors with rtol, then review how CI runs them. Done means the tests use RBPF mean-estimate standard deviations and a 95% confidence interval rather than arbitrary tolerances.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
ci-cd, testing
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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