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Error in Finding the Best Step Number #4

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Soothysay opened this issue Jun 2, 2024 · 0 comments
Open

Error in Finding the Best Step Number #4

Soothysay opened this issue Jun 2, 2024 · 0 comments

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@Soothysay
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In your code from lines 334-348 (

final_coverage, best_step = None, None
)
you seem to iterate over the different step size validation coverages and simply choose the first index>tolerance which is greater than (1 - val_significance) * 100. This can lead to trivial bands.
Consider the case where your smallest step gives you 99% validation coverage. By the current logic, you will choose the index as your step size and will thus get a trivial band.

Am I missing something?

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