Skip to content

Commit

Permalink
Add final Roy's suggestions to docs
Browse files Browse the repository at this point in the history
  • Loading branch information
Cmurilochem committed Mar 7, 2024
1 parent d77cbea commit 2050911
Showing 1 changed file with 5 additions and 1 deletion.
6 changes: 5 additions & 1 deletion doc/sphinx/source/n3fit/hyperopt.rst
Original file line number Diff line number Diff line change
Expand Up @@ -380,6 +380,10 @@ The figure of merit will be the difference between the :math:`\chi2` of the seco
New hyperoptimization metrics with fold and replica statistics
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
The hyperopt measures discussed above are all based on performing a single replica fit per fold.
However one may also wish to run the hyperoptimization algorithm on fits consisting of many
replicas per fold. This is a feasible option in ``n3fit``, since it has been optimised to
efficiently run many replica fits in parallel on GPU.
The combination of :ref:`k-folding <hyperkfolding-label>` and multi-replica experiments
opens several possibilities for the choice of figure of merit. The simplest option would be to minimize
the average of :math:`\chi^2` across both replica and k folds, *i.e.*,
Expand Down Expand Up @@ -408,7 +412,7 @@ In NNPDF, this hyperoptimisation metrics is selected via the following generic r
By combining the ``average``, ``best_worst``, and ``std`` figures of merit discussed in :ref:`hyperkfolding-label`,
several alternatives may arise. For example, one approach could involve minimizing
the maximum value of the set of averaged-over-replicas :math:`\chi2`,
the maximum value of the set of averaged-over-replicas :math:`\chi^2`,

.. math::
L_{2} = {\rm max} \left ( \left< \chi^2_{1} \right>_{\rm rep}, \left< \chi^2_{2} \right>_{\rm rep}, ..., \left< \chi^2_{n_{\rm fold}} \right>_{\rm rep}\right),
Expand Down

0 comments on commit 2050911

Please sign in to comment.