You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
The numerical instability of integral arrays are well known, especially when all coefficients of the source array are positive.
This can be a problem especially when using Float32.
This is due to the fact that the integral table has coefficients of different magnitudes and their subtraction lead to numerical instability.
However a simple workaround to mitigate these disparities is to add a negative bias to the source array. In particular using the mean as a bias works quite well most of the time.
Do you think this feature has a place in this package?
If so i can open a PR, however im not sure if i should change the current IntegralArray implementation or create a new type, nor if I should put a default bias like the mean.
The text was updated successfully, but these errors were encountered:
Sorry, I only just noticed this now, and that gist is gone. But I think I "get the gist" anyway, and it's not a crazy idea. It would not have to be a separate type, as you'd only be changing internals and preserving the existing behavior (except for roundoff error).
The numerical instability of integral arrays are well known, especially when all coefficients of the source array are positive.
This can be a problem especially when using
Float32
.This is due to the fact that the integral table has coefficients of different magnitudes and their subtraction lead to numerical instability.
However a simple workaround to mitigate these disparities is to add a negative bias to the source array. In particular using the mean as a bias works quite well most of the time.
Here is a pluto notebook to illustrate the improvement of the numerical stability:
https://gist.github.com/mle-seach/04bb528455c941776c6084185e905666
Do you think this feature has a place in this package?
If so i can open a PR, however im not sure if i should change the current
IntegralArray
implementation or create a new type, nor if I should put a default bias like the mean.The text was updated successfully, but these errors were encountered: