Propagate variances correctly in dependency expressions #299
henrikjacobsenfys
started this conversation in
Ideas
Replies: 0 comments
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Uh oh!
There was an error while loading. Please reload this page.
General
As mentioned in #291, variances are not propagated properly in dependency expressions. "Just reduce your expression correctly" does not seem like a good solution, especially when it's quite common to write
a*arather thana**2.Idea
When adding more math functions (#297 ), we can also include their derivatives, and thereby (quite straightforwardly and generally) add support for more proper variance propagation. A simple check of parameter names when resolving dependency expressions can handle expressions like
a*a*a, ora + (1 - a)correctly.This will be turned off during a fit for speed, but will be used in the final step of the fit when the parameters are updated, to propagate variances properly.
All reactions