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WIP: TVD objective in GST #506
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Fix invalid escape sequence warnings
…me a file in test/performance so that it doesnt get discovered by testing frameworks like pytest
…t commit will simpify further, which may have consequences from the perspective of floating point arithmetic. Checking in NOW in case we want to revert to this version for numerical reasons.
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I noticed there's a total variance distance objective function class which is almost finished. The only missing functions for the code to run without formally raising an error were
RawTVDFunction.dterms
andRawTVDFunction.chi2k_distributed_qty
. The former function has a very simple "canonical" implementation, but it's numerically problematic since the 1-norm isn't differentiable at any vector with a zero component. I don't know what a mathematically correct version of the second function looks like (or if there is such an implementation) so I just have it return -1 to indicate "this doesn't mean what you think it means."I'm mostly opening this PR to facilitate QPL-internal discussion on the topic.
You can run GST where the final iteration is TVD-based instead of log-likelihood using something like the following.