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combine overlapping sources in FIM, stable covariance#112

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gemmahuai wants to merge 4 commits intovariance_updatefrom
covariance_fix
Open

combine overlapping sources in FIM, stable covariance#112
gemmahuai wants to merge 4 commits intovariance_updatefrom
covariance_fix

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@gemmahuai
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In the original variance_update branch, the major failure mode is the inversion of Fisher information matrix (FIM) caused by perfectly overlapping sources. If there are any such sources in a single Tractor run, the matrix inversion would fail and we would lose information about other non-overlapping sources.

This PR fixes such a problem by combining overlapping sources into the a single entry (col/row) in the FIM so that the FIM is always invertible and we wouldn't lose info among other sources of interest.

Performance is summarized here.

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codecov-commenter commented Feb 23, 2025

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Codecov Report

❌ Patch coverage is 0% with 31 lines in your changes missing coverage. Please review.
✅ Project coverage is 45.73%. Comparing base (7c8e3c8) to head (1382520).
⚠️ Report is 1 commits behind head on variance_update.

Files with missing lines Patch % Lines
tractor/optimize.py 0.00% 31 Missing ⚠️
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Additional details and impacted files
@@                 Coverage Diff                 @@
##           variance_update     #112      +/-   ##
===================================================
- Coverage            45.88%   45.73%   -0.15%     
===================================================
  Files                   27       27              
  Lines                 7103     7126      +23     
===================================================
  Hits                  3259     3259              
- Misses                3844     3867      +23     

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coveralls commented Feb 24, 2025

Coverage Status

coverage: 45.735% (-0.1%) from 45.88%
when pulling 1382520 on covariance_fix
into 7c8e3c8 on variance_update.

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3 participants