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Mainly, I think this is a check we need when the output type is pmf or cdf. In that case, allowing the weights to depend on the output_type_id could lead to an invalid predictive distribution. We could implement this check in hubEnsembles::simple_ensemble, and I think that would be good enough since hubEnsembles::linear_pool calls simple_ensemble.
I initially thought that we should also not allow weights to depend on the sample index if the output type is sample, but I don't think there's necessarily anything wrong with a per-sample weighting, e.g. if the hub or modeler has some extra information about how the different samples are generated and wants to weight them based on that that factor.
The text was updated successfully, but these errors were encountered:
We might want to allow users to manually override whether this check is done. For example, if you're careful about your weighting scheme this could be OK. And we might want to be able to do this for a trimmed linear pool.
Mainly, I think this is a check we need when the output type is pmf or cdf. In that case, allowing the weights to depend on the output_type_id could lead to an invalid predictive distribution. We could implement this check in
hubEnsembles::simple_ensemble
, and I think that would be good enough sincehubEnsembles::linear_pool
callssimple_ensemble
.I initially thought that we should also not allow weights to depend on the sample index if the output type is sample, but I don't think there's necessarily anything wrong with a per-sample weighting, e.g. if the hub or modeler has some extra information about how the different samples are generated and wants to weight them based on that that factor.
The text was updated successfully, but these errors were encountered: