Stabilize hybrid jump-diffusion variance test - #1519
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Final post-hold CI and clean-base classification: Current revision and target resultPR #1519 is a single commit ( All 22 hosted checks are terminal: 18 passed, 4 failed, 0 pending. All three target Hybrid lanes passed: The official local Hybrid group also passed on this exact head/base pair:
Four unrelated failuresNone is caused by this PR's two-line Hybrid-test hunk:
The earlier public-reexport QA defect was clean-base-confirmed at the Detailed clean-base commands, package graph, results, and verified raw-log hashes are indexed at The exact recorded #4793 RNG full-file replay passed 4218/4218: |
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Increase the Monte Carlo sample count while preserving the variance tolerance. Co-Authored-By: Chris Rackauckas <accounts@chrisrackauckas.com>
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Still travelling, and will untik end of next week, but when I am back I will try to have a closer look at things again |
Important
Ignore this PR until it has been reviewed by @ChrisRackauckas.
Summary
Why
The
StableRNGsupplied toHybridProblemcontrols the jump process, whileSRIW1draws Brownian increments from the task RNG. The sample-variance estimator therefore changes with the outer test RNG. At 500 trials its approximate relative standard error issqrt(2 / (500 - 1)) = 6.3%(and can be slightly larger for the jump-diffusion distribution), so the 15% acceptance band is only about 2.4 standard errors wide.The outer RNG recorded by
SciML/ModelingToolkit.jl#4793produced a variance of33.82356404805082, just outside the lower bound of34.0. Full-file replay reproduced that exact value on both the clean ModelingToolkit base (f6c5c80d) and PR head (bb9b3fdc). Their resolved dependency graphs were identical after normalizing local paths, including DiffRules 1.16.0, so the failure is independent of that PR.At 1500 trials the approximate relative standard error falls to 3.7%, putting the unchanged 15% band more than four standard errors away.
git blametraces the statistical test toac967b29, introduced through #1386.Local validation
hybrid_models.jl: 4218/4218 passed in 15m21.1s.GROUP=Hybridharness on final rebased head53e6bacbagainst base730c79ea: 4218/4218 passed in 21m35.8s; process exit status 0.git diff --checkpassed. The whole-file Runic check reports pre-existing drift in untouched portions ofhybrid_models.jl, which this focused PR does not rewrite.