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[ML] Correct the multimodal prior confidence interval calculation #176

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merged 4 commits into from
Aug 2, 2018

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tveasey
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@tveasey tveasey commented Aug 1, 2018

The multimodal confidence interval calculation solves for specific values of the c.d.f. However, if a count weight is applied it scales the log of the c.d.f. by this weight. No scaling should be applied for the purpose of computing confidence intervals. The easiest fix is to apply the equivalent scaling to the target value to solve for, which this change makes.

We were getting log errors generated as a result, see #155, because we couldn't solve for the target value after scaling.

This could affect the predicted value and model bounds for the model, but shouldn't affect the probability calculation and so anomalies detected.

Fixes #155.

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@dimitris-athanasiou dimitris-athanasiou left a comment

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LGTM

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[ML] Error - Unable to bracket left percentile
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