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@pckroon pckroon commented Oct 21, 2022

This adds hypothesis tests (again, this is a continuation of #224). They're quite slow to run, but it's not prohibitive.

This tests the following hypotheses:

  • Given a model, where the initial parameters values are already at the optimal values, the minimizers don't find a worse answer
  • Given a linear model (specfically polynomial), we can find the minimum starting from any initial guess

Still TODO in future iterations:

  • Constraints
  • Fixed parameters
  • ODE Models
  • Pick random minimizers
  • Other objectives that are not LeastSquares

Constraints are hard, since we'll need to whether the best answer we have is still the best given the constraints. Fixed parameters have the same issue, unless you fix one (or more) at the optimum.
ODE Models shouldn't be too bad.
I still don't understand loglikelihood well enough to implement a test for it.

@pckroon pckroon added the hacktoberfest-accepted Accepted Hacktoberfest contribution label Oct 21, 2022
@pckroon pckroon requested a review from tBuLi October 21, 2022 13:38
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