Update cdf weights plot

This commit is contained in:
2025-06-15 11:22:19 +02:00
parent eb0529a964
commit 05dc28288b
3 changed files with 33122 additions and 6 deletions

File diff suppressed because it is too large Load Diff

View File

@@ -1,5 +1,5 @@
--- ---
title: "Knots-Demo" title: "CDF Weights"
date: 2025-07-10 date: 2025-07-10
format: format:
revealjs: revealjs:
@@ -15,7 +15,7 @@ d3 = require("d3@7")
``` ```
```{ojs} ```{ojs}
bsplineData = FileAttachment("basis_functions.csv").csv({ typed: true }) cdf_data = FileAttachment("cdf_data.csv").csv({ typed: true })
``` ```
```{ojs} ```{ojs}
@@ -47,9 +47,9 @@ function updateChartInner(g, x, y, linesGroup, color, line, data) {
chart = { chart = {
// State variable for selected mu parameter // State variable for selected mu parameter
let selectedMu = 0.5; let selectedMu = 1;
const filteredData = () => bsplineData.filter(d => const filteredData = () => cdf_data.filter(d =>
Math.abs(selectedMu - d.mu) < 0.001 Math.abs(selectedMu - d.mu) < 0.001
); );
@@ -84,7 +84,11 @@ chart = {
muDisplay.text(selectedMu.toFixed(1)); muDisplay.text(selectedMu.toFixed(1));
updateChart(filteredData()); updateChart(filteredData());
}) })
.style('width', '100%'); .style('width', '100%')
//.style('-webkit-appearance', 'none')
.style('appearance', 'none')
.style('height', '8px')
.style('background', '#BDBDBDFF');
const muDisplay = sliderContainer.append('span') const muDisplay = sliderContainer.append('span')
.text(selectedMu.toFixed(1)) .text(selectedMu.toFixed(1))
@@ -104,7 +108,7 @@ chart = {
}); });
// Build SVG // Build SVG
const width = 1200; const width = 800;
const height = 450; const height = 450;
const margin = {top: 40, right: 20, bottom: 40, left: 40}; const margin = {top: 40, right: 20, bottom: 40, left: 40};
const innerWidth = width - margin.left - margin.right; const innerWidth = width - margin.left - margin.right;

View File

@@ -0,0 +1,78 @@
library(tidyverse)
source("assets/01_common.R")
set.seed(2002)
# Experts
N <- 2
# Observations
T <- 2^5
# Size of probability grid
P <- 999
prob_grid <- 1:P / (P + 1)
# Realized observations
y <- rnorm(T)
# Deviation of the experts
dev <- c(-1, 3)
experts_sd <- c(1, sqrt(4))
# Expert predictions
experts <- array(dim = c(P, N))
seq(-5, 10, length.out = P) -> x_grid
experts[, 1] <- qnorm(prob_grid, mean = dev[1], sd = experts_sd[1])
experts[, 2] <- qnorm(prob_grid, mean = dev[2], sd = experts_sd[2])
experts <- rbind(c(rep(min(experts), N)), experts)
experts <- rbind(experts, c(rep(max(experts), N)))
prob_grid <- c(0, prob_grid, 1)
naive <- 1
df <- data.frame(
x = rep(prob_grid, each = N),
y = c(t(experts)),
expert = rep(1:N, (P + 2)),
naive = rep(naive, (P + 2) * N)
)
naive <- seq(0, 1, length.out = 11)
dfs <- list()
df_old <- df
for (i in seq_along(naive)) {
df_old$naive <- naive[i]
df_new <- data.frame(
x = prob_grid,
y = (experts[, 1] * (naive[i] * (0.5) + (1 - naive[i]) * (1 - prob_grid)) + (naive[i] * 0.5 + (1 - naive[i]) * (prob_grid)) * experts[, 2]),
expert = 3,
naive = rep(naive[i], (P + 2))
)
dfs[[i + 1]] <- bind_rows(df_old, df_new)
}
dfs <- reduce(dfs, bind_rows)
colnames(dfs) <- c("y", "x", "b", "mu")
dfs %>%
ggplot(aes(x = x, y = y, color = factor(b))) +
geom_line() +
labs(
title = "Expert Predictions",
x = "Probability Grid",
y = "Predicted Value"
) +
theme_minimal() +
scale_color_brewer(palette = "Set1") +
theme(legend.position = "top") +
facet_wrap(. ~ mu, ncol = 3)
write_csv(dfs, "assets/crps_learning/weights_plot/cdf_data.csv")