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Update crps learning introduction slide + finger alignment

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Jonathan Berrisch
2025-06-15 11:55:12 +02:00
parent 05dc28288b
commit e84df0ca8f
3 changed files with 246 additions and 116 deletions
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2
_extensions/quarto-ext/pointer/pointer.css
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@@ -10,7 +10,7 @@
top: 0;
left: 0;
opacity: 0;
transform: translate(-50%, -50%);
transform: translate(-30%, 0%);
transition: opacity 0.4s ease-in-out;
z-index: 99;
}

10
assets/library.bib
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@@ -185,3 +185,13 @@
doi = {10.48550/arXiv.2201.06808},
url = {https://arxiv.org/abs/2201.06808}
}
@article{taylor2023angular,
title = {Angular Combining of Forecasts of Probability Distributions},
author = {Taylor, James W and Meng, Xiaochun},
year = {2023},
month = {5},
journal = {arXiv preprint arXiv:2305.16735},
publisher = {Cornell University},
doi = {10.48550/arXiv.2305.16735},
url = {https://arxiv.org/abs/2305.16735}
}

350
index.qmd
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@@ -776,6 +776,8 @@ Berrisch, J., & Ziel, F. [-@BERRISCH2023105221]. *Journal of Econometrics*, 237(
- Horizontal aggregation, vincentization
- Combining across probabilities
- Vertical aggregation
- Combining at an angle
- @taylor2023angular
:::
@@ -789,7 +791,7 @@ Berrisch, J., & Ziel, F. [-@BERRISCH2023105221]. *Journal of Econometrics*, 237(
## Time
```{r, echo = FALSE, fig.height=6, cache = TRUE}
```{r, echo = FALSE, fig.height=8, cache = TRUE}
par(mfrow = c(3, 3), mar = c(2, 2, 2, 2))
set.seed(1)
# Data
@@ -813,113 +815,234 @@ plot(X[, 1],
xaxt = "n",
yaxt = "n",
bty = "n",
col = "#2050f0"
col = "#80C684FF"
)
plot(w[, 1],
lwd = 4, type = "l",
ylim = c(0, 1),
xlab = "",
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#2050f0"
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#80C684FF"
)
text(6, 0.5, TeX("$w_1(t)$"), cex = 2, col = "#2050f0")
arrows(13, 0.25, 15, 0.0, , lwd = 4, bty = "n")
text(6, 0.5, TeX("$w_1(t)$"), cex = 2, col = "#80C684FF")
arrows(13, 0.25, 15, 0.0, , lwd = 4, bty = "n", col = "#414141FF")
plot.new()
plot(X[, 2],
lwd = 4,
type = "l", ylim = c(8, 12),
xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "purple"
)
plot(w[, 2],
lwd = 4, type = "l",
ylim = c(0, 1),
xlab = "",
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "purple"
)
text(6, 0.6, TeX("$w_2(t)$"), cex = 2, col = "purple")
arrows(13, 0.5, 15, 0.5, , lwd = 4, bty = "n")
plot(rowSums(X * w), lwd = 4, type = "l", xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#298829")
plot.new()
plot.new()
text(6, 0.6, TeX("$w_2(t)$"), cex = 2, col = "#FFD44EFF")
arrows(13, 0.5, 15, 0.5, , lwd = 4, bty = "n", col = "#414141FF")
plot(rowSums(X * w), lwd = 4, type = "l", xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#D81A5FFF")
plot(X[, 3],
lwd = 4,
type = "l", ylim = c(8, 12),
xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#e423b4"
xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#FFD44EFF"
)
plot(w[, 3],
lwd = 4, type = "l",
ylim = c(0, 1),
xlab = "",
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#e423b4"
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#FFD44EFF"
)
text(6, 0.25, TeX("$w_3(t)$"), cex = 2, col = "#e423b4")
arrows(13, 0.75, 15, 1, , lwd = 4, bty = "n")
text(6, 0.25, TeX("$w_3(t)$"), cex = 2, col = "#FFD44EFF")
arrows(13, 0.75, 15, 1, , lwd = 4, bty = "n", col = "#414141FF")
```
## Distribution
```{r, echo = FALSE, fig.height=6, cache = TRUE}
par(mfrow = c(3, 3), mar = c(2, 2, 2, 2))
set.seed(1)
# Data
X <- matrix(ncol = 3, nrow = 31)
```{ojs}
d3 = require("d3@7")
```
X[, 1] <- dchisq(0:30, df = 10)
X[, 2] <- dnorm(0:30, mean = 15, sd = 5)
X[, 3] <- dexp(0:30, 0.2)
# Weights
w <- matrix(ncol = 3, nrow = 31)
w[, 1] <- sin(0.05 * 0:30)
w[, 2] <- cos(0.05 * 0:30)
w[, 3] <- seq(from = -2, 0.25, length.out = 31)^2
w <- (w / rowSums(w))
# Vis
plot(X[, 1],
lwd = 4,
type = "l",
xlab = "",
ylab = "",
xaxt = "n",
yaxt = "n",
bty = "n",
col = "#2050f0"
)
plot(X[, 2],
lwd = 4,
type = "l",
xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "purple"
)
plot(X[, 3],
lwd = 4,
type = "l",
xlab = "", ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#e423b4"
)
plot(w[, 1],
lwd = 4, type = "l",
ylim = c(0, 1),
xlab = "",
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#2050f0"
)
text(12, 0.5, TeX("$w_1(x)$"), cex = 2, col = "#2050f0")
arrows(26, 0.25, 31, 0.0, , lwd = 4, bty = "n")
plot(w[, 2],
lwd = 4, type = "l",
ylim = c(0, 1),
xlab = "",
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "purple"
)
text(15, 0.5, TeX("$w_2(x)$"), cex = 2, col = "purple")
arrows(15, 0.25, 15, 0, , lwd = 4, bty = "n")
plot(w[, 3],
lwd = 4, type = "l",
ylim = c(0, 1),
xlab = "",
ylab = "", xaxt = "n", yaxt = "n", bty = "n", col = "#e423b4"
)
text(20, 0.5, TeX("$w_3(x)$"), cex = 2, col = "#e423b4")
arrows(5, 0.25, 0, 0, , lwd = 4, bty = "n")
plot.new()
plot(rowSums(X * w),
lwd = 4, type = "l", xlab = "", ylab = "", xaxt = "n",
yaxt = "n", bty = "n", col = "#298829"
)
```{ojs}
cdf_data = FileAttachment("assets/crps_learning/weights_plot/cdf_data.csv").csv({ typed: true })
```
```{ojs}
function updateChartInner(g, x, y, linesGroup, color, line, data) {
// Update axes with transitions
x.domain(d3.extent(data, d => d.x));
g.select(".x-axis").transition().duration(1500).call(d3.axisBottom(x).ticks(10));
y.domain([0, d3.max(data, d => d.y)]);
g.select(".y-axis").transition().duration(1500).call(d3.axisLeft(y).ticks(5));
// Group data by basis function
const dataByFunction = Array.from(d3.group(data, d => d.b));
const keyFn = d => d[0];
// Update basis function lines
const u = linesGroup.selectAll("path").data(dataByFunction, keyFn);
u.join(
enter => enter.append("path").attr("fill","none").attr("stroke-width",3)
.attr("stroke", (_, i) => color(i)).attr("d", d => line(d[1].map(pt => ({x: pt.x, y: 0}))))
.style("opacity",0),
update => update,
exit => exit.transition().duration(1000).style("opacity",0).remove()
)
.transition().duration(1000)
.attr("d", d => line(d[1]))
.attr("stroke", (_, i) => color(i))
.style("opacity",1);
}
chart = {
// State variable for selected mu parameter
let selectedMu = 1;
const filteredData = () => cdf_data.filter(d =>
Math.abs(selectedMu - d.mu) < 0.001
);
const container = d3.create("div")
.style("max-width", "none")
.style("width", "100%");
const controlsContainer = container.append("div")
.style("display", "flex")
.style("gap", "20px")
.style("align-items", "center");
// Single slider control for mu
const sliderContainer = controlsContainer.append('div')
.style('display','flex')
.style('align-items','center')
.style('gap','10px')
.style('flex','1');
sliderContainer.append('label')
.text('Naive:')
.style('font-size','20px');
const muSlider = sliderContainer.append('input')
.attr('type','range')
.attr('min', 0)
.attr('max', 1)
.attr('step', 0.1)
.property('value', selectedMu)
.on('input', function(event) {
selectedMu = +this.value;
muDisplay.text(selectedMu.toFixed(1));
updateChart(filteredData());
})
.style('width', '100%')
//.style('-webkit-appearance', 'none')
.style('appearance', 'none')
.style('height', '8px')
.style('background', '#BDBDBDFF');
const muDisplay = sliderContainer.append('span')
.text(selectedMu.toFixed(1))
.style('font-size','20px');
// Add Reset button
controlsContainer.append('button')
.text('Reset')
.style('font-size', '20px')
.style('align-self', 'center')
.style('margin-left', 'auto')
.on('click', () => {
selectedMu = 0.5;
muSlider.property('value', selectedMu);
muDisplay.text(selectedMu.toFixed(1));
updateChart(filteredData());
});
// Build SVG
const width = 600;
const height = 450;
const margin = {top: 40, right: 20, bottom: 40, left: 40};
const innerWidth = width - margin.left - margin.right;
const innerHeight = height - margin.top - margin.bottom;
// Set controls container width to match SVG plot width
controlsContainer.style("max-width", "none").style("width", "100%");
// Distribute each control evenly and make sliders full-width
controlsContainer.selectAll("div").style("flex", "1").style("min-width", "0px");
controlsContainer.selectAll("input").style("width", "100%").style("box-sizing", "border-box");
// Create scales
const x = d3.scaleLinear()
.range([0, innerWidth]);
const y = d3.scaleLinear()
.range([innerHeight, 0]);
// Create a color scale for the basis functions
const color = d3.scaleOrdinal(["#80C684FF", "#FFD44EFF", "#D81A5FFF"]);
// Create SVG
const svg = d3.create("svg")
.attr("width", "100%")
.attr("height", "auto")
.attr("viewBox", [0, 0, width, height])
.attr("preserveAspectRatio", "xMidYMid meet")
.attr("style", "max-width: 100%; height: auto;");
// Create the chart group
const g = svg.append("g")
.attr("transform", `translate(${margin.left},${margin.top})`);
// Add axes
const xAxis = g.append("g")
.attr("transform", `translate(0,${innerHeight})`)
.attr("class", "x-axis")
.call(d3.axisBottom(x).ticks(10))
.style("font-size", "20px");
const yAxis = g.append("g")
.attr("class", "y-axis")
.call(d3.axisLeft(y).ticks(5))
.style("font-size", "20px");
// Add a horizontal line at y = 0
g.append("line")
.attr("x1", 0)
.attr("x2", innerWidth)
.attr("y1", y(0))
.attr("y2", y(0))
.attr("stroke", "#000")
.attr("stroke-opacity", 0.2);
// Add gridlines
g.append("g")
.attr("class", "grid-lines")
.selectAll("line")
.data(y.ticks(5))
.join("line")
.attr("x1", 0)
.attr("x2", innerWidth)
.attr("y1", d => y(d))
.attr("y2", d => y(d))
.attr("stroke", "#ccc")
.attr("stroke-opacity", 0.5);
// Create a line generator
const line = d3.line()
.x(d => x(d.x))
.y(d => y(d.y))
.curve(d3.curveBasis);
// Group to contain the basis function lines
const linesGroup = g.append("g")
.attr("class", "basis-functions");
// Store the current basis functions for transition
let currentBasisFunctions = new Map();
// Function to update the chart with new data
function updateChart(data) {
updateChartInner(g, x, y, linesGroup, color, line, data);
}
// Store the update function
svg.node().update = updateChart;
// Initial render
updateChart(filteredData());
container.node().appendChild(svg.node());
return container.node();
}
```
:::
@@ -2586,42 +2709,39 @@ weights_q %>%
## Knot Placement Illustration
```{ojs}
d3 = require("d3@7")
```
```{ojs}
bsplineData = FileAttachment("assets/mcrps_learning/basis_functions.csv").csv({ typed: true })
```
```{ojs}
function updateChartInner(g, x, y, linesGroup, color, line, data) {
// Update axes with transitions
x.domain([0, d3.max(data, d => d.x)]);
g.select(".x-axis").transition().duration(1500).call(d3.axisBottom(x).ticks(10));
y.domain([0, d3.max(data, d => d.y)]);
g.select(".y-axis").transition().duration(1500).call(d3.axisLeft(y).ticks(5));
// Defined above
// function updateChartInner(g, x, y, linesGroup, color, line, data) {
// // Update axes with transitions
// x.domain([0, d3.max(data, d => d.x)]);
// g.select(".x-axis").transition().duration(1500).call(d3.axisBottom(x).ticks(10));
// y.domain([0, d3.max(data, d => d.y)]);
// g.select(".y-axis").transition().duration(1500).call(d3.axisLeft(y).ticks(5));
// Group data by basis function
const dataByFunction = Array.from(d3.group(data, d => d.b));
const keyFn = d => d[0];
// // Group data by basis function
// const dataByFunction = Array.from(d3.group(data, d => d.b));
// const keyFn = d => d[0];
// Update basis function lines
const u = linesGroup.selectAll("path").data(dataByFunction, keyFn);
u.join(
enter => enter.append("path").attr("fill","none").attr("stroke-width",3)
.attr("stroke", (_, i) => color(i)).attr("d", d => line(d[1].map(pt => ({x: pt.x, y: 0}))))
.style("opacity",0),
update => update,
exit => exit.transition().duration(1000).style("opacity",0).remove()
)
.transition().duration(1000)
.attr("d", d => line(d[1]))
.attr("stroke", (_, i) => color(i))
.style("opacity",1);
}
// // Update basis function lines
// const u = linesGroup.selectAll("path").data(dataByFunction, keyFn);
// u.join(
// enter => enter.append("path").attr("fill","none").attr("stroke-width",3)
// .attr("stroke", (_, i) => color(i)).attr("d", d => line(d[1].map(pt => ({x: pt.x, y: 0}))))
// .style("opacity",0),
// update => update,
// exit => exit.transition().duration(1000).style("opacity",0).remove()
// )
// .transition().duration(1000)
// .attr("d", d => line(d[1]))
// .attr("stroke", (_, i) => color(i))
// .style("opacity",1);
// }
chart = {
chart0 = {
// State variables for selected parameters
let selectedMu = 0.5;
let selectedSig = 1;