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Entropy of observations metric #2340

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SebastianAment
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Summary: This commit introduces entropy_of_observations as a model fit metric. It quantifies the entropy of the outcomes y_obs using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Apr 9, 2024
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 9, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 9, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 9, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 9, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 12, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 12, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 13, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D55930954

SebastianAment added a commit to SebastianAment/Ax that referenced this pull request Apr 13, 2024
Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Differential Revision: D55930954
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This pull request was exported from Phabricator. Differential Revision: D55930954

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@facebook-github-bot
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This pull request was exported from Phabricator. Differential Revision: D55930954

Summary:

This commit introduces `entropy_of_observations` as a model fit metric. It quantifies the entropy of the outcomes `y_obs` using a kernel density estimator. This metric can be useful in detecting datasets in which the outcomes are clustered (implying a low entropy), rather than uniformly distributed in the outcome space (high entropy).

Reviewed By: saitcakmak

Differential Revision: D55930954
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This pull request was exported from Phabricator. Differential Revision: D55930954

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This pull request has been merged in cefe7bf.

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