gh-115727: Reduce confidence even on 100% predicted jumps #115748
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@markshannon Please review. |
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Rather than scaling arbitrarily by 90%, it could be a good idea to use Laplace's Law (https://en.wikipedia.org/wiki/Rule_of_succession) to estimate the confidence. |
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I don't know that something like Laplace applies in this case. But mostly I can't follow the math. |
woodruffw
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Mar 4, 2024
…on#115748) The theory is that even if we saw a jump go in the same direction the last 16 times we got there, we shouldn't be overly confident that it's still going to go the same way in the future. This PR makes it so that in the extreme cases, the confidence is multiplied by 0.9 instead of remaining unchanged. For unpredictable jumps, there is no difference (still 0.5). For somewhat predictable jumps, we interpolate.
diegorusso
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Apr 17, 2024
…on#115748) The theory is that even if we saw a jump go in the same direction the last 16 times we got there, we shouldn't be overly confident that it's still going to go the same way in the future. This PR makes it so that in the extreme cases, the confidence is multiplied by 0.9 instead of remaining unchanged. For unpredictable jumps, there is no difference (still 0.5). For somewhat predictable jumps, we interpolate.
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The theory is that even if we saw a jump go in the same direction the last 16 times we got there, we shouldn't be overly confident that it's still going to go the same way in the future. This PR makes it so that in the extreme cases, the confidence is multiplied by 0.9 instead of remaining unchanged. For unpredictable jumps, there is no difference (still 0.5). For somewhat predictable jumps, we interpolate.