Experiments

Experiment: Choosing the noise intensity

To reproduce the experiment run the python script:

python cde/evaluation/simulation_eval/question6_noise_schedules.py

The respective plot can be generated by running:

python cde/evaluation/simulation_eval/plotting/question6_plots.py

The respective experiment data is available under:

https://www.dropbox.com/sh/z3zyw4956tyk77n/AABBy9IwRsk2yif92D9rg3Moa?dl=0

Experiment: Regularization Comparison

To reproduce the experiment with simulated data, run the python script:

cde/evaluation/simulation_eval/question7_regularization_logprobs.py

The respective plot can be generated by running:

python cde/evaluation/simulation_eval/plotting/question7_plots.py

To reproduce the experiment with real world data, run the python script:

python cde/evaluation/empirical_eval/regularization_empirical.py

The respective experiment data is available under:

https://www.dropbox.com/sh/06efqyvapct15pc/AAAP1eQoVdp5M6iTqqmwKbmIa?dl=0

Experiment: Benchmark on real world data (EuroStoxx50, NYC Taxi, Boston Housing etc.)

To reproduce the experiment with real world data, run the two python scripts:

python cde/evaluation/empirical_eval/benchmark_empirical.py

python cde/evaluation/empirical_eval/benchmark_empirical_kde.py

The respective experiment data is available under:

https://www.dropbox.com/sh/swsgsd0qc6ow8cr/AACGOpgUVpLC7FxeqCz_5lFia?dl=0