[MATH-1536] Sensitivity to RNG (unit tests)

• Type: Task
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Fix Version/s: 4.X
• Labels: rng unit-test
• Assignee: Unassigned
• Reporter: Gilles Sadowski
• Created: 29/May/20 21:27
• Updated: 09/Jan/22 14:27

Description

Several unit tests fail when upgrading to version 1.3 of "Commons RNG":

[ERROR] Failures: 
[ERROR]   LogitTest.testDerivativesWithInverseFunction:195 maxOrder = 2 expected:<0.0> but was:<1.0658141036401503E-14>
[ERROR]   EnumeratedIntegerDistributionTest.testMath1533:196
[ERROR]   EnumeratedIntegerDistributionTest.testSample:174 expected:<7.84> but was:<7.857073891264003>
[ERROR]   MiniBatchKMeansClustererTest.testCompareToKMeans:86 Different score ratio 46.645378%!, diff points ratio: 34.716981%
[ERROR]   CalinskiHarabaszTest.test_compare_to_skLearn:102 expected:<597.7763150683217> but was:<559.2829020672648>
[ERROR]   MultiStartMultivariateOptimizerTest.testCircleFitting:76 expected:<69.9597> but was:<69.96228624385736>
[ERROR]   MultiStartMultivariateOptimizerTest.testRosenbrock:114 numEval=873
[ERROR]   GaussianRandomGeneratorTest.testMeanAndStandardDeviation:37 expected:<1.0> but was:<0.9715310171501561>
[ERROR]   NaturalRankingTest.testNaNsFixedTiesRandom:227 Array comparison failure

Issue Links

• is related to: MATH-1361 "NaturalRankingTest" broken?
• is related to: MATH-1535 MathInternalError in KolmogorovSmirnovTest in case of many ties
• is related to: MATH-1553 Fixed seed hides sensitivity of a unit test.
• is related to: MATH-1409 "UncorrelatedRandomVectorGenerator" is shaky
• is related to: MATH-1410 "MultiStartMultivariateOptimizerTest" is shaky
• is related to: MATH-1411 "LevenbergMarquardtOptimizerTest" is shaky