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FIM added for PyBOP likelihood functions #632

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Dibyendu-IITKGP
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@Dibyendu-IITKGP Dibyendu-IITKGP commented Jan 24, 2025

Description

Compute the observed Fisher Information Matrix (FIM) for the given inputs. The FIM is computed using the square of the gradient, divided by the number of data points.

Issue reference

Fixes #630

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@Dibyendu-IITKGP Dibyendu-IITKGP linked an issue Jan 24, 2025 that may be closed by this pull request
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codecov bot commented Jan 24, 2025

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.25%. Comparing base (9df5000) to head (4f17323).
Report is 11 commits behind head on develop.

Additional details and impacted files
@@             Coverage Diff             @@
##           develop     #632      +/-   ##
===========================================
+ Coverage    99.22%   99.25%   +0.02%     
===========================================
  Files           62       63       +1     
  Lines         4536     4686     +150     
===========================================
+ Hits          4501     4651     +150     
  Misses          35       35              

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@Dibyendu-IITKGP Dibyendu-IITKGP force-pushed the 630-add-fisher-information-matrix-to-likelihood-cost branch from fb280b9 to 7e7f145 Compare January 27, 2025 15:28
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@BradyPlanden BradyPlanden left a comment

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This is looking great @Dibyendu-IITKGP — a few comments to think about!

CHANGELOG.md Outdated Show resolved Hide resolved
pybop/costs/_likelihoods.py Outdated Show resolved Hide resolved
pybop/costs/_likelihoods.py Outdated Show resolved Hide resolved
@Dibyendu-IITKGP Dibyendu-IITKGP force-pushed the 630-add-fisher-information-matrix-to-likelihood-cost branch from 61eb5fd to ccaa8c7 Compare January 31, 2025 17:51
pre-commit-ci bot and others added 5 commits January 31, 2025 17:51
…x-to-likelihood-cost' into 630-add-fisher-information-matrix-to-likelihood-cost

# Conflicts:
#	tests/unit/test_likelihoods.py
…rix-to-likelihood-cost

# Conflicts:
#	pybop/optimisers/base_optimiser.py
@BradyPlanden BradyPlanden changed the title FIM added for PyBOP cost functions FIM added for PyBOP likelihood functions Feb 3, 2025
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LGTM - thanks @Dibyendu-IITKGP!

@BradyPlanden BradyPlanden merged commit d5343e1 into develop Feb 3, 2025
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@BradyPlanden BradyPlanden deleted the 630-add-fisher-information-matrix-to-likelihood-cost branch February 3, 2025 13:32
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Add Fisher Information Matrix to likelihood cost
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