LOO refactoring and adding pred_measure feature#363
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florence-bockting wants to merge 5 commits into
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This is how benchmark results would change (along with a 95% confidence interval in relative change) if 7649d9c is merged into master:
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This was referenced Jun 8, 2026
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Linking here to Issue #179 as it seems to be about loo scores. We should see whether it is still relevant and can be implemented within loo refactoring.
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There is an open issue requesting a subset() method for psis objects #343 and an (unrelated) open PR #110. Might be worth considering whether we can address this as well in this refactoring PR. If yes, we should
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Fixes #281
This PR is work in progress and the description will be refined over time.
Description
This PR is a larger project with the aim to refactor the loo package and to add new features related to a new
pred_measurefamily.In the course of refactoring this PR aims to address also the following PRs:
crpsfor insample/loo/kfold/test and have an interface toloo_comparepsis_objectbesides internal computation of psis_object.loo.functionshould not require ar_effargument #106; Fixes Change n_eff to ESS #192: Handling ofr_effinloo.functionHow to navigate this PR
As this is a large, long-running PR it might help to first read through the supporting documents that explain the design, scope, and current status:
Acknowledgements
This work builds on an initial prototype of the new
pred_measurefeature implemented by @VisruthSK under guidance from @jgabry (see VisruthSK/loo-sandbox).