Hi Lee,
regarding how to depict the error distribution in a way that's easy to explain 
and shows differences between LRA and HRA and relative and uniform guarantees:
I suggest to simply use re[i] = r[i] - tr[i]. This is actually a uniform error, 
and for our sketch the plots should roughly look like a linear function 
(decreasing for HRA and increasing for LRA). So, the plots shouldn't look like 
any of the four plots you sent on Friday.
Cheers,
Pavel


On 2020-09-12 20:26, leerho wrote:
Hi Pavel,
I think we are in agreement.  I take it as a positive that you haven't found 
any flaw in the implementation of the relative error quantiles algorithm.   
What we are discussing now is definitions in how to define rank especially with 
respect to HRA and LRA, and philosophically, what kind of error distribution as 
a function of rank will users want and be easiest to specify and explain.

My intuition is that all plots should look roughly the same, up to mirroring
along the Y axis.

This statement is a little puzzling as it will only be true if we choose 
definitions of rank appropriately if the user selects LRA or HRA.  As my plots 
reveal, if we keep the definition of rank the same, switching  from HRA to LRA 
has dramatically different error distribution as a  f(rank).  I agree with your 
formulas for relative error, except that all of our ranks are already 
normalized by SL, so I would replace SL in your formulas by 1.0.

I still want to add to these plots your a priori calculation of error to see 
where it lies compared to the measured error.

I gather from your comments that what you had in mind when writing the paper 
was a rank error distribution that looks like plots 3 and 4 above and not plots 
1 and 2.  However, I feel that the rank error distribution shown in plots 1 and 
2 would be easier for users to understand.  We will probably leave the decision 
totally up to the user as to what they prefer, however, this will require more 
documentation to explain all the different error behaviors  :( .

Lee.








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