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POHow to do Unit Testing with Uncertainties?
 

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    <p>We have several different optimization algorithms that produce a different result for each run. For example the goal of the optimization could be to find the minimum of a function, where 0 is the global minima. The optimization runs returns data like this:</p> <pre><code>[0.1, 0.1321, 0.0921, 0.012, 0.4] </code></pre> <p>Which is quite close to the global minima, so this is ok. Our first approach was to just choose a threshold, and let the unit test fail if a result occured that was too high. Unfortunately, this does not work at all: The results seem to have a gauss distribution, so, although unlikely, from time to time the test failed even when the algorithm is still fine and we just had bad luck. </p> <p>So, how can I test this properly? I think quite a bit of statistics are needed here. It is also important that tests are still fast, just letting the test run a few 100 times and then take the average will be too slow.</p> <p>Here are some further clarifications:</p> <ul> <li><p>For example I have an algorithm that fits a Circle into a set of points. It is extremly fast but does not always produce the same result. I want to write a Unit test to guarantee that in most cases it is good enough.</p></li> <li><p>Unfortunately I cannot choose a fixed seed for the random number generator, because I do not want to test if the algorithm produces the exact same result as before, but I want to test something like "With 90% certainty I get a result with 0.1 or better".</p></li> </ul>
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