Working Toward Robustness (F# c-MLE Project Part 2)
How a lucky random number sequence hid a huge error until I tested on different platform — and what it taught me about production numerical code Days ago I wrote about implementing c-MLE in F# as my first substantial project in the language. The code worked. Tests passed. The optimizer converged to reasonable parameter estimates with violations driven to machine precision. Then I whimsically tested it on my M1 Max. Same code. Same seed. Same data. The estimated parameter was off by 38%. ...