When using the Service API, there is an option to set winsorization limits, but it's unclear what a valid value is for the limits. The documentation says:
...clip the mean values for each metric to lay within the limits provided in the config as a tuple of (lower bound percentile, upper bound percentile)...,
When I set a value of (10.0,90.0) I get an error. Are the values of the bounds supposed to be between 0~1 (i.e. quantiles, not percentiles)?
If I try setting it to (0.1, 0.9) I get the error:
AssertionError: Upper bound: 0.9 was less than the inverse of lower: 0.1
I'm not quite understanding what the problem is.
The expected values are actually the percentile to trim from each end as a float in [0,1).
So to trim 10% from lower and upper bounds you'll pass
(0.1, 0.1)
I'll clarify the docs. let me know if this works, and please post with a follow-up with your code if it doesn't.
Thank you, this allowed my code to run properly.
Most helpful comment
The expected values are actually the percentile to trim from each end as a float in [0,1).
So to trim 10% from lower and upper bounds you'll pass
(0.1, 0.1)
I'll clarify the docs. let me know if this works, and please post with a follow-up with your code if it doesn't.