fix!: report an unresolvable prediction grid instead of clamping

`grid_shape` asked for 12 nodes across the narrowest feature and then
clamped to MAX_GRID_POINTS with no detection that the request was not
met. Past `step/sigma ~ 1.7` the trapezoid rule stops resolving the
density, and the result is unbounded:

  sigma_a   step/sig_a   P(a first)   exact      total
  2.0e-3      0.86       0.515953    0.515953   1.000000
  1.0e-3      1.72       0.517185    0.515953   1.002388
  1.0e-4     17.17       2.791336    0.515953   5.410065

A probability of 2.79. Reachable through `predict_outcome` with a pinned
reference competitor — a documented pattern — where `predict_outcome` and
`predict_win_probabilities` disagreed 44x and `predict_outcome` was the
wrong one.

There is no useful answer on the far side of that cliff, so this reports
`GridTooCoarse` rather than guessing, and the message points at
`predict_win_probabilities`, which answers the same matchup through
adaptive quadrature and is accurate there to 1e-13. The floor is 4 nodes
per feature rather than the 12 requested, because the request carries
margin: measured accurate to 2.2e-12 at 1.4 nodes per sigma and wrong by
1.2e-3 at 0.7.

This also fixes the `ln k` ceiling violation. `expected_information_gain`
weights `probability * divergence`, so probabilities of 3.97 and 2.62
made it return 3.237828 nats against `ln 2 = 0.693147` — 4.67x over. The
crate's docs call that ceiling its sharpest test and record a prototype
once returning 4.77 nats; it was live again by a different route.

The new sweep then caught a second, independent defect: `kl_divergence`
returned NEGATIVE values, worst -5.55e-17, exactly one ULP of its
`- 1.0`. Rewritten as `0.5*(u - ln1p(u)) + gap^2/(2*var_p)` with
`u = var_q/var_p - 1`, so both terms are non-negative by construction.
It is also more accurate where it matters: at `u = 1e-9` the old form
returned 0.0 where the true value is 2.5e-19, and well-conditioned cases
are unchanged.

tests/prediction_bounds.rs sweeps rather than spot-checks, because a
single fixture cannot defend a bound like this — the previous check
passed throughout. It asserts the sweep still reaches the coarse-grid
regime, so it cannot quietly stop testing the case it was written for.

BREAKING CHANGE: `predict_outcome`, `predict_ranking` and
`expected_information_gain` return `GridTooCoarse` for matchups whose
performance sigmas are too far apart to integrate on one grid. They
previously returned wrong answers, including probabilities above 1.

Closes #55, closes #56

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
This commit is contained in:
2026-09-09 17:21:00 +02:00
co-authored by Claude Opus 5
parent 83bdb84152
commit bbc7705c75
5 changed files with 258 additions and 35 deletions
+31
View File
@@ -131,6 +131,28 @@ pub enum InferenceError {
AlreadyRegistered { key: String },
/// A prediction was given a team with no members.
EmptyTeam { team: usize },
/// The prediction grid cannot resolve the narrowest feature in the matchup.
///
/// `predict_outcome` and `predict_ranking` integrate every team's density
/// on one shared grid, whose resolution is set by the narrowest sigma (or a
/// narrower draw margin). When the widest and narrowest are far enough
/// apart, resolving the narrow one across the wide one's support needs more
/// nodes than the grid is allowed to hold.
///
/// Reported rather than clamped. Clamping is what this replaced, and it
/// returned probabilities greater than one — measured, a `P` of 2.79 and a
/// `Prediction::total()` of 5.41 — because the trapezoid rule stops
/// resolving a density once the step exceeds roughly 1.7 of its sigma.
///
/// `predict_win_probabilities` answers the same matchup through adaptive
/// quadrature and is accurate here; use it when only the per-team win
/// probabilities are needed.
GridTooCoarse {
/// Nodes required to resolve the narrowest feature.
needed: usize,
/// Nodes the grid may hold.
max: usize,
},
/// A joint posterior was requested where one cannot be formed exactly.
JointUnavailable { reason: &'static str },
/// Fewer than two teams were supplied to a prediction.
@@ -219,6 +241,15 @@ impl fmt::Display for InferenceError {
Self::EmptyTeam { team } => {
write!(f, "team {team} has no members")
}
Self::GridTooCoarse { needed, max } => {
write!(
f,
"the prediction grid needs {needed} nodes to resolve the narrowest \
team's density across the widest team's support, but may hold only \
{max}; the sigmas in this matchup are too far apart to integrate on \
one grid. Use predict_win_probabilities, which is accurate here"
)
}
Self::JointUnavailable { reason } => {
write!(f, "no exact joint posterior is available: {reason}")
}