fix!: propagate NaN through the convergence reduction

`tuple_max` compared with a plain `>`, which is false against NaN, so a
NaN accumulator was replaced by the next finite delta. The fold runs over
`TimeSlice::posteriors()`, a HashMap, so whether a NaN survived to `step`
depended on per-process hash order.

Measured before, four competitors in one slice with one pathological
pair, same binary and input, 30 separate processes:

  16  Ok  converged=true, iterations=1, a = Gaussian { pi: NaN, tau: NaN }
  14  Err NonFiniteResult

After: 30/30 Err. A coin flip on whether a NaN fit was reported as an
error or as a successful, converged fit — inside the guard whose entire
purpose is "NaN is never convergence".

`f64::max` would not have fixed it. It also ignores NaN by design, which
is the same defect wearing a standard-library name, and a test pins that
we do not use it.

`Gaussian::delta` had to be fixed FIRST, and that ordering is the whole
subtlety. Two identical improper messages produced `(0.0, NaN)` — not
from `mu()`, which is guarded and returns 0.0, but from `inf - inf` in
the sigma component. That NaN is reachable in ordinary healthy inference:
once a pairing is more than about nine cavity-sigma apart the truncation
is a no-op and the chain compares one identity message against another.
Propagating NaN without fixing `delta` would therefore have turned
correct fits into NonFiniteResult errors. `delta` now answers the
identical-message case in natural space before touching the accessors.

My first version of the `delta` test asserted `mu()` was NaN. It is not;
the accessor guards `pi <= 0.0`. The test caught my own wrong premise,
and the doc comment is corrected to match.

BREAKING CHANGE: a fit that produced NaN in a non-final reduction
position previously returned `Ok` with `converged: true` and a NaN
posterior; it now returns `Err(NonFiniteResult)`. That was always the
documented intent.

Closes #58

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 16:59:56 +02:00
co-authored by Claude Opus 5
parent 7da2328692
commit c65373f476
3 changed files with 169 additions and 2 deletions
+54
View File
@@ -120,7 +120,25 @@ impl Gaussian {
}
}
/// How far this Gaussian moved from `other`, as `(|d mu|, |d sigma|)`.
///
/// Identical messages have not moved, whatever their parameters, and that
/// case is answered in natural space before touching `mu()`/`sigma()`. An
/// improper message has `pi == 0`, so `sigma()` is infinite — and
/// `inf - inf` is NaN, a NaN *change* for a message that did not change at
/// all. (`mu()` is guarded and returns 0.0 here, so the mean component was
/// never the problem; the sigma component alone produced `(0.0, NaN)`.)
///
/// That is reachable in ordinary inference: once a pairing is more than
/// about nine cavity-sigma apart the truncation is a no-op, `trunc / cavity`
/// is exactly the identity message, and the chain compares one identity
/// against another. Before this guard that produced `(0.0, NaN)`, which
/// silently disabled the sigma half of the convergence test.
pub(crate) fn delta(&self, other: Gaussian) -> (f64, f64) {
if self.pi == other.pi && self.tau == other.tau {
return (0.0, 0.0);
}
(
(self.mu() - other.mu()).abs(),
(self.sigma() - other.sigma()).abs(),
@@ -256,6 +274,42 @@ impl ops::Div<Gaussian> for Gaussian {
#[cfg(test)]
mod tests {
/// A message that did not change must report no change, even when it is
/// improper. `mu()` of an improper Gaussian is `0/0 = NaN` and `sigma()` is
/// infinite, so the mean/sigma form reported `(NaN, NaN)` for two identical
/// identity messages — which silently disabled the sigma half of the
/// convergence test in `run_chain`.
#[test]
fn delta_of_two_identical_improper_messages_is_zero() {
let improper = crate::N_INF;
// `mu()` is guarded and returns 0.0 for an improper Gaussian, so the
// mean component was always fine. The NaN came from the sigma
// component alone: `inf - inf`. The pre-fix value was `(0.0, NaN)`.
assert!(improper.sigma().is_infinite(), "premise: sigma is infinite");
assert_eq!(improper.mu(), 0.0, "premise: mu is guarded, not NaN");
assert!(
(improper.sigma() - improper.sigma()).is_nan(),
"premise: the unguarded sigma difference is NaN"
);
assert_eq!(improper.delta(improper), (0.0, 0.0));
}
#[test]
fn delta_of_identical_proper_messages_is_zero() {
let g = Gaussian::from_ms(25.0, 8.0);
assert_eq!(g.delta(g), (0.0, 0.0));
}
/// The shortcut must not swallow a real difference.
#[test]
fn delta_still_measures_a_real_move() {
let a = Gaussian::from_ms(25.0, 8.0);
let b = Gaussian::from_ms(26.0, 9.0);
let (dmu, dsigma) = a.delta(b);
assert!((dmu - 1.0).abs() < 1e-12, "{dmu}");
assert!((dsigma - 1.0).abs() < 1e-12, "{dsigma}");
}
use super::*;
#[test]
+67 -2
View File
@@ -569,13 +569,34 @@ pub(crate) fn approx(n: Gaussian, margin: f64, tie: bool) -> Gaussian {
Gaussian::from_ms(mu, sigma)
}
/// Componentwise maximum that **propagates** NaN rather than dropping it.
///
/// Every caller folds this as `tuple_max(accumulator, new)`. A plain `>`
/// comparison is false against NaN, so a NaN accumulator would be replaced by
/// the next finite delta and the breakdown would vanish — leaving `step_is_finite`
/// to pass on a fit that is already NaN. Because the fold runs over a `HashMap`,
/// whether that happened depended on per-process hash order: measured, a NaN fit
/// was reported as `converged: true` in 16 of 30 runs on identical input.
///
/// `f64::max` is not a substitute: it also ignores NaN by design, which is the
/// same defect wearing a standard-library name.
pub(crate) fn tuple_max(v1: (f64, f64), v2: (f64, f64)) -> (f64, f64) {
(
if v1.0 > v2.0 { v1.0 } else { v2.0 },
if v1.1 > v2.1 { v1.1 } else { v2.1 },
max_propagating_nan(v1.0, v2.0),
max_propagating_nan(v1.1, v2.1),
)
}
fn max_propagating_nan(a: f64, b: f64) -> f64 {
if a.is_nan() || b.is_nan() {
f64::NAN
} else if a > b {
a
} else {
b
}
}
pub(crate) fn tuple_gt(t: (f64, f64), e: f64) -> bool {
t.0 > e || t.1 > e
}
@@ -724,6 +745,50 @@ pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
#[cfg(test)]
mod tests {
/// A NaN must survive the fold from ANY position, not only the last.
///
/// The fold runs over a `HashMap`, so "last" is per-process hash order. The
/// end-to-end symptom was a NaN fit reported as `converged: true` in 16 of
/// 30 runs on identical input; these three cases are the deterministic form
/// of that, so a regression cannot hide behind a lucky seed.
#[test]
fn tuple_max_propagates_a_nan_from_any_position() {
let nan = (f64::NAN, f64::NAN);
let small = (1e-9, 1e-9);
let big = (1e-3, 1e-3);
// NaN last.
let step = tuple_max(tuple_max(big, small), nan);
assert!(!step_is_finite(step), "NaN last: {step:?}");
// NaN middle.
let step = tuple_max(tuple_max(big, nan), small);
assert!(!step_is_finite(step), "NaN middle: {step:?}");
// NaN first — the case a plain `>` comparison drops.
let step = tuple_max(tuple_max(nan, big), small);
assert!(!step_is_finite(step), "NaN first: {step:?}");
}
/// `f64::max` would pass the test above's first two cases and fail the
/// third, so pin that it is not what we use.
#[test]
fn tuple_max_is_not_f64_max() {
assert!(
f64::max(f64::NAN, 1.0) == 1.0,
"premise: f64::max drops NaN"
);
let (a, _) = tuple_max((f64::NAN, 0.0), (1.0, 0.0));
assert!(a.is_nan(), "tuple_max must not drop what f64::max drops");
}
/// Ordinary values are unaffected.
#[test]
fn tuple_max_still_takes_the_larger_component() {
assert_eq!(tuple_max((1.0, 5.0), (3.0, 2.0)), (3.0, 5.0));
assert_eq!(tuple_max((3.0, 2.0), (1.0, 5.0)), (3.0, 5.0));
}
use ::approx::assert_ulps_eq;
use super::*;