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Author SHA1 Message Date
logaritmiskandClaude Opus 5 8dff7513f7 fix!: seal ConstantDrift's field so gamma can be validated
`gamma` enters only as `gamma * gamma`, so the sign was squared away:
measured against the old public-field form, `ConstantDrift(-0.0833)`
produced results bit identical to `ConstantDrift(0.0833)`. The sign was
neither rejected nor honoured — it vanished.

It could not be checked while the field was a public tuple position,
because there was nothing to intercept. Validating inside
`variance_for_elapsed` would have been worse: it runs in the sweep, so a
construction-time mistake would panic mid-inference, and `Gaussian::from_ms`
is a worked example of why that is the wrong place — rejecting NaN there
turned the NonFiniteResult reporting path into a crash.

So `ConstantDrift::new` is the only way in and it checks, with `gamma()`
to read the value back. 129 call sites rewritten across src, tests,
benches, examples and the README. The dated plan and spec documents under
docs/superpowers are left alone: they record what was built at the time,
and rewriting them would falsify that.

tests/constructor_validation.rs is the more valuable half. This defect
class was closed three times in one session and reopened twice, because
each fix validated the layer it had just touched and inferred the rest —
`HistoryBuilder`, then `Game`'s own entry points, then the constructors
beneath both. A per-site fix cannot notice the site nobody thought of, so
that file enumerates every public entry point taking a magnitude and
asserts each refuses negative and non-finite values.

It found an eleventh defect on its first run: `HistoryBuilder::score_sigma`
accepted infinity, because `inf > 0.0` is true and the assert only tested
positivity. Fixed, and its own `should_panic` message updated to match.

`Gaussian::from_ms` is deliberately exempt from the non-finite half, for
the reason above: a broken fit produces a NaN sigma legitimately and
`converge` must be allowed to report it.

The convergence-level drift-variance check stays and is now tested through
a custom `Drift` implementation, since `ConstantDrift` can no longer reach
it. That check is the only thing standing between a third-party `Drift`
and a NaN fit.

BREAKING CHANGE: `ConstantDrift`'s field is private. Replace
`ConstantDrift(x)` with `ConstantDrift::new(x)`, and `drift().0` with
`drift().gamma()`. `HistoryBuilder::score_sigma` now rejects infinity.

Closes #65

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-09 19:11:57 +02:00
logaritmiskandClaude Opus 5 1bb6bb31d8 feat: factorise the joint once with History::joint
`posterior_of`, `posterior_of_at` and `expected_variance_reduction` each
built the joint precision matrix, factorised it, asked one question and
threw it away. The factorisation is O(n^3) in the history's appearances
and depends only on the fit, so a caller asking about every pair in a
standings table, every cell in a grid, or every candidate in an
active-learning sweep paid for the same factorisation once per question.

`History::joint()` returns a `Joint` handle that pays it once. Measured
on 1976 appearances, 90 queries: 68.4s one-shot against 745ms factorise
plus 93ms of queries — 81.6x, with bit-identical answers. Per query,
Criterion at 480 appearances: 9.0ms one-shot against 48us cached, 187x.

The handle borrows the history, which is what makes it correct with no
invalidation logic: the borrow checker forbids adding events or refitting
while it is alive, so there is no window in which the factorisation could
describe a fit that no longer exists. It also makes the lifetime of the
n^2 factor explicit rather than parking it in the history forever — at
4000 appearances that is 128MB, which is not something to cache silently.

Every question the joint answers turns out to be a bilinear form,

    c^T A^-1 a = (L^-1 c) . (L^-1 a)

so no caller ever needs L^-1 c itself. Replacing the general solve with a
forward substitution drops the back substitution as wasted work, halving
a query, and removes a failure mode: a variance as `c . (A^-1 c)` is a
difference of products that can round negative, where `|L^-1 c|^2` is a
sum of squares and cannot.

The one-shot calls are unchanged in cost and now delegate to the handle,
so the two paths cannot drift apart. tests/joint_handle.rs asserts they
agree bit for bit, including at pinned times, under UnknownKeys::Prior,
and across candidate matchups.

Refs #51

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-08 07:53:51 +02:00