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Commits
| Author | SHA1 | Message | Date | |
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  logaritmiskandClaude Opus 5
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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 |
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logaritmiskandClaude Opus 5
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83bdb84152 |
fix!: collapse a drift too small to represent, on a relative threshold
`time_expanded_joint` collapsed consecutive appearances only at `drift <= 0.0` exactly. Anything smaller-but-positive got an explicit `1.0 / drift` precision, which the matrix cannot hold: at `drift = 1e-16` the entry is `1e16`, and `1e16 + 0.28` rounds back to `1e16`, so the prior and the event contrasts are annihilated in the stored f64 before the factorisation ever runs. Measured, 8 competitors over 15 slices: drift_scale before after 1e-6 1.3e-3 relative error exact 1e-7..1e-9 Err(JointUnavailable) exact 1e-10 12 200x TOO SMALL, as Ok exact At 1e-10 the caller was handed sigma = 0.0055 where the truth is 0.6108 — a 111x overconfident interval, returned as a success. This is representation, not conditioning. Solved in 200-digit precision the same system converges smoothly onto the collapsed value and is flat from 1e-16 to 1e-40, so the quantity is perfectly well conditioned. That also rules out the obvious fix: symmetric (Jacobi) equilibration measured 30x WORSE, because the information is gone from the assembled matrix before any solver sees it. The fix has to be at assembly. The threshold balances the two errors that trade off. Ignoring a real drift costs about `drift / V`; representing one costs about `EPSILON * V / drift`. They cross at `V * sqrt(EPSILON)`, scaled to each competitor's own prior variance. Ordinary drift is far above it and unaffected — the default gamma accumulates 0.0069 per unit time against a threshold of 1.0e-6 — and the test asserts both halves: everything below the threshold reaches the collapsed answer bit-identically, and a drift of 1e-2 still moves it, so the test cannot pass by collapsing everything. Also corrects the `JointUnavailable` message, which asserted "a competitor has neither a proper prior nor any evidence" for a fixture where every competitor had both. BREAKING CHANGE: a drift variance below `prior_variance * sqrt(EPSILON)` now collapses two appearances into one latent variable. Affected fits previously returned a badly wrong variance or an error. Closes #57 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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logaritmiskandClaude Opus 5
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f692906ce4 |
docs: state what the joint's cost actually scales in
A consumer measured an 8x difference in solve time between two fits over the same events, the same slices and the same ~2,000 nodes: career fit (gamma = 0) 787 ms drifting fit (gamma = 0.15) 6214 ms Entirely the collapse rule. A competitor with zero drift contributes one variable however long the history, so a drift-free fit's joint is smaller than a drifting one's by roughly the slice count — and to factorise, by its cube. Choosing a drift configuration is therefore also choosing a query cost, and nothing said so. Documented on `Joint`, on `Joint::variables` and on `posterior_of`, with the measurement. `variables()` is named as the number that decides affordability, since it can be read before committing to a batch. Also states the thing the consumer proposed as a future optimisation, because it is already true: an absence is not an appearance, so a competitor seen in the first and last of a hundred slices contributes two variables rather than a hundred. The matrix is already as small as the model allows on that axis. tests/joint_handle.rs pins the mechanism — ten slices, two competitors, twenty variables drifting against two at `gamma = 0` — so a change to the collapse rule cannot quietly remove the property the docs now promise. Refs #51 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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logaritmiskandClaude Opus 5
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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
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