repro-seq-mean-testing-bundle / scripts /exp00_selfcheck.py
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Reproduction bundle: Beyond First-order Asymptotics in Sequential Mean Testing (HMyCBL2yMV)
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#!/usr/bin/env python3
"""exp00 self-check: builds/exercises core/{klinf,popquant,seqtest,par}.py and
writes results/exp00_selfcheck.json per specs/exp00_core.md.
python3 scripts/exp00_selfcheck.py [--toy]
No experiment-specific logic lives here; this only validates the shared core.
"""
import argparse
import json
import os
import sys
import time
import numpy as np
from scipy.optimize import minimize_scalar
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from core import par
from core.klinf import klinf_emp, klinf_emp_generic, klinf_path
from core.popquant import pop, beta_phi_closed_form
from core.seqtest import run_path
RESULTS_DIR = os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), "results")
def log(msg):
print(f"[exp00] {msg}", file=sys.stderr, flush=True)
# --------------------------------------------------------------------- primal
def _primal_maximize(x, m_o, T_max=40.0, xatol=1e-13):
"""Independent maximizer of F(lam)=mean(log(1-lam(x-m_o))) using a
log-distance-from-boundary substitution so the search stays well
conditioned right up to the singular endpoint. Cross-checks the dual
(Brent-on-Psi) solver in klinf_emp without sharing any code path."""
xbar = x.mean()
singular_at_hi = m_o > xbar
if singular_at_hi:
lo, hi = 0.0, 1.0 / (1.0 - m_o)
else:
lo, hi = -1.0 / m_o, 0.0
span = hi - lo
def lam_of_t(t):
if singular_at_hi:
return hi - np.exp(-t) * span
return lo + np.exp(-t) * span
def negF(t):
lam = lam_of_t(t)
denom = 1.0 - lam * (x - m_o)
if np.any(denom <= 0):
return 1e18
return -float(np.mean(np.log(denom)))
res = minimize_scalar(negF, bounds=(0.0, T_max), method="bounded", options=dict(xatol=xatol))
return -res.fun
# ---------------------------------------------------------------- trial funcs
def _dual_vs_primal_trial(seed):
rng = np.random.default_rng(seed)
n = int(rng.integers(5, 80))
a, b = rng.uniform(0.3, 6), rng.uniform(0.3, 6)
x = rng.beta(a, b, size=n)
m_o = rng.uniform(0.02, 0.98)
if x.mean() == m_o:
return 0.0
v_dual, _, _ = klinf_emp(x, m_o, use_fastpath=False)
v_primal = _primal_maximize(x, m_o)
return abs(v_dual - v_primal)
def _fastpath_trial(seed):
rng = np.random.default_rng(seed)
p = rng.uniform(0.0, 1.0)
n = int(rng.integers(5, 300))
m_o = rng.uniform(0.02, 0.98)
x = (rng.uniform(size=n) < p).astype(float)
if x.mean() == m_o:
return 0.0
v_fast, lam_fast, _ = klinf_emp(x, m_o, use_fastpath=True)
v_gen, lam_gen, _ = klinf_emp_generic(x, m_o)
return max(abs(v_fast - v_gen), abs(lam_fast - lam_gen))
def _path_trial(seed, n):
rng = np.random.default_rng(seed)
a, b = rng.uniform(0.5, 5), rng.uniform(0.5, 5)
x = rng.beta(a, b, size=n)
m_o = rng.uniform(0.1, 0.9)
path = klinf_path(x, m_o)
pointwise = np.array([klinf_emp(x[:k], m_o)[0] for k in range(1, n + 1)])
return float(np.max(np.abs(path - pointwise)))
def _ht_violation_count(seed, path_len):
"""eq (11)'s bound KL_inf <= 1/(1-m_o) is a fact about the '+' branch
(m_o >= running mean): pointwise, log(1-lam(x-m_o)) <= log(1+lam*m_o) <=
log(1/(1-m_o)) < 1/(1-m_o) for x in [0,1], lam in [0,lam_bar]. The
mirrored '-' branch (m_o < running mean) obeys the mirrored bound
1/m_o by the same argument. We check each step against whichever bound
matches its branch."""
rng = np.random.default_rng(seed)
dist_kind = rng.choice(["beta", "bernoulli"])
m_o = rng.uniform(0.05, 0.95)
if dist_kind == "beta":
a, b = rng.uniform(0.5, 5), rng.uniform(0.5, 5)
x = rng.beta(a, b, size=path_len)
else:
p = rng.uniform(0.05, 0.95)
x = (rng.uniform(size=path_len) < p).astype(float)
path = klinf_path(x, m_o)
running_mean = np.cumsum(x) / np.arange(1, path_len + 1)
branch_plus = m_o >= running_mean
bound = np.where(branch_plus, 1.0 / (1.0 - m_o), 1.0 / m_o)
return int(np.sum(path > bound + 1e-9))
def _beta_phi_trial(seed):
rng = np.random.default_rng(seed)
a, b = rng.uniform(1.05, 8), rng.uniform(1.05, 8)
mean = a / (a + b)
m_o = rng.uniform(mean, 0.995) # ensure '+' branch (m_o >= mean)
r = pop(("beta", a, b), m_o)
cf = beta_phi_closed_form(a, b, m_o)
if r["phi"] is None or not np.isfinite(cf) or cf == 0:
return 0.0
return abs(r["phi"] - cf) / abs(cf)
# ------------------------------------------------------------- determinism
def _determinism_replicate(rng, r):
n = 50 + r
x = rng.beta(2.0, 3.0, size=n)
m_o = 0.3 + 0.05 * (r % 5)
val, lam, case = klinf_emp(x, m_o)
return (val, lam, case)
def _check_determinism(n_reps, config_id=777):
r1 = par.make_parallel(n_jobs=1)(
__import__("joblib").delayed(_determinism_replicate)(par.rng_for(config_id, r), r)
for r in range(n_reps)
)
r2 = par.make_parallel(n_jobs=min(2, os.cpu_count() or 1))(
__import__("joblib").delayed(_determinism_replicate)(par.rng_for(config_id, r), r)
for r in range(n_reps)
)
return r1 == r2
# --------------------------------------------------------------------- main
def main():
ap = argparse.ArgumentParser()
ap.add_argument("--toy", action="store_true")
args = ap.parse_args()
toy = args.toy
n_jobs = par.n_cores()
log(f"starting exp00 self-check (toy={toy}), JOB_CORES-derived n_jobs={n_jobs}")
if toy:
n_dual_primal, n_fastpath, n_path, n_ht, n_beta_phi, n_det = 20, 60, 6, 8, 12, 8
path_n, ht_path_len = 60, 300
else:
n_dual_primal, n_fastpath, n_path, n_ht, n_beta_phi, n_det = 300, 1500, 30, 60, 150, 16
path_n, ht_path_len = 400, 3000
t0 = time.time()
parallel = par.make_parallel(n_jobs=n_jobs)
joblib_delayed = __import__("joblib").delayed
log(f"running {n_dual_primal} dual-vs-primal trials")
dual_vs_primal_errs = parallel(joblib_delayed(_dual_vs_primal_trial)(i) for i in range(n_dual_primal))
dual_vs_primal_max_abs_err = float(max(dual_vs_primal_errs))
log(f" max abs err = {dual_vs_primal_max_abs_err:.3e}")
log(f"running {n_fastpath} Bernoulli fast-path trials")
fastpath_errs = parallel(joblib_delayed(_fastpath_trial)(i + 10_000) for i in range(n_fastpath))
bernoulli_fastpath_max_abs_err = float(max(fastpath_errs))
log(f" max abs err = {bernoulli_fastpath_max_abs_err:.3e}")
log(f"running {n_path} klinf_path-vs-pointwise trials (n={path_n})")
path_errs = parallel(joblib_delayed(_path_trial)(i + 20_000, path_n) for i in range(n_path))
klinf_path_vs_pointwise_max_abs_err = float(max(path_errs))
log(f" max abs err = {klinf_path_vs_pointwise_max_abs_err:.3e}")
log(f"running {n_ht} Honda-Takemura bound checks (path_len={ht_path_len})")
ht_counts = parallel(joblib_delayed(_ht_violation_count)(i + 30_000, ht_path_len) for i in range(n_ht))
ht_bound_violations = int(sum(ht_counts))
log(f" violations = {ht_bound_violations}")
log(f"running {n_beta_phi} Beta Phi closed-form checks")
beta_phi_errs = parallel(joblib_delayed(_beta_phi_trial)(i + 40_000) for i in range(n_beta_phi))
beta_phi_closed_form_max_rel_err = float(max(beta_phi_errs))
log(f" max rel err = {beta_phi_closed_form_max_rel_err:.3e}")
log(f"checking determinism across JOB_CORES (1 vs 2) on {n_det} replicates")
determinism_jobcores_1_vs_2 = bool(_check_determinism(n_det))
log(f" bit-identical = {determinism_jobcores_1_vs_2}")
log("smoke-testing run_path (raises on any internal invariant violation)")
def _run_path_smoke(seed):
rng = np.random.default_rng(seed)
sampler = lambda rng_, size: rng_.beta(2, 3, size=size)
run_path(rng, sampler, 0.5, [0.05, 0.1], "theory", n_max=2000 if not toy else 500)
return True
n_smoke = 6 if toy else 20
smoke_results = parallel(joblib_delayed(_run_path_smoke)(i + 50_000) for i in range(n_smoke))
assert all(smoke_results), "run_path invariant assertions failed on smoke paths"
log(f" {n_smoke} paths ran clean")
log("computing canonical case labels")
cases = {
"beta_3_2_mo_0.7": pop(("beta", 3, 2), 0.7)["case"],
"bern_0.6_mo_0.7": pop(("bernoulli", 0.6), 0.7)["case"],
"bern_0.6_mo_0.2": pop(("bernoulli", 0.6), 0.2)["case"],
}
log(f" cases = {cases}")
out = {
"dual_vs_primal_max_abs_err": dual_vs_primal_max_abs_err,
"bernoulli_fastpath_max_abs_err": bernoulli_fastpath_max_abs_err,
"klinf_path_vs_pointwise_max_abs_err": klinf_path_vs_pointwise_max_abs_err,
"ht_bound_violations": ht_bound_violations,
"beta_phi_closed_form_max_rel_err": beta_phi_closed_form_max_rel_err,
"determinism_jobcores_1_vs_2": determinism_jobcores_1_vs_2,
"cases": cases,
}
os.makedirs(RESULTS_DIR, exist_ok=True)
out_path = os.path.join(RESULTS_DIR, "exp00_selfcheck.json")
with open(out_path, "w") as f:
json.dump(out, f, indent=2)
elapsed = time.time() - t0
print(f"exp00 self-check complete in {elapsed:.1f}s -> {out_path}")
print(f" dual_vs_primal_max_abs_err = {dual_vs_primal_max_abs_err:.3e}")
print(f" bernoulli_fastpath_max_abs_err = {bernoulli_fastpath_max_abs_err:.3e}")
print(f" klinf_path_vs_pointwise_max_abs_err = {klinf_path_vs_pointwise_max_abs_err:.3e}")
print(f" ht_bound_violations = {ht_bound_violations}")
print(f" beta_phi_closed_form_max_rel_err = {beta_phi_closed_form_max_rel_err:.3e}")
print(f" determinism_jobcores_1_vs_2 = {determinism_jobcores_1_vs_2}")
print(f" cases = {cases}")
if __name__ == "__main__":
main()