Rule, reports and errors¶
Quantizer
dataclass
¶
Quantizer(
transform: FisherTransform,
centers: ndarray,
metric: ndarray | None,
schema: ScoreSchema | None,
provenance: ScoreProvenance,
criterion: Criterion,
execution: ExecutionConfig,
)
A frozen hard rule on score space.
This is what a fit is for: the object that turns a future score vector
into a bin. It holds no training labels, no reports and no history -- those
stay on :class:~scorequant.results.QuantizerResult, which exposes the rule as
result.quantizer.
Attributes:
-
transform(FisherTransform) –Projection onto the informative score subspace the rule was fitted in.
-
centers(ndarray) –Cell centers in transformed coordinates, shape
[K, R]. -
metric(ndarray | None) –Optional common Mahalanobis metric, shape
[R, R].Nonemeans the ordinary Euclidean nearest-center rule in transformed coordinates. -
schema(ScoreSchema | None) –Optional names of the raw score coordinates the rule expects.
-
provenance(ScoreProvenance) –How the scores the rule was fitted on were obtained.
-
criterion(Criterion) –The objective the rule was optimized for, recorded so a loaded artifact can still say what it was built to preserve.
-
execution(ExecutionConfig) –The backend prediction runs on unless overridden. A fitted rule keeps the execution it was fitted under; a loaded rule takes the loading environment's default, because the artifact does not record one.
information_kind
property
¶
Describe whether supplied-score matrices justify exact Fisher language.
predict_scores ¶
predict_scores(
scores: ArrayLike,
*,
execution: ExecutionConfig | None = None,
) -> ndarray
Assign raw score rows with the frozen rule.
Rows are assigned in memory-bounded chunks, so predicting on a large
sample never materializes the full [n_rows, n_bins, rank] distance
tensor at once. Each row's nearest-center argmin is independent of every
other row, so chunking is bit-identical to the unchunked computation.
evaluate_scores ¶
evaluate_scores(
scores: ArrayLike,
weights: ArrayLike | None = None,
*,
rank_rtol: float | None = None,
execution: ExecutionConfig | None = None,
) -> InformationReport
Measure the information this rule retains on a new weighted sample.
This is a property of the rule rather than of the fit that produced it, so a loaded artifact can be scored against fresh data without the training result being present.
Parameters:
-
rank_rtol(float | None, default:None) –Relative rank threshold for the report. Defaults to the one the rule's own transform was built with.
to_dict ¶
Return JSON-ready rule state.
Unlike the diagnostic to_dict on the result types, this one is the
readable face of a versioned format: :meth:save writes exactly these
fields, with the arrays moved out to .npy members.
save ¶
Write the rule to a versioned, non-pickle artifact.
The file is a zip archive holding one manifest.json and one .npy
member per array. Nothing is pickled, so loading it executes no code
from the file, and reading it back needs neither JAX nor the solver that
produced it.
The fitting execution is not saved: a rule fitted on a GPU must still
load on a CPU-only or JAX-less machine. The manifest carries a default
execution object only so 0.2 readers, which require the field, can
read the file; :meth:load ignores it.
Parameters:
-
path(str | Path) –Destination path.
.sqzis appended when the path has no suffix.
Returns:
-
Path–The path actually written.
information_report ¶
information_report(
scores: ArrayLike,
assignments: ArrayLike,
weights: ArrayLike | None = None,
*,
n_bins: int | None = None,
rank_rtol: float | None = None,
execution: ExecutionConfig | None = None,
) -> InformationReport
Build retained-information and occupancy diagnostics for hard bins.
Parameters:
-
scores(ArrayLike) –Finite score matrix with shape
[N, P]. -
assignments(ArrayLike) –Integer bin label for every input row, with shape
[N]. -
weights(ArrayLike | None, default:None) –Optional finite, nonnegative weights with shape
[N]. -
n_bins(int | None, default:None) –Total number of bins, including empty bins. Inferred when omitted.
-
rank_rtol(float | None, default:None) –Relative threshold used to select informative Fisher directions.
Returns:
-
InformationReport–Unregularized Fisher matrices, normalized retention, spectrum, and per-bin occupancy diagnostics.
Notes
The between-cell algebra is exact for the supplied vectors, and every
moment is uncentred: fisher_binned is the weighted second moment
sum_b W_b c_b c_b.T of the cell means about the score-space origin,
never a covariance. When the scores are estimates s_hat rather than
the model score s, the report measures the between-cell second moment
of E[s_hat | q], not that of E[s | q], and is a surrogate for the
model's own Fisher information.
efficient_score_bound ¶
efficient_score_bound(
scores: ArrayLike,
*,
interest: tuple[int, ...],
weights: ArrayLike | None = None,
n_bins: int,
config: ScalarDPConfig | None = None,
execution: ExecutionConfig | None = None,
) -> EfficientScoreBound
Certify a ceiling on profiled information by quantizing the efficient score.
The full-data efficient score \(\hat s=s_\psi-B^\ast s_\lambda\) uses the
nuisance regression of the unbinned information matrix. Efficient-score
domination bounds the same-label profiled information of every hard rule
\(q\) with at most n_bins cells by the between-cell information of
\(\hat s\) under that rule, so the best n_bins-cell rule of the
efficient score certifies a ceiling for the whole score space. For one
parameter of interest that best rule has ordered interval cells and is found
exactly by weighted interval dynamic programming, which makes the returned
ceiling both certified and cheap.
The returned labels are also the natural initializer for
optimize_partition with ProfiledDOptimality: they already solve the
relaxed upper problem, so profiled exchange starts inside the
efficient-score geometry instead of at generic k-means seeding.
Parameters:
-
scores(ArrayLike) –Finite score matrix with shape
[N, P]in the declared parameter order. -
interest(tuple[int, ...]) –Unique nonnegative score-column indices for parameters of interest. Only one interest column is supported.
-
weights(ArrayLike | None, default:None) –Optional finite, nonnegative weights with shape
[N]. -
n_bins(int) –Cell budget the bound is certified for.
-
config(ScalarDPConfig | None, default:None) –Exact scalar solver settings. Whitening a scalar coordinate is a strictly positive rescaling, so it changes neither the labels nor the bound;
rank_rtolstill rejects a numerically vanishing efficient score andmax_rowsstill bounds the exact quadratic recursion.
Returns:
-
EfficientScoreBound–Certified log-scale ceiling, the interval labels attaining it, and the efficient scores it was computed from.
Raises:
-
NotImplementedError–When more than one interest column is requested. A multivariate efficient score needs a genuine multivariate D solver, which would make the returned value a heuristic rather than a certificate.
Notes
The bound follows the uncentered convention of
binned_fisher_information: scores are never mean-centered, so the
between-cell quantity is a weighted second moment of cell means about the
score-space origin. This matches PartitionResult.objective for the
profiled criterion exactly, which is what makes the reported gap meaningful.
retention_uncertainty ¶
retention_uncertainty(
scores: ArrayLike,
assignments: ArrayLike,
*,
n_bins: int | None = None,
confidence_level: float = 0.95,
rank_rtol: float | None = None,
execution: ExecutionConfig | None = None,
) -> RetentionUncertainty
Estimate the sampling uncertainty of a frozen rule's held-out retention.
The rows are an evaluation sample the rule never saw: independent,
equally weighted draws from the reference law at which the model's true
scores are evaluated, whose scores are those true scores and whose
assignments are the frozen rule's labels for them. The estimate
is the uncentred plug-in geometric-mean retention
\(\hat\eta_D=(\det\hat I_Z/\det\hat V)^{1/d}\), the same number
information_report reports on a full-rank sample. Its standard error
is the influence-function estimate of the conditional central limit
theorem RETENTION-PLUGIN-CLT-FROZEN-VECTOR (scalar case
RETENTION-PLUGIN-CLT-FROZEN-SCALAR),
.. math::
\psi_i=\frac{\hat\eta_D}{d}\Big[2s_i^\top\hat I_Z^{-1}\hat c_{z_i}
-\hat c_{z_i}^\top\hat I_Z^{-1}\hat c_{z_i}-s_i^\top\hat V^{-1}s_i\Big],
\qquad
\widehat{\mathrm{SE}}=\sqrt{\tfrac{1}{N}\cdot\tfrac{1}{N}\sum_i\psi_i^2},
and the interval is the untruncated two-sided Wald interval \(\hat\eta_D\pm z_{1-\alpha/2}\widehat{\mathrm{SE}}\).
Parameters:
-
scores(ArrayLike) –Finite true-score matrix with shape
[N, P],N >= 2. Rows are never centered: the score-space origin has statistical meaning. -
assignments(ArrayLike) –Integer label of the frozen rule for every row, with shape
[N]. -
n_bins(int | None, default:None) –Total number of cells, including empty ones. Inferred when omitted. Empty cells contribute nothing.
-
confidence_level(float, default:0.95) –Two-sided nominal level, strictly between zero and one.
-
rank_rtol(float | None, default:None) –Relative eigenvalue threshold for the informative directions of the full moment. A dtype-aware default is used when omitted. It moves neither the between-cell singularity test, which is judged at the dtype default as in
information_report, nor the cancellation threshold of thedegenerate_varianceguard.
Returns:
-
RetentionUncertainty–Estimate, standard error, interval and the status that says which of them are available.
Notes
The interval covers sampling variability of the evaluation draw for a
frozen rule under the theorem's conditions: positive cell probabilities,
finite fourth moments of the score, positive definite full and
between-cell moments, and positive asymptotic variance. None of these can
be verified from an array, and a positive empirical rank does not
certify a population eigenvalue floor. The theorem is asymptotic: an
infinite fourth moment puts a law outside it, and heavy tails, including
laws that satisfy every condition, can cause material undercoverage at
moderate sample sizes. Reading the number as the model's Fisher
retention needs the evaluation law to be the reference law, where the
true score has mean zero; under another law the same arithmetic
estimates an uncentred determinant ratio that is not that retention.
Weighted samples, rules refitted on the evaluation rows, profiled
\(D_s\) retention and any statement without true scores are outside
this diagnostic (OPEN-RETENTION-UNCERTAINTY).
Scores from a classifier or another estimator are not the true scores.
Their reported retention carries a separate proxy bias that the
score-error budget SCORE-ERROR-RETENTION-BUDGET bounds only under
truth-dependent error and conditioning assumptions; AUC or calibration
alone does not certify that bias, and this error bar never measures it.
Four outcomes withhold the interval rather than report an unsupported
one. insufficient_cells: the rule declares at most \(d\) cells, so
FI-RANK-CEILING makes the population retention zero at the reference
law and the plug-in is the upward-biased endpoint estimator; nothing is
reported. singular_full_information: the full moment is rank
deficient at the threshold. singular_retained_information: the
between-cell moment is numerically rank deficient on this sample, so
the diagnostic reports zero by its numerical-rank convention and
withholds the interval. The exact plug-in can still be positive below
the threshold; this sample-side refusal does not identify the population
rank. Population singularity is a separate boundary of the Wald theorem
(RETENTION-PLUGIN-SINGULAR-ENDPOINT-RATE).
degenerate_variance: the influence values cancel to rounding noise,
the sample-side face of
CE-O7-ELLIPSOID-ZERO-VARIANCE-001. The test is
\(\mathrm{rms}(B)\le\tau\,\mathrm{rms}(M)\) with \(B_i\) the bracket
of \(\psi_i\), \(M_i\) the sum of the magnitudes of its three terms and
\(\tau\) the dtype's rank threshold (\(10^{-10}\) in float64,
about \(1.2\times10^{-5}\) in float32, not moved by rank_rtol); it is a numerical
guard that can suppress small positive influence variance and never
asserts that the population variance is zero. The endpoints of an
ok interval are not clipped to [0, 1].
ScoreQuantError ¶
Bases: Exception
Base of every exception ScoreQuant raises deliberately.
ContractError ¶
Bases: ScoreQuantError, ValueError
The caller violated an input, shape, range, or pairing contract.
Detectable from the arguments alone; the remedy is to change the call.
Subclasses ValueError so existing except ValueError handlers keep working.
RefusalError ¶
Bases: ScoreQuantError, RuntimeError
The library declines a valid request because a theorem-backed condition fails on the data.
Parameters:
-
message(str) –Plain-English refusal, unchanged from the pre-hierarchy message text.
-
counterexample(str) –Id of the exact counterexample that forces the refusal; the repository keeps it as
tests/fixtures/counterexamples/<id>.json. Always a string literal at the raise site.