peeksafe 0.1.0 → 0.2.0

package/dist/frontier.js

@@ -56,8 +56,8 @@
  * against planted ground truth, and until someone has, the honest price of a
  * screened plan is unknown rather than low.
  */
-import { PeeksafeError, requireErrorRates, requireOpenProbability, requireProbability, } from "./errors.js";
-import { DEFAULT_PLAN } from "./plan.js";
+import { PeeksafeError, requireErrorRates, requireOpenProbability, requireProbability, requireRunCeiling, requireTrialGrid, } from "./errors.js";
+import { DEFAULT_PLAN, expectedSettlePairs, requireSettleConfidence } from "./plan.js";
 import { betaQuantile, ebhSoloThreshold, evidenceCeilingLogE, mcnemarSamplesForEvidence, samplesForEvidence, sprtExpectedN, } from "./stats.js";
 export const DEFAULT_AXES = {
     cases: [10, 20, 50, 100, 200],
@@ -89,6 +89,7 @@ export const DEFAULT_FRONTIER = {
     nullQuantile: DEFAULT_PLAN.nullQuantile,
 };
 const RUNS_PER_OBS = { unpaired: 1, paired: 2 };
+const SCREENS = ["none", "expensive", "proxy"];
 /** $1.00, but $0.0021 rather than $0.00, a per-run price rounds to nothing. */
 export const fmtRate = (x) => !Number.isFinite(x)
     ? Number.isNaN(x)
@@ -99,6 +100,44 @@ export const fmtRate = (x) => !Number.isFinite(x)
         : `$${x.toPrecision(2)}`;
 /** Cost of `runs` runs, all of them graded by the real grader. */
 const graded = (runs, cfg) => runs * (cfg.costPerRunUsd + cfg.costPerGradeUsd);
+function requireBaselineRuns(v, name, where) {
+    if (!Number.isInteger(v) || v < 1) {
+        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `${where}: ${name} must be a positive integer, got ${v}`, {
+            detail: { [name]: v, where },
+        });
+    }
+}
+/**
+ * The budget, the prices, the screen's keep fraction and `amortisePrs`.
+ * `enumerateFrontier` checked these and `evaluatePoint` did not, so a direct
+ * call recommended a point at a negative bill and priced a screen that kept
+ * twice the suite.
+ */
+function requirePricing(cfg, where) {
+    const finiteCost = (v) => Number.isFinite(v) && v >= 0;
+    if (!(cfg.budgetUsd >= 0) || !finiteCost(cfg.costPerRunUsd) || !finiteCost(cfg.costPerGradeUsd)) {
+        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `${where}: budget must be ≥ 0 and costs finite and ≥ 0`, {
+            detail: {
+                budgetUsd: cfg.budgetUsd,
+                costPerRunUsd: cfg.costPerRunUsd,
+                costPerGradeUsd: cfg.costPerGradeUsd,
+                where,
+            },
+            hint: "an infinite cost fits an infinite budget, so the frontier recommended a point on an infinite bill",
+        });
+    }
+    if (!(cfg.screenKeepFraction > 0) || !(cfg.screenKeepFraction <= 1)) {
+        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `${where}: screenKeepFraction must be in (0,1], got ${cfg.screenKeepFraction}`, {
+            detail: { screenKeepFraction: cfg.screenKeepFraction, where },
+        });
+    }
+    if (!Number.isInteger(cfg.amortisePrs) || cfg.amortisePrs < 1) {
+        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `${where}: amortisePrs must be a positive integer, got ${cfg.amortisePrs}`, {
+            detail: { amortisePrs: cfg.amortisePrs, where },
+            hint: 'a baseline spread over "infinity" pull requests is how the baseline cost disappears from a plan',
+        });
+    }
+}
 /**
  * Observations per case on a pull request where nothing moved, clamped onto the
  * gate's own batch grid.
@@ -109,6 +148,11 @@ export function typicalObservationsPerCase(rate, mde, cfg, baselineRuns) {
     // 0 for a quantile at or below 0, 1 at or above 1, and about 0 for NaN, so the
     // frontier priced the typical bill against a null rate nobody chose.
     requireOpenProbability(cfg.nullQuantile, "nullQuantile", "typicalObservationsPerCase");
+    requireTrialGrid(cfg, "typicalObservationsPerCase");
+    // Unchecked, an mde of 0 or below priced a bill for an effect nobody can detect, and a bad rate or run count was refused under betaQuantile's name.
+    requireOpenProbability(rate, "rate", "typicalObservationsPerCase");
+    requireOpenProbability(mde, "mde", "typicalObservationsPerCase");
+    requireBaselineRuns(baselineRuns, "baselineRuns", "typicalObservationsPerCase");
     const s = Math.round(rate * baselineRuns);
     const p0 = betaQuantile(1 + s, 1 + baselineRuns - s, cfg.nullQuantile);
     const p1 = Math.max(0.005, p0 - mde);
@@ -134,22 +178,38 @@ export function evaluatePoint(cases, mde, baselineRuns, design, screen, screenRu
     requireErrorRates(cfg.alpha, cfg.beta, "evaluatePoint");
     requireProbability(cfg.pairCoupling, "pairCoupling", "evaluatePoint");
     requireOpenProbability(cfg.nullQuantile, "nullQuantile", "evaluatePoint");
+    requireSettleConfidence(cfg, "evaluatePoint");
+    // makePlan refuses it; unchecked, an fdr of 2 cut the bar and 0 was blamed on the ceiling.
+    requireOpenProbability(cfg.fdr, "fdr", "evaluatePoint");
+    requireRunCeiling(cfg.runsPerCaseCeiling, "evaluatePoint");
+    requirePricing(cfg, "evaluatePoint");
     if (!Number.isInteger(cases) || cases < 1) {
         throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: cases must be a positive integer, got ${cases}`, {
             detail: { cases },
         });
     }
-    if (!Number.isInteger(baselineRuns) || baselineRuns < 1) {
-        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: baselineRuns must be a positive integer, got ${baselineRuns}`, {
-            detail: { baselineRuns },
+    // The paired design prices its baseline from this one, and 0 or 2.5 runs priced a cheaper frontier than any real baseline.
+    requireBaselineRuns(cfg.pairedBaselineRuns, "pairedBaselineRuns", "evaluatePoint");
+    requireBaselineRuns(baselineRuns, "baselineRuns", "evaluatePoint");
+    requireTrialGrid(cfg, "evaluatePoint");
+    // An unknown design fell through to the paired branch with no runs per observation and came back feasible on an infinite bill.
+    if (!Object.hasOwn(RUNS_PER_OBS, design)) {
+        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: design must be one of ${Object.keys(RUNS_PER_OBS).join(", ")}, got "${String(design)}"`, {
+            detail: { design },
         });
     }
-    if (!Number.isInteger(cfg.maxTrials) || cfg.maxTrials < 1 || cfg.maxTrials < cfg.minTrials) {
-        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: maxTrials must be a positive integer ≥ minTrials, got ${cfg.maxTrials} vs ${cfg.minTrials}`, {
-            detail: { maxTrials: cfg.maxTrials, minTrials: cfg.minTrials },
-            hint: "the ceiling bill is priced at this cap; a cap of zero prices a gate that never runs",
+    // An unknown screen was priced and recommended as the expensive one.
+    if (!SCREENS.includes(screen)) {
+        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: screen must be one of ${SCREENS.join(", ")}, got "${String(screen)}"`, {
+            detail: { screen },
         });
     }
+    // Only null withholds a recommendation, so a NaN recall (0 of 0 regressions caught) recommended the screen.
+    for (const kind of ["expensive", "proxy"]) {
+        const recall = cfg.screenRecall[kind];
+        if (recall !== null)
+            requireProbability(recall, `screenRecall.${kind}`, "evaluatePoint");
+    }
     if (screen !== "none" && (!Number.isInteger(screenRunsPerCase) || screenRunsPerCase < 1)) {
         throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: a ${screen} screen needs at least one run per case, got ${screenRunsPerCase}`, {
             detail: { screen, screenRunsPerCase },
@@ -196,7 +256,10 @@ export function evaluatePoint(cases, mde, baselineRuns, design, screen, screenRu
                 `${cfg.runsPerCaseCeiling}-run per-case ceiling`;
     }
     const feasible = infeasibleBecause === null;
-    const typicalObservations = typicalObservationsPerCase(rate, mde, cfg, effectiveBaselineRuns);
+    // A paired case counts the pairs `shouldStopPaired` takes to settle, as `makePlan` does; the SPRT figure ignores the coupling.
+    const typicalObservations = design === "paired"
+        ? expectedSettlePairs(rate, cfg.pairCoupling, mde, cfg)
+        : typicalObservationsPerCase(rate, mde, cfg, effectiveBaselineRuns);
     const keep = screen === "none" ? cases : Math.max(1, Math.ceil(cases * cfg.screenKeepFraction));
     // Screening runs are graded by whichever grader the screen uses. A proxy
     // screen still *executes* the agent, it only skips the grade, so it saves
@@ -214,7 +277,7 @@ export function evaluatePoint(cases, mde, baselineRuns, design, screen, screenRu
             : graded(screenRuns, cfg);
     // The baseline. Unpaired buys its ceiling here; paired does not.
     const baselineRunsTotal = cases * effectiveBaselineRuns;
-    const baselineRunsAmortised = baselineRunsTotal / Math.max(1, cfg.amortisePrs);
+    const baselineRunsAmortised = baselineRunsTotal / cfg.amortisePrs;
     const baselineUsd = graded(baselineRunsAmortised, cfg);
     const costFor = (obsPerCase) => {
         const testRuns = Number.isFinite(obsPerCase) ? keep * obsPerCase * runsPerObs : Infinity;
@@ -256,13 +319,14 @@ export function evaluatePoint(cases, mde, baselineRuns, design, screen, screenRu
         "certify-all": certifyAll,
         ceiling,
     };
-    const basisCost = BILLS[cfg.basis];
-    if (basisCost === undefined) {
+    // `hasOwn`, as in `costShares`: `BILLS.toString` is inherited, so "toString" passed an `undefined` check.
+    if (!Object.hasOwn(BILLS, cfg.basis)) {
         throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: basis must be one of ${Object.keys(BILLS).join(", ")}, got "${String(cfg.basis)}"`, {
             detail: { basis: cfg.basis },
             hint: "an unrecognised basis silently defaulting to the cheaper bill is how a budget becomes fiction",
         });
     }
+    const basisCost = BILLS[cfg.basis];
     const withinBudget = feasible && basisCost.totalUsd <= cfg.budgetUsd;
     // Reportable and recommendable are different. A screen whose recall nobody
     // measured is cheap in a way we cannot price, and a proxy screen at zero
@@ -303,26 +367,7 @@ export function evaluatePoint(cases, mde, baselineRuns, design, screen, screenRu
 }
 /** Every point in the swept space, feasible or not. */
 export function enumerateFrontier(cfg, axes = DEFAULT_AXES) {
-    if (!(cfg.budgetUsd >= 0) || !(cfg.costPerRunUsd >= 0) || !(cfg.costPerGradeUsd >= 0)) {
-        throw new PeeksafeError("PEEKSAFE_E_CONFIG", "frontier: budget and costs must be ≥ 0 and not NaN", {
-            detail: {
-                budgetUsd: cfg.budgetUsd,
-                costPerRunUsd: cfg.costPerRunUsd,
-                costPerGradeUsd: cfg.costPerGradeUsd,
-            },
-        });
-    }
-    if (!(cfg.screenKeepFraction > 0) || !(cfg.screenKeepFraction <= 1)) {
-        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: screenKeepFraction must be in (0,1], got ${cfg.screenKeepFraction}`, {
-            detail: { screenKeepFraction: cfg.screenKeepFraction },
-        });
-    }
-    if (!Number.isInteger(cfg.amortisePrs) || cfg.amortisePrs < 1) {
-        throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: amortisePrs must be a positive integer, got ${cfg.amortisePrs}`, {
-            detail: { amortisePrs: cfg.amortisePrs },
-            hint: 'a baseline spread over "infinity" pull requests is how the baseline cost disappears from a plan',
-        });
-    }
+    requirePricing(cfg, "frontier");
     for (const [name, xs] of Object.entries(axes)) {
         if (!Array.isArray(xs) || xs.length === 0) {
             throw new PeeksafeError("PEEKSAFE_E_CONFIG", `frontier: axis "${name}" is empty, nothing to sweep`, {

package/dist/frontier.js.map

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package/dist/gate.d.ts

@@ -58,6 +58,8 @@ export declare const cannotDropBy: (baseline: {
     successes: number;
     trials: number;
 }, mde: number) => boolean;
+/** `options` without its `undefined` entries, so a spread over the defaults leaves those defaults in place. */
+export declare function definedOptions<T extends object>(options: T): T;
 /** One case's candidate result, and the baseline it is measured against. */
 export interface GateCase {
     id: string;

package/dist/gate.d.ts.map

@@ -1 +1 @@
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package/dist/gate.js

@@ -55,6 +55,10 @@ import { discordant, ebhCorrect, ebhSoloThreshold, pairedLogE, } from "./stats.j
  * `makePlan` calls the same cases IMPOSSIBLE, by the same rule.
  */
 export const cannotDropBy = (baseline, mde) => baseline.successes / baseline.trials <= mde;
+/** `options` without its `undefined` entries, so a spread over the defaults leaves those defaults in place. */
+export function definedOptions(options) {
+    return Object.fromEntries(Object.entries(options ?? {}).filter(([, v]) => v !== undefined));
+}
 export const DEFAULT_GATE_OPTIONS = {
     mde: 0.15,
     fdr: 0.05,
@@ -69,7 +73,7 @@ export const DEFAULT_GATE_OPTIONS = {
  * depend on the rule you used.
  */
 export function gate(cases, options = {}) {
-    const opts = { ...DEFAULT_GATE_OPTIONS, ...options };
+    const opts = { ...DEFAULT_GATE_OPTIONS, ...definedOptions(options) };
     requireOpenProbability(opts.mde, "mde", "gate");
     requireOpenProbability(opts.fdr, "fdr", "gate");
     requireEvidence(opts.evidence, "gate");

package/dist/gate.js.map

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package/dist/plan.d.ts

@@ -56,14 +56,14 @@ export interface PlanConfig {
     /** beyond this many runs for one case we stop calling it "affordable" */
     runsPerCaseCeiling: number;
     /**
-     * Which design the *expected* bill is priced for. A paired observation is two
-     * runs, so this doubles `typicalRuns`.
+     * Which design the *expected* bill and the screening pass are priced for. A
+     * paired observation is two runs, and a paired case's observation count is
+     * the pairs `shouldStopPaired` takes to settle it at its coupling; an
+     * unpaired case's is the runs `shouldStop` takes to stop it.
      *
-     * `undefined` means "price the design this plan recommends", which is the
-     * only self-consistent answer: `makePlan` recommends pairing whenever more
-     * than a quarter of the suite has an unpaired evidence ceiling under the bar,
-     * and quoting the *unpaired* bill underneath that recommendation would price
-     * a design nobody runs.
+     * `undefined` prices each case at its own `PlanCase.design`, and a case with
+     * none at the suite's `recommendedDesign`. Setting it prices every case at
+     * that one design.
      */
     design?: "unpaired" | "paired";
     alpha: number;
@@ -72,6 +72,13 @@ export interface PlanConfig {
     maxTrials: number;
     batchSize: number;
     nullQuantile: number;
+    /**
+     * The `futilityConfidence` you run `shouldStop` and `shouldStopPaired` at.
+     * The expected bill counts the runs or pairs a case takes to stop at this
+     * level, so a higher one prices more. `undefined` takes the stopping rules'
+     * own default.
+     */
+    futilityConfidence?: number;
 }
 export declare const DEFAULT_PLAN: PlanConfig;
 export type Detectability = 
@@ -156,7 +163,11 @@ export interface PlanTotals {
     wallMsScreened: number;
     /** fraction of cases the screen is budgeted to carry through to the full test */
     screenContinueFraction: number;
-    /** 1 unpaired, 2 paired, what one observation costs in runs */
+    /**
+     * What one observation of the expected bill costs in runs, averaged over its
+     * cases: 1 when every case runs unpaired, 2 when every case is paired, and in
+     * between for a suite that mixes the two.
+     */
     runsPerObservation: number;
     /** expected *runs* (not observations) for a pull request in which nothing moved */
     typicalRuns: number;
@@ -176,7 +187,13 @@ export interface Plan {
     pairedOnly: PlanCase[];
     /** cases whose baseline rate is too low to lose `mde` points at all */
     impossible: PlanCase[];
-    /** the design the recommendation names, and the one `expectedCostUsd` prices */
+    /**
+     * The design the recommendation names: paired when more than a quarter of
+     * the suite is `PAIRED_ONLY` or most decidable cases' own `design` is
+     * paired. `expectedCostUsd` prices each case at
+     * its own `design` and falls back to this one only for a case with none,
+     * unless `config.design` fixes one design for the whole suite.
+     */
     recommendedDesign: "unpaired" | "paired";
     /** the cheapest design that decides every decidable case */
     recommendation: string;
@@ -204,7 +221,8 @@ export declare function planCase(c: CaseRef, b: BaselineStat | undefined, cfg: P
  * expected sample number at a supplied "true" rate per case, and clamped into
  * the gate's own [minTrials, maxTrials] batch grid.
  *
- * This is the number that predicts what the gate will actually spend.
+ * `makePlan` no longer bills from it: an unpaired case there is counted in
+ * the runs `shouldStop` takes, which this figure misses either way (#105).
  * `samplesForEvidence`, the one behind `PlanCase.unpaired.runs`, answers a
  * different question: how many runs it takes to *certify a regression*. A case
  * that did not regress never gets there; it hits the H₀ wall in a few batches
@@ -217,6 +235,19 @@ export declare function expectedSequentialSamples(cases: Array<CaseRef>, baselin
     samples: number;
     perCase: Map<string, number>;
 };
+type TrialGrid = Pick<PlanConfig, "minTrials" | "maxTrials" | "batchSize">;
+/** Refuses a set `futilityConfidence` outside (0, 1), where the settle bar is 0 or Infinity. */
+export declare function requireSettleConfidence(cfg: Pick<PlanConfig, "futilityConfidence">, where: string): void;
+/**
+ * Expected pairs for a paired case that did not move: the first pair count at
+ * which `shouldStopPaired`'s settle e-value, on the mean trajectory at coupling
+ * `rho` and `cfg.futilityConfidence` (the stopping rule's default when unset),
+ * rules out a drop of `mde`, on the same batch grid as
+ * `expectedSequentialSamples`, and `maxTrials` when it never does. The
+ * unpaired SPRT figure knows nothing of this rule or of the coupling, which
+ * sets how often an unmoved pair disagrees.
+ */
+export declare function expectedSettlePairs(rate: number, rho: number, mde: number, cfg: TrialGrid & Pick<PlanConfig, "futilityConfidence">): number;
 /**
  * Plan a suite. `pilots` holds a pair table per case from a pilot run of the
  * paired design, ideally with both arms on the same revision; a case with one
@@ -245,4 +276,5 @@ export interface AffordabilityCell {
     typicallyAffordable: boolean;
 }
 export declare function affordabilityGrid(baselineRate: number, baselineTrials: number, cfg: PlanConfig, budgetUsd: number, caseCounts?: number[], mdes?: number[]): AffordabilityCell[];
+export {};
 //# sourceMappingURL=plan.d.ts.map

package/dist/plan.d.ts.map

@@ -1 +1 @@
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