A probability is served because evidence supports it, not because nothing else answered

The band gate was blocked for its `else` branch. It read:

    candidate = F(raw)
    served    = inCertifiedBand(candidate) ? candidate : RAW

and above raw 0.60 the model is measured overconfident — holdout raw 0.80-0.90
predicts 0.843 and realizes 0.639. So "the calibrator is not supported here" was
being answered with a number already proven wrong. Unsupported calibration does
not make raw true.

Four candidates were adjudicated on ONE split — fit on the earliest 60% of
train, decide support on the last 40%, evaluate on a holdout that saw neither:

  A low-param      80.2% coverage  0.24374  REFUTED — its extra region
                   (raw 0.80-0.90) certified on cert (err +0.040, n=55) and
                   refuted on holdout (served 0.754 vs observed 0.639), and it
                   leaves a hole at 0.70-0.80 while serving the island above it
  B isotonic       91.3% coverage  0.24337  CERTIFIED, contiguous raw [0.50,0.80)
  C empirical band 91.3% coverage  0.24335  REFUTED — refitted point-in-time on
                   current-model hits the realized rates INVERT in grade order
                   (B+ 0.593 < B 0.614 < C+ 0.623), so the served function steps
                   down at raw 0.78. Its shipped constants come from 3,417 props
                   pooled across four batter stats and do not reproduce here
  D raw identity   43.1% coverage  0.24866  certifies raw 0.50-0.60 and only there

Raw is candidate D, not a fallback. It earns exactly one region (holdout error
+0.010 on n=1,316), which is why the law is "raw must earn its region" rather
than "raw is never true". B already covers that region, so no hybrid is built.

Above raw 0.80 nothing is certified and nothing is served. That is the region
where raw is most wrong, isotonic over-corrects (cert err -0.093) and its LODO
mapping at 0.95 has spread 0.180. 8.7% of holdout rows land there.

The registry did not need changing. `serves(stat, p)` already tested certified
bands against the RAW p_win — support in the input domain, the correct question —
and returned {serve:false, reason}. It never said "serve raw". The output-space
gate and the raw fallback were both invented downstream in calibrationService.

ACTIVATION IS OFF. PROBABILITY_CONTRACT_SHADOW defaults to 0, CALIBRATION_DEPLOYED
stays frozen empty, and every served field is byte-identical. This releases the
support first, which is the required order. The shadow records raw belief, the
candidate served value, the state, the estimator identity, and what EV/Kelly/VALUE
would be under the actionability law — into its own column, read by nothing.

Migration 051 was applied to production BEFORE retentionService named the column.
PostgREST builds a bulk insert from the first row's shape, so a key whose column
does not exist 400s the whole batch silently — that is how migration 038 took
retention down for three days.

The user-facing contradiction is NOT fixed here. A B+ still says "realized about
66%" beside a confidence of 84. Fixing that is activation, and activation costs
32% of VALUE flags and 46% of Kelly recommendations on the holdout.

Suite 401/401, 5,580 passed, 4 skipped, deterministic across three runs.
Teeth 23/23, each independently injected and restored byte-identically.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01CQJeAG8vcDoL5zkiaJyVb8
This commit is contained in:
Kev
2026-09-02 21:03:16 -04:00
parent 9dda9df132
commit a8de676756
10 changed files with 1359 additions and 1 deletions
@@ -0,0 +1,15 @@
-- 051 — probability contract SHADOW column.
--
-- ADDITIVE AND NULLABLE. Records what the certified serving contract WOULD
-- serve, beside what was actually served. Nothing reads it for serving.
--
-- ORDERING IS LOAD-BEARING: this is applied BEFORE `retentionService` names the
-- column. PostgREST builds a bulk insert from the FIRST row's shape, so a key
-- present on a row whose column does not exist 400s the WHOLE batch — and
-- retention is best-effort, so it fails silently. That is exactly how migration
-- 038 took retention down for three days.
alter table if exists public.model_snapshots
add column if not exists probability_contract jsonb;
comment on column public.model_snapshots.probability_contract is
'SHADOW ONLY. {raw_model_probability, served_probability, probability_state, estimator_type, estimator_version, certification_version, model_version, derived:{ev_pct,kelly_pct,value,available}}. Never served; records what the certified contract would have produced.';
+2 -1
View File
@@ -12,7 +12,7 @@
"explanation": "Present in production but not created by any committed migration - added out of band, same class as the migration-014 debt. The contract deliberately uses the MIGRATION-derived set, which is the stricter of the two: a writer that stays within it is valid against both.",
"classification": "PROD-ONLY COLUMN -> DRIFT WARNING / RECORDED DEBT (not release-authorized)"
},
"column_count": 64,
"column_count": 65,
"columns": [
"actual_value",
"archetype",
@@ -58,6 +58,7 @@
"p_win",
"player_key",
"player_name",
"probability_contract",
"projection",
"publication_id",
"published",