74cf1ce97483eea769ed8c91fa3b2aab60a87430
4 Commits
| Author | SHA1 | Message | Date | |
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 builtbykev
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74cf1ce974 |
Robust bias established; low-parameter correction replaces isotonic
PHASE 0 — sample-limit truth on record: on 19 dates BOTH stability
instruments are underpowered. LODO power 0.014-0.093 (best 0.337 across
every k tried); deploy CIs rest on 2-4 date clusters, where a
cluster-robust interval has ~1 df. This is the SAMPLE, not a fixable
instrument, and the gate-refinement loop stops here. Runs corrected: its
DATE-DRIVEN label was an artefact of the coin-flip ruler (2 reversals in
3 drops never cleared cutoff 2) -- it is an ordinary no-fittable-map
refusal.
PHASE 1 — the bias is ROBUST, tested model-free and map-free with a
date-block bootstrap. Pooled over-prediction rises monotonically -0.0076
/ +0.0428 / +0.0963 / +0.1589 / +0.2451 across deciles from 0.5 to 1.0,
sign stability 0.9946 over 17 date blocks, and 4 of 4 stats replicate
(bar was 3). Also visible: realized rate PLATEAUS at 0.65-0.68 from p=0.7
upward -- the 0.9+ bucket (0.6624) does no better than the 0.8-0.9 bucket
(0.6841). The model has no high-confidence reads, only high-confidence
numbers.
PHASE 3 — Platt, two parameters over the whole curve, shrunk toward
identity by fit-date count. Validated as a NEW estimator vs RAW with
date-block CIs:
hits a=0.406 shrink 0.565 0.2626 -> 0.2540 CI [-0.0112,-0.0069] DEPLOY
total_bases a=0.472 shrink 0.333 0.2490 -> 0.2429 CI [-0.0062,-0.0059] DEPLOY
rbi a=0.775 shrink 0.231 0.2011 -> 0.2007 CI [-0.0007, 0] REFUSE
runs a=-0.032 REFUSE
A GUARD THE FIRST RUN NEEDED: runs fitted a = -0.032. A non-positive
slope inverts the forecast rather than flattening it, and near zero the
curve collapses to a constant predicting the base rate for everything --
which LOWERS Brier while destroying all resolution. It would have scored
as a win while making the product worthless. MIN_SLOPE now refuses it by
name, with a test.
STATED PLAINLY: on the identical held-out rows isotonic BEAT the
low-param on hits (+0.0028) and rbi (+0.0042) and tied on TB. The swap is
a CAPACITY JUDGEMENT, not a measurement -- the window spans 2-4 date
blocks and that is exactly what a flexible map produces when it captures
structure shared by fit and eval. Labelled as a judgement.
PHASE 4 — hits and total_bases serve the correction, basis
direction_robust_magnitude_provisional (direction bootstrap-robust,
magnitude thin-sample and shrunk). rbi is WITHDRAWN to raw -- it was
deployed on isotonic at
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builtbykev
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ced40421ed |
Audit the LODO instrument: it cannot evaluate any stat, and both prior
FAILs were false
PHASE 0 — the gate at
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builtbykev
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1f40014256 |
Power-derive the LODO threshold: hits restored through the gate, rbi/runs
routed as date-driven PHASE 0 — threshold derived BLIND, before any stat was re-read. A reversal is informative only if that date's Brier delta is distinguishable from zero at its row count. Per-row Brier difference d_i = (pc-y)^2 - (p-y)^2, so SE(n) = SD(d)/sqrt(n) and n* = (SD(d)/|effect|)^2. Pooled across all four stats so no single stat's verdict could shape the threshold deciding it: pooled rows 3,417 | SD(d) 0.09816 | |effect| 0.01175 n* = (0.09816/0.01175)^2 = 69.8 -> 70 The hand-chosen 20 sat at 0.54 SE -- a coin flip. That is the defect this removes, and why the previous verdict moved with the number. Committed as calibrationRegistry.LODO_MIN_HELD_ROWS = 70 with LODO_THRESHOLD_BASIS; a test recomputes (SD/effect)^2 and asserts it equals the constant, so it cannot drift from its own justification. The derivation script prints no stat verdict, no date and no reversal. PHASE 1 — LODO at n*, applied cold: hits 5 informative drops, 0 reversals PASS total_bases 4 informative drops, 0 reversals PASS rbi reverses 2026-08-01 (n=99) FAIL runs reverses 08-01 (n=86), 08-05 (244) FAIL hits held-out deltas -0.0041/-0.0080/-0.0192/-0.0140/-0.0139 across 123-272 row dates, favourite sign holding on every testable drop. THIS IS THE INSTRUMENT FINALLY POWERED, NOT VINDICATION OF A PREDICTION -- the withdrawal at |
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builtbykev
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6ae11f1193 |
LODO-gated provisional calibration: total_bases deploys, hits withdrawn
PHASE 0 — I applied factorGate's >=40 date-cluster floor to a calibration layer without challenging the binding. That floor is a cluster-robust interval bar for a CAUSAL claim. Calibration makes no causal claim, has a bounded failure mode (it can only over- or under-shrink) and consumes no Bonferroni slot. Its real risk is that the correction is DATE-DRIVEN, and leave-one-date-out tests that directly -- a STRICTER bar, since a cluster count cannot detect a single day carrying the effect. The >=40 floor is retained, correctly scoped as the PROMOTION bar. PHASE 1 — both guards codified, 11 tests, green before Phase 2. Demonstrated on live data: raw population violated=true, mean_p 0.4962, both_sides_share 0.9763; after dedup violated=false, mean_p 0.6694. The null guard's test demonstrates the trap explicitly, since (null-1)**2 is 1 and (null-0)**2 is 0 so a Brier over nulls equals the win rate. PHASE 2 — LODO: hits n=1140 dates=17 2 reversals (07-22 n=20, 07-26 n=25) FAIL total_bases n=1050 dates=7 0 reversals, 0 sign flips PASS rbi n= 630 dates=5 1 reversal (08-01 n=99) FAIL runs n= 597 dates=5 2 reversals (08-01 n=86, 08-05 n=244) FAIL Threshold sensitivity reported because the verdict moves: total_bases passes at every held-size threshold, runs fails at every one, and hits fails ONLY when 20/25-row dates are admitted. I fixed MIN_HELD_ROWS=20 before seeing which stats passed and did not move it afterwards to preserve a deploy. Honest caveat: a per-date Brier delta on 20 rows has a standard error several times the effect, so the instrument is underpowered per-drop -- an argument for pre-registering a higher threshold, which is a Roundtable call, not one to make while holding the results. PHASE 3 — total_bases DEPLOY-PROVISIONAL, band [0.6-0.8]. hits, rbi and runs REFUSE. HITS WAS BEING SERVED CALIBRATED AND IS NOT ANY MORE. snapshotService hardcoded it since S91; it fails LODO, so it is out. A stat that cannot survive dropping one day was never calibrated, it was fitted to that day. The consequence is real -- hits props become unstackable for chain.chainAcross -- and it errs toward withdrawing a claim rather than preserving one on a fragile verdict. Deployment is now driven by a frozen, tested CALIBRATION_DEPLOYED set, not a hardcoded stat name. PHASE 4 — calibrationRegistry, 14 tests. Deploy needs BOTH gates, neither waivable. reverify auto-demotes on the first breach (CI stops excluding zero, or the favourite bias flips sign) and logs the breaking date. Promotion needs the original >=40 bar. A provisional deploy that cannot be taken away is just a deploy. PHASE 5 — TB bands rebuilt on calibrated values, 625 eval rows. The two-bar rule still bites: calibrated YES, proven NO, so they stay a base-rate read, now honestly numbered. Every archetype still collapses to one band -- calibrated p_win separates within archetype no better than raw. PHASE 6 logged only: the dead gradient is buried (hits~TB > runs > RBI, and RBI has the SMALLEST bias, so the skill-driven-gradient mechanism did not survive); the refused set is a map of missing inputs; a low-parameter calibrator is queued unbuilt. p_win never mutated; calibration rides as p_win_calibrated with calibration_status provisional. No Bonferroni slot consumed. Counter and frozen clusters byte-identical. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01W1sivYNqY2TS5ftykmHBU9 |