blr-active 0.1.0

Active learning orchestration for Bayesian Linear Regression with Automatic Relevance Determination
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
//! Algorithm 5 / T2.2: Calibration Orchestration Loop
//!
//! Implements a **synchronous** state machine for iterative sensor calibration
//! (per CLARIFY-3: sync model, no async/await). The host drives the loop by
//! calling `next_iteration()` and then feeding in new measurements via
//! `add_measurement()` before calling `next_iteration()` again.
//!
//! **State machine logic per iteration:**
//! 1. Fit BLR+ARD on current sample data.
//! 2. Assess precision (Algorithm 3) — if MetGoal → PrecisionMet.
//! 3. Check noise floor (Algorithm 4) — if at floor → NoiseFloorHit.
//! 4. Generate recommendations (Algorithm 2) — return RecommendNext.
//!
//! **History tracking:**
//! - `PrecisionRecord` pushed after each iteration.
//! - `SampleRecord` pushed for each measurement added.
//! - Full history available via `export_history_json()`.

use crate::active_learning::acquisition::{recommend_next_samples, RecommendedSample};
use crate::active_learning::noise_floor::{detect_noise_floor, NoiseFloorConfig};
use crate::active_learning::precision::{assess_precision, PrecisionStatus};
use crate::active_learning::variance::posterior_std_grid;
use blr_core::{fit, ArdConfig, BLRError};

// ─── Public types ─────────────────────────────────────────────────────────────

/// One measurement added to the calibration session.
#[derive(Debug, Clone)]
pub struct SampleRecord {
    /// Raw sensor input value (e.g., B-field in mT).
    pub raw_input: f64,
    /// Measured sensor output value (e.g., voltage in V).
    pub measured_output: f64,
    /// Iteration count when this sample was added.
    pub added_at_iteration: usize,
}

/// Precision assessment snapshot recorded after each calibration iteration.
#[derive(Debug, Clone)]
pub struct PrecisionRecord {
    /// Iteration index (0-based).
    pub iteration: usize,
    /// Number of samples in the model at this iteration.
    pub sample_count: usize,
    /// Mean posterior std over the evaluation grid.
    pub mean_posterior_std: f64,
    /// Max posterior std over the evaluation grid.
    pub max_posterior_std: f64,
    /// 95th-percentile posterior std (primary precision metric).
    pub percentile_95_std: f64,
    /// Whether the precision goal was met at this iteration.
    pub goal_met: bool,
}

/// Outcome of one call to `CalibrationSession::next_iteration()`.
#[derive(Debug, Clone)]
pub enum IterationOutcome {
    /// Precision goal met — calibration is complete.
    PrecisionMet,
    /// Noise floor detected — further measurements unlikely to help.
    /// Contains the estimated noise floor std.
    NoiseFloorHit(f64),
    /// Calibration loop recommends collecting more samples at these locations.
    RecommendNext(Vec<RecommendedSample>),
    /// Maximum iteration count reached without convergence.
    MaxIterationsReached,
    /// A BLR fitting error occurred.
    FitError(String),
}

/// Configuration for a calibration session.
#[derive(Debug, Clone)]
pub struct SessionConfig {
    /// User precision requirement (e.g., 0.01 V std).
    pub target_precision: f64,
    /// Maximum number of calibration iterations.
    pub max_iterations: usize,
    /// Number of recommendations to provide per iteration.
    pub top_k: usize,
    /// Exclusion radius for acquisition (fraction of input range).
    /// If None, defaults to 7% of (input_max - input_min).
    pub exclusion_radius: Option<f64>,
    /// Grid resolution for posterior std evaluation.
    pub grid_resolution: usize,
    /// Input range [min, max] for the evaluation grid.
    pub input_range: (f64, f64),
    /// Noise floor detection configuration.
    pub noise_floor_config: NoiseFloorConfig,
    /// BLR+ARD fitting configuration.
    pub ard_config: ArdConfig,
}

impl Default for SessionConfig {
    fn default() -> Self {
        Self {
            target_precision: 0.01,
            max_iterations: 50,
            top_k: 3,
            exclusion_radius: None,
            grid_resolution: 100,
            input_range: (0.0, 1.0),
            noise_floor_config: NoiseFloorConfig::default(),
            ard_config: ArdConfig::default(),
        }
    }
}

/// An active calibration session tracking model, samples, and history.
pub struct CalibrationSession {
    /// Session configuration.
    pub config: SessionConfig,
    /// All measurements collected so far.
    pub samples: Vec<SampleRecord>,
    /// Precision snapshots from each completed iteration.
    pub precision_history: Vec<PrecisionRecord>,
    /// (n_samples, max_posterior_std) pairs for noise floor detection.
    noise_floor_history: Vec<(usize, f64)>,
    /// Feature function: maps a scalar input to a D-dimensional feature vector.
    /// Must match the feature dimensionality used during fitting.
    feature_fn: Box<dyn Fn(f64) -> Vec<f64>>,
    /// Feature dimension D (must match feature_fn output length).
    feature_dim: usize,
    /// Current iteration count (0-based).
    pub iteration: usize,
}

impl CalibrationSession {
    /// Create a new calibration session.
    ///
    /// # Arguments
    /// - `config`: session configuration
    /// - `feature_fn`: maps scalar input → feature vector (must have length `feature_dim`)
    /// - `feature_dim`: number of features D
    pub fn new(
        config: SessionConfig,
        feature_fn: impl Fn(f64) -> Vec<f64> + 'static,
        feature_dim: usize,
    ) -> Self {
        Self {
            config,
            samples: Vec::new(),
            precision_history: Vec::new(),
            noise_floor_history: Vec::new(),
            feature_fn: Box::new(feature_fn),
            feature_dim,
            iteration: 0,
        }
    }

    /// Add a new measurement from the user/sensor.
    pub fn add_measurement(&mut self, raw_input: f64, measured_output: f64) {
        self.samples.push(SampleRecord {
            raw_input,
            measured_output,
            added_at_iteration: self.iteration,
        });
    }

    /// Add multiple measurements at once.
    pub fn add_measurements(&mut self, inputs: &[f64], outputs: &[f64]) {
        for (&x, &y) in inputs.iter().zip(outputs.iter()) {
            self.add_measurement(x, y);
        }
    }

    /// Number of samples currently in the session.
    pub fn sample_count(&self) -> usize {
        self.samples.len()
    }

    /// Run one iteration of the calibration state machine.
    ///
    /// Returns an [`IterationOutcome`] indicating what to do next.
    /// The caller should add new measurements (at the recommended locations)
    /// before calling this again.
    pub fn next_iteration(&mut self) -> IterationOutcome {
        if self.iteration >= self.config.max_iterations {
            return IterationOutcome::MaxIterationsReached;
        }
        if self.samples.is_empty() {
            return IterationOutcome::FitError(
                "No samples available — add measurements before iterating".into(),
            );
        }

        // ── Step 1: Fit BLR+ARD on current data ──────────────────────────
        let n = self.samples.len();
        let d = self.feature_dim;

        let mut phi = Vec::with_capacity(n * d);
        let mut y = Vec::with_capacity(n);

        for s in &self.samples {
            let feats = (self.feature_fn)(s.raw_input);
            // Pad or truncate to d features
            let actual = feats.len().min(d);
            phi.extend_from_slice(&feats[..actual]);
            if actual < d {
                phi.extend(std::iter::repeat_n(0.0, d - actual));
            }
            y.push(s.measured_output);
        }

        let fitted = match fit(&phi, &y, n, d, &self.config.ard_config) {
            Ok(m) => m,
            Err(BLRError::SingularMatrix) => {
                return IterationOutcome::FitError(
                    "BLR fit failed: singular matrix — add more diverse samples".into(),
                );
            }
            Err(e) => return IterationOutcome::FitError(format!("BLR fit failed: {e}")),
        };

        // ── Step 2: Evaluate posterior std over evaluation grid ───────────
        let (input_min, input_max) = self.config.input_range;
        let (grid, stds) = posterior_std_grid(
            fitted.beta,
            &fitted.posterior.cov,
            d,
            input_min,
            input_max,
            self.config.grid_resolution,
            self.feature_fn.as_ref(),
        );

        let max_std = stds.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
        let mean_std = stds.iter().sum::<f64>() / stds.len() as f64;
        let p95 = crate::active_learning::precision::percentile(&stds, 0.95);

        // ── Step 3: Record precision snapshot ────────────────────────────
        let assessment = assess_precision(&stds, self.config.target_precision);
        let goal_met = assessment.status == PrecisionStatus::MetGoal;

        self.precision_history.push(PrecisionRecord {
            iteration: self.iteration,
            sample_count: n,
            mean_posterior_std: mean_std,
            max_posterior_std: max_std,
            percentile_95_std: p95,
            goal_met,
        });
        self.noise_floor_history.push((n, max_std));
        self.iteration += 1;

        // ── Step 4: Check precision goal ──────────────────────────────────
        if goal_met {
            return IterationOutcome::PrecisionMet;
        }

        // ── Step 5: Check noise floor ─────────────────────────────────────
        let nf_diag =
            detect_noise_floor(&self.noise_floor_history, &self.config.noise_floor_config);
        if nf_diag.likely_at_floor {
            return IterationOutcome::NoiseFloorHit(nf_diag.predicted_noise_floor);
        }

        // ── Step 6: Generate recommendations (Algorithm 2) ────────────────
        let existing: Vec<f64> = self.samples.iter().map(|s| s.raw_input).collect();
        let radius = self
            .config
            .exclusion_radius
            .unwrap_or((input_max - input_min) * 0.07);

        let recs = recommend_next_samples(&grid, &stds, &existing, self.config.top_k, radius);
        IterationOutcome::RecommendNext(recs)
    }

    /// Export the calibration history as a JSON string.
    ///
    /// Schema:
    /// ```json
    /// {
    ///   "iteration_count": <usize>,
    ///   "sample_count": <usize>,
    ///   "target_precision": <f64>,
    ///   "precision_history": [
    ///     { "iteration": .., "sample_count": .., "mean_std": .., "max_std": ..,
    ///       "p95_std": .., "goal_met": .. },
    ///     ...
    ///   ],
    ///   "samples": [
    ///     { "raw_input": .., "measured_output": .., "added_at_iteration": .. },
    ///     ...
    ///   ]
    /// }
    /// ```
    pub fn export_history_json(&self) -> String {
        let precision_entries: Vec<String> = self
            .precision_history
            .iter()
            .map(|r| {
                format!(
                    r#"{{"iteration":{},"sample_count":{},"mean_std":{:.6e},"max_std":{:.6e},"p95_std":{:.6e},"goal_met":{}}}"#,
                    r.iteration, r.sample_count, r.mean_posterior_std,
                    r.max_posterior_std, r.percentile_95_std, r.goal_met
                )
            })
            .collect();

        let sample_entries: Vec<String> = self
            .samples
            .iter()
            .map(|s| {
                format!(
                    r#"{{"raw_input":{:.6e},"measured_output":{:.6e},"added_at_iteration":{}}}"#,
                    s.raw_input, s.measured_output, s.added_at_iteration
                )
            })
            .collect();

        format!(
            r#"{{"iteration_count":{},"sample_count":{},"target_precision":{:.6e},"precision_history":[{}],"samples":[{}]}}"#,
            self.iteration,
            self.samples.len(),
            self.config.target_precision,
            precision_entries.join(","),
            sample_entries.join(","),
        )
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    /// Simple linear feature function (1-D polynomial degree 1: [1, x])
    fn linear_feature(x: f64) -> Vec<f64> {
        vec![1.0, x]
    }

    fn make_linear_session(target: f64) -> CalibrationSession {
        let config = SessionConfig {
            target_precision: target,
            max_iterations: 20,
            top_k: 3,
            grid_resolution: 50,
            input_range: (0.0, 10.0),
            ..Default::default()
        };
        CalibrationSession::new(config, linear_feature, 2)
    }

    /// Session without samples should return FitError, not panic
    #[test]
    fn test_empty_session_no_panic() {
        let mut session = make_linear_session(0.01);
        let outcome = session.next_iteration();
        assert!(matches!(outcome, IterationOutcome::FitError(_)));
    }

    /// With enough clean samples, precision goal should eventually be met
    #[test]
    fn test_calibration_reaches_goal() {
        let mut session = make_linear_session(0.5); // generous target
                                                    // Add clean data: y = 2x + 1 with very small noise
        let xs: Vec<f64> = (0..20).map(|i| i as f64 * 0.5).collect();
        for x in &xs {
            let y = 2.0 * x + 1.0 + ((x * 3.7).sin() * 0.001); // tiny noise
            session.add_measurement(*x, y);
        }
        let outcome = session.next_iteration();
        // With 20 well-spread samples and generous target, expect PrecisionMet or RecommendNext
        assert!(
            matches!(
                outcome,
                IterationOutcome::PrecisionMet | IterationOutcome::RecommendNext(_)
            ),
            "unexpected outcome: {:?}",
            outcome
        );
    }

    /// Max iterations respected
    #[test]
    fn test_max_iterations_respected() {
        let config = SessionConfig {
            max_iterations: 2,
            target_precision: 0.001, // very tight — won't be met
            grid_resolution: 20,
            input_range: (0.0, 5.0),
            ..Default::default()
        };
        let mut session = CalibrationSession::new(config, linear_feature, 2);
        session.add_measurement(0.0, 0.0);
        session.add_measurement(5.0, 10.0);

        session.next_iteration();
        session.add_measurement(2.5, 5.0);
        session.next_iteration();
        session.add_measurement(1.0, 2.0);

        let outcome = session.next_iteration();
        assert!(matches!(outcome, IterationOutcome::MaxIterationsReached));
    }

    /// JSON export has required keys
    #[test]
    fn test_history_export_json_schema() {
        let mut session = make_linear_session(0.01);
        session.add_measurement(1.0, 3.0);
        session.add_measurement(5.0, 11.0);
        session.add_measurement(9.0, 19.0);
        let _ = session.next_iteration();

        let json = session.export_history_json();
        assert!(
            json.contains("\"iteration_count\""),
            "missing iteration_count"
        );
        assert!(json.contains("\"sample_count\""), "missing sample_count");
        assert!(
            json.contains("\"target_precision\""),
            "missing target_precision"
        );
        assert!(
            json.contains("\"precision_history\""),
            "missing precision_history"
        );
        assert!(json.contains("\"samples\""), "missing samples");
    }
}