Expand description
Certified global optimization of one-dimensional scores on a bounded domain, together with the affine-pencil spectral profile shared by the Gaussian REML smoothing-parameter searches.
Point samples alone cannot prove that a smooth function has no narrow stationary pair between them. The search therefore requires two pieces of information from its caller:
- an exact point evaluation
(value, first derivative, second derivative); - an OUTER enclosure of both derivatives over every requested interval.
An interval is discarded only when its first-derivative enclosure excludes
zero. A stationary point is refined only after the second-derivative
enclosure excludes zero, proving that the first derivative is monotone and
hence that a straddling interval contains exactly one root. Every other
interval is subdivided. If floating-point spacing or the caller-requested
resolution is reached before either fact is proved, the result is a typed
ScoreSearchError::Unresolved rather than a best-effort optimum.
AffineRemlProfile supplies both the point jets and rigorous interval
formulas for scores whose penalized Hessian has simultaneously diagonal
affine modes h_i(lambda) = g_i + lambda s_i. This covers an ordinary
Demmler–Reinsch eigensystem (g_i = 1) and a reference-Hessian pencil
(g_i = 1 - lambda_0 mu_i, s_i = mu_i) without any matrix dependency in
this crate.
Structs§
- Affine
Reml Profile - Spectral REML/profile score with affine diagonal modes
h_i(lambda) = g_i + lambda s_i. - Closed
Interval - Closed real interval
[lo, hi]. - Derivative
Enclosure - Outer derivative ranges supplied to the certified search.
- Score
Jet - Value and the analytic derivatives at one abscissa.
- Score
Sample - A point evaluation augmented with its abscissa.
- Score
Search Result - Complete successful search result. Endpoints are retained explicitly so the global comparison is independently checkable by the caller.
- Stationary
Point - One stationary point together with the final bracket that certifies its location. The bracket width is no larger than the requested resolution, unless the point was represented exactly (a zero-width bracket).
Enums§
- Affine
Reml Error - Static validation or evaluation failure for
AffineRemlProfile. - Score
Optimum Location - Score
Search Error - Failure of the generic certified search.
Functions§
- maximize_
score_ 1d - Globally maximize a smooth score on
[lo, hi]by certified stationary isolation.