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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:
- a nearest-rounded point evaluation
(value, first derivative, second derivative), used only as a representative and to propose refinements; - an OUTER enclosure of the exact score value and both exact derivatives over every requested interval, accompanied by a certified forward-error bound for the scalar score evaluator.
A cell needs no stationary decomposition when its derivative enclosure
excludes zero or its exact score upper bound is strictly below an attained
point-score lower bound. A stationary point is refined only after the second-derivative
enclosure excludes zero, proving that the first derivative is monotone and
hence that certified endpoint derivative ranges of opposite sign contain
exactly one root. Every other interval is subdivided unless the exact score
maximum is indistinguishable from an evaluated representative at the score
evaluator’s certified forward-error floor. Such a region is returned
explicitly as a ResolutionFlatRegion; it is never mislabeled as a
stationary point. This includes both a value-flat cell and a strictly concave
cell whose unique maximum is already closer to the representative than the
evaluator can resolve. A
cell whose exact score upper bound is below an already attained exact
point-score lower bound is retained as a DominatedRegion and needs no
stationary decomposition: none of its structure can affect the global
maximum. If neither exclusion, isolation, score-value flatness, nor exact
dominance is proved before the requested abscissa resolution, 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.
§The enclosure has to COLLAPSE, not merely be correct
Everything above is a statement about what the search does with an enclosure; none of it says how tight one has to be, and the difference decides whether a domain can be decomposed at all. Every terminal verdict — derivative exclusion, stationary isolation, score-value flatness, exact dominance — is a comparison between an enclosure and a fixed quantity, so an enclosure whose overestimation is FIRST ORDER in the cell width buys a constant factor of resolution per subdivision, and the search enumerates cells until its budget is gone.
That is not hypothetical: AffineRemlProfile::enclose was a natural
interval extension, and on a REML score — whose log-determinant and deviance
blocks each move by O(rank) per unit of log lambda while their sum does
not — it returned a value range of exactly rank * width, up to 7.4e5
times wider than the cell’s own derivative enclosure permitted, and refused
designs it could certify. It is now a centred (mean value) form intersected
with the natural one, in all three channels; see that method for the
identity, the measurements, and what the centring is anchored on.
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 - Exact-real score and derivative ranges supplied to the certified search.
- Dominated
Region - A cell excluded from the global maximum by exact score ordering.
- Global
Score Certificate - Exact-value certificate for the representative selected by the rounded evaluator.
- Resolution
Flat Region - A region whose exact maximum is indistinguishable from an evaluated representative at the representable resolution of its score.
- Score
Jet - Nearest-rounded value and analytic derivatives at one abscissa.
- Score
Sample - A point evaluation augmented with its abscissa.
- Score
Search Result - Complete successful search result. Endpoints, isolated stationary points, resolution-flat regions, and exactly dominated regions are retained explicitly so every terminal proof is independently checkable by the caller.
- Score
Value Enclosure - Exact score-value range and the numerical resolution of point values.
- 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§
- certified_
exp - Rigorous exact-real enclosure of
exp(value)for a finite binary64 input. - certified_
exp_ representative - Deterministic representative of
certified_exp. - certified_
ln_ 1p - Rigorous exact-real enclosure of
ln(1+value). - certified_
ln_ positive - Rigorous exact-real enclosure of
ln(value)for every finite positive binary64 input, including subnormals. - maximize_
score_ 1d - Globally maximize a smooth score on
[lo, hi]by certified stationary isolation. - maximize_
score_ 1d_ value_ ordered - Repeat a certified global score search until its exact winning value is orderable at the evaluator’s certified comparison resolution.
- subdivision_
budget - Total cell subdivisions a converging certified 1-D search may spend on
[lo, hi]atresolution.