gam_models/fit_orchestration/request.rs
1use super::*;
2
3#[derive(Clone, Debug)]
4pub struct LinkWiggleConfig {
5 pub degree: usize,
6 pub num_internal_knots: usize,
7 pub penalty_orders: Vec<usize>,
8 pub double_penalty: bool,
9}
10
11/// Configuration for the second-stage binomial-mean wiggle fit appended to a
12/// standard pilot. The blockwise refit options live inside this struct so the
13/// pilot config (`link_kind` + `wiggle`) and its required `refit_options` can
14/// never disagree: either the whole standard-wiggle request is `Some`, or it
15/// is `None`. The previous shape had two sibling `Option` fields on
16/// `StandardFitRequest`, which allowed the materialize path to construct an
17/// inconsistent state (#320: linkwiggle config without blockwise options).
18#[derive(Clone)]
19pub struct StandardBinomialWiggleConfig {
20 pub link_kind: InverseLink,
21 pub wiggle: LinkWiggleConfig,
22 pub refit_options: BlockwiseFitOptions,
23}
24
25/// Clone-cheap training-matrix backing for a standard fit.
26///
27/// Ordinary formula fits borrow the projected [`Dataset`] matrix all the way
28/// through fitting. A latent-coordinate fit has to augment that matrix during
29/// materialization, so it moves the augmented allocation into an [`Arc`]. In
30/// both cases cloning this handle aliases the same storage; outer estimators
31/// such as expectile LAWS can therefore issue repeated fit requests without
32/// copying the complete `n x p` dataset on every iteration.
33#[derive(Clone)]
34pub enum StandardFitData<'a> {
35 Borrowed(ArrayView2<'a, f64>),
36 Shared(Arc<Array2<f64>>),
37}
38
39impl<'a> StandardFitData<'a> {
40 pub fn borrowed(data: ArrayView2<'a, f64>) -> Self {
41 Self::Borrowed(data)
42 }
43
44 pub fn shared(data: Array2<f64>) -> Self {
45 Self::Shared(Arc::new(data))
46 }
47
48 pub fn view(&self) -> ArrayView2<'_, f64> {
49 match self {
50 Self::Borrowed(data) => data.view(),
51 Self::Shared(data) => data.view(),
52 }
53 }
54
55 pub fn nrows(&self) -> usize {
56 match self {
57 Self::Borrowed(data) => data.nrows(),
58 Self::Shared(data) => data.nrows(),
59 }
60 }
61
62 pub fn ncols(&self) -> usize {
63 match self {
64 Self::Borrowed(data) => data.ncols(),
65 Self::Shared(data) => data.ncols(),
66 }
67 }
68
69 pub fn column(&self, index: usize) -> ArrayView1<'_, f64> {
70 match self {
71 Self::Borrowed(data) => data.column(index),
72 Self::Shared(data) => data.column(index),
73 }
74 }
75}
76
77pub struct StandardFitRequest<'a> {
78 pub data: StandardFitData<'a>,
79 /// Clone-cheap immutable response backing. Iterative estimators retain one
80 /// allocation while issuing multiple standard-fit requests.
81 pub y: Arc<Array1<f64>>,
82 /// Clone-cheap prior/working-weight backing. A new allocation is made only
83 /// when an estimator actually changes the weights.
84 pub weights: Arc<Array1<f64>>,
85 /// Clone-cheap immutable offset backing.
86 pub offset: Arc<Array1<f64>>,
87 pub spec: TermCollectionSpec,
88 pub family: LikelihoodSpec,
89 /// #2026: estimate the Tweedie variance power `p` by profile likelihood
90 /// (mgcv `tw()` semantics) before the final fit, rather than trusting the
91 /// `p` baked into `family`. Set only for a bare `family="tweedie"`/`"tw"`
92 /// request that named no explicit power; an explicit `tweedie(1.6)` pins `p`
93 /// and leaves this `false`. When `true`, `family` must carry
94 /// `ResponseFamily::Tweedie` on a log link (the placeholder power is
95 /// overwritten with the estimate).
96 pub estimate_tweedie_p: bool,
97 pub options: FitOptions,
98 pub kappa_options: SpatialLengthScaleOptimizationOptions,
99 pub wiggle: Option<StandardBinomialWiggleConfig>,
100 pub coefficient_groups: Vec<CoefficientGroupSpec>,
101 pub penalty_block_gamma_priors: Vec<(String, f64, f64)>,
102 pub latent_coord: Option<StandardLatentCoordConfig>,
103}
104
105pub struct GaussianLocationScaleFitRequest<'a> {
106 pub data: ArrayView2<'a, f64>,
107 pub spec: GaussianLocationScaleTermSpec,
108 pub wiggle: Option<LinkWiggleConfig>,
109 pub options: BlockwiseFitOptions,
110 pub kappa_options: SpatialLengthScaleOptimizationOptions,
111}
112
113pub struct BinomialLocationScaleFitRequest<'a> {
114 pub data: ArrayView2<'a, f64>,
115 pub spec: BinomialLocationScaleTermSpec,
116 pub wiggle: Option<LinkWiggleConfig>,
117 pub options: BlockwiseFitOptions,
118 pub kappa_options: SpatialLengthScaleOptimizationOptions,
119}
120
121pub struct DispersionLocationScaleFitRequest<'a> {
122 pub data: ArrayView2<'a, f64>,
123 pub spec: DispersionGlmLocationScaleTermSpec,
124 pub options: BlockwiseFitOptions,
125 pub kappa_options: SpatialLengthScaleOptimizationOptions,
126}
127
128pub struct SurvivalLocationScaleFitRequest<'a> {
129 pub data: ArrayView2<'a, f64>,
130 pub spec: SurvivalLocationScaleTermSpec,
131 pub wiggle: Option<LinkWiggleConfig>,
132 pub kappa_options: SpatialLengthScaleOptimizationOptions,
133 pub optimize_inverse_link: bool,
134}
135
136pub struct SurvivalTransformationFitRequest<'a> {
137 pub data: ArrayView2<'a, f64>,
138 pub spec: SurvivalTransformationTermSpec,
139 pub persistent_warm_start_store: Option<gam_runtime::warm_start::ConfiguredWarmStartStore>,
140}
141
142#[derive(Clone)]
143pub struct SurvivalTransformationTermSpec {
144 pub age_entry: Array1<f64>,
145 pub age_exit: Array1<f64>,
146 pub event_target: Array1<u8>,
147 pub weights: Array1<f64>,
148 pub covariate_spec: TermCollectionSpec,
149 pub covariate_offset: Array1<f64>,
150 pub baseline_cfg: crate::survival::SurvivalBaselineConfig,
151 pub likelihood_mode: crate::survival::SurvivalLikelihoodMode,
152 pub time_anchor: f64,
153 pub time_build: crate::survival::SurvivalTimeBuildOutput,
154 pub timewiggle: Option<LinkWiggleFormulaSpec>,
155 pub weibull_seed: Option<(f64, f64)>,
156 pub ridge_lambda: f64,
157 pub penalty_block_gamma_priors: Vec<(String, f64, f64)>,
158}
159pub struct BernoulliMarginalSlopeFitRequest<'a> {
160 pub data: ArrayView2<'a, f64>,
161 pub spec: BernoulliMarginalSlopeTermSpec,
162 pub options: BlockwiseFitOptions,
163 pub kappa_options: SpatialLengthScaleOptimizationOptions,
164 pub policy: gam_runtime::resource::ResourcePolicy,
165}
166
167pub struct SurvivalMarginalSlopeFitRequest<'a> {
168 pub data: ArrayView2<'a, f64>,
169 pub spec: SurvivalMarginalSlopeTermSpec,
170 pub options: BlockwiseFitOptions,
171 pub kappa_options: SpatialLengthScaleOptimizationOptions,
172}
173pub struct LatentSurvivalFitRequest<'a> {
174 pub data: ArrayView2<'a, f64>,
175 pub spec: LatentSurvivalTermSpec,
176 pub frailty: FrailtySpec,
177 pub options: BlockwiseFitOptions,
178}
179
180pub struct LatentBinaryFitRequest<'a> {
181 pub data: ArrayView2<'a, f64>,
182 pub spec: LatentBinaryTermSpec,
183 pub frailty: FrailtySpec,
184 pub options: BlockwiseFitOptions,
185}
186
187pub struct TransformationNormalFitRequest<'a> {
188 pub data: ArrayView2<'a, f64>,
189 pub response: Array1<f64>,
190 pub weights: Array1<f64>,
191 pub offset: Array1<f64>,
192 pub covariate_spec: TermCollectionSpec,
193 pub config: TransformationNormalConfig,
194 pub options: BlockwiseFitOptions,
195 pub kappa_options: SpatialLengthScaleOptimizationOptions,
196 pub warm_start: Option<TransformationWarmStart>,
197}
198pub enum FitRequest<'a> {
199 Standard(StandardFitRequest<'a>),
200 GaussianLocationScale(GaussianLocationScaleFitRequest<'a>),
201 BinomialLocationScale(BinomialLocationScaleFitRequest<'a>),
202 DispersionLocationScale(DispersionLocationScaleFitRequest<'a>),
203 SurvivalLocationScale(SurvivalLocationScaleFitRequest<'a>),
204 SurvivalTransformation(SurvivalTransformationFitRequest<'a>),
205 BernoulliMarginalSlope(BernoulliMarginalSlopeFitRequest<'a>),
206 SurvivalMarginalSlope(SurvivalMarginalSlopeFitRequest<'a>),
207 LatentSurvival(LatentSurvivalFitRequest<'a>),
208 LatentBinary(LatentBinaryFitRequest<'a>),
209 TransformationNormal(TransformationNormalFitRequest<'a>),
210}
211
212pub struct StandardFitResult {
213 pub fit: UnifiedFitResult,
214 pub design: TermCollectionDesign,
215 pub resolvedspec: TermCollectionSpec,
216 /// Per-smooth basis-adequacy evidence (#2774): the residual lack-of-fit
217 /// verdict for each smooth term, or a typed reason it could not be
218 /// measured. Empty for a result assembled before the report ran — the
219 /// report is attached by the single formula-fit seam that owns the
220 /// materialized covariate frame it needs, not by `fit_model`, which does
221 /// not know which numeric columns a smooth's covariates are.
222 pub basis_adequacy: Vec<crate::fit_orchestration::drivers::BasisAdequacyRow>,
223 /// Which resolved smooth positions originated from an auto-sized radial
224 /// spatial basis. Freeze replaces center strategies with explicit center
225 /// matrices, so this provenance must travel beside the result for the
226 /// adaptive resolution loop.
227 pub adaptive_spatial_terms: Vec<bool>,
228 /// Requested (pre-freeze) center counts aligned with
229 /// `adaptive_spatial_terms`. Frozen specs store realized center matrices,
230 /// whose row count can include periodic image expansion and is therefore
231 /// not the next request size.
232 pub adaptive_spatial_center_counts: Vec<Option<usize>>,
233 pub adaptive_diagnostics: Option<AdaptiveRegularizationDiagnostics>,
234 pub kappa_timing: Option<SpatialLengthScaleOptimizationTiming>,
235 pub saved_link_state: FittedLinkState,
236 pub wiggle_knots: Option<Array1<f64>>,
237 pub wiggle_degree: Option<usize>,
238 /// Exact canonical function-penalty semantics and smoothing-parameter
239 /// order used by the fitted link-wiggle block.
240 pub wiggle_penalty_metadata: Option<WigglePenaltyMetadata>,
241 /// Standard-basis link-warp coefficients `β_w = Z·γ` for the saved-model
242 /// predict runtime when the frozen-basis de-aliasing engaged (#1596). The
243 /// fit's coefficients stay in the reduced `γ` coordinate; this lift is
244 /// persisted into the payload's `beta_link_wiggle`.
245 pub wiggle_saved_warp_beta: Option<Vec<f64>>,
246 /// Frozen-index mean-coordinate shift for the predict runtime (#2141),
247 /// persisted into the payload's `link_wiggle_index_shift`. Lets predict
248 /// evaluate the warp basis at the frozen index `η̂` the fit pinned it at,
249 /// rather than at the de-aliased base predictor.
250 pub wiggle_saved_index_shift: Option<Vec<f64>>,
251}
252
253pub(crate) fn adaptive_spatial_term_mask(spec: &TermCollectionSpec) -> Vec<bool> {
254 fn auto_spatial(basis: &gam_terms::smooth::SmoothBasisSpec) -> bool {
255 use gam_terms::smooth::SmoothBasisSpec as B;
256 match basis {
257 B::ByVariable { inner, .. } | B::FactorSumToZero { inner, .. } => auto_spatial(inner),
258 B::BySmooth { smooth, .. } => auto_spatial(smooth),
259 B::ThinPlate {
260 feature_cols, spec, ..
261 } => {
262 !feature_cols.is_empty()
263 && gam_terms::basis::center_strategy_is_auto(&spec.center_strategy)
264 }
265 B::Duchon {
266 feature_cols, spec, ..
267 } => {
268 !feature_cols.is_empty()
269 && gam_terms::basis::center_strategy_is_auto(&spec.center_strategy)
270 }
271 // Matérn's learned range changes both its basin and realized kernel
272 // rank as centers move. It has no validated EDF-saturation growth
273 // theorem yet, so the generic radial grow loop must not claim it.
274 B::Matern { .. } => false,
275 B::ConstantCurvature { feature_cols, spec } => {
276 !feature_cols.is_empty()
277 && gam_terms::basis::center_strategy_is_auto(&spec.center_strategy)
278 }
279 B::MeasureJet {
280 feature_cols, spec, ..
281 } => {
282 !feature_cols.is_empty()
283 && gam_terms::basis::center_strategy_is_auto(&spec.center_strategy)
284 }
285 _ => false,
286 }
287 }
288
289 spec.smooth_terms
290 .iter()
291 .map(|term| auto_spatial(&term.basis))
292 .collect()
293}
294
295pub(crate) fn adaptive_spatial_center_counts(spec: &TermCollectionSpec) -> Vec<Option<usize>> {
296 fn center_count(basis: &gam_terms::smooth::SmoothBasisSpec) -> Option<usize> {
297 use gam_terms::smooth::SmoothBasisSpec as B;
298 match basis {
299 B::ByVariable { inner, .. } | B::FactorSumToZero { inner, .. } => center_count(inner),
300 B::BySmooth { smooth, .. } => center_count(smooth),
301 B::ThinPlate {
302 feature_cols, spec, ..
303 } if !feature_cols.is_empty() => {
304 Some(spec.center_strategy.planned_num_centers(feature_cols.len()))
305 }
306 B::Duchon {
307 feature_cols, spec, ..
308 } if !feature_cols.is_empty() => {
309 Some(spec.center_strategy.planned_num_centers(feature_cols.len()))
310 }
311 B::Matern { .. } => None,
312 B::ConstantCurvature { feature_cols, spec } if !feature_cols.is_empty() => {
313 Some(spec.center_strategy.planned_num_centers(feature_cols.len()))
314 }
315 B::MeasureJet {
316 feature_cols, spec, ..
317 } if !feature_cols.is_empty() => {
318 Some(spec.center_strategy.planned_num_centers(feature_cols.len()))
319 }
320 _ => None,
321 }
322 }
323
324 spec.smooth_terms
325 .iter()
326 .map(|term| center_count(&term.basis))
327 .collect()
328}
329
330pub struct SurvivalLocationScaleFitResult {
331 pub fit: SurvivalLocationScaleTermFitResult,
332 pub inverse_link: InverseLink,
333 pub wiggle_knots: Option<Array1<f64>>,
334 pub wiggle_degree: Option<usize>,
335 /// Distinct proof for outer inverse-link profiling. The nested unified fit
336 /// retains its own smoothing/spatial certificate; optimized-link results
337 /// retain this sealed carrier instead of overwriting or dropping either
338 /// optimization layer's evidence. `None` means the inverse link was fixed.
339 pub(crate) inverse_link_outer: Option<gam_solve::rho_optimizer::CertifiedOuterResult>,
340}
341
342impl SurvivalLocationScaleFitResult {
343 pub fn inverse_link_outer(&self) -> Option<&gam_solve::rho_optimizer::CertifiedOuterResult> {
344 self.inverse_link_outer.as_ref()
345 }
346}
347
348pub struct SurvivalTransformationFitResult {
349 pub fit: UnifiedFitResult,
350 pub resolvedspec: TermCollectionSpec,
351 pub baseline_cfg: crate::survival::SurvivalBaselineConfig,
352 pub likelihood_mode: crate::survival::SurvivalLikelihoodMode,
353 /// Persistable snapshot of the time basis used during the fit. Replaces
354 /// six previously flat fields (basisname / degree / knots / keep_cols /
355 /// smooth_lambda / anchor) so the FFI save path consumes a single
356 /// source-of-truth value rather than threading siblings independently.
357 pub time_basis: crate::survival::SavedSurvivalTimeBasis,
358 pub time_base_ncols: usize,
359 pub baseline_timewiggle: Option<TimeWiggleBlockInput>,
360}
361
362pub enum FitResult {
363 Standard(StandardFitResult),
364 GaussianLocationScale(GaussianLocationScaleFitResult),
365 BinomialLocationScale(BinomialLocationScaleFitResult),
366 DispersionLocationScale(DispersionLocationScaleFitResult),
367 SurvivalLocationScale(SurvivalLocationScaleFitResult),
368 SurvivalTransformation(SurvivalTransformationFitResult),
369 BernoulliMarginalSlope(BernoulliMarginalSlopeFitResult),
370 SurvivalMarginalSlope(SurvivalMarginalSlopeFitResult),
371 LatentSurvival(LatentSurvivalTermFitResult),
372 LatentBinary(LatentBinaryTermFitResult),
373 TransformationNormal(TransformationNormalFitResult),
374 /// Exact O(n) state-space cubic/linear/quintic smoothing-spline scan
375 /// (#1030/#1034). A scan-bearing model IS a Gaussian-identity model with a
376 /// different (exact) representation: rather than a dense design + coefficient
377 /// vector it carries the Durbin–Koopman smoother posterior directly (knots,
378 /// smoothed states, pointwise variances, σ², log λ, exact diffuse-REML EDF,
379 /// and an exact per-row `predict`). Library callers that want the fitted
380 /// posterior get it here without paying the dense O(n·k²)+O(k³) route; the
381 /// CLI/FFI save paths build the persistence payload from the same
382 /// `SplineScanFit` via `assemble_spline_scan_payload`.
383 SplineScan(gam_solve::spline_scan::SplineScanFit),
384 /// O(n log n) multiresolution residual-cascade smooth (#1032). UNLIKE the
385 /// 1-D scan, the cascade is NOT the same posterior as the Duchon/Matérn term
386 /// it stands in for (a different finite basis — the multilevel Wendland
387 /// frame), so it is never a silent swap: this variant is produced only when
388 /// the structural detector [`residual_cascade_fast_path`] fires on an
389 /// eligible scattered-low-d Gaussian fit past the dense-kernel cliff and
390 /// every in-cascade proof succeeds. Structurally ineligible shapes stay on
391 /// the dense `fit_model` path; after the cascade route is selected, a
392 /// quasi-uniformity, automatic-REML, or convergence refusal propagates
393 /// instead of silently changing estimators. The cascade-bearing model carries the
394 /// [`ResidualCascadeFit`](gam_solve::residual_cascade::ResidualCascadeFit)
395 /// directly — knots-free nested geometry, coefficients, the factored
396 /// precision, and an exact per-row `predict`; the CLI/FFI save paths build
397 /// the persistence payload from its `to_state` snapshot.
398 ResidualCascade(gam_solve::residual_cascade::ResidualCascadeFit),
399}
400
401/// Result of a dispersion-channel GAMLSS location-scale fit (#913). Wraps the
402/// shared two-block [`BlockwiseTermFitResult`] (mean + log-precision designs
403/// and coefficients) plus the family kind so the save path can stamp the right
404/// likelihood. These families have no link-wiggle and no response
405/// standardization, so the result is a thin wrapper.
406pub struct DispersionLocationScaleFitResult {
407 pub fit: BlockwiseTermFitResult,
408 pub kind: DispersionFamilyKind,
409}
410
411/// Out-of-fold Stage-1 latent score and its score-influence Jacobian for a
412/// CTN → marginal-slope chain. `z_oof` (length n) replaces the in-sample `z`
413/// the Stage-2 model consumes; `jac_oof` (n × p₁) is fed to the Stage-2 spec's
414/// `score_influence_jacobian` so the joint solve absorbs the realized leakage
415/// directions `Z_infl = diag(s_f·β̂₀)·J`.
416pub struct CrossFitScoreCalibration {
417 pub z_oof: Array1<f64>,
418 pub jac_oof: Array2<f64>,
419}
420
421/// Internal recipe describing the CTN Stage-1 fit that produced a Stage-2 `z`
422/// column. This is in-process plumbing — never a CLI flag, env var, or feature
423/// gate. The orchestration layer populates [`FitConfig::ctn_stage1`] when (and
424/// only when) the marginal-slope `z` was generated by a transformation-normal
425/// Stage-1 fit; its presence is the sole auto-enable signal for cross-fitted
426/// orthogonalization (design §5). When absent, Stage-2 falls back to the free
427/// 1-D `score_warp` spline (which spans only the x-free leakage column).
428#[derive(Clone, Debug)]
429pub struct CtnStage1Recipe {
430 /// Stage-1 response column name (the `y` the CTN transforms).
431 pub response_column: String,
432 /// Stage-1 covariate-side formula right-hand side (e.g. `"s(pc1) + s(pc2)"`),
433 /// with no `~` and no response symbol. `crossfit_score_calibration` parses
434 /// it and builds the CTN covariate basis exactly as
435 /// `materialize_transformation_normal` does, then FREEZES that basis once on
436 /// the full data and reuses the frozen spec for every fold's refit — so the
437 /// rebuilt covariate design has an identical column geometry across folds,
438 /// keeping `J`'s `p₁ = p_resp · p_cov` columns aligned (design §3).
439 ///
440 /// The recipe carries the formula RHS (a primitive string) rather than a
441 /// resolved [`TermCollectionSpec`] because this struct is populated both via
442 /// [`CtnStage1Recipe::new`] (set on [`FitConfig::ctn_stage1`], then
443 /// [`fit_from_formula`]) and by the gamfit FFI marshaller
444 /// (`gamfit/_calibrated_slope.py`), which can only serialize primitives over
445 /// the JSON boundary — a `TermCollectionSpec` is not serializable. Freezing on
446 /// the full Stage-2 data is equivalent to
447 /// freezing on the Stage-1 data whenever the two stages share a frame (the
448 /// calibrated-chain contract), so the column geometry still matches Stage-1.
449 pub covariate_formula_rhs: String,
450 /// Stage-1 CTN config (response basis degree / knot count / penalties).
451 /// Its `response_num_internal_knots` is the FIXED response-basis size; the
452 /// cross-fit pins it across folds so `p_resp` (and hence `p₁`) is
453 /// fold-invariant (design §3).
454 pub config: TransformationNormalConfig,
455 /// Optional Stage-1 weight column name.
456 pub weight_column: Option<String>,
457 /// Optional Stage-1 offset column name.
458 pub offset_column: Option<String>,
459}
460
461impl CtnStage1Recipe {
462 /// Build a Stage-1 CTN recipe from the Stage-1 description. This is the public
463 /// way to populate [`FitConfig::ctn_stage1`] — set it on a marginal-slope
464 /// config and run [`fit_from_formula`] (the entry IS `fit_from_formula` with
465 /// `ctn_stage1` set; there is no separate combined entry function). The
466 /// materializer then cross-fits the CTN and installs the leakage-projection
467 /// block; supplying the recipe *is* the request for orthogonalization.
468 ///
469 /// `response` is the Stage-1 CTN response column; `covariates` is the
470 /// covariate-side formula right-hand side (e.g. `"s(pc1) + s(pc2)"` — no `~`,
471 /// no response symbol). Validates both are non-empty and that `covariates`
472 /// is an RHS only.
473 pub fn new(
474 response: &str,
475 covariates: &str,
476 config: TransformationNormalConfig,
477 weight_column: Option<&str>,
478 offset_column: Option<&str>,
479 ) -> Result<Self, String> {
480 let response_column = response.trim().to_string();
481 if response_column.is_empty() {
482 return Err("CtnStage1Recipe requires a non-empty Stage-1 response column".to_string());
483 }
484 let covariate_formula_rhs = covariates.trim().to_string();
485 if covariate_formula_rhs.is_empty() {
486 return Err(
487 "CtnStage1Recipe requires a non-empty Stage-1 covariate formula RHS".to_string(),
488 );
489 }
490 if covariate_formula_rhs.contains('~') {
491 return Err(
492 "CtnStage1Recipe covariates is a right-hand side only; pass 's(pc1) + s(pc2)', \
493 not 'score ~ s(pc1) + s(pc2)'"
494 .to_string(),
495 );
496 }
497 Ok(Self {
498 response_column,
499 covariate_formula_rhs,
500 config,
501 weight_column: weight_column
502 .map(str::to_string)
503 .filter(|s| !s.trim().is_empty()),
504 offset_column: offset_column
505 .map(str::to_string)
506 .filter(|s| !s.trim().is_empty()),
507 })
508 }
509}
510#[derive(Clone, Debug)]
511pub struct FitConfig {
512 /// Family: "gaussian", "binomial", "poisson", "negative-binomial",
513 /// "gamma", "tweedie" (alias "tw"; variance power fixed at p = 1.5), or
514 /// None for auto-detect.
515 pub family: Option<String>,
516 /// Fixed size/overdispersion parameter for `family="negative-binomial"`.
517 pub negative_binomial_theta: Option<f64>,
518 /// Link: "identity", "logit", "probit", "cloglog", "sas", "beta-logistic", or None.
519 pub link: Option<String>,
520 /// Whether to use flexible (wiggle-augmented) link.
521 pub flexible_link: bool,
522 /// Optional additive offset column for the primary linear predictor.
523 pub offset_column: Option<String>,
524 /// Optional additive offset column for the noise/log-scale predictor.
525 pub noise_offset_column: Option<String>,
526 /// Family-level frailty. `None` is represented only by
527 /// [`FrailtySpec::None`]; an outer `Option` would create two null states.
528 pub frailty: FrailtySpec,
529
530 // Survival-specific
531 /// Baseline target: "linear", "weibull", "gompertz", "gompertz-makeham".
532 pub baseline_target: String,
533 pub baseline_scale: Option<f64>,
534 pub baseline_shape: Option<f64>,
535 pub baseline_rate: Option<f64>,
536 pub baseline_makeham: Option<f64>,
537 /// Time basis: "ispline" or "none".
538 pub time_basis: String,
539 pub time_degree: usize,
540 pub time_num_internal_knots: usize,
541 pub time_smooth_lambda: f64,
542 /// Survival likelihood mode: `Some("transformation" | "location-scale" |
543 /// "weibull" | "marginal-slope" | "latent" | "latent-binary")`, or `None`
544 /// (the default), which resolves to `"transformation"` at the `Surv(...)`
545 /// materialization seam via [`FitConfig::resolved_survival_likelihood`]
546 /// (#2301 — no library-side string default). `Some(_)` on a non-survival
547 /// response is a typed configuration error.
548 pub survival_likelihood: Option<String>,
549 /// Explicit centering anchor for the baseline time basis, in the data's own
550 /// time units. `None` (the default) lets
551 /// [`resolve_survival_time_anchor_for_mode`] pick it from the likelihood mode
552 /// and the truncation shape of the data: the robust interior median exit for
553 /// marginal-slope and for any genuinely left-truncated dataset (#751/#1790),
554 /// the earliest entry age otherwise.
555 ///
556 /// This is model configuration, not front-end transport (#2631). It used to
557 /// exist only as the CLI's `--survival-time-anchor`, which meant the flag was
558 /// silently dropped on the CLI's own default (transformation / Weibull)
559 /// route — that route delegates to `fit_from_formula`, which had nowhere to
560 /// receive it — and a `gam.fit-request` document could not express the anchor
561 /// even though the flag declares a conflict with `--request`.
562 ///
563 /// [`resolve_survival_time_anchor_for_mode`]: crate::survival::resolve_survival_time_anchor_for_mode
564 pub survival_time_anchor: Option<f64>,
565 /// Residual distribution: "gaussian", "logistic", "gumbel".
566 pub survival_distribution: String,
567 pub threshold_time_k: Option<usize>,
568 pub threshold_time_degree: usize,
569 pub sigma_time_k: Option<usize>,
570 pub sigma_time_degree: usize,
571 /// Number of B-spline basis functions on the `log t` margin of the
572 /// **log-slope** block for the survival marginal-slope family (gam#2765,
573 /// gam#2767). `None` — the default — is a slope that does not move along
574 /// follow-up. Any `Some(k)` makes `b` a fitted surface in `(x, t)`: the
575 /// log-slope covariate design is tensored against the time margin and the
576 /// row program carries `b` at the row's entry time, at its exit time, and
577 /// the exit-time rate, so the event density picks up the `q₁·c′₁ + ḃᵀz`
578 /// terms a constant slope zeroes out.
579 pub logslope_time_k: Option<usize>,
580 /// Polynomial degree of that margin. Shares the default (`3`) and the
581 /// `k >= degree + 1` admission rule with the threshold and sigma margins.
582 pub logslope_time_degree: usize,
583
584 // Location-scale (GAMLSS)
585 /// If set, fit a location-scale model with this formula for the noise parameter.
586 pub noise_formula: Option<String>,
587
588 // Marginal-slope
589 /// Formula for the log-slope model (survival marginal-slope or Bernoulli marginal-slope).
590 pub logslope_formula: Option<String>,
591 /// Column name for the z (exposure/dose) variable in marginal-slope models.
592 pub z_column: Option<String>,
593 /// Optional non-negative per-row training weights column.
594 pub weight_column: Option<String>,
595 /// Expectile asymmetry `τ ∈ (0, 1)` for `family = "expectile"`.
596 ///
597 /// When `family` resolves to `"expectile"` the fit minimizes the
598 /// Newey–Powell asymmetric squared loss `Σ wᵢ(τ)·(yᵢ − μᵢ)²` with
599 /// `wᵢ(τ) = τ` if `yᵢ > μᵢ` else `1 − τ`, tracing the conditional
600 /// `τ`-expectile — the smooth analogue of the `τ`-quantile. `τ = 0.5`
601 /// reduces exactly to the Gaussian-identity mean fit. The whole penalized
602 /// smooth + REML `λ`-selection machinery is reused via a Least
603 /// Asymmetrically Weighted Squares (LAWS) outer loop. `None` defaults to
604 /// the median expectile `τ = 0.5` when the family is `"expectile"`; it is
605 /// ignored for every other family. The asymmetry may also be written inline
606 /// as `family = "expectile(0.9)"`, which fills this field at resolve time.
607 pub expectile_tau: Option<f64>,
608 /// Internal CTN Stage-1 provenance for the marginal-slope `z` column.
609 ///
610 /// When the marginal-slope `z` was generated by a transformation-normal
611 /// Stage-1 fit, the orchestration layer fills this with the Stage-1 recipe.
612 /// Its presence is the sole auto-enable signal for cross-fitted, Neyman-
613 /// orthogonal score calibration (#461): the materializer cross-fits the CTN
614 /// to produce out-of-fold `z` and the score-influence Jacobian `J`, replaces
615 /// the raw `z` with `z_oof`, and absorbs `J` as a leakage-projection block in
616 /// Stage-2. This is in-process plumbing only — there is no CLI flag, env var,
617 /// or feature gate. `None` ⇒ raw `z` with the free-warp `score_warp`
618 /// fallback. See [`CtnStage1Recipe`].
619 pub ctn_stage1: Option<CtnStage1Recipe>,
620
621 // Fitting options
622 pub scale_dimensions: bool,
623 /// Spatial length-scale/anisotropy optimization policy shared by every
624 /// formula family. Front ends must set model-wide spatial knobs here rather
625 /// than mutating a request after materialization.
626 pub spatial_optimization: SpatialLengthScaleOptimizationOptions,
627 /// Enable exact spatial adaptive regularization for standard formula fits.
628 /// `None` uses the quality-first automatic policy. The current automatic
629 /// policy leaves LAREG off unless explicitly requested because the
630 /// optimizer's REML-selected local weights can over-regularize small
631 /// high-yield spatial signals.
632 pub adaptive_regularization: Option<bool>,
633 pub ridge_lambda: f64,
634
635 /// Route the fit through the transformation-normal family. When set, the
636 /// formula terms are treated as the covariate side of the transformation
637 /// model and the response basis is built internally. Incompatible with
638 /// `noise_formula` and with `Surv(...)` responses.
639 pub transformation_normal: bool,
640
641 /// Enable Firth bias reduction for standard single-parameter families.
642 pub firth: bool,
643 /// Optional cap on the REML/LAML outer smoothing-parameter iterations for
644 /// standard formula fits. `None` uses the production default.
645 pub outer_max_iter: Option<usize>,
646
647 /// GPU backend selection policy. `Auto` uses supported device kernels for
648 /// large workloads, `Off` pins execution to CPU kernels, and `Required` fails
649 /// loudly when a requested GPU kernel has no compiled backend.
650 pub gpu_policy: gam_gpu::GpuPolicy,
651 /// Optional override of the [`gam_runtime::resource::ResourcePolicy`] used when
652 /// planning spatial bases (TPS / Matern / Duchon) during term construction.
653 /// When `None`, the default-library policy is used.
654 pub resource_policy: Option<gam_runtime::resource::ResourcePolicy>,
655
656 /// Optional per-group metadata supplied by the caller. Fitting ignores this
657 /// field; saved-model builders pass it through so deployment consumers can
658 /// recover group provenance.
659 pub group_metadata: Option<BTreeMap<String, JsonValue>>,
660
661 /// Container type of the caller's training table (`"pandas"`, `"polars"`,
662 /// `"pyarrow"`, `"numpy"`, or `"unknown"` outside a typed table frontend).
663 /// Fitting ignores this field; saved-model builders persist it so every
664 /// current frontend writes the same complete model schema.
665 pub training_table_kind: String,
666
667 /// Optional user-defined coefficient groups with separate precision
668 /// parameters. Group-local priors, including catalog-metadata-informed
669 /// Gamma precision hyperpriors, are resolved during design setup.
670 pub coefficient_groups: Vec<CoefficientGroupSpec>,
671
672 /// Optional per-existing-penalty-block Gamma(shape, rate) precision
673 /// hyperpriors keyed by penalty-block label. This is the
674 /// catalog-metadata-informed-prior hook for models that do not need a new
675 /// user-defined coefficient group.
676 pub penalty_block_gamma_priors: Vec<(String, f64, f64)>,
677
678 /// Python `gamfit.fit(..., latents={...})` configuration. This reaches
679 /// the standard formula workflow as an owned latent-coordinate block:
680 /// the named smooth's synthetic covariates are rebuilt from `t`, and
681 /// joint REML optimizes `[rho, vec(t)]` through latent design hyper-dirs.
682 pub latents: Option<JsonValue>,
683 /// Python `gamfit.fit(..., penalties=[...])` analytic-penalty descriptors,
684 /// validated against the declared latent-coordinate blocks before a
685 /// standard latent fit starts.
686 pub analytic_penalties: Option<JsonValue>,
687 /// `gamfit.fit(..., smooths={...})` Python kwarg routed through the FFI
688 /// bridge. JSON object keyed by formula symbol (single column name or
689 /// comma-joined tuple) → smooth descriptor (`{"kind": "duchon",
690 /// "centers": [[...], ...], ...}`). Applied as a post-processing step on
691 /// the [`TermCollectionSpec`] produced by the formula DSL: each smooth
692 /// term whose `feature_cols` match a registry key has its kind-specific
693 /// tunables (centers, knots, kernel hyperparameters) overridden with the
694 /// user-supplied values. The single canonical lowering path guarantees
695 /// `smooths={"x": Duchon(centers=K)}` (integer) produces a bit-identical
696 /// block spec to writing `duchon(x, centers=K)` in the formula; only
697 /// explicit array-valued `centers=` differs, routing through
698 /// `CenterStrategy::UserProvided` instead of `FarthestPoint`/`EqualMass`.
699 pub smooth_overrides: Option<JsonValue>,
700 /// Explicit cross-process warm-start capability.
701 ///
702 /// Default `None`: ordinary fits never consult or write an ambient
703 /// machine-global cache. Call
704 /// [`FitConfig::with_persistent_warm_start_root`] to opt in with a
705 /// caller-owned root. The configured capability is lazy and clone-shared,
706 /// so validation creates no directories and every standard, survival, and
707 /// custom-family owner uses one opened store handle.
708 pub persistent_warm_start_store: Option<gam_runtime::warm_start::ConfiguredWarmStartStore>,
709 /// Per-smooth spatial center requests maintained by the adaptive
710 /// fit→expand→refit loop. Outer `None` means no loop owns this request, so
711 /// raw materialization keeps the ordinary full basis. `Some` activates the
712 /// canonical formula workflow: missing inner entries select the structural
713 /// identifiable start and `Some(k)` requests the next evidence-backed
714 /// resolution for that smooth only. This is in-process orchestration state,
715 /// never a user knob or environment setting.
716 pub spatial_center_counts: Option<Vec<Option<usize>>>,
717 /// Whether to precompute the distribution-free conformal substrates (#942
718 /// jackknife+, #1098 exact full-conformal) at fit time and persist them on
719 /// the saved model. `None` keeps the historical behaviour of precomputing
720 /// whenever the fit is eligible; `Some(false)` skips both.
721 ///
722 /// The trade-off, measured on `y ~ s(x1,k=6) + s(x2,k=6)` (#2633): the two
723 /// substrates are **94% of a saved Gaussian model at n=20,000** (10.2 MB of
724 /// 10.85 MB) and grow linearly with the training rows, because they are
725 /// per-row. Rebuilding both costs **~5.6 ms**, 0.3% of the fit that produced
726 /// them. So keeping them buys single-digit milliseconds at roughly half a
727 /// kilobyte per training row, forever — turning the flag off yields a **~16x
728 /// smaller** model (10.85 MB -> ~0.65 MB at n=20,000).
729 ///
730 /// It is opt-OUT rather than opt-in for one reason: rebuilding a substrate
731 /// needs the training design AND response back, and a saved model
732 /// deliberately does not carry the training rows. So a model that will be
733 /// shipped to a host that never sees the training data must keep them, or it
734 /// cannot produce a conformal interval at all. Turn this off when the caller
735 /// retains its training data, fits in batch, or never asks for conformal
736 /// intervals; leave it alone when the model has to stand on its own.
737 pub precompute_conformal: Option<bool>,
738 /// Whether the fit computes and publishes a coefficient covariance (and the
739 /// standard errors derived from it). `None` keeps each family's own
740 /// default, which for every path that reaches this field today is "yes";
741 /// `Some(false)` asks for point estimates only.
742 ///
743 /// This exists because it was advice nobody could take (gam#2718). The
744 /// bernoulli marginal-slope refusal for a non-StandardNormal latent measure
745 /// told callers to "fit without inference if only point estimates are
746 /// needed", while `materialize/marginal_slope.rs` set
747 /// `compute_covariance = true` unconditionally, so there was no way to
748 /// comply. The mechanism was never missing — the latent survival/binary CLI
749 /// path has been passing `compute_covariance: false` in production all
750 /// along — only a way for a caller to reach it.
751 ///
752 /// Declining inference is not a way to make a bad covariance acceptable: a
753 /// fit that WOULD have withheld its covariance still withholds it and still
754 /// declares why (see `CovarianceDeclined`). This only avoids paying for one
755 /// that is never read.
756 pub compute_covariance: Option<bool>,
757}
758
759impl Default for FitConfig {
760 fn default() -> Self {
761 Self {
762 precompute_conformal: None,
763 compute_covariance: None,
764 family: None,
765 negative_binomial_theta: None,
766 link: None,
767 flexible_link: false,
768 offset_column: None,
769 noise_offset_column: None,
770 frailty: FrailtySpec::None,
771 baseline_target: "linear".into(),
772 baseline_scale: None,
773 baseline_shape: None,
774 baseline_rate: None,
775 baseline_makeham: None,
776 time_basis: "ispline".into(),
777 time_degree: 3,
778 time_num_internal_knots: 8,
779 time_smooth_lambda: 1e-2,
780 survival_likelihood: None,
781 survival_time_anchor: None,
782 survival_distribution: "gaussian".into(),
783 threshold_time_k: None,
784 threshold_time_degree: 3,
785 sigma_time_k: None,
786 sigma_time_degree: 3,
787 logslope_time_k: None,
788 logslope_time_degree: 3,
789 noise_formula: None,
790 logslope_formula: None,
791 z_column: None,
792 weight_column: None,
793 expectile_tau: None,
794 ctn_stage1: None,
795 scale_dimensions: false,
796 spatial_optimization: SpatialLengthScaleOptimizationOptions::default(),
797 adaptive_regularization: None,
798 ridge_lambda: 1e-6,
799 transformation_normal: false,
800 firth: false,
801 outer_max_iter: None,
802 gpu_policy: gam_gpu::GpuPolicy::Auto,
803 resource_policy: None,
804 group_metadata: None,
805 training_table_kind: "unknown".to_string(),
806 coefficient_groups: Vec::new(),
807 penalty_block_gamma_priors: Vec::new(),
808 latents: None,
809 analytic_penalties: None,
810 smooth_overrides: None,
811 persistent_warm_start_store: None,
812 spatial_center_counts: None,
813 }
814 }
815}
816/// The result of materializing a formula + config against a dataset.
817pub struct MaterializedModel<'a> {
818 pub request: FitRequest<'a>,
819 pub inference_notes: Vec<String>,
820 /// The survival time basis THIS materialization built, including the time
821 /// anchor it centered at. Persistence must record the basis the fit
822 /// actually used; re-deriving it downstream from the `FitConfig` silently
823 /// diverged whenever the two derivations disagreed — the left-truncation
824 /// anchor switch in `materialize_survival` had no counterpart in the save
825 /// path, so a left-truncated location-scale model persisted an anchor its
826 /// own fit never used (#2470). `None` for every non-survival request.
827 pub survival_time_basis: Option<crate::survival::SavedSurvivalTimeBasis>,
828}
829pub struct SplineScanInputs {
830 /// Abscissae of the single 1-D smooth (training rows of its feature column).
831 pub x: Vec<f64>,
832 /// Gaussian response.
833 pub y: Vec<f64>,
834 /// Observation weights (variance is `σ²/w`).
835 pub w: Vec<f64>,
836 /// Smoothing-spline order `m = penalty_order ∈ {1, 2, 3}`: `m = 1` the
837 /// random-walk/linear smoother (penalty `λ∫f′²`), `m = 2` the cubic
838 /// smoother (penalty `λ∫f″²`), `m = 3` the quintic smoother (penalty
839 /// `λ∫(f‴)²`).
840 pub order: usize,
841}
842pub struct ResidualCascadeInputs {
843 /// One slice per coordinate axis (2 or 3) of the single scattered smooth.
844 pub coords: Vec<Vec<f64>>,
845 /// Gaussian response.
846 pub y: Vec<f64>,
847 /// Observation weights (variance is `σ²/w`).
848 pub w: Vec<f64>,
849 /// Per-axis positive metric scaling `diag(metric)` of `z = diag(metric)·x`.
850 pub metric: Vec<f64>,
851 /// Sobolev smoothness order `s` of the multilevel Wendland-(3,1) prior,
852 /// clamped into the native-space window `(d/2, (d+3)/2]` (issue caveat 1).
853 pub sobolev_s: f64,
854}
855
856#[cfg(test)]
857mod default_workflow_policy_tests {
858 use super::*;
859
860 #[test]
861 fn formula_fits_are_disk_silent_by_default() {
862 let config = FitConfig::default();
863 assert!(config.persistent_warm_start_store.is_none());
864 let options = canonical_standard_fit_options(&config, StandardFitOptionsInputs::default());
865 assert!(options.persistent_warm_start_store.is_none());
866 }
867
868 #[test]
869 fn raw_materialization_does_not_activate_adaptive_spatial_resolution() {
870 assert!(
871 FitConfig::default().spatial_center_counts.is_none(),
872 "raw materialization must not activate a grow loop it does not own"
873 );
874 }
875
876 #[test]
877 fn explicit_root_threads_one_lazy_store_capability() {
878 let directory = tempfile::tempdir().expect("create explicit store parent");
879 let root = directory.path().join("chosen-root");
880 let config = FitConfig::default().with_persistent_warm_start_root(root.clone());
881 let configured = config
882 .persistent_warm_start_store
883 .as_ref()
884 .expect("explicit root must configure persistence");
885 assert_eq!(configured.root(), root);
886 assert!(!root.exists(), "configuration must remain lazy");
887
888 let options = canonical_standard_fit_options(&config, StandardFitOptionsInputs::default());
889 let threaded = options
890 .persistent_warm_start_store
891 .as_ref()
892 .expect("canonical options must retain the configured store");
893 assert_eq!(threaded.root(), root);
894 }
895}