Numerical Validation

Numerical Validation for Scientific Code

Overview

Verify that changes to mathematical/algorithmic code maintain numerical accuracy and mathematical properties.

Core principle: Capture baseline, make change, compare numerically, verify invariants, provide full analysis.

Announce at start: "I'm using the numerical-validation skill to verify mathematical correctness."

When to Use This Skill

MUST use when modifying:

• src/non_local_detector/core.py (HMM algorithms)
• src/non_local_detector/likelihoods/ (likelihood models)
• src/non_local_detector/continuous_state_transitions.py
• src/non_local_detector/discrete_state_transitions.py
• src/non_local_detector/initial_conditions.py
• Any code involving JAX transformations or numerical computations

Also use when:

• Refactoring mathematical code (tolerance: 1e-14)
• Optimizing algorithms (tolerance: 1e-10)
• Changing convergence criteria or tolerances
• Updating numerical dependencies

Process Checklist

Copy to TodoWrite:

Numerical Validation Progress:
- [ ] Capture baseline outputs before change
- [ ] Make the code change
- [ ] Capture new outputs after change
- [ ] Compare numerical differences
- [ ] Verify mathematical invariants
- [ ] Run property-based tests
- [ ] Run golden regression tests
- [ ] Generate full analysis report
- [ ] Present analysis and request approval (if differences found)

Detailed Steps

Step 1: Capture Baseline Outputs

Before making any changes:

# Run tests and capture output
/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  src/non_local_detector/tests/test_golden_regression.py \
  -v > /tmp/baseline_output.txt 2>&1

# Run property tests
/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  -m property -v > /tmp/baseline_property.txt 2>&1

# Run snapshot tests
/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  -m snapshot -v > /tmp/baseline_snapshot.txt 2>&1

Save output: Keep baseline files for comparison

Step 2: Make Code Change

Implement your modification to the mathematical/algorithmic code.

Step 3: Capture New Outputs

After making changes:

# Run same tests
/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  src/non_local_detector/tests/test_golden_regression.py \
  -v > /tmp/new_output.txt 2>&1

/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  -m property -v > /tmp/new_property.txt 2>&1

/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  -m snapshot -v > /tmp/new_snapshot.txt 2>&1

Step 4: Compare Numerical Differences

Difference tolerances:

• Refactoring (no behavior change): Max 1e-14 (floating-point noise only)
• Intentional algorithm changes: Max 1e-10 (must be justified)
• Any larger difference: Requires investigation and explanation

Compare outputs:

# Check if outputs differ
diff /tmp/baseline_output.txt /tmp/new_output.txt

For each difference:

• Is it expected based on the change?
• What is the magnitude? (< 1e-14 is floating-point noise, < 1e-10 is acceptable for algorithm changes)
• Does it affect scientific conclusions?

Step 5: Verify Mathematical Invariants

Critical invariants that must ALWAYS hold:

1. Probability distributions sum to 1.0:

   assert np.allclose(probabilities.sum(axis=-1), 1.0, atol=1e-10)
   

2. Transition matrices are stochastic:

   assert np.allclose(transition_matrix.sum(axis=-1), 1.0, atol=1e-10)
   assert np.all(transition_matrix >= 0)
   assert np.all(transition_matrix <= 1)
   

3. Log-probabilities are finite:

   assert np.all(np.isfinite(log_probs))
   

4. Covariance matrices are positive semi-definite:

   eigenvalues = np.linalg.eigvalsh(covariance)
   assert np.all(eigenvalues >= -1e-10)
   

5. Likelihoods are non-negative:

   assert np.all(likelihood >= 0)
   

Verify these with tests or spot checks after changes.

Step 6: Run Property-Based Tests

/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest -m property -v

Expected: All property tests pass

Property tests verify:

• Invariants hold across many random inputs (hypothesis library)
• Edge cases are handled correctly
• Mathematical properties are maintained

If failures: Investigate why property violated - likely a bug in your change.

Step 7: Run Golden Regression Tests

/Users/edeno/miniconda3/envs/non_local_detector/bin/pytest \
  src/non_local_detector/tests/test_golden_regression.py -v

Golden regression tests:

• Use real scientific data
• Compare against validated reference outputs
• Catch subtle numerical changes that affect scientific results

Expected for refactoring: Exact match (or < 1e-14 difference) Expected for algorithm changes: Document and justify any differences

Step 8: Generate Full Analysis Report

Create a comprehensive report with:

1. Diff - What Changed:

Snapshot changes:
- test_model_output: posterior probabilities differ by max 2.3e-11
- test_transition_matrix: no changes

Test output changes:
- Golden regression: 3 values differ by < 1e-10

2. Explanation - Why It Changed:

Changed optimizer tolerance from 1e-6 to 1e-8, resulting in:
- More precise convergence
- Slight differences in final parameter estimates
- Differences are within acceptable scientific tolerance

3. Validation - Invariants Still Hold:

Verified:
✓ All probabilities sum to 1.0 (max deviation: 3.4e-15)
✓ Transition matrices stochastic (max row sum deviation: 1.2e-14)
✓ No NaN or Inf values in any outputs
✓ All property tests pass (42/42)
✓ Covariance matrices positive semi-definite

4. Test Case - Demonstrate Correctness:

# Before change:
old_result = [0.342156, 0.657844]  # Posterior at time 10

# After change:
new_result = [0.342156023, 0.657843977]  # Posterior at time 10

# Difference: 2.3e-8 (acceptable)
# Scientific interpretation: No change to conclusions
# Both results indicate strong preference for state 2

Step 9: Present Analysis and Request Approval

If differences are within tolerance (< 1e-14 for refactoring):

• Present analysis for information
• Proceed with change
• No approval needed

If differences are 1e-14 to 1e-10:

• Present full analysis
• Explain why differences are acceptable
• Request approval: "These differences are expected and scientifically acceptable. Approve?"
• Wait for user response

If differences are > 1e-10:

• Present full analysis
• Explain significance of differences
• Provide scientific justification
• Request explicit approval
• If rejected: Investigate further or revert change

Approval Process

For snapshot updates with numerical changes:

1. Generate full analysis (all 4 sections above)

2. Present to user

3. Ask: "These changes are [expected/acceptable/significant]. Approve snapshot update?"

4. If approved: User will set approval flag, then run:

   /Users/edeno/miniconda3/envs/non_local_detector/bin/pytest --snapshot-update
   

Integration with Other Skills

• Use with scientific-tdd: After implementing new feature, validate numerics
• Use with safe-refactoring: Verify no numerical changes during refactoring
• Use with jax: After JAX optimizations, verify numerical equivalence

Tolerance Guidelines

Example Workflow

Task: Refactor HMM filtering to use scan instead of for loop

1. Capture baseline:
   - Run golden regression: All pass
   - Run property tests: 42 pass
   - Save outputs to /tmp/baseline_*

2. Make change:
   - Replace for loop with jax.lax.scan
   - Maintain identical logic

3. Capture new outputs:
   - Run same tests: All pass
   - Save outputs to /tmp/new_*

4. Compare:
   - Max difference: 4.2e-15 (floating-point noise)
   - Within refactoring tolerance

5. Verify invariants:
   ✓ Probabilities sum to 1.0
   ✓ No NaN/Inf
   ✓ Property tests pass

6. Report:
   "Refactoring complete. Max numerical difference: 4.2e-15 (floating-point noise).
   All invariants verified. No approval needed."

Red Flags

Don't:

• Skip baseline capture
• Ignore numerical differences > 1e-14
• Assume "small" differences don't matter
• Update snapshots without analysis
• Skip property or golden regression tests
• Proceed with NaN/Inf in outputs

Do:

• Always capture baseline before changes
• Investigate all unexpected differences
• Verify mathematical invariants explicitly
• Provide full analysis for any differences
• Get approval before snapshot updates
• Document tolerance justifications