The quality certificate of a fit or derived mixture

Returns the fit-quality certificate: a small list recording the fitting regime, convergence, degeneracy, the effective-sample-size profile of the importance weights, and (when a validation split was drawn) the held-out validation gap. The certificate is stamped into the object's metadata at fit time and carried unchanged through every closed-form operator, so it can be read off a marginal, a conditional, a filtered belief, or any other derived mixture – alongside the provenance vector recording the chain of operations that produced it.

Usage

gmm_fit_quality(g)

Arguments

g

A gmm or gmm_fit.

Value

A list with elements regime, converged, degenerate, ess, ess_relative, min_component_ess, max_weight, support_fraction, kld_final, and validation_gap (fields not applicable to the regime are NA), or NULL for a mixture that was never fitted (e.g. built directly with gmm()).

Details

Downstream verbs read the same certificate and raise a one-shot advisory (class proxymix_low_quality) when the source fit is flagged.

See also

Other diagnostics: bic_aic(), ess_summary(), ess_trace(), gmm_anneal_path(), gmm_conditional_entropy(), gmm_entropy(), gmm_evidence(), gmm_fit_ensemble(), gmm_independence_graph(), gmm_mutual_information(), hellinger_mc(), kld_trace(), proxy_functional_ci()

Examples

fit <- fit_proxymix(banana_target(), N = 2L, regime = "kld",
                    is_size = 1500L, max_iter = 15L, seed = 1L)
gmm_fit_quality(fit)
#> $regime
#> [1] "kld"
#> 
#> $converged
#> [1] FALSE
#> 
#> $degenerate
#> [1] FALSE
#> 
#> $ess
#> [1] 1048.118
#> 
#> $ess_relative
#> [1] 0.6987454
#> 
#> $min_component_ess
#> [1] 165.318
#> 
#> $max_weight
#> [1] 0.005472202
#> 
#> $support_fraction
#> [1] 1
#> 
#> $kld_final
#> [1] 0.144013
#> 
#> $validation_gap
#> [1] -0.05434317
#> 
## The certificate survives the operator calculus.
gmm_fit_quality(gmm_marginalise(fit, keep = 1L))
#> $regime
#> [1] "kld"
#> 
#> $converged
#> [1] FALSE
#> 
#> $degenerate
#> [1] FALSE
#> 
#> $ess
#> [1] 1048.118
#> 
#> $ess_relative
#> [1] 0.6987454
#> 
#> $min_component_ess
#> [1] 165.318
#> 
#> $max_weight
#> [1] 0.005472202
#> 
#> $support_fraction
#> [1] 1
#> 
#> $kld_final
#> [1] 0.144013
#> 
#> $validation_gap
#> [1] -0.05434317
#>