hpc: HDR rolling floor — integer σ-lattice thresholds on demand - #328
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Adds hpc::rolling_floor, the adaptive half of the HDR exposure meter, harvested from lance-graph graph/blasgraph/hdr.rs (the behavioural reference). Constants, cadence, drift rule and reset semantics carry over unchanged; the arithmetic underneath is #327's exact MomentsU32 instead of the reference's approximate integer Welford. - isqrt_u32: the reference integer Newton square root. - ReservoirU32: deterministic Algorithm-R reservoir (splitmix replacement hash keyed on the observation count), u32 empirical quantile, Pearson second skewness, kurtosis x100. Order-defined; no merge law. - RollingFloor: calibrated (mu, sigma), sigma floors mu - k sigma, empirical floors at the reference percentiles, shape evaluation every 1000 observations after the first 1000 (reservoir >= 100), normal iff |skew| < 2 and 200 < kurt < 500, drift at |dmu| > sigma/2 or |dsigma| > sigma/4, recalibration resets moments, reservoir and shape. - observe_batch folds moments_u32 between checkpoints and stops after the first shift, so any batching reproduces the scalar observe/recalibrate loop exactly. - MomentsU32::observe: scalar fold equal to merging a singleton batch. A test keeps the legacy integer Welford as an oracle: across 95 checkpoints on five streams the (mu, sigma) the drift rule sees are identical. examples/hdr_rolling_floor_bench.rs separates the hot path from the periodic shape path. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
from_params already constructs a fresh reservoir at RESERVOIR_CAP. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
…lation Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
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The no-default-features test build compiles every example; hpc exists only under std. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
RollingFloor no longer stores floor or cascade arrays. The accumulator keeps the facts (exact moments, reservoir, shape belief, drift anchor); every threshold is derived when asked. A SigmaLevel(k) is k quarter-σ below the noise floor. The Gaussian shape locates it as μ_t − k·σ_t/4 from the running moments; an empirical shape locates it at its Gaussian-equivalent tail rank Φ(−k/4)·len and moves the sample value into the current frame, μ_t + (x − μ_s)·σ_t/σ_s, in i128. shade(x, levels) counts how many lattice points a response survives. Coordinates are valid from the first observation (μ = x, σ = 0); only n = 0 falls back to the anchor. Recalibration moves the anchor and forgets the evidence but keeps the shape; a drift checkpoint does not read the shape from mixed-regime evidence. All integer; the f32 quantile path is gone. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
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Gaussian answers every k in 0..=255. Empirical answers k in 0..=16 from the fixed integer Φ(−k/4) table, one rank per level; k > 16 resolves to the sample minimum. No interpolation, no float. The eight cascade cuts are ordinary lattice points, pinned by a test over off-cascade k. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
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In `@src/hpc/rolling_floor.rs`:
- Around line 231-242: Update ReservoirU32::kurtosis to use saturating addition
when accumulating the fourth-power deviations and saturating multiplication for
the ×100 scaling before division, so extreme values yield a large kurtosis
without changing non-overflowing results.
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Cargo.tomlexamples/hdr_rolling_floor_bench.rssrc/hpc/mod.rssrc/hpc/rolling_floor.rssrc/hpc/statistics.rs
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Codex P2 on #328: - variance of u32 values reaches 2^62; take its square root in u128 (isqrt_u128) instead of narrowing to u32 first, which clamped σ at 65 535 (calibrate(&[0, u32::MAX]) now gives σ = 2 147 483 647). - form k·σ in u128 before the saturating subtraction. - kurtosis: exact when Σd⁴ and ·100 fit u128; otherwise a 16.16 fixed-point (d/σ)² path within one unit of the exact form, saturating only where the true value is astronomically large. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
What this adds
hpc::rolling_floor, harvested from lance-graph'sgraph/blasgraph/hdr.rsand built on #327's exactMomentsU32.The design rule is: the accumulator owns the facts, and each query derives its own view.
Stored state:
(n, Σx, Σx²), folded on every observation;GaussianorEmpirical(sorted sample, μ_s, σ_s);(μ, σ).Derived per call, never stored: every threshold. A threshold is a
SigmaLevel(k), a point k quarter-σ below the noise floor.μ_t − k·σ_t/4, using the running coordinates.xat k's Gaussian-equivalent tail rank,Φ(−k/4)·len, and move it into the current frame:μ_t + ⌊(x − μ_s)·σ_t/σ_s⌋, computed in i128.shade(x, levels)counts how many lattice points a response survives.Parameter drift vs shape drift
|Δμ| > σ/2or|Δσ| > σ/4raises aFloorShift;recalibratemoves the anchor and forgets the moments and the reservoir(x, 0)after one sample. Only atn = 0do thresholds fall back to the anchor, which is the prior.Behavioural deltas
Exact moments vs the legacy integer Welford: at every checkpoint the drift rule sees the same (μ, σ) on the five oracle streams (95 checkpoints).
Rank unification uses the rule
min(⌊p·len/10000⌋, len−1), checked against the reference f32 rule⌊q·len⌋for every reservoir length from 1 to 1000:The band cuts moved from coarse approximations onto the exact Gaussian tail of their σ level, so band and cascade now read one table.
Half-σ levels 12/10/8/6 reproduce the integer
SigmaGate::customtiers exactly: discovery, strong, evidence, hint.Tests
-D warnings, fmt and--no-default-featuresare all clean.<in shade;k·σ/4order of operations;Benchmark
examples/hdr_rolling_floor_bench.rs, release build, x86-64-v4.Hot path, per observation:
MomentsU32::observeRollingFloor::observe, checkpoints includedPeriodic path, per checkpoint:
Query path, on demand:
Callers
hdr.rsCascade (#1278): the band and cascade APIs are unchanged, and both now derive fromSigmaLevel.perturbation-sim. No production caller is claimed.Scope fence
git diff origin/master...HEADcontains 0 matches for ZGamma, zspace, Fisher, hyperbolic, Palette256, FisherZTable, bgz or Mexican.🤖 Generated with Claude Code
https://claude.ai/code/session_019HnekoM1EidTwQLS3oFVFm
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