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Add stable_translog transition function - #101

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hmgaudecker wants to merge 210 commits into

missing-observed-factorsfrom

stable-translog

Closed

Add stable_translog transition function#101
hmgaudecker wants to merge 210 commits into
missing-observed-factorsfrom
stable-translog

Commits on Apr 15, 2026
- Add Antweiler-Freyberger (2025) iterative quadrature estimator.
  
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- Wire transition function into AF likelihood with shock integration.
  
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  193b785
- Add long_running test comparing AF and CHS on MODEL2 data.
  
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  9397fa6
- Use same uninformed start values for AF and CHS in comparison tests.
  
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  7967277
- Add transition constraints, LogSumExp, fix MODEL2 convergence.
  
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  b03ad70
- Implement AF investment equation for endogenous factors.
  
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  cb93617
- Wire start_params argument through AF estimation pipeline.
  
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  04e2d54
- Add posterior state extraction for AF via get_filtered_states().
  
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  766ad09
- Fix 5 issues from code review.
  
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Commits on Apr 22, 2026
- Add income-conditional initial draws and translog smoke test.
  
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  852f9ab
- Add fixed_params to AF estimation for time-invariant latent factors.
  
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  e5b9176
- Use FixedConstraint instead of bounds clamping in AF; add fixed_params to CHS.
  
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  a72e9cc
- Pin optimagic at the probability-allow-fixed-entries branch.
  
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  43ce258
- Add MATLAB AF CES + translog reproduction scaffold.
  
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  907462a
- Batch the AF likelihood across observations so large grids fit a GPU.
  
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- Use a joint Halton draw in the AF transition likelihood.
  
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Commits on Apr 23, 2026
Commits on Apr 24, 2026
- Add block-diagonal sandwich standard errors for AF (Phase 1).
  
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  6fd7502
- Add full cross-period Newey-McFadden sandwich for AF SEs (Phase 2).
  
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  ab87767
- Address code-review feedback on AF SE implementation.
  
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  8927953
- Hold-last-value imputation for log_income at period 2 in CNLSY loader.
  
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Commits on Apr 27, 2026
- Vendor CNLSY data file in test directory.
  
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  b85132f
- Use 20k Halton draws in AF-vs-CHS CNLSY comparison.
  
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Commits on Apr 29, 2026
- Match MATLAB normalisations exactly in MATLAB-CES/translog comparison.
  
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Commits on Apr 30, 2026
- Use pinv for AF inference's information-matrix inversion.
  
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Commits on May 4, 2026
- Bound log_ces phi from above to prevent gradient overflow.
  
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  aea7b86
- Fix full-sandwich SE: pinv must not assume Hermitian on asymmetric A.
  
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  a1a232f
- Fix two stale assertions in matlab_ces_repro tests.
  
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  5e8e785
- Add score-resampling cluster bootstrap to AF inference.
  
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  83682bd
- Add log_ces_with_constant production function.
  
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Commits on May 6, 2026
Commits on May 7, 2026
- Skip identity constraint at the final aug-period of each meas-type.
  
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  809551c
- Snellius slurm: trim wall time to 5h.
  
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  8ffa34c
- AF transition: drop prev-period inv-meas from chained-sample weight.
  
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  ed52604
- AF transition: rebuild chained sample from joint Halton (fixes sigma_prod).
  
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Commits on May 8, 2026
- Snellius slurm: drop CHS workers, trim wall time to 3.5h.
  
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- Add Marvin (Bonn HPC) slurm script for translog AF sweep.
  
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Commits on May 9, 2026
- AF: add moment-based initialization strategy (Phase A, opt-in).
  
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- AF: add two-stage measurement system option (Phase B, opt-in).
  
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  ce5371e
- AF: consolidate inference around the score bootstrap (AF 2025 §4.2).
  
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  d4711cb
- AF: flip initialization_strategy default to moment_based; require explicit two_stage_measurement.
  
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  cebb9cb
- Add Marvin slurm script for translog 3-way comparison at n_halton=2000.
  
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- Marvin slurm: write 3-way comparison results to fresh estimates_3way_h2000/ subroot.
  
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  a088278
Commits on May 10, 2026
- Add moment-based start values for CHS, hybrid Spearman+OLS, cuda13 env
  
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  4d006bf
- AF: propagate cross-period equality constraints through the chain
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Commits on May 11, 2026
- AF validate: relax measurement count to >=2, warn below 3
  
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  7c0539a
- Add `pool_equality_groups` helper for moment-init starts
  
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  5844104
- tests: bump joint-Halton sigma_prod_1 tolerance 30% -> 35%
  
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  db66382
- Add AMN (Attanasio-Meghir-Nix 2020) standalone estimator
  
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  081fbe6
- Remove scripts/ and docs/superpowers/ from skillmodels
  
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  a614c3d
- Move CHS Kalman-filter modules into a `skillmodels.chs` subpackage
  
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  7aefedf
- AF likelihood: mask NaN measurements so missing data doesn't poison gradients
  
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  22a12b5
- Move tests/matlab_ces_repro into the parent workspace
  
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  20d2688
- Add portable environment files for the af-estimator branch
  
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  506828b
- AF transition: bridge `@register_params` user functions to AF's calling convention
  
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  2871ecf
- AF result: drop per-period importance samples before returning
  
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  20a63b6
- Remove Spearman as a final-estimator option
  
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- AF result: materialise every JAX array to numpy before returning
  
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- AF result: free JIT/XLA caches before materialising arrays to numpy
  
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- Reorganise package into common / chs / af / amn subpackages
  
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- AF result: free samples_per_component before materialising the rest
  
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  00b4171
- Add the full Attanasio-Meghir-Nix (2020) estimator
  
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  e509451
- Make AMN the default start-value strategy for CHS and AF
  
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  052e5e4
- Add scikit-learn dependency for AMN mixture EM
  
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- Add scikit-learn to deployment env files
  
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  f0df40b
- Fall back to Spearman when AMN cannot handle the model
  
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  4a517c6
- AMN Stage 3: support every transition function via generic jax.vmap NLS
  
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Commits on May 12, 2026
- AF: honour within-step equality constraints
  
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Commits on May 13, 2026
- AF: cap samples_per_component halton count for posterior summary
  
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  15ef656
- AF: simplify recent within-step + halton-summary helpers
  
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  af42b3f
- AF: address code-review concerns on the recent halton/eq commits
  
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  68a98a7
- common: move anchor_states_df, create_state_ranges, apply_anchored_transition out of chs/
  
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  1a171f4
- common: strict signatures requiring pre-computed inputs
  
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  ce26207
- rename EstimationOptions → CHSEstimationOptions
  
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- narrow top-level __init__ to model_spec building blocks
  
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- detach CHSEstimationOptions from ModelSpec
  
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  64be065
- AF: jaxopt L-BFGS-B optimizer backend
  
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  040953b
- docs: cover three-estimator architecture + AF/jaxopt
  
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Commits on May 14, 2026
- AF: default optimizer_backend to "auto" (picks jaxopt on GPU)
  
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  5f274a4
- Fix four upstream bugs surfaced by the three-estimator tutorial
  
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  f2810af
- tutorial.ipynb: rebuild three-estimator walkthrough end-to-end
  
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  074cc83
- Review-followup: consolidate selector helpers, fix latent bugs, jaxopt safety
  
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  627f6b5
- docs: add AMN and compare-estimators how-tos; touch up architecture / concepts
  
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  08dc07d
- Enable JAX x64 at package import to unblock jaxopt LBFGSB on JAX >= 0.10
  
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  2206212
- Beartype perimeter on user-facing API
  
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  d7d29ea
- Fix jaxopt LBFGSB s32/s64 verifier crash by disabling XLA pass
  
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  18f5de1
- Activate beartype.claw on the whole skillmodels package in tests
  
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  97b7047
- Fix CI test failures in test_af_inference under whole-package claw
  
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Commits on May 15, 2026
- jaxopt backend: match scipy_lbfgsb's gtol OR ftol stopping rule
  
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- af/optimagic: unwrap MappingProxyType in optimizer_options before splat
  
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Commits on May 17, 2026
- af: defer device→host materialisation to AFEstimationResult.to_numpy()
  
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Commits on May 19, 2026
- af: remove jaxopt optimizer backend
  
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  32b893c
- docs: drop jaxopt backend references
  
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  4a2a15c
Commits on Jun 10, 2026
- .gitmodules: use HTTPS URL for ai-instructions submodule
  
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  a72dc81
Commits on Jun 14, 2026
- AMN audit fixes: identification, validators, honest inference
  
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  87dd4a9
- AF audit fixes: propagated-SE bootstrap, posterior states, scope guards
  
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  2014213
Commits on Jun 15, 2026
- Implement AMN-F1 control-function Stage 3 (investment endogeneity)
  
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  98968a5
- docs: reflect AF/AMN audit fixes + fix inconsistencies
  
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  b630baa
- Add first-class CHS control-function (CorrectionSpec) correction
  
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  6144c82
- AF + CHS unification: raise on CorrectionSpec under AF; add ModelSpec.without_correction
  
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  db1c5b1
- CorrectionSpec redesign: required instruments, kappa_degree, with_correction, from_dict
  
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  1735783
- Exclusion guard: instruments are first-stage-only, kept out of production (F4)
  
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  b333955
- AMN: CorrectionSpec is the trigger; honor predictors/instruments/targets (F3)
  
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  636d412
- Unify estimator interface: Protocols, estimate_chs, params rename, options
  
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  c58b200
- Split get_filtered_states into get_individual_states[_from_params]
  
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  e11885c
- Fix lint in item-5 unification tests (D205, E501)
  
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  cb7a459
Commits on Jun 16, 2026
- estimate_chs: drive estimagic.estimate_ml for ML inference
  
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  718ca28
- Fix AMN seeding to satisfy stage-equality constraints
  
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  3c97e2d
- AMN seeding: seed investment_eq / kappa neutral defaults
  
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  eb3fe0a
- Exclusion guard: skip custom (non-built-in) target transitions
  
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  7760ae5
Commits on Jun 17, 2026
- Seed higher-order CHS correction models from a linear AMN fit
  
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  d2acec6
- Fix transition plots for correction-model target factors
  
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  cb640b2
Commits on Jun 18, 2026
- Make AMN Stage-1 seeding robust to rotating-subsample measurements
  
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  e1f2216
- Greedily drop high-missing measurements for AMN seeding feasibility
  
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  047e616
- Add missing-data mixture EM as an AMN Stage-1 option
  
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  66ff87e
- Vectorize the missing-data EM with batched masked-covariance ops
  
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  3c77c13
- Raise missing-data seeding iteration cap to 100
  
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  ca45078
- Fix AMN Stage-1 EM correctness and CHS seed coordinate mapping
  
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  a48234d
- Treat never-observed EM columns as non-fatal (seeding robustness)
  
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  472898c
- Speed up AMN Stage-2 minimum distance with an analytical gradient
  
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  22b87a5
- Reconcile pairwise-equality groups in start-value seeding
  
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  65a4c4c
Commits on Jun 19, 2026
- Enforce user fixed-constraint values in estimate_chs (audit F9/F10)
  
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  4400a9c
- Raise on never-observed missing-data EM columns; rename dead flag (audit F7/F6)
  
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  860f67e
- Keep non-instrument observed controls in AMN corrected production (audit F8)
  
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  e2f28ff
- Update docs for the current interface (audit F12/F11/F13/F14/F5)
  
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  60ab893
- Fix F8 regression: don't make production-design lookup strict (audit F8)
  
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  2657111
- Accept numpy-array periods in get_transition_plots
  
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  7451eb8
Commits on Jun 21, 2026
- Honour fixed_params in AMN Stage 2+3; guard standalone restricted-CES
  
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  9b1408e
- Reject empty period-0 normalization maps in AF (audit F7b)
  
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  dd2343a
- Relabel AMN CES guard as a Stage-2 transformed-factor anchor check (audit F1)
  
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  b411c78
- P4: transition-aware CES identification + Freyberger scale recovery (F2/F6/F7a/F8)
  
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  0951ee7
- Act on Pro P4 review: fix F1/F3/F4/F6/F8, document F2 (F5/F7 false alarms)
  
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  6775a5e
Commits on Jun 22, 2026
- Act on 2nd Pro review: anchor-value + transitive-equality + recovery validation
  
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  d9612b9
- Add pixi.lock
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  f368886
- Fix orphan shock-fix constraint for constant-transition factors with endogenous factors
  
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  f87a7db
- Break initial-mixture seed symmetry via period-0 measurement clustering (Pro F1)
  
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  f8f6474
Commits on Jun 23, 2026
- Update pre-commit hooks.
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  49254ed
- CI: bump setup-pixi to v0.70.2 to read the v7 lock-file
  
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  6bc535e
- Update .ai-instructions submodule to latest main (68dc3f4)
  
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  52dc8f8
Commits on Jun 24, 2026
- Gate initial-anchor identification in CHS/AMN with an opt-out switch
  
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  cf14955
- Fix ty CI: pin ty to 0.0.23 and restore pytest in the type-checking env
  
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  4ae86b6
- Migrate ty from a pixi task to the ty-pre-commit hook
  
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  308fdd6
- Make the identification gate value-aware and two-sided on location (Pro F1-F3)
  
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  0d0c06d
- Narrow AF public attribution: joint initial objective with observed factors (Pro F10)
  
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  9c485e8
- Keep generalized-CES NLS shares positive via log reparameterization (Pro F11)
  
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  639c008
- F4: bidirectional over-restriction warning (warn_if_overrestricted)
  
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  2d251cb
- F7: don't double-normalize AMN initial location
  
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  c74203d
- F9: complete AF cross-period SEs through posterior mixture weights
  
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  3b07b4e
- F5: restricted-CES scale sharing on the warn side; gate stays conservative
  
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  585bec0
- F6: rename initial-anchor precheck to stop overclaiming full identification
  
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  bd387e3
- F8: surface the AF endogenous-investment measurement calendar
  
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  a864ece
- PR1: shared measurement-family log-likelihood kernel
  
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  9a9c052
- PR1: public measurement-family interface on ModelSpec
  
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  0c66781
- PR1: AMN rejects non-Gaussian measurements
  
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  0f4336e
- PR1: simulate probit/Tobit measurements by family
  
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  f02affe
- PR2 prep: measurement_family_arrays helper for aligned family/bound arrays
  
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  63e2f97
- PR2: route AF initial-period measurement density through the family kernel
  
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  ff0551f
- PR2: enable probit/Tobit families at the AF initial period
  
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  1adac90
- PR2: route AF transition measurement density through the family kernel
  
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  abe88ee
- AF calendar adapter stage 1: pure source/destination layout compiler
  
  hmgaudecker
  and
  claude
  committed
  5146cf0
- AF calendar adapter stage 2: HistoricalParams registry + target param-index compiler
  
  hmgaudecker
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  claude
  committed
  6389096
- AF calendar adapter stage 3: ID-aligned step measurement assembler
  
  hmgaudecker
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  committed
  5919e78
- AF calendar adapter stage 5a: explicit FactorSpec.af_state_role metadata
  
  hmgaudecker
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  committed
  6ce72be
- AF calendar adapter: add build_block_loading_mask to the step-data toolkit
  
  hmgaudecker
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  claude
  committed
  3f45977
- AF calendar adapter stage 4 keystone: layout-driven step-array assembler
  
  hmgaudecker
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  committed
  dc26ff6
- AF calendar adapter Part A: source investment target from period s
  
  hmgaudecker
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  committed
  10db66d
- AF calendar adapter: gate the layout path on reconstructed investment
  
  hmgaudecker
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  claude
  committed
  b709bbe
- AF calendar adapter: allow period-0 measurements on reconstructed factors
  
  hmgaudecker
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  claude
  committed
  b77a5d7
- Wire layout importance block into AF transition optimization
  
  hmgaudecker
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  committed
  71acb5a
- Drop parametrized NDArray return hints in step_data (beartype ScalarT)
  
  hmgaudecker
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  committed
  6e49aa0
- Drop parametrized NDArray hints in step_assembly (beartype ScalarT)
  
  hmgaudecker
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  committed
  3e81baa
Commits on Jun 25, 2026
- Add inline @pro calendar pointers at the AF adapter seams
  
  hmgaudecker
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  committed
  d2de912
- AF adapter: address Pro-review findings F3,F6,F8,F9,F10,F11
  
  hmgaudecker
  and
  claude
  committed
  a2647a0
- AF calendar adapter: address Pro review F1/F2/F7
  
  hmgaudecker
  and
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  committed
  88a60a1
- AF calendar adapter: address re-review F1/F4/F5 (control_period, guards)
  
  hmgaudecker
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  claude
  committed
  f255c3b
Commits on Jun 26, 2026
- AF calendar adapter: preserve non-integer individual IDs (re-review F3)
  
  hmgaudecker
  and
  claude
  committed
  37ad1d0
- AF calendar adapter: preserve non-integer IDs in step_data too (re-review J.1)
  
  hmgaudecker
  and
  claude
  committed
  291a044
Commits on Oct 8, 2026
- Snapshot gpu-01 working tree used for health-cognition estimation runs
  
  hmgaudecker
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  claude
  committed
  5721cd0
Commits on Oct 9, 2026
- Drop the CHS criterion sanitizer
  
  hmgaudecker
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  claude
  committed
  0e1e1a1
Commits on Oct 10, 2026
- Reset underflowed mixture components to the dominant one in the CHS update
  
  hmgaudecker
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  claude
  committed
  35a4bfa
- Raise on a non-finite CHS criterion; forward error_handling to optimagic
  
  hmgaudecker
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  committed
  951d10e
Commits on Oct 11, 2026
- Let estimate_chs tighten lower bounds on chosen parameters
  
  hmgaudecker
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  claude
  committed
  5bb197c
Commits on Oct 12, 2026
- Reject probit/Tobit measurements in CHS instead of treating them as Gaussian
  
  hmgaudecker
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  claude
  committed
  52bbca1
- Let estimate_chs replace bounds and start on linear equality constraints
  
  hmgaudecker
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  committed
  59b1525
- Add upper_bounds to estimate_chs
  
  hmgaudecker
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  committed
  4d3a1c2
Commits on Oct 14, 2026
- CHS: integrate out missing observed factors using data-supplied moments
  
  hmgaudecker
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  claude
  committed
  d76dbd8
- Require chs_options in get_maximization_inputs and the CHS state filters
  
  hmgaudecker
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  claude
  committed
  2fd99e2
- Move split_dataset onto CHSEstimationOptions so estimate_chs can use it
  
  hmgaudecker
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  committed
  ad7284a
Commits on Oct 15, 2026
- Missing observed factors: endogenous guard, root precision, shared columns
  
  hmgaudecker
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  claude
  committed
  c33f56a
- Transition plots: compute ranges of factors the caller did not supply
  
  hmgaudecker
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  committed
  4ddc39c
Commits on Oct 16, 2026
- Measurement correlations: one column per measurement loading on several factors
  
  hmgaudecker
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  claude
  committed
  94aa213
- Add stable_translog: translog with soft-clipped nonlinear terms
  
  hmgaudecker
  and
  claude
  committed
  2ccfebb
- Register stable_translog in AF and AMN built-in name lists
  
  hmgaudecker
  and
  claude
  committed
  be82adc
- Smoke-test stable_translog through the CHS likelihood
  
  hmgaudecker
  and
  claude
  committed
  ab9bd82
- Document stable_translog
  
  hmgaudecker
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  claude
  committed
  671f596
- Add closure evidence for the stable_translog audit
  
  hmgaudecker
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  claude
  committed
  27ca5b4
- Shard CI: run the three long CHS estimation tests on their own Linux runners
  
  hmgaudecker
  and
  claude
  committed
  c2db3e9
- Close round 1 of the stable_translog audit: B2 resource evidence and F3 tests
  
  hmgaudecker
  and
  claude
  committed
  9cd73db

Commits

Commits on Apr 15, 2026

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Commits on Apr 30, 2026

Commits on May 4, 2026

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Commits on May 8, 2026

Commits on May 9, 2026

Commits on May 10, 2026

Commits on May 11, 2026

Commits on May 12, 2026

Commits on May 13, 2026

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Commits on May 15, 2026

Commits on May 17, 2026

Commits on May 19, 2026

Commits on Jun 10, 2026

Commits on Jun 14, 2026

Commits on Jun 15, 2026

Commits on Jun 16, 2026