[codex] Fix GNN default gating threshold

[FlorianPfaff]

Summary

• Remove the extra square from GlobalNearestNeighbor's default gating_distance_threshold.
• Add a focused regression test that checks the default threshold is chi2.ppf(0.999, 2).

Root cause

scipy.spatial.distance.cdist(..., "mahalanobis") returns the Mahalanobis distance, while the default threshold was set to chi2.ppf(0.999, 2) ** 2. That squared the chi-square quantile a second time and made the default gate much too permissive.

Validation

• Verified the branch diff contains only the GNN threshold change and the new regression test.
• Not run locally; this Codex session has a read-only filesystem, so CI should run the test matrix on the PR.

[github-actions]

✅MegaLinter analysis: Success

Descriptor	Linter	Files	Fixed	Errors	Warnings	Elapsed time
✅ COPYPASTE	jscpd	yes		no	no	13.46s
✅ JSON	prettier	2	0	0	0	0.45s
✅ JSON	v8r	2		0	0	2.55s
✅ MARKDOWN	markdownlint	2	0	0	0	0.68s
✅ MARKDOWN	markdown-table-formatter	2	0	0	0	0.24s
✅ PYTHON	bandit	383		0	0	5.99s
✅ PYTHON	black	383	33	0	0	10.93s
✅ PYTHON	flake8	383		0	0	3.35s
✅ PYTHON	isort	383	37	0	0	0.76s
✅ PYTHON	mypy	383		0	0	5.24s
✅ PYTHON	pylint	383		0	0	115.19s
✅ PYTHON	ruff	383	37	0	0	0.09s
✅ REPOSITORY	checkov	yes		no	no	23.41s
✅ REPOSITORY	gitleaks	yes		no	no	7.8s
✅ REPOSITORY	git_diff	yes		no	no	0.03s
✅ REPOSITORY	secretlint	yes		no	no	7.46s
✅ REPOSITORY	syft	yes		no	no	5.91s
✅ REPOSITORY	trivy-sbom	yes		no	no	2.1s
✅ REPOSITORY	trufflehog	yes		no	no	19.76s
✅ YAML	prettier	4	0	0	0	0.5s
✅ YAML	v8r	4		0	0	5.09s
✅ YAML	yamllint	4		0	0	0.47s

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[github-actions]

Test Results

    12 files  +    4      12 suites  +4   4h 29m 15s ⏱️ + 2h 43m 35s
 1 091 tests +    1   1 091 ✅ +    1      0 💤 ±  0  0 ❌ ±0 
13 376 runs  +4 444  10 284 ✅ +3 680  3 092 💤 +764  0 ❌ ±0 

Results for commit 4f83fd6. ± Comparison against base commit 24543a9.