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v0.4.0

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@maschulz maschulz released this 16 Jul 00:21
· 21 commits to main since this release

Changed (breaking)

  • functionals.auroc no longer accepts a tau parameter. The
    sigmoid-smoothed surrogate is removed; the closed form now attributes
    the exact Mann-Whitney AUROC via perturbation evaluation (below).

Added

  • Perturbation evaluation for non-differentiable functionals.
    Functional gained a differentiable flag (default True). Rank
    statistics and other piecewise-constant functionals are attributed by
    evaluating the exact functional on each removal's linearized value
    change, score[j] = F(v + dv_j) - F(v), computed in memory-bounded
    column blocks. This preserves the quantized structure of the estimand
    (removals that swap no pair score exactly zero) and agrees with exact
    leave-one-out refitting at r > 0.99 in the test suite. For smooth
    functionals the perturbation and chain-rule paths agree to first
    order; the estimator API is unchanged.
  • README code blocks are executed as part of the test suite.