You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
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.