Stabilize diagnostic window statistics at extreme scale - #5261
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FlorianPfaff wants to merge 2 commits into
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Stabilize diagnostic window statistics at extreme scale#5261FlorianPfaff wants to merge 2 commits into
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August 7, 2026 17:51
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Bug
worst_time_windows(...)computed RMSE assqrt(mean(errors**2)). For large but finite errors, the squaring step can overflow even when the mathematically correct RMSE is finite. The same window could also report non-finite MAE or percentile values because their intermediate reductions/interpolation operate at the original extreme scale.A concrete finite example is a window with errors
[-1e308, 1e308]. Its correct statistics are finite (RMSE = 1e308,MAE = 1e308,p95 = 9e307), while the previous implementation overflows under strict NumPy floating-point handling.Fix
Scale each window's finite errors by their maximum absolute magnitude before computing RMSE, MAE, and the 95th percentile, then restore the original scale. The normalized calculations stay in
[-1, 1], avoiding overflow while preserving ordinary-scale results. Zero-error windows retain an explicit zero fast path.Regression coverage
Add a focused regression using
[-1e308, 1e308]undernp.errstate(over="raise", invalid="raise"). It verifies all three statistics remain finite and match their expected values.Validation
main(f196ec41d1d8681e279936db9f1a0a3abfa276e7);diagnostic_summaries.pyplus one 22-line regression module;1e308,1e308, and9e307results;