Marcin Pawlowski 4baccd8d4b
Paired design: resolve the design band with common random numbers
The unpaired comparison could not answer the question it was asked. The
two uncle models draw independent RNG streams -- uncle_model is in the
config key, which is what makes --old bit-reproduce earlier runs -- so
the arms differed in stake draw, peering graph and every lottery
outcome, each comparison paid the between-run variance twice, and the
per-cell floor (+-0.0015) sat an order of magnitude above the effect.
Only delta_max = 5 resolved, and only after pooling.

Adds `paired_streams`: the RNG root is derived from the model-
independent part of the key, so a countable cell and its --old twin get
the SAME stake, graph and lottery draws and the uncle rule is the only
difference. Each replicate is then a matched pair and the shared
variance cancels. Trajectories still diverge after epoch 0 through the
genuine feedback (a different counted density changes the next epoch's
difficulty), which is the signal.

The flag is deliberately NOT in key(): it selects which key the seed is
derived from, so including it would perturb every historical seed.
Re-verified that --old still bit-reproduces the committed 2026-07-27
rho-boundary parquet, max |delta| = 0.

Results (configs/fine-delay-paired.yaml, 40 replicates per arm):
- Negative control becomes an IDENTITY check. With U = 0 no reference is
  taken, so shared streams must give bit-identical trajectories. All 200
  replicate pairs differ by exactly 0.0. Unpaired, the same control only
  had to agree within +-0.025 and drifted by 0.016.
- Per-cell SE shrinks by a median 1.6x (1.2-2.1x); widest 95% CI goes
  +-0.0015 -> +-0.0010. 5/15 cells resolve at |t| >= 2 (0.75 expected by
  chance); the largest, U=2 at delta_max=4, is t = 4.32 and clears
  Bonferroni for 15 tests.
- The cost is a STEP, not the ramp the unpaired data suggested:
  delta_max 1-3 unresolved (t = 1.1, 1.8, 1.4), then delta_max 4 AND 5
  both resolve at -0.0011 (t = 4.7) and -0.0009 (t = 3.7). Whole-band
  pooled -0.00060 +- 0.00021, t = 5.7 -- where the unpaired estimate of
  the same quantity (t = 2.8) had failed correction.

So the first-fork restriction costs nothing measurable up to
delta_max = 3 and about 0.1% at 4-5 -- an order of magnitude below the
+-0.9% per-epoch sampling noise.

Two bugs found while building this, both of which would have silently
produced a wrong answer:
- paired_streams was missing from metrics._CONFIG_FIELDS, so it never
  reached the parquet; plot_fine_delay.py falls back to the unpaired
  test when it cannot confirm pairing, so the sweep would have completed
  and quietly reported the old result. Caught before the run finished;
  the sweep was restarted and a test now pins the field.
- The U=0 control check reported FAILS on a PERFECT control: paired, the
  gap is exactly 0 so its SE is 0 and t is 0/0. It now checks the gap
  itself when the streams are shared, and falls back to the t-test only
  when there is real spread.

§3.2a is rewritten around the paired measurement; the unpaired sweep is
retained in §9 as the power comparison that motivated it. Figures 34-35
regenerated, with the control annotation and provenance reflecting the
design actually used.

Tests: 214 passed (was 209). ruff clean.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-05 11:58:26 +02:00

69 lines
2.8 KiB
Python

"""Per-epoch per-node divergence rows."""
from __future__ import annotations
from typing import Any
import numpy as np
from .config import SimConfig
from .epoch import EpochResult
# Config fields recorded on every row for grouping/plotting.
_CONFIG_FIELDS = (
"n_nodes", "stake_dist", "pareto_shape", "latency", "topology", "degree",
"link_latency_mean", "link_latency_dist", "blend_hops", "blend_delay_max",
"init_dest", "init_spread", "uncle_model", "window_absorption",
"uncle_window", "max_uncles", "uncle_strategy",
# Recorded so downstream analysis can TELL whether a countable/--old pair actually shared
# its RNG streams. The paired test is only valid on paired runs, and without this column
# the analysis silently falls back to the much weaker unpaired test.
"paired_streams",
"f", "beta", "k", "genesis_d_factor", "epochs", "fixed_point", "legacy_block_count",
"replicate",
"adversary_frac", "adversary_strategy", "adversary_period", "adversary_withhold_epochs",
)
def divergence_row(
config: SimConfig, epoch: int, d_in: np.ndarray, er: EpochResult, d_true: float
) -> dict[str, Any]:
"""One row per (config, epoch): per-node D_est spread + chain agreement."""
ratio = np.asarray(er.d_next, dtype=float) / d_true # (N,)
row: dict[str, Any] = {field: getattr(config, field) for field in _CONFIG_FIELDS}
row.update(
epoch=epoch,
mean_ratio=float(ratio.mean()),
median_ratio=float(np.median(ratio)),
std_ratio=float(ratio.std()),
min_ratio=float(ratio.min()),
max_ratio=float(ratio.max()),
range_ratio=float(ratio.max() - ratio.min()), # the headline divergence measure
iqr_ratio=float(np.percentile(ratio, 75) - np.percentile(ratio, 25)),
p10_ratio=float(np.percentile(ratio, 10)),
p90_ratio=float(np.percentile(ratio, 90)),
mean_ratio_in=float((np.asarray(d_in, dtype=float) / d_true).mean()),
range_ratio_in=float(np.ptp(np.asarray(d_in, dtype=float) / d_true)),
mean_m=float(np.mean(er.m)),
mean_q=float(np.nanmean(er.q)),
mean_q_eff=float(np.nanmean(er.q_eff)),
std_q=float(np.nanstd(er.q)),
agreement_window=er.agreement_window,
agreement_tip=er.agreement_tip,
mean_orphan_rate=er.mean_orphan_rate,
n_active_window=er.n_active_window,
n_blocks=er.n_blocks,
adv_blocks=er.adv_blocks,
honest_blocks=er.honest_blocks,
adv_block_share=(
er.adv_blocks / (er.adv_blocks + er.honest_blocks)
if (er.adv_blocks + er.honest_blocks) > 0 else 0.0
),
fork_rate=er.fork_rate,
max_reorg_depth=er.max_reorg_depth,
mean_reorg_depth=er.mean_reorg_depth,
p_ref=er.p_ref,
deep_ref_share=er.deep_ref_share,
)
return row