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perf: cache L in Constant adapter, skip Σ re-decomposition (closes #68) - #69
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Register the Cholesky factor L of Σ as a pm.Deterministic alongside the existing Sigma deterministic. Loop 1 of the #68 fix: posterior now carries L directly so downstream cholesky_at can read it without re-decomposing Σ on every call (next commit). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
…loses #68) The Constant adapter's cholesky_at now reads posterior["L"] directly, which the previous commit exposed as a pm.Deterministic. Removes the batched np.linalg.cholesky call from every cholesky_at invocation and from the cholesky_path/forecast_cholesky_path broadcasts that delegate to it. Updates: - synthetic_idata_2v fixture now carries L alongside Sigma so hand-rolled posteriors mirror real Constant-adapter output - TestPosteriorEquivalence byte-for-byte set extended to include L - New TestConstantCholeskyAt::test_reads_cached_L_not_decomposed_sigma pins the contract by using inconsistent L vs. Σ in the posterior Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #69 +/- ##
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This was referenced May 18, 2026
This was referenced May 18, 2026
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Wraps up the spring-cleaning stack. Individually small fixes that cluster naturally into one style PR. - src/impulso/volatility.py: `Constant.cholesky_path` / `forecast_cholesky_path` docstrings reference `L` (the actual posterior key after #69) instead of `Sigma`; cross-ref `Constant.cholesky_at` as the canonical accessor. - src/impulso/sv/data.py: `_MIN_OBS` is now `ClassVar[int] = 24` — makes the class-attribute intent explicit instead of relying on Pydantic's implicit underscore handling. - src/impulso/fitted.py: `FittedVAR.has_exog` drops `@computed_field` (now a plain `@property`) so it stops appearing in `model_dump()`. - src/impulso/sv/dynamics.py: `RandomWalk.build_latent_path` / `AR1.build_latent_path` swap `Any` for `"pt.TensorVariable"` forward refs that match the SVDynamics Protocol declaration; drop the now-unused `Any` import. - src/impulso/results.py: delete `VARResultBase.__repr__` override — Pydantic's default produces a useful compact repr because every `idata` field has `Field(repr=False)`. - src/impulso/**/*.py: docstring sweep — double backticks (RST) → single backticks (Markdown / mkdocstrings); no more `:meth:` / `:class:` cross-refs (replaced with plain backticked names in earlier passes). - CLAUDE.md: codify the docstring convention under "Code Conventions". - src/impulso/identified.py: delete `forecast_error_variance_decomposition`; `fevd` is the canonical name. Docstring + .qmd / .md cross-references updated. - pyproject.toml + uv.lock: bump `0.0.5 → 0.0.6` to ship the cumulative audit cleanup (#73 + #75 + #77 + this PR). Closes audit findings #5, #8, #12, #13, #14, #15, #16 (reports/audit-2026-05-18.md). Breaking (pre-v0.1): callers of `IdentifiedVAR.forecast_error_variance_decomposition` must use `IdentifiedVAR.fevd` (no signature change). The long name was always an alias; per repo policy pre-v0.1 API breaks are in scope. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
thomaspinder
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May 18, 2026
Wraps up the spring-cleaning stack. Individually small fixes that cluster naturally into one style PR. - src/impulso/volatility.py: `Constant.cholesky_path` / `forecast_cholesky_path` docstrings reference `L` (the actual posterior key after #69) instead of `Sigma`; cross-ref `Constant.cholesky_at` as the canonical accessor. - src/impulso/sv/data.py: `_MIN_OBS` is now `ClassVar[int] = 24` — makes the class-attribute intent explicit instead of relying on Pydantic's implicit underscore handling. - src/impulso/fitted.py: `FittedVAR.has_exog` drops `@computed_field` (now a plain `@property`) so it stops appearing in `model_dump()`. - src/impulso/sv/dynamics.py: `RandomWalk.build_latent_path` / `AR1.build_latent_path` swap `Any` for `"pt.TensorVariable"` forward refs that match the SVDynamics Protocol declaration; drop the now-unused `Any` import. - src/impulso/results.py: delete `VARResultBase.__repr__` override — Pydantic's default produces a useful compact repr because every `idata` field has `Field(repr=False)`. - src/impulso/**/*.py: docstring sweep — double backticks (RST) → single backticks (Markdown / mkdocstrings); no more `:meth:` / `:class:` cross-refs (replaced with plain backticked names in earlier passes). - CLAUDE.md: codify the docstring convention under "Code Conventions". - src/impulso/identified.py: delete `forecast_error_variance_decomposition`; `fevd` is the canonical name. Docstring + .qmd / .md cross-references updated. - pyproject.toml + uv.lock: bump `0.0.5 → 0.0.6` to ship the cumulative audit cleanup (#73 + #75 + #77 + this PR). Closes audit findings #5, #8, #12, #13, #14, #15, #16 (reports/audit-2026-05-18.md). Breaking (pre-v0.1): callers of `IdentifiedVAR.forecast_error_variance_decomposition` must use `IdentifiedVAR.fevd` (no signature change). The long name was always an alias; per repo policy pre-v0.1 API breaks are in scope. Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
Constant.build_pymc_latentnow registersLas apm.DeterministicalongsideSigmaConstant.cholesky_atreadsposterior["L"]directly instead of callingnp.linalg.cholesky(Σ)on every invocation; this propagates tocholesky_pathandforecast_cholesky_pathwhich delegate to itL); existing consumers (Sigma,B,intercept,sigma_sd,tril_offdiag) are byte-for-byte unchangedCloses #68.
Test plan
pytest tests/test_volatility.py -v— 20/20 pass, including both@pytest.mark.slowTestPosteriorEquivalenceMCMC testspytest -m "not slow" -q— 227 passed, 22 deselected, no regressionsruff check src/ tests/— cleanruff format --check src/ tests/— cleanty check— cleanTestConstantCholeskyAt::test_reads_cached_L_not_decomposed_sigmapins the "reads cachedL, never re-decomposes Σ" contract by feeding deliberately-inconsistentL/Σto the adapterTestPosteriorEquivalence::test_explicit_constant_matches_string_defaultextended to includeLin the byte-for-byte equality check acrossvolatility=default /"constant"/Constant()🤖 Generated with Claude Code