feat: convergence criterion overhaul — relative ELBO, composite stop, patience#95
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The typecheck recipe called `uv run mypy` without `--extra plot`, so matplotlib stubs were missing when the venv was created by `uv run` rather than `just uv-sync`. Add `--extra dev --extra plot` to match the sync recipe.
Add two new ELBO-based convergence criteria: - cfstop_rel: stops when |ELBO[t] - ELBO[t-1]| / |ELBO[t]| < threshold (scale-invariant relative decrease). - cfstop_curv: stops when |ΔELBO[t] - ΔELBO[t-1]| < threshold (2nd difference / curvature, detects asymptotic regime). Both are evaluated after the existing cfstop plateau check, preserving priority order. Disabled by default (None). Refactors cost-related criteria into _cost_criteria() helper to keep convergence_check() complexity under the C901 limit. Refs: #54
Add composite_stop option: a dict of sub-criteria that must ALL be
satisfied simultaneously before declaring convergence. Supported
sub-criteria: angle, rms (relative change), elbo_rel.
Example: composite_stop={'angle': 1e-8, 'rms': 1e-4, 'elbo_rel': 1e-6}
Refactors convergence_check() to use a list-of-checks pattern,
eliminating excessive return statements and complexity.
Refs: #54
Gate all convergence signals through a configurable patience counter that requires N consecutive triggering iterations before reporting convergence. Default patience=1 preserves existing behavior. - Add _apply_patience() helper to _converge.py - Initialize _patience counter in lc dict (_monitoring.py) - Add patience option with default 1 to _pca_full.py - Add 4 tests covering suppression, consecutive trigger, reset, default Part of #54
Verify cfstop_rel, composite_stop, and patience options work in end-to-end pca_full fits on a low-rank synthetic matrix. Part of #54
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Closes #54
Summary
Adds three new convergence mechanisms and a patience window to give users
fine-grained control over when VB-PCA iteration terminates.
New options
cfstop_relfloat | NoneNonecfstop_curvfloat | NoneNonecomposite_stopdict | NoneNoneangle,rms,elbo_rel,elbo_curv)patienceint1Changes
src/vbpca_py/_converge.py(+276/−32) — Added_relative_elbo_stop(),_elbo_curvature_stop(),_cost_criteria(),_composite_stop(),_apply_patience()helpers; refactoredconvergence_check()to alist-of-checks pattern to stay within C901 complexity limits.
src/vbpca_py/_pca_full.py(+4) — Register new option defaults.src/vbpca_py/_monitoring.py(+1) — Initialize_patiencecounter in lc dict.justfile(+1/−1) — Fix typecheck recipe to include--extra dev --extra plotso matplotlib stubs resolve correctly.
tests/test_converge.py(+480) — 23 new unit tests covering all criteriaand patience behaviour.
tests/test_integration.py(+46) — 3 integration tests verifyingcfstop_rel,composite_stop, andpatiencein realpca_fullfits.CI
431 tests pass, 90.05% coverage (threshold 89%).