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Add information criteria for explicit-state fits - #87

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jonathanberthias wants to merge 3 commits into
migration/bernoullifrom
migration/explicit-state-metrics
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jonathanberthias wants to merge 3 commits into
migration/bernoullifrom
migration/explicit-state-metrics

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@jonathanberthias

@jonathanberthias jonathanberthias commented Sep 27, 2026 •

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The explicit-state fitting path has a common log_prob objective and retains its fitting observations, but information criteria still live in the legacy metrics module, which reads mutable distribution parameters and cannot score a FitResult. The likelihood helper can also silently sum an extra model batch axis.

This PR adds aic(fit) and bic(fit) for explicit-state MLE results. Both evaluate the model at the result's state on its retained fitting dataset, count only free parameter coordinates, and require a successful fit and finite evaluated likelihood. BIC counts observations along the first data axis, with scalar data counting as one observation. Dataset likelihood aggregation requires one pointwise log score per observation.

AIC and BIC are evaluated after MLE fitting. For a fixed model their penalties are constant in the parameter values, so minimizing them would give the same fitted state as minimizing negative log likelihood. Predictive scores that can change the fit are handled in a separate slice.

@jonathanberthias
jonathanberthias force-pushed the migration/explicit-state-metrics branch 3 times, most recently from 53554f1 to 5a7a426 Compare September 27, 2026 20:27
@jonathanberthias
jonathanberthias force-pushed the migration/explicit-state-metrics branch from 9e3f684 to 22b2aa8 Compare October 2, 2026 21:05
@jonathanberthias
jonathanberthias force-pushed the migration/explicit-state-metrics branch from 22b2aa8 to 6a6b37c Compare October 2, 2026 22:25
@jonathanberthias
jonathanberthias force-pushed the migration/explicit-state-metrics branch from 6a6b37c to 4f6d924 Compare October 3, 2026 11:03
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