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src/libK/refactor_table.md
In rlibkriging: Kriging Models using the 'libKriging' Library
Class topology and shape
Last updated 2026-05-06 — post W-1/W-2/W-3 + A/A2/B/D/F + G + C2 + N (noise unification).
NuggetKriging and NoiseKriging have been merged into Kriging via the NoiseModel enum (None | Nugget | Heterogeneous).
┌─────────────────────┬────────────────────────────────────────────────────────────────┬────────────────────────────────────────────────┬───────────────────────────────────────────────────────┐
│ │ Kriging │ WarpKriging │ MLPKriging │
│ │ (None / Nugget / Heterogeneous) │ │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ File LOC │ 1854 (was 1897 + 1470 + 1116 across 3 files pre-N) │ 2661 (was 2940) │ 177 (was 1361) │
│ │ NoiseKriging.cpp + NuggetKriging.cpp removed (stage N) │ KrigingImpl.cpp: 879 (was 647 — +232 helpers) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Inherits KrigingImpl│ protected (pre-existing) │ protected (W-2) │ does NOT inherit — holds WarpKriging m_impl (A) │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Kernel input slot │ inherited m_X (= normalized X) │ inherited m_X (= Φ(X_norm), Option A) │ via m_impl.m_X (Φ-space) │
│ │ │ raw kept in m_X_raw │ raw kept in m_impl.m_X_raw │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Distance cache │ inherited m_dX / m_maxdX │ inherited m_dX / m_maxdX (set in │ via m_impl │
│ │ │ refresh_cache — G) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ m_noise location │ inherited; empty (None), always set (Heterogeneous), │ inherited (optional, set when fit with noise) │ via m_impl (always empty — MLP has no noise path) │
│ │ unused (Nugget uses m_nugget/m_est_nugget instead) │ — hoisted in D │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ KModel struct │ shared KrigingImpl::KModel │ shared KrigingImpl::KModel (W-1) │ via m_impl (no own KModel) │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ populate_Model │ KrigingImpl::populate_Model (diag branch per NoiseModel) │ KrigingImpl::populate_Model (W-2) │ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ make_Cov │ KrigingImpl::make_Cov │ KrigingImpl::make_Cov via name normalizer (W-2)│ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ covMat() accessor │ inherited │ inherited │ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Trend matrix │ regressionModelMatrix(m_regmodel, m_X) │ same (Φ-space; build_trend_matrix wraps) │ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Normalization │ rowvec on all dims (base helper) │ per-dim continuous-only (centerX(j)=0, │ via m_impl │
│ │ │ scaleX(j)=1 for non-continuous → reduces to │ │
│ │ │ rowvec equivalence) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Diag sentinel │ None→1 | Nugget→1+α | Heterogeneous→1+noise_i/σ² │ 1 + num_nugget [+ noise/σ²] │ 1 + 1e-8 (via m_impl with mlp_joint warp spec) │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Closed-form σ̂² │ None→yes | Nugget→no (joint optim of (θ,α)) │ yes when m_noise empty, else 1-D │ yes (via m_impl, noise always empty) │
│ │ Heterogeneous→no (per-point noise) │ golden-section over σ² │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Optim variables │ None→θ(+β when fixed) | Nugget→(θ,α) | Noise→(θ,σ²) │ (θ, warp_params, [σ² when noise]) │ (θ, warp_params) via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Optim algorithm │ L-BFGS-B multistart │ bi-level Adam(warp) ⊕ L-BFGS(θ) │ via m_impl (bi-level Adam ⊕ L-BFGS with mlp_joint) │
│ │ │ (stays in Warp); m_optim/m_objective now set │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ update_no_refit │ KrigingImpl::update_no_refit_impl │ KrigingImpl::update_no_refit_impl (W-3) │ via m_impl (A) │
│ │ │ +hook: extend m_X_raw / m_noise / re-warp m_X │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ save / load │ dump_common / load_common (B) with nugget/noise extras │ dump_to_json calls dump_common_to_json + Warp │ dump_to_json / load_from_json via m_impl (A2+G) │
│ │ │ extras; load_from_json branches v2/v3 (G) │ v3 schema; v2 legacy files still loadable │
│ │ │ v3 schema ("covType"/"X_raw"); v2 still loads │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ summary() │ summary_top + summary_bottom (F); noise/nugget details │ summary_top(&m_X_raw) + warpings block + │ Delegates to m_impl.summary() + header rename (A) │
│ │ auto-included per NoiseModel │ summary_bottom (G); X_display_override param │ │
│ │ │ shows input-space ranges not Φ-space │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ fit_setup_impl │ KrigingImpl::fit_setup_impl │ NOT routed — θ₀ normalized by scaleX in base │ via m_impl (A) │
│ │ │ helper, but Warp's θ lives in feature_dim ≠ │ │
│ │ │ input-d, so dimensions mismatch │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ predict_impl │ KrigingImpl::predict_impl │ KrigingImpl::predict_impl (C2) with phi_fn + │ via m_impl (A) │
│ │ │ jac_fn lambdas; Xn_n_input saved before phi │ │
│ │ │ overwrites Xn_n; deriv chain-ruled to d_input │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ simulate_impl │ KrigingImpl::simulate_impl │ KrigingImpl::simulate_impl (W-4) via phi_fn; │ via m_impl (A) │
│ update_simulate_impl│ KrigingImpl::update_simulate_impl │ wrapper keeps with_noise/lastsim_with_noise + │ │
│ │ │ noise_ok cache check (Warp-only extras) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ logLikelihoodFun θ- │ free helper (no member θ swap) │ inline save/restore m_theta around │ via m_impl (A) │
│ swap pattern │ │ refresh_cache (E deferred — only 2 callsites, │ │
│ │ │ refresh_cache call is class-specific anyway) │ │
└─────────────────────┴────────────────────────────────────────────────────────────────┴────────────────────────────────────────────────┴───────────────────────────────────────────────────────┘
Net LOC delta on this branch
pre-N post-N Δ vs pre-N notes
Kriging.cpp 1837 1854 +17 NoiseModel enum + noise/nugget fit paths
NuggetKriging.cpp 1264 0 −1264 removed — merged into Kriging (stage N)
NoiseKriging.cpp 960 0 −960 removed — merged into Kriging (stage N)
WarpKriging.cpp 2661 2768 +107 noise path added (stage N)
MLPKriging.cpp 177 178 +1
KrigingImpl.cpp 879 877 −2
──────
−2101 net vs pre-N state (−3754 vs pre-W1 state)
Binding summary (stage N — noise unification)
| Binding | Backward-compat shim | New unified API |
|---------|----------------------|-----------------|
| R | NoiseKrigingClass.R / NuggetKrigingClass.R kept as S3 wrappers delegating to Kriging(noise_model=...) | Kriging(noise=vector) / Kriging(noise="nugget") |
| Python | Old PyNoiseKriging / PyNuggetKriging files retained but NOT compiled | Kriging(noise=array) / Kriging(noise="nugget") |
| Julia | NuggetKriging(...) / NoiseKriging(...) kept as deprecated wrappers (Base.depwarn) | Kriging(y, X, kernel; noise=vec\|"nugget") |
| Octave | NuggetKriging::* / NoiseKriging::* dispatcher cases redirect to Kriging_binding | Kriging(y, X, ..., [], 'heterogeneous', noise) |
Completed stages
| Stage | Description | Status |
|-------|-------------|--------|
| W-1 | Drop WKModel/MLPKModel, use base KModel | ✓ done |
| W-2 | Inherit KrigingImpl; route populate_Model / covMat / make_Cov | ✓ done |
| W-3 | Route update_no_refit_impl; extend m_X_raw / m_noise / re-warp hook | ✓ done |
| B | dump_common / load_common for Kriging / Nugget / Noise | ✓ done |
| D | Hoist m_noise to KrigingImpl | ✓ done |
| F | summary_top / summary_bottom helpers | ✓ done |
| A | MLPKriging as thin facade over WarpKriging(mlp_joint) | ✓ done |
| A2 | MLPKriging save/load via WarpKriging::dump_to_json / load_from_json | ✓ done |
| G | WarpKriging summary/dump/load via base helpers; v3 schema; m_maxdX/m_optim/m_objective set in fit | ✓ done |
| C2 | WarpKriging::predict via predict_impl; FeatureJacobian type; chain-rule deriv to input space | ✓ done |
| W-4 | WarpKriging::simulate / update_simulate via simulate_impl / update_simulate_impl + phi_fn | ✓ done (in G commit) |
| N | Remove NuggetKriging.cpp / NoiseKriging.cpp; unify into Kriging with NoiseModel enum; update all bindings (R/Python/Julia/Octave); re-render all notebooks | ✓ done |
Deferred / open opportunities
- E —
with_temp_theta helper: only 2 callsites (Warp + MLP), and the refresh_cache
calls inside are class-specific. Abstraction tax exceeds duplication tax.
- Python cleanup:
NoiseKriging_binding.cpp / NuggetKriging_binding.cpp and their headers are
dead code (not compiled). Safe to delete once backward-compat shims are no longer needed.
Implementation notes for C2
FeatureJacobian = std::function<arma::mat(const arma::vec&)> — receives normalized input
column (d_input,), returns Jacobian (d_phi × d_input).predict_impl is now const; gains phi and jac parameters (default {}).- Critical:
Xn_n_input (d_input × n_n) saved before Xn_n is overwritten to phi-space
(Xn_n = trans(phi(Xn_n))). The jac lambda receives Xn_n_input.col(i) — normalized input,
not phi-space — so FD perturbations are in the right space.
- Chain rule:
DR_on_i = DR_on_i_phi * J_i (n_o × d_input), DF_n_i = J_i.t() * DF_n_i_phi
(d_input × p). Output matrices Dyhat_n / Dysd2_n allocated at d_input width.
Implementation notes for N (noise unification)
Kriging::NoiseModel enum: None | Nugget | Heterogeneous. Stored as m_noise_model.Nugget mode: m_nugget (double) + m_est_nugget (bool). Diagonal sentinel = 1 + alpha (where alpha = nugget/sigma2). Joint optim over (theta, alpha).Heterogeneous mode: m_noise (vec, length n). Diagonal sentinel = 1 + noise_i/sigma2. Optim over (theta, sigma2).- Backward-compat: R and Julia keep
NoiseKriging/NuggetKriging as user-visible class names; Python exposes only Kriging with noise_model string.
- T/M/z normalization difference vs old classes: new unified Kriging stores
T = Chol(R + diag(noise/σ²)) (correlation units); old NoiseKriging stored Chol(σ²R + diag(noise)) (covariance units). Differs by sqrt(σ²). All user-facing values (theta, sigma2, beta, predictions, loglik) match exactly.
- compat-r CI: compares new Kriging API output vs v0.9.3
NoiseKriging/NuggetKriging reference; T/M/z excluded from comparison; macOS logMargPost excluded (bug in old arm64 binary).
Status
Branch is at its natural stopping point. All tests pass. Stages W-1 through W-4, A/A2, B, C2, D, F, G, and N are complete. Only E remains deferred.
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Class topology and shape
Last updated 2026-05-06 — post W-1/W-2/W-3 + A/A2/B/D/F + G + C2 + N (noise unification).
NuggetKriging and NoiseKriging have been merged into Kriging via the NoiseModel enum (None | Nugget | Heterogeneous).
┌─────────────────────┬────────────────────────────────────────────────────────────────┬────────────────────────────────────────────────┬───────────────────────────────────────────────────────┐
│ │ Kriging │ WarpKriging │ MLPKriging │
│ │ (None / Nugget / Heterogeneous) │ │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ File LOC │ 1854 (was 1897 + 1470 + 1116 across 3 files pre-N) │ 2661 (was 2940) │ 177 (was 1361) │
│ │ NoiseKriging.cpp + NuggetKriging.cpp removed (stage N) │ KrigingImpl.cpp: 879 (was 647 — +232 helpers) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Inherits KrigingImpl│ protected (pre-existing) │ protected (W-2) │ does NOT inherit — holds WarpKriging m_impl (A) │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Kernel input slot │ inherited m_X (= normalized X) │ inherited m_X (= Φ(X_norm), Option A) │ via m_impl.m_X (Φ-space) │
│ │ │ raw kept in m_X_raw │ raw kept in m_impl.m_X_raw │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Distance cache │ inherited m_dX / m_maxdX │ inherited m_dX / m_maxdX (set in │ via m_impl │
│ │ │ refresh_cache — G) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ m_noise location │ inherited; empty (None), always set (Heterogeneous), │ inherited (optional, set when fit with noise) │ via m_impl (always empty — MLP has no noise path) │
│ │ unused (Nugget uses m_nugget/m_est_nugget instead) │ — hoisted in D │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ KModel struct │ shared KrigingImpl::KModel │ shared KrigingImpl::KModel (W-1) │ via m_impl (no own KModel) │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ populate_Model │ KrigingImpl::populate_Model (diag branch per NoiseModel) │ KrigingImpl::populate_Model (W-2) │ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ make_Cov │ KrigingImpl::make_Cov │ KrigingImpl::make_Cov via name normalizer (W-2)│ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ covMat() accessor │ inherited │ inherited │ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Trend matrix │ regressionModelMatrix(m_regmodel, m_X) │ same (Φ-space; build_trend_matrix wraps) │ via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Normalization │ rowvec on all dims (base helper) │ per-dim continuous-only (centerX(j)=0, │ via m_impl │
│ │ │ scaleX(j)=1 for non-continuous → reduces to │ │
│ │ │ rowvec equivalence) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Diag sentinel │ None→1 | Nugget→1+α | Heterogeneous→1+noise_i/σ² │ 1 + num_nugget [+ noise/σ²] │ 1 + 1e-8 (via m_impl with mlp_joint warp spec) │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Closed-form σ̂² │ None→yes | Nugget→no (joint optim of (θ,α)) │ yes when m_noise empty, else 1-D │ yes (via m_impl, noise always empty) │
│ │ Heterogeneous→no (per-point noise) │ golden-section over σ² │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Optim variables │ None→θ(+β when fixed) | Nugget→(θ,α) | Noise→(θ,σ²) │ (θ, warp_params, [σ² when noise]) │ (θ, warp_params) via m_impl │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ Optim algorithm │ L-BFGS-B multistart │ bi-level Adam(warp) ⊕ L-BFGS(θ) │ via m_impl (bi-level Adam ⊕ L-BFGS with mlp_joint) │
│ │ │ (stays in Warp); m_optim/m_objective now set │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ update_no_refit │ KrigingImpl::update_no_refit_impl │ KrigingImpl::update_no_refit_impl (W-3) │ via m_impl (A) │
│ │ │ +hook: extend m_X_raw / m_noise / re-warp m_X │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ save / load │ dump_common / load_common (B) with nugget/noise extras │ dump_to_json calls dump_common_to_json + Warp │ dump_to_json / load_from_json via m_impl (A2+G) │
│ │ │ extras; load_from_json branches v2/v3 (G) │ v3 schema; v2 legacy files still loadable │
│ │ │ v3 schema ("covType"/"X_raw"); v2 still loads │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ summary() │ summary_top + summary_bottom (F); noise/nugget details │ summary_top(&m_X_raw) + warpings block + │ Delegates to m_impl.summary() + header rename (A) │
│ │ auto-included per NoiseModel │ summary_bottom (G); X_display_override param │ │
│ │ │ shows input-space ranges not Φ-space │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ fit_setup_impl │ KrigingImpl::fit_setup_impl │ NOT routed — θ₀ normalized by scaleX in base │ via m_impl (A) │
│ │ │ helper, but Warp's θ lives in feature_dim ≠ │ │
│ │ │ input-d, so dimensions mismatch │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ predict_impl │ KrigingImpl::predict_impl │ KrigingImpl::predict_impl (C2) with phi_fn + │ via m_impl (A) │
│ │ │ jac_fn lambdas; Xn_n_input saved before phi │ │
│ │ │ overwrites Xn_n; deriv chain-ruled to d_input │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ simulate_impl │ KrigingImpl::simulate_impl │ KrigingImpl::simulate_impl (W-4) via phi_fn; │ via m_impl (A) │
│ update_simulate_impl│ KrigingImpl::update_simulate_impl │ wrapper keeps with_noise/lastsim_with_noise + │ │
│ │ │ noise_ok cache check (Warp-only extras) │ │
├─────────────────────┼────────────────────────────────────────────────────────────────┼────────────────────────────────────────────────┼───────────────────────────────────────────────────────┤
│ logLikelihoodFun θ- │ free helper (no member θ swap) │ inline save/restore m_theta around │ via m_impl (A) │
│ swap pattern │ │ refresh_cache (E deferred — only 2 callsites, │ │
│ │ │ refresh_cache call is class-specific anyway) │ │
└─────────────────────┴────────────────────────────────────────────────────────────────┴────────────────────────────────────────────────┴───────────────────────────────────────────────────────┘
Net LOC delta on this branch
pre-N post-N Δ vs pre-N notes
Kriging.cpp 1837 1854 +17 NoiseModel enum + noise/nugget fit paths
NuggetKriging.cpp 1264 0 −1264 removed — merged into Kriging (stage N)
NoiseKriging.cpp 960 0 −960 removed — merged into Kriging (stage N)
WarpKriging.cpp 2661 2768 +107 noise path added (stage N)
MLPKriging.cpp 177 178 +1
KrigingImpl.cpp 879 877 −2
──────
−2101 net vs pre-N state (−3754 vs pre-W1 state)
Binding summary (stage N — noise unification)
| Binding | Backward-compat shim | New unified API |
|---------|----------------------|-----------------|
| R | NoiseKrigingClass.R / NuggetKrigingClass.R kept as S3 wrappers delegating to Kriging(noise_model=...) | Kriging(noise=vector) / Kriging(noise="nugget") |
| Python | Old PyNoiseKriging / PyNuggetKriging files retained but NOT compiled | Kriging(noise=array) / Kriging(noise="nugget") |
| Julia | NuggetKriging(...) / NoiseKriging(...) kept as deprecated wrappers (Base.depwarn) | Kriging(y, X, kernel; noise=vec\|"nugget") |
| Octave | NuggetKriging::* / NoiseKriging::* dispatcher cases redirect to Kriging_binding | Kriging(y, X, ..., [], 'heterogeneous', noise) |
Completed stages
| Stage | Description | Status | |-------|-------------|--------| | W-1 | Drop WKModel/MLPKModel, use base KModel | ✓ done | | W-2 | Inherit KrigingImpl; route populate_Model / covMat / make_Cov | ✓ done | | W-3 | Route update_no_refit_impl; extend m_X_raw / m_noise / re-warp hook | ✓ done | | B | dump_common / load_common for Kriging / Nugget / Noise | ✓ done | | D | Hoist m_noise to KrigingImpl | ✓ done | | F | summary_top / summary_bottom helpers | ✓ done | | A | MLPKriging as thin facade over WarpKriging(mlp_joint) | ✓ done | | A2 | MLPKriging save/load via WarpKriging::dump_to_json / load_from_json | ✓ done | | G | WarpKriging summary/dump/load via base helpers; v3 schema; m_maxdX/m_optim/m_objective set in fit | ✓ done | | C2 | WarpKriging::predict via predict_impl; FeatureJacobian type; chain-rule deriv to input space | ✓ done | | W-4 | WarpKriging::simulate / update_simulate via simulate_impl / update_simulate_impl + phi_fn | ✓ done (in G commit) | | N | Remove NuggetKriging.cpp / NoiseKriging.cpp; unify into Kriging with NoiseModel enum; update all bindings (R/Python/Julia/Octave); re-render all notebooks | ✓ done |
Deferred / open opportunities
- E —
with_temp_thetahelper: only 2 callsites (Warp + MLP), and therefresh_cachecalls inside are class-specific. Abstraction tax exceeds duplication tax. - Python cleanup:
NoiseKriging_binding.cpp/NuggetKriging_binding.cppand their headers are dead code (not compiled). Safe to delete once backward-compat shims are no longer needed.
Implementation notes for C2
FeatureJacobian = std::function<arma::mat(const arma::vec&)>— receives normalized input column (d_input,), returns Jacobian (d_phi × d_input).predict_implis nowconst; gainsphiandjacparameters (default{}).- Critical:
Xn_n_input(d_input × n_n) saved beforeXn_nis overwritten to phi-space (Xn_n = trans(phi(Xn_n))). The jac lambda receivesXn_n_input.col(i)— normalized input, not phi-space — so FD perturbations are in the right space. - Chain rule:
DR_on_i = DR_on_i_phi * J_i(n_o × d_input),DF_n_i = J_i.t() * DF_n_i_phi(d_input × p). Output matricesDyhat_n/Dysd2_nallocated at d_input width.
Implementation notes for N (noise unification)
Kriging::NoiseModelenum:None|Nugget|Heterogeneous. Stored asm_noise_model.Nuggetmode:m_nugget(double) +m_est_nugget(bool). Diagonal sentinel =1 + alpha(wherealpha = nugget/sigma2). Joint optim over(theta, alpha).Heterogeneousmode:m_noise(vec, length n). Diagonal sentinel =1 + noise_i/sigma2. Optim over(theta, sigma2).- Backward-compat: R and Julia keep
NoiseKriging/NuggetKrigingas user-visible class names; Python exposes onlyKrigingwithnoise_modelstring. - T/M/z normalization difference vs old classes: new unified Kriging stores
T = Chol(R + diag(noise/σ²))(correlation units); oldNoiseKrigingstoredChol(σ²R + diag(noise))(covariance units). Differs bysqrt(σ²). All user-facing values (theta, sigma2, beta, predictions, loglik) match exactly. - compat-r CI: compares new Kriging API output vs v0.9.3
NoiseKriging/NuggetKrigingreference; T/M/z excluded from comparison; macOS logMargPost excluded (bug in old arm64 binary).
Status
Branch is at its natural stopping point. All tests pass. Stages W-1 through W-4, A/A2, B, C2, D, F, G, and N are complete. Only E remains deferred.
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