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Preserve multi-metric outcome constraints through candidate generation - #5310
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Summary: Fixes meta#5309. What Changed: - Extract all signed coefficients from `OutcomeConstraint.metric_weights`, without depending on the deprecated `ScalarizedOutcomeConstraint` class. - Validate every fitted constraint metric and compute relative baseline values and diagnostics from every component. - Exclude scalarized constraints from automatic single-metric winsorization and avoid nonlinear `BilogY` transformations of their component metrics, including components that also have single-metric constraints. - Reject relative multi-metric expressions in the Client API parser, consistent with the existing documented restriction. Lower-level mixed-sign relative parsing remains a separate issue. - Add regression coverage for expression constraints, both inequality directions, signed coefficients, canonical signatures, relative baseline handling, missing component data, and end-to-end Client generation. The Client reproduction produced `A=[[0,1,0]]` before the fix. The regression now verifies both appropriately standardized metric coefficients and the transformed bound. Differential Revision: D126924134
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@saitcakmak has exported this pull request. If you are a Meta employee, you can view the originating Diff in D126924134. |
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This pull request has been merged in 4cb6e3e. |
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #5310 +/- ##
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+ Coverage 96.60% 96.61% +0.01%
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Files 621 621
Lines 71099 71221 +122
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+ Hits 68683 68808 +125
+ Misses 2416 2413 -3 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
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Summary:
Fixes #5309.
What Changed:
OutcomeConstraint.metric_weights, without depending on the deprecatedScalarizedOutcomeConstraintclass.BilogYtransformations of their component metrics, including components that also have single-metric constraints.The Client reproduction produced
A=[[0,1,0]]before the fix. The regression now verifies both appropriately standardized metric coefficients and the transformed bound.Differential Revision: D126924134