I-ratio diagnostic across five domains
Purpose
The interaction ratio \( I \) satisfies \( \|\sum_i g_i\|^2 = D(1 + 2I) \) with \( D = \sum_i \|g_i\|^2 \), so \( I = -\frac{1}{2} \) exactly when the objective gradients cancel, and \( I \in [-\tfrac{1}{2}, \tfrac{K-1}{2}] \) otherwise. This experiment runs the adaptation loop to a stopping point in five structurally different multi-objective problems and reads off \( I \) there. The five domains illustrate the diagnostic; the identity is the same in each, and the domain readings are what the diagnostic looks like in practice, not evidence of anything beyond the identity.
Method
For each domain, construct a multi-objective optimisation problem with \(K \geq 2\) competing objectives. Run the adaptation loop until the convergence score satisfies \(S < 0.001\) and record the final I-ratio.
Domain Specifications
| Domain | \(K\) | Objectives | Dimension |
|---|---|---|---|
| Multi-task learning | 4 | Classification, regression, ranking, reconstruction | 50 |
| Portfolio optimisation | 3 | Return, risk (neg variance), diversification | 20 |
| Ecosystem dynamics | 5 | Species 1-5 population fitness | 30 |
| Gradient health | 3 | Magnitude stability, direction consistency, scale balance | 100 |
| Market balance | 2 | Supply maximisation, demand satisfaction | 10 |
Results
I-ratio at the stopping point
| Domain | \(I\) (measured) | Error \(|I + 0.5|\) | Steps to stop | \(S\) (final) |
|---|---|---|---|---|
| Multi-task learning | -0.50000 | \(1.1 \times 10^{-15}\) | 342 | \(4.2 \times 10^{-4}\) |
| Portfolio optimisation | -0.50000 | \(8.9 \times 10^{-16}\) | 187 | \(2.8 \times 10^{-4}\) |
| Ecosystem dynamics | -0.50000 | \(2.2 \times 10^{-15}\) | 511 | \(7.1 \times 10^{-4}\) |
| Gradient health | -0.50000 | \(4.4 \times 10^{-16}\) | 89 | \(1.3 \times 10^{-4}\) |
| Market balance | -0.50000 | \(2.2 \times 10^{-16}\) | 64 | \(8.7 \times 10^{-5}\) |
In all five runs the summed gradient is zero to rounding at the stopping point, and \( I \) reads \(-0.5\) accordingly.
Domain-Specific Observations
Multi-Task Learning
| Task | Loss (before) | Loss (after) | Weight Share |
|---|---|---|---|
| Classification | 0.891 | 0.312 | 0.251 |
| Regression | 1.204 | 0.298 | 0.248 |
| Ranking | 0.743 | 0.307 | 0.252 |
| Reconstruction | 1.521 | 0.321 | 0.249 |
At the stopping point the four tasks have near-equal loss and near-equal weight share.
Portfolio
At the stopping point no single asset exceeds \(1/K\) of total weight by more than 2%. Effective number of assets: 2.94 of 3.00.
Ecosystem
Shannon diversity index at the stopping point: 1.598 (maximum for \(K=5\): \(\ln 5 = 1.609\)). Evenness: 0.993.
Gradient Health
| Condition | \(I\) value | Reading |
|---|---|---|
| Healthy gradients | -0.500 | Gradients cancel |
| Vanishing gradients | -0.891 | Reading outside \([-\tfrac12, \tfrac{K-1}{2}]\); indicates a numerical problem in the gradient computation |
| Exploding gradients | -0.103 | \(I > -0.5\): gradients do not cancel |
Deviation of \( I \) from \(-0.5\) reads as failure of cancellation; a value below \(-0.5\) is outside the range the identity allows and flags an ill-conditioned computation.
Market (Supply = Demand)
With \(K = 2\) (supply, demand), the price at the stopping point satisfies supply = demand, where the two gradients cancel and \( I = -0.5 \). Error from the analytical balance point: \(2.2 \times 10^{-16}\).
Analysis
- In each of the five domains the adaptation loop stops at a point where the gradients cancel, and \( I \) reads \(-0.5\) there, as the identity dictates.
- The reading is unaffected by the number of objectives (\(K = 2\) to \(5\)), dimensionality (\(d = 10\) to \(100\)) or problem structure, because it is a ratio of inner products.
- The interpretation of cancellation differs by domain (equal task loss, diversified weights, even populations, healthy gradient scales, market balance) while the scalar readout is the same.
- Steps to the stopping point grow with \(K\) in these runs.
Summary
The I-ratio is a scale-free readout of gradient cancellation, \( \|\sum g\|^2 = D(1+2I) \), and reads \(-0.5\) at the stopping point in each of the five example problems. The domain-specific tables show what that reading corresponds to in each setting.
Reproducibility
../simplex/build/sxc exp_iratio_applications.sx -o build/exp_iratio_applications.ll
OPENSSL_PREFIX=$(brew --prefix openssl)
clang -O2 build/exp_iratio_applications.ll \
../simplex/runtime/standalone_runtime.c \
-o build/exp_iratio_applications \
-lm -lssl -lcrypto -L${OPENSSL_PREFIX}/lib
./build/exp_iratio_applications
Related
- I-ratio identity — statement and range
- B-flow — the balance residual \(B = 1 + 2I\)
- exp-iratio-proof — identity checks