Improve phenotype scaling and safeguarded line search

tests/cpp/test_reml_synthetic.cpp

@@ -165,6 +165,49 @@ void test_ai_reml_fit_improves_likelihood() {
                  "reported sigma_g2 is inconsistent");
 }
 
+void test_internal_phenotype_scaling_restores_original_units() {
+    Fixture fixture;
+    constexpr double scale = 1.0e6;
+    std::vector<double> scaled_y = fixture.y;
+    for (double& value : scaled_y) {
+        value *= scale;
+    }
+    spectra::reml::RemlOptions options;
+    options.max_iterations = 150;
+    const auto original = spectra::reml::fit_ai_reml_spectral(
+        fixture.y, fixture.x, fixture.lambda, options);
+    const auto scaled = spectra::reml::fit_ai_reml_spectral(
+        scaled_y, fixture.x, fixture.lambda, options);
+    require(original.has_estimates() && scaled.has_estimates(),
+            "scale-invariance fixture returned no estimates");
+    require(original.status == scaled.status,
+            "phenotype scaling changed the fit status");
+    require_near(scaled.sigma_e2, original.sigma_e2 * scale * scale, 2e-10,
+                 "sigma_e2 was not restored to phenotype units");
+    require_near(scaled.sigma_g2, original.sigma_g2 * scale * scale, 2e-10,
+                 "sigma_g2 was not restored to phenotype units");
+    require_near(scaled.h2, original.h2, 2e-11,
+                 "phenotype scaling changed h2");
+    for (std::size_t i = 0; i < original.beta.size(); ++i) {
+        require_near(scaled.beta[i], original.beta[i] * scale, 2e-10,
+                     "beta was not restored to phenotype units");
+    }
+    for (std::size_t i = 0;
+         i < original.beta_covariance_packed_lower.size(); ++i) {
+        require_near(scaled.beta_covariance_packed_lower[i],
+                     original.beta_covariance_packed_lower[i] * scale * scale,
+                     3e-10,
+                     "beta covariance was not restored to phenotype units");
+    }
+    const double expected_log_likelihood_shift =
+        -static_cast<double>(fixture.y.size() - fixture.x.cols()) *
+        std::log(scale);
+    require_near(scaled.log_likelihood,
+                 original.log_likelihood + expected_log_likelihood_shift,
+                 2e-11,
+                 "REML likelihood was not restored to phenotype units");
+}
+
 void test_residual_only_kkt_boundary() {
     constexpr std::size_t n = 14;
     spectra::reml::ColMajorMatrix x(n, 1);
@@ -216,6 +259,7 @@ int main() {
         test_score_matches_finite_difference();
         test_signed_parameterization_and_row_permutation();
         test_ai_reml_fit_improves_likelihood();
+        test_internal_phenotype_scaling_restores_original_units();
         test_residual_only_kkt_boundary();
         std::cout << "test_reml_synthetic: PASS\n";
         return EXIT_SUCCESS;

tests/python/test_spectra_reml_cli.py

@@ -90,6 +90,8 @@ class SpectraRemlCliTests(unittest.TestCase):
                 "--extra-indices",
                 "--n-phenotype-rows",
                 "--n-extra-covariate-rows",
+                "--line-search-expansion",
+                "--zoom-safeguard",
             ):
                 self.assertEqual(command.count(option), 1)