Stabilize discrete-state initial probability normalization#4375
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Summary
discrete_forward_backward()andimm_forward_backward()Root cause
The public discrete-state compatibility layer validated each prior entry as finite and non-negative, then summed the raw values directly:
Individually finite weights can still have an infinite sum. For example,
[max_float, max_float / 2]has the well-defined ratio2:1, but its direct sum overflows toinf. Dividing by that total produces[0, 0], so valid initial HMM or IMM probabilities lose all mass and the filter fails at the first emission.Fix
After applying the optional valid-state mask, scale the vector by its largest entry before summing. The scaled values lie in
[0, 1], retain the original ratios, and normalize to finite unit mass. Existing validation for shape, numeric type, finiteness, non-negativity, and positive mass is preserved.Validation
[max_float, max_float / 2] -> [0, 0][2/3, 1/3]with unit masspython -m py_compilepasses for the modified source and new testmainand zero behind; production diff is 4 additions and 3 deletionsThe full repository test and backend matrix is delegated to GitHub Actions.