Stabilize diagnostic window statistics at extreme scale

src/pyrecest/evaluation/diagnostic_summaries.py

@@ -252,14 +252,24 @@ def worst_time_windows(
             ],
             dtype=float,
         )
+        error_scale = float(np.max(np.abs(errors)))
+        if error_scale == 0.0:
+            rmse = 0.0
+            mae = 0.0
+            p95 = 0.0
+        else:
+            scaled_errors = errors / error_scale
+            rmse = error_scale * float(np.sqrt(np.mean(scaled_errors**2)))
+            mae = error_scale * float(np.mean(np.abs(scaled_errors)))
+            p95 = error_scale * float(np.percentile(scaled_errors, 95))
         rows.append(
             {
                 "time_start_s": float(start),
                 "time_end_s": float(start + window_s),
                 "count": int(errors.size),
-                "rmse": float(np.sqrt(np.mean(errors**2))),
-                "mae": float(np.mean(np.abs(errors))),
-                "p95": float(np.percentile(errors, 95)),
+                "rmse": rmse,
+                "mae": mae,
+                "p95": p95,
                 "max": float(np.max(errors)),
                 "mean_residual": (
                     None if residuals.size == 0 else float(np.mean(residuals))

tests/evaluation/test_diagnostic_summaries_extreme_errors.py

@@ -0,0 +1,22 @@
+import numpy as np
+
+from pyrecest.evaluation.diagnostic_summaries import worst_time_windows
+
+
+def test_worst_time_windows_stays_finite_for_large_finite_errors():
+    records = [
+        {"time_s": 0.0, "error": -1.0e308},
+        {"time_s": 1.0, "error": 1.0e308},
+    ]
+
+    with np.errstate(over="raise", invalid="raise"):
+        rows = worst_time_windows(records, window_s=5.0, top_n=1)
+
+    assert len(rows) == 1
+    row = rows[0]
+    assert np.isfinite(row["rmse"])
+    assert np.isfinite(row["mae"])
+    assert np.isfinite(row["p95"])
+    np.testing.assert_allclose(row["rmse"], 1.0e308, rtol=1.0e-15)
+    np.testing.assert_allclose(row["mae"], 1.0e308, rtol=1.0e-15)
+    np.testing.assert_allclose(row["p95"], 9.0e307, rtol=1.0e-15)