Stack resolved probability forecasts

Fit convex weights to frozen probability forecasts on chronological training history and require bootstrap-validated log-loss improvement over the training-selected best component on future outcomes.

What it's for

Lets Gitrevio combine deadline, incident, and execution-risk models only when the ensemble proves better out of time.

What you give it

Every tool is a pure function: it computes from what you pass it and reads nothing on its own. Inputs split into evidence you supply from your connected systems, calibration your team owns, and numerical controls that affect precision but never the result's meaning.

Field Type Role Required
bootstrap_draws integer ≥ 200, ≤ 20000 Numerical control Optional
confidence_level number ≥ 0.8, ≤ 0.99 Your calibration Optional
learning_rate number ≥ 0.000001, ≤ 1 Your calibration Optional
minimum_relative_log_loss_improvement number ≥ 0, ≤ 0.5 Your calibration Optional
model_names array of string ≥ 2 items Evidence Yes
observations array of objects (4 fields) ≥ 200 items Evidence Yes
optimization_iterations integer ≥ 100, ≤ 50000 Numerical control Optional
seed integer Numerical control Optional
validation_fraction number ≥ 0.2, ≤ 0.5 Your calibration Optional
weight_regularization number ≥ 0, ≤ 10 Your calibration Optional

Each observations record

Field Type Required
id string (non-empty) Yes
outcome integer (≥ 0, ≤ 1) Yes
period integer Yes
predictions object Yes
Example input
{
  "bootstrap_draws": 200,
  "model_names": [
    "delivery_model",
    "reliability_model",
    "weak_model"
  ],
  "observations": [
    {
      "id": "stack-0",
      "outcome": 0,
      "period": 0,
      "predictions": {
        "delivery_model": 0.05,
        "reliability_model": 0.5,
        "weak_model": 0.45
      }
    },
    {
      "id": "stack-1",
      "outcome": 1,
      "period": 1,
      "predictions": {
        "delivery_model": 0.95,
        "reliability_model": 0.5,
        "weak_model": 0.55
      }
    },
    {
      "id": "stack-2",
      "outcome": 0,
      "period": 2,
      "predictions": {
        "delivery_model": 0.5,
        "reliability_model": 0.05,
        "weak_model": 0.45
      }
    },
    {
      "id": "stack-3",
      "outcome": 1,
      "period": 3,
      "predictions": {
        "delivery_model": 0.5,

Truncated for display — the full payload is 4012 lines.

What you get back

This is the actual output of running the example above — computed by the same function the platform calls, not an illustration.

Example output
{
  "assumptions": [
    "Every model probability was frozen before its outcome resolved, all models predict the same binary event and horizon, and chronological validation represents future deployment.",
    "Simplex stacking forms a convex probability mixture; it cannot repair shared label leakage, selective resolution, concept drift, or an event absent from every component model.",
    "The benchmark is selected only on training history, and the bootstrap interval measures held-out row uncertainty conditional on the fitted weights and model set.",
    "A validated stack improves forecast accuracy for aggregate decisions; model weight is not causal attribution or evidence about an individual contributor."
  ],
  "decision": "forecast_stack_validated",
  "method": "chronological_simplex_probability_stacking_bootstrap_v1",
  "models": [
    {
      "model": "delivery_model",
      "stacking_weight": 0.5,
      "training_log_loss": 0.37222,
      "validation_log_loss": 0.37222
    },
    {
      "model": "reliability_model",
      "stacking_weight": 0.5,
      "training_log_loss": 0.37222,
      "validation_log_loss": 0.37222
    },
    {
      "model": "weak_model",
      "stacking_weight": 0,
      "training_log_loss": 0.597837,
      "validation_log_loss": 0.597837
    }
  ],
  "sample": {
    "bootstrap_draws": 200,
    "confidence_level": 0.9,
    "models": 3,
    "observations": 400,
    "optimization_iterations": 46,
    "training_rows": 280,
    "validation_rows": 120,
    "weight_regularization": 0.01
  },
  "stack": {
    "benchmark_model": "delivery_model",
    "benchmark_validation_log_loss": 0.37222,
    "improvement_interval": [
      0.007707,

Truncated for display — the full payload is 52 lines.

How it works

Forecasting & survival — Estimate when something completes or fails, with censoring and unresolved work handled honestly rather than dropped.

  1. 1 Fit convex weights to frozen probability forecasts on chronological training history and require bootstrap-validated log-loss improvement over the training-selected best component on future outcomes.
  2. 2 Evaluate the method-specific diagnostics and gates returned by the function, then abstain unless the declared decision clears them under locally governed thresholds.

Before you trust it

Every tool in the catalog ships with the conditions under which its answer is meaningful — and the conditions under which it should abstain instead of guessing.

Assumptions & guardrails

  • Training examples precede their outcomes, censoring and unresolved work are represented, and deployment populations remain comparable to validation cohorts.
  • A predictive interval or risk estimate is not a deadline promise, causal explanation, or individual-performance judgment.

Minimum evidence

  • observations: at least 200 rows/items
  • model_names: at least 2 rows/items

How to validate it

Use chronological train/calibration/test windows, compare proper scores and decision value with a simple baseline, and recalibrate only from outcomes resolved after prediction time.

Calibrating it to your org

Same for everyone

The mathematical kernel, validation rules, method version, and JSON output semantics are organization-independent; no tenant-trained coefficients or company benchmark is embedded in the function.

Specific to you

  • immutable model probability joined to one common binary resolution
  • chronological evaluation period
  • event and forecast horizon definition
  • eligible model set
  • minimum held-out log-loss improvement

Calibration workflow

  1. 1 Define the management decision, target outcome, aggregate unit, privacy boundary, cadence, and prediction/intervention horizon for this organization.
  2. 2 Build a tenant-scoped historical cohort using only information available before each prediction or decision; preserve zero periods, censoring, assignment probabilities, and unresolved outcomes when the method requires them.
  3. 3 Estimate statistical parameters on training history, but obtain costs, utilities, risk tolerance, practical-effect thresholds, capacity, and policy constraints from accountable decision owners.
  4. 4 Validate on later time windows or held-out aggregate units at the deployment grain, against a simple baseline and the function-specific validation strategy.
  5. 5 Deploy only if the returned decision clears evidence, overlap, calibration, robustness, and guardrail checks; warning, unsupported, schema-gap, and fallback decisions are abstentions.
  6. 6 Monitor realized outcomes, data drift, coverage, and decision regret; recalibrate at a governed cadence or after a detected regime/definition change, never merely because a stakeholder dislikes the result.

Call it from your AI

You don't wire up 388 tools in your MCP client. The GitRevio MCP server exposes 20 tools, three of which let an agent search the catalog, read a tool's schema, and run it — so the assistant finds this one on its own.

gitrevio_capabilities_search
  { "q": "fit convex weights to frozen probability" }
  → finds "stack_resolved_probability_forecasts"

gitrevio_capability_describe
  { "capability_id": "stack_resolved_probability_forecasts" }
  → returns the input schema and agent guidance shown on this page

gitrevio_capability_run
  { "capability_id": "stack_resolved_probability_forecasts", "arguments": { ... } }
  → returns the result shown above

Works in Claude Desktop, Claude Code, Cursor, Cline, Continue.dev, Goose and Aider. See the MCP server.

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