SyncValsverifier → artifact → classifier → verdict
SyncVals · Trajectory

lending-club-lgd-bias-correction-r

claude-code claude-opus-4-8 ✗ failed GOOD_FAILURE ↑ View task
Solved from the instruction alone, tests/ and solution/ were withheld from the agent's workspace and restored only for grading.
Reward = tests/test.sh exit code (0 → resolved); the classification below is post-hoc and cannot change it.
Classification , post-hoc; cannot change the reward
GOOD_FAILUREHonest miss, the agent ran correctly but couldn't solve it. Expected for a hard task; the task is sound.
SubtypeImplementation Error or Test Precision Issue
EvidenceAgent correctly rewrote analysis.R to fix the draft's bugs: (1) corrected_lgd now uses resolved rows only (not all rows), (2) bootstrap uses B=1000 with set.seed(20260606) on resolved subset (not 200 on full dataset), (3) per-grade/per-purpose use resolved-only population, (4) panel properly joins to avoid NaN, (5) plots are actual ggplot bar charts (not empty), (6) plot_contract.json is proper JSON array with non-empty series. Agent tested locally with clean output. Test failure occurred on hidden dataset (reward 0.0) with truncated test output preventing diagnosis of specific assertion failure.
Root causeThe agent's solution is technically correct and matches the specification, but failed on hidden test execution. The likely cause is either a floating-point precision/seed incompatibility between R and the Python reference bootstrap (which uses B=2000 as loose reference), or a subtle edge case in the test tolerances that the agent's implementation triggers.
RecommendationN/A - task is fine. The agent's implementation is correct. If this fails consistently, investigate: (1) whether R and Python bootstrap produce materially different CI widths on the hidden dataset, (2) whether JSON rounding (digits=8) creates precision issues, (3) whether the test's 0.003 hardcoded-value check (`test_corrected_lgd_differs`) is too tight for the hidden dataset. The specification is well-defined and the agent's solution meets all stated requirements."
Trajectory
Tool-by-tool agent trajectory
32 tool calls · 3 tool types · 32 steps
Hi , I want a defensible portfolio Loss Given Default (LGD) read on this Lending Club defaulted-loans workout panel. Source CSV at `/workspace/app/lgd_workouts_source.csv`; schema at `/workspace/app/dataset_manifest.json`. A previous draft at `/workspace/analysis.R` runs but its specification is wrong. Audit and finish. ## Entry point `Rscript /workspace/analysis.R` reading `LGD_PATH` and writing to `LGD_OUTPUT_DIR`. Grader runs the script twice (public + hidden). ## Output contract Into `LGD_OUTPUT_DIR`: - **`metrics.json`** , Sections: - `data_summary`: n_total, n_resolved, n_censored, share_resolved. - `naive_lgd`: `{"value": <float>}` (or bare scalar) , mean of `1 - recovered_amount / principal_at_default` over **all** rows (the biased baseline). - `corrected_lgd`: `{"value": <float>}` (or bare scalar) , same mean but **restricted to is_resolved == 1**. - `bootstrap_ci`: `{"ci_low": <float>, "ci_high": <float>}` , 95% CI for `corrected_lgd` from a paired bootstrap (B = 1000) over resolved loans only. - `lgd_by_grade`: corrected LGD per grade A-G. - `lgd_by_purpose`: corrected LGD per purpose. - `bias_assessment`: keys `naive_minus_corrected` and `direction` ∈ `"materially_underestimates"`, `"close"`, `"materially_overestimates"`. - **`lgd_panel.csv`** , columns `grade, purpose, n_total, n_resolved, naive_lgd, corrected_lgd` (order not enforced). - **`insights.md`** , short paragraph naming the direction and magnitude. - **`plot_contract.json`** , `{"figures": [{"name": "fig1_lgd_by_grade", "series": [...]}, {"name": "fig2_naive_vs_corrected", "series": [...]}]}`. `figures` must be a JSON **array** of objects; each object must have a `"name"` string key matching the PNG filename (without `.png`) and a non-empty `"series"` list. - Two PNGs ≥ 200 × 150: - `fig1_lgd_by_grade.png` , corrected LGD by grade. - `fig2_naive_vs_corrected.png` , paired bars. ## Specification - **Naive LGD**: `mean(1 - recovered_amount / principal_at_default)` over the full dataset. Document this as biased. - **Corrected LGD**: same mean **only over `is_resolved == 1`** rows. - **Bootstrap CI**: 1000 resamples (with replacement) of the resolved rows; record the mean LGD per resample; report 2.5% / 97.5% percentile bounds. Use `set.seed(20260606)` immediately before the bootstrap loop. - **Per grade / per purpose**: use the corrected (resolved-only) population. - **`corrected_lgd` in the panel**: for every `grade × purpose` group that has at least one resolved loan (`n_resolved > 0`), `corrected_lgd` must be the resolved-only mean , **not NaN**. - **Direction** (relative to corrected): - `"materially_underestimates"` if `naive_lgd < corrected_lgd - 0.05`; - `"materially_overestimates"` if `naive_lgd > corrected_lgd + 0.05`; - `"close"` otherwise. ## Constraints `analysis.R` must not use: - **Filesystem manipulation**: `file.copy`, `file.rename`, `file.link`, `file.symlink`, `file.append` - **Shell / subprocess dispatch**: `system()`, `system2()`, `shell()`, `pipe()` - **Binary I/O**: `saveRDS()`, `writeBin()`, `as.raw()`, `sink()`, `readRDS()`, `readBin()`, `load()` Preferred write path: `jsonlite::write_json` for `metrics.json`; `readr::write_csv` or `write.csv` for `lgd_panel.csv`; `writeLines`, `cat`, or any text writer for `insights.md`; `ggsave` / `png` for plots.
Let me start by understanding the task and examining the existing files.
bash
ls -la /workspace/app/ /workspace/
output
/workspace/:
total 19
drwxrws---  4 h2tagent h2tagent 4096 Jun  1 08:53 .
drwxr-xr-x 28 root     root     4096 Jun  1 09:33 ..
-rw-rw----  1 h2tagent h2tagent 2821 Jun  1 08:20 analysis.R
drwxrws---  2 h2tagent h2tagent 4096 Jun  1 08:53 app
drwxrws---  2 h2tagent h2tagent 4096 Jun  1 08:53 output

/workspace/app/:
total 424
drwxrws--- 2 h2tagent h2tagent   4096 Jun  1 08:53 .
drwxrws--- 4 h2tagent h2tagent   4096 Jun  1 08:53 ..
-rw-rw---- 1 h2tagent h2tagent   1725 Jun  1 08:20 dataset_manifest.json
-rw-rw---- 1 h2tagent h2tagent 423783 Jun  1 08:20 lgd_workouts_source.csv
bash
cat /workspace/app/dataset_manifest.json
output
{
  "dataset_name": "Defaulted-loan workout panel for Loss Given Default modelling",
  "source": "Calibrated to Lending Club historical loan-level disclosures of defaulted accounts and their post-default workout ledger (https://www.lendingclub.com/info/statistics.action , historical bulk files).",
  "license": "Synthetic but matches the Lending Club workout schema for grading.",
  "columns": {
    "loan_id": "Anonymous loan identifier.",
    "grade": "Lending Club grade A-G assigned at origination.",
    "purpose": "Borrower-stated loan purpose.",
    "home_ownership": "RENT / OWN / MORTGAGE.",
    "principal_at_default": "Outstanding principal at the moment of default (USD).",
    "default_month": "Months from origination to default.",
    "workout_months_observed": "Months of post-default observation in the panel.",
    "time_to_resolution": "Months from default to terminal resolution (recovery curve flat-lines).",
    "is_resolved": "1 if workout_months_observed >= time_to_resolution; else 0 (right-censored workout).",
    "recovered_amount": "Cumulative dollars recovered as of the as-of date (USD).",
    "annual_inc": "Borrower annual income at origination."
  },
  "definitions": {
    "lgd": "LGD = 1 - recovered_amount / principal_at_default , only valid when is_resolved == 1.",
    "censoring": "Rows with is_resolved == 0 are right-censored: their LGD is incompletely observed. Censored rows have partial recovery, so recovered_amount understates the true terminal recovery , a naive mean of recovered/principal is biased downward, and therefore LGD = 1 - recovered/principal is biased upward (naive overestimates true LGD). Restrict to resolved workouts or model the cure mechanism."
  }
}
bash
cat /workspace/analysis.R
output
#!/usr/bin/env Rscript
# LGD analysis , DRAFT. Audit and finish.
suppressPackageStartupMessages({
  library(readr); library(dplyr); library(tidyr); library(jsonlite); library(ggplot2)
})

LGD_PATH <- Sys.getenv("LGD_PATH", "/workspace/app/lgd_workouts_source.csv")
OUT <- Sys.getenv("LGD_OUTPUT_DIR", "/workspace/output")
dir.create(OUT, showWarnings = FALSE, recursive = TRUE)

df <- read_csv(LGD_PATH, show_col_types = FALSE)

# Naive LGD over all rows (this is the biased baseline)
df <- df %>% mutate(observed_lgd = 1 - recovered_amount / principal_at_default)
naive_lgd <- mean(df$observed_lgd)

# "corrected" , but the draft uses ALL rows again, just trimming outliers
corrected_lgd <- mean(df$observed_lgd[df$observed_lgd > 0.0 & df$observed_lgd < 1.0])

# bootstrap on the wrong (full) dataset , and only 200 reps
set.seed(20260606)
boot <- replicate(200, mean(sample(df$observed_lgd, replace = TRUE)))
ci_lo <- quantile(boot, 0.025); ci_hi <- quantile(boot, 0.975)

bg <- df %>% group_by(grade) %>% summarise(corrected_lgd = mean(observed_lgd), .groups = "drop")
bp <- df %>% group_by(purpose) %>% summarise(corrected_lgd = mean(observed_lgd), .groups = "drop")

panel <- df %>% group_by(grade, purpose) %>%
  summarise(n_total = n(), n_resolved = sum(is_resolved),
            naive_lgd = mean(observed_lgd),
            corrected_lgd = mean(observed_lgd), .groups = "drop")
write_csv(panel, file.path(OUT, "lgd_panel.csv"))

bias_diff <- naive_lgd - corrected_lgd
direction <- if (abs(bias_diff) < 0.05) "close" else if (bias_diff > 0) "materially_overestimates" else "materially_underestimates"

metrics <- list(
  data_summary = list(n_total = nrow(df), n_resolved = sum(df$is_resolved),
                     n_censored = nrow(df) - sum(df$is_resolved),
                     share_resolved = mean(df$is_resolved)),
  naive_lgd = list(value = naive_lgd),
  corrected_lgd = list(value = corrected_lgd),
  bootstrap_ci = list(ci_low = unname(ci_lo), ci_high = unname(ci_hi)),
  lgd_by_grade = setNames(as.list(bg$corrected_lgd), bg$grade),
  lgd_by_purpose = setNames(as.list(bp$corrected_lgd), bp$purpose),
  bias_assessment = list(naive_minus_corrected = bias_diff, direction = direction)
)
write_json(metrics, file.path(OUT, "metrics.json"), auto_unbox = TRUE,
           digits = 6, pretty = TRUE)

cat(paste0("Naive LGD: ", round(naive_lgd, 3),
           "\nCorrected: ", round(corrected_lgd, 3),
           "\nDirection: ", direction, "\n"),
    file = file.path(OUT, "insights.md"))
write_json(list(figures = list()), file.path(OUT, "plot_contract.json"),
           auto_unbox = TRUE, pretty = TRUE)
png(file.path(OUT, "fig1_lgd_by_grade.png"), width = 600, height = 400); plot.new(); dev.off()
png(file.path(OUT, "fig2_naive_vs_corrected.png"), width = 600, height = 400); plot.new(); dev.off()
bash
head -3 /workspace/app/lgd_workouts_source.csv; echo "---"; wc -l /workspace/app/lgd_workouts_source.csv
output
loan_id,grade,purpose,home_ownership,principal_at_default,default_month,workout_months_observed,time_to_resolution,is_resolved,recovered_amount,annual_inc
LC0000000,C,small_business,MORTGAGE,9248.9,12,16,8,1,2351.97,37618.14
LC0000001,A,debt_consolidation,RENT,14442.6,10,25,15,1,7783.99,135186.3
---
6001 /workspace/app/lgd_workouts_source.csv
Now I understand the structure. Let me rewrite `analysis.R` correctly according to the spec. Key issues with the draft: 1. `corrected_lgd` uses wrong filter (trims outliers instead of restricting to resolved) 2. Bootstrap uses wrong data (should be resolved only) and wrong B (should be 1000) 3. Per-grade/per-purpose uses all rows (should be resolved-only) 4. Panel corrected_lgd uses all rows (should be resolved-only per group) 5. Plots are empty 6. plot_contract.json is empty Let me also consider: the spec says "Document this as biased" for naive , but the direction logic should work properly. Per manifest, censored rows understate recovery → naive overestimates LGD. So naive > corrected (materially_overestimates). Let me code it up. Also, for the panel, when n_resolved == 0 for a group, corrected_lgd should NOT be NaN per spec ("for every grade×purpose group that has at least one resolved loan, corrected_lgd must be the resolved-only mean , not NaN"). The requirement is only that groups WITH n_resolved > 0 should NOT be NaN. Groups with n_resolved == 0 can be NaN. I'll keep NA for those (or set to NA_real_). Let me check: "corrected_lgd must be the resolved-only mean , not NaN" , so if there is at least one resolved loan in the group, compute the mean over those resolved rows. If n_resolved == 0, NA is acceptable. Let me also avoid the banned functions: `saveRDS`, `writeBin`, `as.raw`, `sink`, `readRDS`, `readBin`, `load`, `file.copy`, `file.rename`, `file.link`, `file.symlink`, `file.append`, `system`, `system2`, `shell`, `pipe`. Use `write_json`, `write_csv`, `writeLines`, `ggsave` or `png`. For plots, `png()` then `dev.off()` is fine (no saveRDS). ggsave works too. Let me write this properly now.
Now I understand the draft and its issues. Let me rewrite `analysis.R` with the correct specification.
str_replace_based_edit_tool
command: create
path: /workspace/analysis.R
file_text: #!/usr/bin/env Rscript
# LGD analysis , defensible portfolio read on Lending Club defaulted-loan
# workout panel.
#
# Key idea (per dataset_manifest.json):
#   Right-censored rows (is_resolved == 0) have partial recovery, so
#   recovered_amount understates terminal recovery, so a naive mean of
#   (1 - recovered/principal) over ALL rows is biased UPWARD. The
#   defensible LGD restricts to resolved workouts.

suppressPackageStartupMessages({
  library(readr)
  library(dplyr)
  library(tidyr)
  library(jsonlite)
  library(ggplot2)
})

LGD_PATH <- Sys.getenv("LGD_PATH", "/workspace/app/lgd_workouts_source.csv")
OUT      <- Sys.getenv("LGD_OUTPUT_DIR", "/workspace/output")
dir.create(OUT, showWarnings = FALSE, recursive = TRUE)

df <- read_csv(LGD_PATH, show_col_types = FALSE)

# Observed LGD = 1 - recovered / principal. For censored rows this is
# biased upward (recovery incomplete).
df <- df %>% mutate(observed_lgd = 1 - recovered_amount / principal_at_default)

resolved <- df %>% filter(is_resolved == 1)

# ---- headline metrics -----------------------------------------------------
naive_lgd     <- mean(df$observed_lgd)              # biased baseline (all rows)
corrected_lgd <- mean(resolved$observed_lgd)         # resolved-only (defensible)

# ---- paired bootstrap CI (1000 reps, resolved rows only) -----------------
set.seed(20260606)
B <- 1000L
n_res <- nrow(resolved)
boot_means <- numeric(B)
for (b in seq_len(B)) {
  idx <- sample.int(n_res, size = n_res, replace = TRUE)
  boot_means[b] <- mean(resolved$observed_lgd[idx])
}
ci_lo <- unname(quantile(boot_means, 0.025))
ci_hi <- unname(quantile(boot_means, 0.975))

# ---- per-grade / per-purpose corrected LGD (resolved only) ---------------
bg <- resolved %>%
  group_by(grade) %>%
  summarise(corrected_lgd = mean(observed_lgd), .groups = "drop") %>%
  arrange(grade)

bp <- resolved %>%
  group_by(purpose) %>%
  summarise(corrected_lgd = mean(observed_lgd), .groups = "drop") %>%
  arrange(purpose)

# ---- panel: grade x purpose ----------------------------------------------
# naive_lgd = mean over all rows in the (grade, purpose) cell
# corrected_lgd = mean over resolved rows in the cell (NA only if n_resolved == 0)
panel_all <- df %>%
  group_by(grade, purpose) %>%
  summarise(n_total    = n(),
            n_resolved = sum(is_resolved),
            naive_lgd  = mean(observed_lgd),
            .groups    = "drop")

panel_res <- resolved %>%
  group_by(grade, purpose) %>%
  summarise(corrected_lgd = mean(observed_lgd), .groups = "drop")

panel <- panel_all %>%
  left_join(panel_res, by = c("grade", "purpose")) %>%
  select(grade, purpose, n_total, n_resolved, naive_lgd, corrected_lgd) %>%
  arrange(grade, purpose)

write_csv(panel, file.path(OUT, "lgd_panel.csv"))

# ---- bias assessment ------------------------------------------------------
bias_diff <- naive_lgd - corrected_lgd
direction <- if (naive_lgd < corrected_lgd - 0.05) {
  "materially_underestimates"
} else if (naive_lgd > corrected_lgd + 0.05) {
  "materially_overestimates"
} else {
  "close"
}

# ---- metrics.json ---------------------------------------------------------
metrics <- list(
  data_summary = list(
    n_total        = nrow(df),
    n_resolved     = sum(df$is_resolved),
    n_censored     = nrow(df) - sum(df$is_resolved),
    share_resolved = mean(df$is_resolved)
  ),
  naive_lgd     = list(value = naive_lgd),
  corrected_lgd = list(value = corrected_lgd),
  bootstrap_ci  = list(ci_low = ci_lo, ci_high = ci_hi),
  lgd_by_grade  = setNames(as.list(bg$corrected_lgd), as.character(bg$grade)),
  lgd_by_purpose = setNames(as.list(bp$corrected_lgd), as.character(bp$purpose)),
  bias_assessment = list(
    naive_minus_corrected = bias_diff,
    direction             = direction
  )
)

write_json(metrics, file.path(OUT, "metrics.json"),
           auto_unbox = TRUE, digits = 8, pretty = TRUE, na = "null")

# ---- plots ------------------------------------
…[truncated]
output
Existing file was successfully overwritten at /workspace/analysis.R
bash
cd /workspace && rm -rf output && mkdir -p output && LGD_PATH=/workspace/app/lgd_workouts_source.csv LGD_OUTPUT_DIR=/workspace/output Rscript /workspace/analysis.R
output
Naive LGD     : 0.6771
Corrected LGD : 0.5651
Bootstrap 95% : [0.5577, 0.5727]
Direction     : materially_overestimates
Script runs clean. Naive (0.68) > Corrected (0.57), diff ≈ 0.11 → `materially_overestimates`, matching the manifest's prediction (censored rows bias naive LGD upward).
bash
ls -la /workspace/output/ && echo "--- metrics.json ---" && cat /workspace/output/metrics.json
output
total 47
drwxr-sr-x 2 h2tagent h2tagent  4096 Jun  1 09:34 .
drwxrws--- 4 h2tagent h2tagent  4096 Jun  1 09:34 ..
-rw-r--r-- 1 h2tagent h2tagent 19304 Jun  1 09:34 fig1_lgd_by_grade.png
-rw-r--r-- 1 h2tagent h2tagent 13604 Jun  1 09:34 fig2_naive_vs_corrected.png
-rw-r--r-- 1 h2tagent h2tagent   586 Jun  1 09:34 insights.md
-rw-r--r-- 1 h2tagent h2tagent  2592 Jun  1 09:34 lgd_panel.csv
-rw-r--r-- 1 h2tagent h2tagent   807 Jun  1 09:34 metrics.json
-rw-r--r-- 1 h2tagent h2tagent  1098 Jun  1 09:34 plot_contract.json
--- metrics.json ---
{
  "data_summary": {
    "n_total": 6000,
    "n_resolved": 3185,
    "n_censored": 2815,
    "share_resolved": 0.53083333
  },
  "naive_lgd": {
    "value": 0.677057
  },
  "corrected_lgd": {
    "value": 0.56512588
  },
  "bootstrap_ci": {
    "ci_low": 0.55767503,
    "ci_high": 0.57265928
  },
  "lgd_by_grade": {
    "A": 0.43529755,
    "B": 0.49919225,
    "C": 0.57150847,
    "D": 0.65262141,
    "E": 0.71929622,
    "F": 0.79746682,
    "G": 0.84954799
  },
  "lgd_by_purpose": {
    "credit_card": 0.5911141,
    "debt_consolidation": 0.54887667,
    "home_improvement": 0.54207074,
    "major_purchase": 0.61012939,
    "other": 0.54548081,
    "small_business": 0.6255756
  },
  "bias_assessment": {
    "naive_minus_corrected": 0.11193112,
    "direction": "materially_overestimates"
  }
}
bash
echo "--- lgd_panel.csv (head + tail) ---"; head -8 /workspace/output/lgd_panel.csv; echo "..."; tail -5 /workspace/output/lgd_panel.csv; echo "--- rows ---"; wc -l /workspace/output/lgd_panel.csv; echo "--- any NaN corrected where n_resolved > 0? ---"; awk -F, 'NR>1 && $4 > 0 && ($6=="NA" || $6=="" || $6=="NaN") {print "BAD:", $0}' /workspace/output/lgd_panel.csv; echo "done"
output
--- lgd_panel.csv (head + tail) ---
grade,purpose,n_total,n_resolved,naive_lgd,corrected_lgd
A,credit_card,219,136,0.5607065958509241,0.45012049865070586
A,debt_consolidation,564,297,0.5702761415442725,0.4202599413316665
A,home_improvement,114,64,0.5292722852167128,0.4073998487935503
A,major_purchase,67,35,0.6368190733531681,0.5021729573367807
A,other,90,52,0.5730028339585355,0.4161251086238681
A,small_business,86,44,0.6524850156856171,0.501025517461768
B,credit_card,321,165,0.6650274867660854,0.5529570202359294
...
G,debt_consolidation,56,32,0.8736372909633625,0.8295847885354636
G,home_improvement,18,8,0.8599317504304652,0.8133579562599889
G,major_purchase,9,6,0.8694264325104171,0.8167843285444563
G,other,11,7,0.871591124141334,0.8562888208527432
G,small_business,11,4,0.98019042346479,0.9772421282080737
--- rows ---
43 /workspace/output/lgd_panel.csv
--- any NaN corrected where n_resolved > 0? ---
done
42 grade×purpose cells, no group with `n_resolved > 0` has NaN corrected_lgd.
bash
echo "--- plot_contract.json ---"; cat /workspace/output/plot_contract.json; echo; echo "--- insights.md ---"; cat /workspace/output/insights.md; echo; echo "--- PNG dims ---"; python3 -c "
from PIL import Image
for p in ['/workspace/output/fig1_lgd_by_grade.png','/workspace/output/fig2_naive_vs_corrected.png']:
    im=Image.open(p); print(p, im.size)"
output
--- plot_contract.json ---
{
  "figures": [
    {
      "name": "fig1_lgd_by_grade",
      "title": "Corrected LGD by grade (resolved only)",
      "x": "grade",
      "y": "corrected_lgd",
      "series": [
        {
          "grade": "A",
          "corrected_lgd": 0.43529755
        },
        {
          "grade": "B",
          "corrected_lgd": 0.49919225
        },
        {
          "grade": "C",
          "corrected_lgd": 0.57150847
        },
        {
          "grade": "D",
          "corrected_lgd": 0.65262141
        },
        {
          "grade": "E",
          "corrected_lgd": 0.71929622
        },
        {
          "grade": "F",
          "corrected_lgd": 0.79746682
        },
        {
          "grade": "G",
          "corrected_lgd": 0.84954799
        }
      ]
    },
    {
      "name": "fig2_naive_vs_corrected",
      "title": "Naive vs corrected LGD",
      "x": "method",
      "y": "lgd",
      "series": [
        {
          "method": "naive",
          "lgd": 0.677057
        },
        {
          "method": "corrected",
          "lgd": 0.56512588
        }
      ]
    }
  ]
}

--- insights.md ---
# LGD read , defaulted-loan workout panel

The naive LGD (mean of 1 - recovered/principal over **all** rows, including right-censored workouts) is **0.677**. Because censored rows have incomplete recovery, this estimator is biased upward. Restricting to **resolved** workouts gives a corrected LGD of **0.565** (95% paired-bootstrap CI 0.558–0.573, B = 1000).

**Direction:** the naive estimator materially overestimates the corrected LGD by 0.112 (naive − corrected). Resolved share = 53.1% (3185 of 6000 loans). For portfolio reserving, use the resolved-only (corrected) mean.


--- PNG dims ---
/workspace/output/fig1_lgd_by_grade.png (600, 400)
/workspace/output/fig2_naive_vs_corrected.png (600, 400)
All contract items check out. Let me run the banned-function sanity check and a second idempotent run.
bash
echo "--- banned-function scan ---"
grep -nE 'file\.copy|file\.rename|file\.link|file\.symlink|file\.append|\bsystem\(|\bsystem2\(|\bshell\(|\bpipe\(|saveRDS|writeBin|as\.raw|\bsink\(|readRDS|readBin|\bload\(' /workspace/analysis.R || echo "none found"
echo "--- second run (idempotency) ---"
LGD_PATH=/workspace/app/lgd_workouts_source.csv LGD_OUTPUT_DIR=/workspace/output Rscript /workspace/analysis.R
echo "--- figures key is a JSON array (length) ---"
python3 -c "import json; d=json.load(open('/workspace/output/plot_contract.json')); print('type=',type(d['figures']).__name__,'len=',len(d['figures']),'names=',[f['name'] for f in d['figures']],'series_lens=',[len(f['series']) for f in d['figures']])"
output
--- banned-function scan ---
none found
--- second run (idempotency) ---
Naive LGD     : 0.6771
Corrected LGD : 0.5651
Bootstrap 95% : [0.5577, 0.5727]
Direction     : materially_overestimates
--- figures key is a JSON array (length) ---
type= list len= 2 names= ['fig1_lgd_by_grade', 'fig2_naive_vs_corrected'] series_lens= [7, 2]
str_replace_based_edit_tool
command: view
path: /workspace/output/fig1_lgd_by_grade.png
output
<output_image>
…[truncated]
str_replace_based_edit_tool
command: view
path: /workspace/output/fig2_naive_vs_corrected.png
output
<output_image>
…[truncated]
Everything is in order. Summary of the audit and fix: **Defects in the draft I corrected:** 1. **`corrected_lgd`** was computing a trimmed (0<x<1) mean over all rows. Spec: mean over `is_resolved == 1` only. 2. **Bootstrap** used the full dataset and B=200. Spec: B=1000 over resolved rows only, with `set.seed(20260606)` immediately before the loop. 3. **`lgd_by_grade` / `lgd_by_purpose`** used all rows. Spec: resolved-only (corrected) population. 4. **Panel `corrected_lgd`** was identical to `naive_lgd` (both computed over all rows). Now computed per cell on resolved subset via left-join (NA only when `n_resolved == 0`). 5. **Plots** were empty stubs , now `ggplot` bar charts with real series at 600×400. 6. **`plot_contract.json`** had `figures: []` , now a 2-object JSON array with `name` matching PNG basename and non-empty `series` arrays (7 grades for fig1, 2 methods for fig2). 7. **`insights.md`** was terse and mis-framed. Now states direction, magnitude, CI, and the reserving recommendation. **Numeric read (public data):** - n_total = 6000, n_resolved = 3185 (53.1% resolved) - naive LGD = 0.6771 (biased upward by right-censoring, as the manifest warned) - corrected LGD = 0.5651, 95% bootstrap CI [0.558, 0.573] - naive − corrected = +0.112 → `materially_overestimates` - Monotonic grade gradient A(0.44) → G(0.85), as expected for a credit grade. Banned-function scan clean; script is deterministic across reruns.
Final diff , what the agent changed

No file changes, the agent left the workspace untouched.

Verifier output , the proof behind the reward
tests/test.sh
# SyncVals normalized verifier summary
# task: lending-club-lgd-bias-correction-r
# attempt: 1  status: completed  raw_score: 0.0
# reward rule: binary: score 0.0 != 1.0
# => reward = 0.0  (FAIL)
#
# Note: these tasks score via an external hidden grader; no pytest/verifier
# block is embedded in the agent transcript. The block below is the last
# sizable tool-output captured in the run (supporting evidence).
----------------------------------------------------------------------
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…[truncated]

Reproduce this trial: git checkout 2f94510 && PYTHONPATH=src python3 scripts/build_site.py , then open trial/trial_8b1a7bce47684dd1. Re-running the agent live requires EVAL_PLATFORM_ENABLE_OAUTH_SMOKE=1 and is non-deterministic.

Trial trial_8b1a7bce47684dd1 · verifier authoritative; classifier explanatory.