Optimality of Sequential Filtering Under Independent Cost and Selectivity Models

In sequential search, alternatives are tested until the true class is found. Standard proper scoring rules like log loss are local, ignoring the ranking of competitors and misaligning model evaluation with search utility. We show that sequential search induces a pairwise structure that overcomes this. By analyzing the expected cost of optimal search under varying testing costs, we derive Pandora's Regret: a closed-form, pairwise-additive, and strictly proper scoring rule. Pandora's Regret both elicits true probabilities and penalizes rank-reversing miscalibrations where distractors outrank the true class. Our construction yields a one-parameter Beta family that balances penalties for rank-swapping versus probability magnitude, while retaining a grounded interpretation as expected search cost. We prove that log loss, accuracy, and macro-F1 rely on implicit decision models misaligned with sequential search. Across 597 MedMNIST models, Pandora-based metrics better predict clinical diagnostic costs than standard alternatives, extending decision-theoretic scoring rule construction to the multiclass setting.

Hybrid mechanistic models, physical priors with learned residuals, promise to reduce the data required for good decisions, but have no computable criterion to test this. We characterize the value of mechanistic priors in sequential decision-making within both asymptotic and burn-in regimes. To formalize this, we introduce the mechanistic information of a model -- the mutual information between the model's recommended policy $\hatπ$ and the true optimal policy $π^*$ -- quantified via an occupancy-weighted bias $B_μ$. In the asymptotic regime (large $N$), matched bounds reveal that Bayesian regret scales with the residual entropy $H_{\mathrm{mech}}$, delivering a theoretical sample complexity reduction of $H(μ)/H_{\mathrm{mech}}$ compared to an uninformed baseline. Furthermore, we provide a model certificate to determine empirical sample efficiency. Complementarily, in the clinically relevant burn-in regime (small $N$), we establish a lower bound on the penalty incurred by confidently wrong priors. We demonstrate both the asymptotic and burn-in bounds across 5-fluorouracil (5-FU) dosing simulations motivated by published FOLFOX pharmacokinetic data, where a hybrid prior yields large sample-efficiency gains in the burn-in regime. Finally, we contrast these grounded models with LLM priors, demonstrating that LLMs can suffer severe losses in mechanistic information, thereby motivating the exclusive use of physically-grounded priors for safety-critical applications.

A filtered approximate-nearest-neighbor (ANN) query returns the k nearest vectors among those satisfying an attribute predicate P of selectivity s. The best execution strategy -- pre-filter, post-filter, or in-filter -- changes with s, so a system must estimate s and choose. We model this as an argmax over a landscape with phases (regions where each strategy wins) separated by boundaries, and show that selectivity-estimation error produces plan regret -- recall lost versus the oracle strategy -- only in the critical regions around those boundaries. The regret is a wedge of log-width equal to the multiplicative estimation error epsilon and height equal to the local cliff |V'(s*)| epsilon; the flip-margin 1/|V'(s*)| is the condition number of a sibling cardinality-estimation study reappearing as the local boundary theory. The two phase boundaries follow from independent mathematics: order statistics place the post-filter cliff at s ~ k/K, and site percolation places the in-filter cliff at s_c ~ 0.83/M for graph degree M (corpus-size independent). Criticality exists only under a constrained budget B < sqrt(k n). Under pre-registered decision rules we confirm, on synthetic sweeps and real SIFT1M, that regret concentrates ~290x at the boundary and that the regret curves obey a finite-size scaling collapse onto one universal wedge across two decades of corpus size. A real approximate index does not mis-locate the boundary, but a biased cost model opens a persistent miscalibration band that estimation-error robustness cannot fix. The contribution is a characterization, not a new index. Code and the full pre-registration are public.