No Free Lunch
§13.1 introduced the asymmetric NASA score. RMSE is its symmetric cousin - the metric every RUL paper headlines. Most of the time the two agree on which model is better. Sometimes they don't. The places where they disagree are the most interesting cases in the literature - the legacy book's C-MAPSS ablation (Ch 16) shows two of the four subsets where improving RMSE actually worsens NASA score.
Domination, Frontier, Hypervolume
Let be the two-axis cost of model i. We say dominates if on both axes AND on at least one. The Pareto frontier is the set of models that no other model dominates.
On the frontier, you cannot improve one metric without worsening the other. Off the frontier, you have free improvement available - some other architecture / loss / weighting strictly dominates yours. The whole point of an adaptive multi-task method (AMNL/GABA/GRACE) is to push the achievable frontier inward toward the origin.
| Term | Definition | Used for |
|---|---|---|
| dominance | j ≤ i on both, j < i on at least one | Yes/no question per pair |
| Pareto frontier | set of non-dominated points | Reportable model family |
| hypervolume | area between frontier and a fixed reference point | Single-number frontier quality |
| nadir | (max RMSE, max NASA) corner | Reference point for hypervolume |
Interactive: Walk the Frontier
Drag the sliders. λ controls how much “early bias” the synthetic model has - 0 is unbiased, 1 is maximally early. α controls prediction tightness. Watch the red dot move; it traces out the Pareto frontier. Green dots are real-data reference points.
Try this. Start at λ=0, α=1.5 - high RMSE, moderate NASA. Slide λ to the right - both metrics drop, but NASA drops faster. Past λ ≈ 0.7 RMSE creeps back up while NASA keeps dropping - that is where the frontier inflects. Real models live near this knee.
Real C-MAPSS Numbers
From the legacy book's ablation (Ch 16): equal-weighted AMNL (loss weight 0.5/0.5) vs RUL-focused baseline (V7, weight 0.75/0.25). Same architecture; only the loss weight differs. Notice that RMSE improves on every subset, but NASA score sometimes does not.
| Dataset | RMSE: V7 → AMNL | ΔRMSE | NASA: V7 → AMNL | ΔNASA | Pareto verdict |
|---|---|---|---|---|---|
| FD001 | 13.04 → 12.74 | +2.3% | 289.7 → 322.4 | −11.3% | neither dominates |
| FD002 | 21.20 → 13.36 | +37.0% | 1820 → 1302.0 | +28.5% | AMNL dominates |
| FD003 | 12.93 → 11.69 | +9.6% | 315.4 → 348.1 | −10.4% | neither dominates |
| FD004 | 21.34 → 13.50 | +36.7% | 2156 → 1227.2 | +43.1% | AMNL dominates |
Python: Compute the Pareto Front
Brute-force O(n²) frontier extraction over a list of (RMSE, NASA) pairs. Use this whenever you have a sweep of model configurations and want to report only the non-dominated subset.
PyTorch: Two Models, Two Metrics
Synthesise a late-leaning and an early-leaning “model” and report both metrics for each. The early-leaning one wins decisively on NASA score even though its RMSE is only slightly better - exactly the asymmetry §13.1 derived.
Same Idea, Other Pairings
The Pareto-frontier framing is dataset-agnostic. Anywhere you have an asymmetric primary metric and a symmetric secondary metric on the same model, the same frontier analysis applies.
| Domain | Symmetric metric | Asymmetric metric | Frontier knee tilts toward |
|---|---|---|---|
| RUL prediction (C-MAPSS) | RMSE | NASA score | early-bias |
| Wildfire risk forecasting | Brier score | Late-detection cost (×10⁶) | early-bias |
| Battery SoC for EV | MAE on SoC % | Stranded-driver cost | conservative SoC |
| Power-grid load forecast | MAPE | Reserve-shortfall cost | over-forecasting |
| Hospital ICU triage | AUROC | Missed-deterioration cost | false-positive bias |
| Inventory days-to-stockout | RMSE | Stockout cost | over-stocking |
Three Pareto-Reporting Pitfalls
The point. Two metrics, two axes, one frontier. Section §13.3 turns the frontier into operational deployment regimes; §13.4 maps each regime to AMNL, GABA, or GRACE.
Takeaway
- Domination = ≤ on both, < on at least one. The frontier is the set of non-dominated points.
- RMSE and NASA can disagree. Two of four C-MAPSS subsets show this in the legacy ablation. Always report both.
- HybridLoss(lam) with sweeps from pure MSE to pure NASA - traces the frontier in one knob.
- Brute-force pareto_front is O(n²). Adequate for any sweep with <10⁴ candidates. Beyond that, use Kung's line-sweep algorithm.