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Browsing Google books, I found out that "or at least" is almost always preceded by a comma.

Example:

[...] it is recommended to make the beds at right angles to the hill, or at least oblique.

A few texts omit the comma:

In addition, any city with at least 250,000 population or at least 100,000 people [...]

I can't think of any grammatical reason to add a comma. Since the second part of the sentence starts with "at least," it can't count as a complete sentence/independent clause.

Or maybe I'm wrong, and there's a grammatical reason to add a comma?

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Commas are added to clarify the meaning. In the first case the final phrase is an addition, or an afterthought. If the author were speaking, they would naturally have finished an intonation pattern on "hill", and paused, before adding "or at least..." This clarifies the sentence: The bed should be perpendicular, but must not be parallel to the hill.

In the second example, commas could have been used. Apparently the author didn't feel they were needed. That is an authorial choice.

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