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This commit is contained in:
Anders Olsson
2022-06-21 10:42:14 +02:00
parent be4834ca85
commit 1647ba5c77
2 changed files with 245 additions and 0 deletions
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119
src/game.rs
View File

@@ -500,4 +500,123 @@ mod tests {
assert_ulps_eq!(p[0][0], p[1][0], epsilon = 0.000001);
}
#[test]
fn test_2vs2_weighted() {
let t_a = vec![
Player::new(Gaussian::new(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
Player::new(Gaussian::new(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
];
let w_a = vec![0.4, 0.8];
let t_b = vec![
Player::new(Gaussian::new(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
Player::new(Gaussian::new(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
];
let w_b = vec![0.9, 0.6];
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
let p = g.posteriors();
assert_ulps_eq!(
p[0][0],
Gaussian::new(27.539023, 8.129639),
epsilon = 0.000001
);
assert_ulps_eq!(
p[0][1],
Gaussian::new(30.078046, 7.485372),
epsilon = 0.000001
);
assert_ulps_eq!(
p[1][0],
Gaussian::new(19.287197, 7.243465),
epsilon = 0.000001
);
assert_ulps_eq!(
p[1][1],
Gaussian::new(21.191465, 7.867608),
epsilon = 0.000001
);
let w_a = vec![1.3, 1.5];
let w_b = vec![0.7, 0.4];
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
let p = g.posteriors();
assert_ulps_eq!(
p[0][0],
Gaussian::new(25.190190, 8.220511),
epsilon = 0.000001
);
assert_ulps_eq!(
p[0][1],
Gaussian::new(25.219450, 8.182783),
epsilon = 0.000001
);
assert_ulps_eq!(
p[1][0],
Gaussian::new(24.897589, 8.300779),
epsilon = 0.000001
);
assert_ulps_eq!(
p[1][1],
Gaussian::new(24.941479, 8.322717),
epsilon = 0.000001
);
let w_a = vec![1.6, 0.2];
let w_b = vec![0.7, 2.4];
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
let p = g.posteriors();
assert_ulps_eq!(
p[0][0],
Gaussian::new(31.674697, 7.501180),
epsilon = 0.000001
);
assert_ulps_eq!(
p[0][1],
Gaussian::new(25.834337, 8.320970),
epsilon = 0.000001
);
assert_ulps_eq!(
p[1][0],
Gaussian::new(22.079819, 8.180607),
epsilon = 0.000001
);
assert_ulps_eq!(
p[1][1],
Gaussian::new(14.987953, 6.308469),
epsilon = 0.000001
);
let g = Game::new(
vec![
t_a.clone(),
vec![Player::new(
Gaussian::new(25.0, 25.0 / 3.0),
25.0 / 6.0,
0.0,
)],
],
vec![],
vec![],
0.0,
);
let post_2vs1 = g.posteriors();
let w_a = vec![1.0, 1.0];
let w_b = vec![1.0, 0.0];
let g = Game::new(vec![t_a, t_b.clone()], vec![], vec![w_a, w_b], 0.0);
let p = g.posteriors();
assert_ulps_eq!(p[0][0], post_2vs1[0][0], epsilon = 0.000001);
assert_ulps_eq!(p[0][1], post_2vs1[0][1], epsilon = 0.000001);
assert_ulps_eq!(p[1][0], post_2vs1[1][0], epsilon = 0.000001);
assert_ulps_eq!(p[1][1], t_b[1].prior, epsilon = 0.000001);
}
}

126
src/history.rs
View File

@@ -930,6 +930,80 @@ mod tests {
);
}
#[test]
fn test_log_evidence() {
let composition = vec![vec![vec!["a"], vec!["b"]], vec![vec!["b"], vec!["a"]]];
let mut h = History::new(
composition.clone(),
vec![],
vec![],
vec![],
HashMap::new(),
MU,
SIGMA,
BETA,
GAMMA,
P_DRAW,
false,
);
let p_d_m_2 = h.log_evidence(false, &vec![]).exp() * 2.0;
assert_ulps_eq!(p_d_m_2, 0.17650911, epsilon = 0.000001);
assert_ulps_eq!(
p_d_m_2,
h.log_evidence(true, &vec![]).exp() * 2.0,
epsilon = 0.000001
);
assert_ulps_eq!(
p_d_m_2,
h.log_evidence(true, &vec!["a"]).exp() * 2.0,
epsilon = 0.000001
);
assert_ulps_eq!(
p_d_m_2,
h.log_evidence(false, &vec!["a"]).exp() * 2.0,
epsilon = 0.000001
);
h.convergence(11, EPSILON, false);
let loocv_approx_2 = h.log_evidence(false, &vec![]).exp().sqrt();
assert_ulps_eq!(loocv_approx_2, 0.001976774, epsilon = 0.000001);
let p_d_m_approx_2 = h.log_evidence(true, &vec![]).exp() * 2.0;
assert!(loocv_approx_2 - p_d_m_approx_2 < 1e-4);
assert_ulps_eq!(
loocv_approx_2,
h.log_evidence(true, &vec!["b"]).exp() * 2.0,
epsilon = 0.00001
);
let mut h = History::new(
composition,
vec![],
vec![],
vec![],
HashMap::new(),
MU,
SIGMA,
BETA,
GAMMA,
P_DRAW,
true,
);
assert_ulps_eq!(
((0.5f64 * 0.1765).ln() / 2.0).exp(),
(h.log_evidence(false, &vec![]) / 2.0).exp(),
epsilon = 1e-4
);
}
#[test]
fn test_add_events_with_time() {
let composition = vec![
@@ -1123,4 +1197,56 @@ mod tests {
epsilon = 0.000001
);
}
#[test]
fn test_1vs1_weighted() {
let composition = vec![vec![vec!["a"], vec!["b"]], vec![vec!["b"], vec!["a"]]];
let weights = vec![vec![vec![5.0], vec![4.0]], vec![vec![5.0], vec![4.0]]];
let mut h = History::new(
composition.clone(),
vec![],
vec![],
weights,
HashMap::new(),
2.0,
6.0,
1.0,
0.0,
0.0,
false,
);
let lc = h.learning_curves();
assert_ulps_eq!(
lc["a"][0].1,
Gaussian::new(5.53765944, 4.758722),
epsilon = 0.000001
);
assert_ulps_eq!(
lc["b"][0].1,
Gaussian::new(-0.83012755, 5.2395689),
epsilon = 0.000001
);
assert_ulps_eq!(
lc["a"][1].1,
Gaussian::new(1.7922776, 4.099566689),
epsilon = 0.000001
);
assert_ulps_eq!(
lc["b"][1].1,
Gaussian::new(4.8455331752, 3.7476161),
epsilon = 0.000001
);
h.convergence(ITERATIONS, EPSILON, false);
let lc = h.learning_curves();
assert_ulps_eq!(lc["a"][0].1, lc["a"][0].1, epsilon = 0.000001);
assert_ulps_eq!(lc["b"][0].1, lc["a"][0].1, epsilon = 0.000001);
assert_ulps_eq!(lc["a"][1].1, lc["a"][0].1, epsilon = 0.000001);
assert_ulps_eq!(lc["b"][1].1, lc["a"][0].1, epsilon = 0.000001);
}
}