Working on History struct. First test is passing.

src/batch.rs

@@ -2,6 +2,7 @@ use std::collections::{HashMap, HashSet};
 
 use crate::{Game, Gaussian, Player, N_INF};
 
+#[derive(Clone)]
 pub struct Skill {
     pub forward: Gaussian,
     pub backward: Gaussian,
@@ -20,6 +21,7 @@ impl Default for Skill {
     }
 }
 
+#[derive(Clone, Copy, Debug)]
 pub struct Agent {
     pub player: Player,
     pub message: Gaussian,
@@ -44,16 +46,19 @@ impl Agent {
     }
 }
 
+#[derive(Clone)]
 pub struct Item {
     name: String,
     likelihood: Gaussian,
 }
 
+#[derive(Clone)]
 pub struct Team {
     items: Vec<Item>,
     output: u16,
 }
 
+#[derive(Clone)]
 pub struct Event {
     teams: Vec<Team>,
     evidence: f64,
@@ -86,8 +91,9 @@ fn compute_elapsed(last_time: f64, actual_time: f64) -> f64 {
     }
 }
 
+#[derive(Clone)]
 pub struct Batch {
-    skills: HashMap<String, Skill>,
+    pub skills: HashMap<String, Skill>,
     events: Vec<Event>,
     time: f64,
     agents: HashMap<String, Agent>,
@@ -170,7 +176,7 @@ impl Batch {
         self.iteration(from);
     }
 
-    fn posterior(&self, agent: &str) -> Gaussian {
+    pub fn posterior(&self, agent: &str) -> Gaussian {
         let skill = &self.skills[agent];
 
         skill.likelihood * skill.backward * skill.forward
@@ -190,7 +196,7 @@ impl Batch {
         Player::new(g, r.beta, r.gamma, N_INF)
     }
 
-    fn within_priors(&self, event: usize) -> Vec<Vec<Player>> {
+    pub fn within_priors(&self, event: usize) -> Vec<Vec<Player>> {
         self.events[event]
             .teams
             .iter()
@@ -262,8 +268,15 @@ impl Batch {
             step = dict_diff(old, self.posteriors())
             i += 1
         return i
-    def forward_prior_out(self, agent):
-        return self.skills[agent].forward * self.skills[agent].likelihood
+    */
+
+    pub fn forward_prior_out(&self, agent: &str) -> Gaussian {
+        let skill = &self.skills[agent];
+
+        skill.forward * skill.likelihood
+    }
+
+    /*
     def backward_prior_out(self, agent):
         N = self.skills[agent].likelihood*self.skills[agent].backward
         return N.forget(self.agents[agent].player.gamma, self.skills[agent].elapsed)

src/game.rs

@@ -73,7 +73,7 @@ impl Game {
         }
 
         let r = &self.result;
-        let o = sortperm(r);
+        let o = utils::sortperm(r);
 
         let t = (0..self.teams.len())
             .map(|e| TeamVariable {
@@ -272,23 +272,12 @@ impl Game {
     }
 }
 
-fn sortperm(xs: &[u16]) -> Vec<usize> {
-    let mut x = xs.iter().enumerate().collect::<Vec<_>>();
-    x.sort_unstable_by_key(|(_, x)| Reverse(*x));
-    x.into_iter().map(|(i, _)| i).collect()
-}
-
 #[cfg(test)]
 mod tests {
     use crate::{Gaussian, Player, GAMMA, N_INF};
 
     use super::*;
 
-    #[test]
-    fn test_sortperm() {
-        assert_eq!(sortperm(&[0, 1, 2, 0]), vec![2, 1, 0, 3]);
-    }
-
     #[test]
     fn test_1vs1() {
         let t_a = Player::new(

src/history.rs

@@ -1,5 +1,203 @@
+use std::collections::{HashMap, HashSet};
+
+use crate::{utils, Agent, Batch, Gaussian, Player, N_INF};
+
 pub struct History {
+    size: usize,
+    batches: Vec<Batch>,
+    agents: HashMap<String, Agent>,
     mu: f64,
     sigma: f64,
     gamma: f64,
+    p_draw: f64,
+    time: bool,
+}
+
+impl History {
+    pub fn new(
+        composition: Vec<Vec<Vec<&str>>>,
+        results: Vec<Vec<u16>>,
+        times: Vec<u64>,
+        priors: HashMap<String, Player>,
+        mu: f64,
+        beta: f64,
+        sigma: f64,
+        gamma: f64,
+        p_draw: f64,
+    ) -> Self {
+        let this_agent = composition
+            .iter()
+            .flat_map(|teams| teams.iter())
+            .flat_map(|team| team.iter())
+            .cloned()
+            .collect::<HashSet<_>>();
+
+        let agents = this_agent
+            .into_iter()
+            .map(|a| {
+                let player = priors
+                    .get(a)
+                    .cloned()
+                    .unwrap_or_else(|| Player::new(Gaussian::new(mu, sigma), beta, gamma, N_INF));
+
+                (
+                    a.to_string(),
+                    Agent {
+                        player,
+                        message: N_INF,
+                        last_time: f64::NEG_INFINITY,
+                    },
+                )
+            })
+            .collect::<HashMap<_, _>>();
+
+        println!("{:#?}", agents);
+
+        let mut this = Self {
+            size: composition.len(),
+            batches: Vec::new(),
+            agents,
+            mu,
+            sigma,
+            gamma,
+            p_draw,
+            time: !times.is_empty(),
+        };
+
+        this.trueskill(composition, results, times);
+
+        this
+    }
+
+    fn trueskill(
+        &mut self,
+        composition: Vec<Vec<Vec<&str>>>,
+        results: Vec<Vec<u16>>,
+        times: Vec<u64>,
+    ) {
+        let o = {
+            let mut o = utils::sortperm(&times);
+            o.reverse();
+            o
+        };
+
+        let o = o;
+        let mut i = 0;
+
+        while i < self.size {
+            let mut j = i + 1;
+            let t = times[o[i]];
+
+            while j < self.size && times[o[j]] == t {
+                j += 1;
+            }
+
+            let composition = (i..j)
+                .map(|e| composition[o[e]].clone())
+                .collect::<Vec<_>>();
+
+            let results = (i..j).map(|e| results[o[e]].clone()).collect::<Vec<_>>();
+
+            let b = Batch::new(
+                composition,
+                results,
+                t as f64,
+                self.agents.clone(),
+                self.p_draw,
+            );
+
+            self.batches.push(b.clone());
+
+            for a in b.skills.keys() {
+                let agent = self.agents.get_mut(a).unwrap();
+
+                agent.last_time = t as f64;
+                agent.message = b.forward_prior_out(a);
+            }
+
+            i = j;
+        }
+    }
+
+    fn iteration(&self) {
+        todo!()
+    }
+
+    fn convergence(&self) {
+        let epsilon = 1e-6;
+        let iterations = 30;
+        let verbose = true;
+
+        todo!()
+    }
+
+    fn learning_curves(&self) {
+        todo!()
+    }
+
+    fn log_evidence(&self) {
+        todo!()
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use approx::assert_ulps_eq;
+
+    use crate::{Game, BETA, GAMMA, MU, P_DRAW, SIGMA};
+
+    use super::*;
+
+    #[test]
+    fn test_init() {
+        let composition = vec![
+            vec![vec!["a"], vec!["b"]],
+            vec![vec!["a"], vec!["c"]],
+            vec![vec!["b"], vec!["c"]],
+        ];
+        let results = vec![vec![1, 0], vec![0, 1], vec![1, 0]];
+
+        let mut priors = HashMap::new();
+
+        for k in ["a", "b", "c"] {
+            let player = Player::new(
+                Gaussian::new(25.0, 25.0 / 3.0),
+                25.0 / 6.0,
+                0.15 * 25.0 / 3.0,
+                N_INF,
+            );
+
+            priors.insert(k.to_string(), player);
+        }
+
+        let h = History::new(
+            composition,
+            results,
+            vec![1, 2, 3],
+            priors,
+            MU,
+            BETA,
+            SIGMA,
+            GAMMA,
+            P_DRAW,
+        );
+
+        let p0 = h.batches[0].posteriors();
+
+        assert_ulps_eq!(p0["a"].mu(), 29.205220743876975, epsilon = 0.000001);
+        assert_ulps_eq!(p0["a"].sigma(), 7.194481422570443, epsilon = 0.000001);
+
+        let observed = h.batches[1].skills["a"].forward.sigma();
+        let gamma: f64 = 0.15 * 25.0 / 3.0;
+        let expected = (gamma.powi(2) + h.batches[0].posterior("a").sigma().powi(2)).sqrt();
+
+        assert_ulps_eq!(observed, expected, epsilon = 0.000001);
+
+        let observed = h.batches[1].posterior("a");
+        let p = Game::new(h.batches[1].within_priors(0), vec![0, 1], P_DRAW).posteriors();
+        let expected = p[0][0];
+
+        assert_ulps_eq!(observed.mu(), expected.mu(), epsilon = 0.000001);
+        assert_ulps_eq!(observed.sigma(), expected.sigma(), epsilon = 0.000001);
+    }
 }

src/lib.rs

@@ -12,3 +12,14 @@ pub use game::*;
 pub use gaussian::*;
 pub use history::*;
 pub use player::*;
+
+pub const BETA: f64 = 1.0;
+pub const MU: f64 = 0.0;
+pub const SIGMA: f64 = BETA * 6.0;
+pub const GAMMA: f64 = BETA * 0.03;
+pub const P_DRAW: f64 = 0.0;
+
+pub const N01: Gaussian = Gaussian::new(0.0, 1.0);
+pub const N00: Gaussian = Gaussian::new(0.0, 0.0);
+pub const N_INF: Gaussian = Gaussian::new(0.0, f64::INFINITY);
+pub const N_MS: Gaussian = Gaussian::new(MU, SIGMA);

src/player.rs

@@ -2,7 +2,7 @@ use std::fmt;
 
 use crate::{Gaussian, BETA, GAMMA, N_INF};
 
-#[derive(Debug)]
+#[derive(Clone, Copy, Debug)]
 pub struct Player {
     pub prior: Gaussian,
     pub beta: f64,

src/utils.rs

@@ -1,3 +1,4 @@
+use std::cmp::Reverse;
 use std::f64::consts::{FRAC_1_SQRT_2, FRAC_2_SQRT_PI, SQRT_2};
 
 use crate::Gaussian;
@@ -133,6 +134,12 @@ pub(crate) fn compute_margin(p_draw: f64, sd: f64) -> f64 {
     ppf(0.5 - p_draw / 2.0, 0.0, sd).abs()
 }
 
+pub(crate) fn sortperm<T: Ord>(xs: &[T]) -> Vec<usize> {
+    let mut x = xs.iter().enumerate().collect::<Vec<_>>();
+    x.sort_unstable_by_key(|(_, x)| Reverse(*x));
+    x.into_iter().map(|(i, _)| i).collect()
+}
+
 #[cfg(test)]
 mod tests {
     use crate::{Gaussian, N01};
@@ -206,4 +213,9 @@ mod tests {
             (0.39009949143595435, 1.034397855300721)
         );
     }
+
+    #[test]
+    fn test_sortperm() {
+        assert_eq!(sortperm(&[0, 1, 2, 0]), vec![2, 1, 0, 3]);
+    }
 }