feat(factor): implement TruncFactor with cached evidence
EP truncation factor that operates on a diff variable. Stores its outgoing message so the cavity computation produces the correct EP message on each propagation. The first propagation caches the evidence contribution (cdf-bounded probability) for log_evidence(). Promotes lib::cdf to pub(crate) so the factor can use it.
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@@ -1,15 +1,23 @@
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use crate::{
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N_INF,
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N_INF, approx, cdf,
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factor::{Factor, VarId, VarStore},
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gaussian::Gaussian,
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};
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/// EP truncation factor on a diff variable.
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///
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/// Implements the rectified-Gaussian approximation that turns a diff
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/// distribution into a "this team rank-beats that team" or "tied" likelihood.
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/// Stores its outgoing message to the diff variable so the cavity computation
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/// produces the correct EP message on each propagation.
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#[derive(Debug)]
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pub(crate) struct TruncFactor {
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pub(crate) diff: VarId,
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pub(crate) margin: f64,
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pub(crate) tie: bool,
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/// Outgoing message to the diff variable (initial: N_INF, the EP identity).
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pub(crate) msg: Gaussian,
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/// Cached evidence (linear, not log) computed from the cavity on first propagation.
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pub(crate) evidence_cached: Option<f64>,
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}
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@@ -26,7 +34,97 @@ impl TruncFactor {
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}
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impl Factor for TruncFactor {
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fn propagate(&mut self, _vars: &mut VarStore) -> (f64, f64) {
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unimplemented!("TruncFactor stub — implemented in Task 6")
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fn propagate(&mut self, vars: &mut VarStore) -> (f64, f64) {
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let marginal = vars.get(self.diff);
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// Cavity: marginal divided by our outgoing message.
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let cavity = marginal / self.msg;
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// First-time-only: cache the evidence contribution from the cavity.
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if self.evidence_cached.is_none() {
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self.evidence_cached = Some(cavity_evidence(cavity, self.margin, self.tie));
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}
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// Apply the truncation approximation to the cavity.
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let trunc = approx(cavity, self.margin, self.tie);
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// New outgoing message such that cavity * new_msg = trunc.
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let new_msg = trunc / cavity;
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let old_msg = self.msg;
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self.msg = new_msg;
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// Update the marginal: marginal_new = cavity * new_msg = trunc.
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vars.set(self.diff, trunc);
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old_msg.delta(new_msg)
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}
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fn log_evidence(&self, _vars: &VarStore) -> f64 {
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self.evidence_cached.unwrap_or(1.0).ln()
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}
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}
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/// P(diff > margin) for non-tie, P(|diff| < margin) for tie.
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fn cavity_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 {
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if tie {
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cdf(margin, diff.mu(), diff.sigma()) - cdf(-margin, diff.mu(), diff.sigma())
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} else {
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1.0 - cdf(margin, diff.mu(), diff.sigma())
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::factor::VarStore;
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#[test]
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fn idempotent_after_convergence() {
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// After enough iterations, propagate should return ~0 delta.
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let mut vars = VarStore::new();
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let diff = vars.alloc(Gaussian::from_ms(2.0, 3.0));
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let mut f = TruncFactor::new(diff, 0.0, false);
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// Propagate many times; delta should drop toward 0.
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let mut last = (f64::INFINITY, f64::INFINITY);
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for _ in 0..20 {
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last = f.propagate(&mut vars);
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}
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assert!(last.0 < 1e-10, "expected converged delta, got {}", last.0);
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assert!(last.1 < 1e-10);
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}
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#[test]
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fn evidence_cached_on_first_propagate() {
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let mut vars = VarStore::new();
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let diff = vars.alloc(Gaussian::from_ms(2.0, 3.0));
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let mut f = TruncFactor::new(diff, 0.0, false);
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assert!(f.evidence_cached.is_none());
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f.propagate(&mut vars);
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assert!(f.evidence_cached.is_some());
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let first = f.evidence_cached.unwrap();
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// Evidence should be P(diff > 0) for diff ~ N(2, 9) ≈ 0.748
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assert!(first > 0.7);
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assert!(first < 0.8);
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// Subsequent propagations don't change it.
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f.propagate(&mut vars);
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assert_eq!(f.evidence_cached.unwrap(), first);
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}
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#[test]
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fn tie_evidence_uses_two_sided() {
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let mut vars = VarStore::new();
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let diff = vars.alloc(Gaussian::from_ms(0.0, 2.0));
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let mut f = TruncFactor::new(diff, 1.0, true);
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f.propagate(&mut vars);
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// For diff ~ N(0, 4), tie=true with margin=1: P(-1 < diff < 1) ≈ 0.383
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let ev = f.evidence_cached.unwrap();
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assert!(ev > 0.35 && ev < 0.42);
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}
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}
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@@ -163,7 +163,7 @@ fn compute_margin(p_draw: f64, sd: f64) -> f64 {
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ppf(0.5 - p_draw / 2.0, 0.0, sd).abs()
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}
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fn cdf(x: f64, mu: f64, sigma: f64) -> f64 {
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pub(crate) fn cdf(x: f64, mu: f64, sigma: f64) -> f64 {
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let z = -(x - mu) / (sigma * SQRT_2);
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0.5 * erfc(z)
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