T4 (MarginFactor): scored outcomes via Gaussian-margin EP evidence
Adds soft Gaussian-observation evidence on the per-pair diff variable,
enabling continuous score margins as a richer alternative to ranks.
Public API:
- `Outcome::Scored([scores])` (non-breaking enum extension under
`#[non_exhaustive]`).
- `Game::scored(teams, outcome, options)` constructor parallel to
`Game::ranked`.
- `EventBuilder::scores([...])` fluent helper.
- `HistoryBuilder::score_sigma(σ)` knob (default 1.0, validated > 0).
- `GameOptions::score_sigma`.
- `EventKind` re-exported from `lib.rs` (annotated `#[non_exhaustive]`).
- New `InferenceError::InvalidParameter { name, value }` variant.
Internals:
- `MarginFactor` (`factor/margin.rs`): Gaussian observation factor that
closes in one EP step; cavity-cached log-evidence mirrors `TruncFactor`.
- `BuiltinFactor::Margin` dispatch arm.
- `DiffFactor` enum in `game.rs` lets `Game::likelihoods` and the new
`likelihoods_scored` share the per-pair link abstraction.
- Per-event `EventKind { Ranked, Scored { score_sigma } }` routed through
`TimeSlice::add_events`, `iteration_direct`, and `log_evidence`.
Tests: 88 lib + 27 integration (4 new in `tests/scored.rs`); existing
goldens byte-identical. Bench: `benches/scored.rs` baseline ~960µs for
60 events × 20-player pool with default convergence.
Plan: docs/superpowers/plans/2026-04-27-t4-margin-factor.md
Spec item marked Done.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
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use crate::{
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N_INF,
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factor::{Factor, VarId, VarStore},
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gaussian::Gaussian,
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pdf,
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};
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/// Gaussian observation factor on a diff variable.
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///
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/// Encodes the soft evidence `m_obs ~ N(diff, sigma²)`. The outgoing message
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/// to `diff` is the constant `N(m_obs, sigma²)`, so this factor converges in a
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/// single propagation: subsequent calls return a zero delta.
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#[derive(Debug)]
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pub struct MarginFactor {
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pub diff: VarId,
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pub m_obs: f64,
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pub sigma: f64,
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pub(crate) msg: Gaussian,
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pub(crate) evidence_cached: Option<f64>,
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}
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impl MarginFactor {
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pub fn new(diff: VarId, m_obs: f64, sigma: f64) -> Self {
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debug_assert!(sigma > 0.0, "score sigma must be positive");
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Self {
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diff,
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m_obs,
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sigma,
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msg: N_INF,
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evidence_cached: None,
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}
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}
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}
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impl Factor for MarginFactor {
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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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let cavity = marginal / self.msg;
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if self.evidence_cached.is_none() {
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self.evidence_cached = Some(cavity_evidence(cavity, self.m_obs, self.sigma));
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}
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let new_msg = Gaussian::from_ms(self.m_obs, self.sigma);
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let new_marginal = cavity * new_msg;
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let old_msg = self.msg;
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self.msg = new_msg;
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vars.set(self.diff, new_marginal);
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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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fn cavity_evidence(cavity: Gaussian, m_obs: f64, sigma: f64) -> f64 {
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let combined_sigma = (cavity.sigma().powi(2) + sigma.powi(2)).sqrt();
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pdf(m_obs, cavity.mu(), combined_sigma)
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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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#[test]
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fn first_propagate_writes_tilted_marginal() {
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let mut vars = VarStore::new();
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let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
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let mut f = MarginFactor::new(diff, 5.0, 1.0);
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f.propagate(&mut vars);
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let result = vars.get(diff);
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// pi = 1/36 + 1 ≈ 1.027778; tau = 0 + 5 = 5
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// mu = 5 / 1.027778 ≈ 4.864865; sigma = 1/sqrt(1.027778) ≈ 0.986394
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assert!((result.mu() - 4.864864864864865).abs() < 1e-12);
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assert!((result.sigma() - 0.986393923832144).abs() < 1e-12);
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}
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#[test]
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fn converges_in_one_step() {
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let mut vars = VarStore::new();
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let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
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let mut f = MarginFactor::new(diff, 5.0, 1.0);
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f.propagate(&mut vars);
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let (dmu, dsig) = f.propagate(&mut vars);
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assert!(
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dmu < 1e-12,
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"expected ~0 delta on second propagate, got {dmu}"
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);
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assert!(dsig < 1e-12);
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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(0.0, 6.0));
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let mut f = MarginFactor::new(diff, 5.0, 1.0);
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assert!(f.evidence_cached.is_none());
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f.propagate(&mut vars);
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let z = f.evidence_cached.unwrap();
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// pdf(5, 0, sqrt(37)) ≈ 0.046783
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assert!((z - 0.04678300292616668).abs() < 1e-10);
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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(), z);
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}
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#[test]
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fn log_evidence_matches_cached_ln() {
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let mut vars = VarStore::new();
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let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
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let mut f = MarginFactor::new(diff, 5.0, 1.0);
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f.propagate(&mut vars);
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let logz = f.log_evidence(&vars);
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assert!((logz - (-3.062235327364623)).abs() < 1e-10);
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}
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}
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