feat: added a Drift trait and a "default" ConstantDrift implementation
This commit is contained in:
45
CLAUDE.md
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45
CLAUDE.md
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# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## Commands
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```bash
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cargo build # Build the library
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cargo test --lib # Run all library tests
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cargo test --lib <test_name> # Run a single test by name
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cargo test --lib -- --nocapture # Run tests with stdout output
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cargo clippy # Lint
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cargo bench # Run benchmarks (criterion)
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```
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The `approx` feature enables `approx::AbsDiffEq` for `Gaussian`:
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```bash
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cargo test --features approx
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```
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## Architecture
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This is a Rust port of [TrueSkillThroughTime.py](https://github.com/glandfried/TrueSkillThroughTime.py) — a Bayesian skill rating system that tracks skill evolution over time using Gaussian message passing.
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### Data flow
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```
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History → Batch[] → Game[] → teams/players
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```
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- **`History`** (`history.rs`) — top-level container. Organizes games by time into `Batch`es, runs forward/backward message passing across batches, and exposes `learning_curves()` and `log_evidence()`.
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- **`Batch`** (`batch.rs`) — all games at a single time step. Runs `iteration()` to update skill estimates via `Game::posteriors()`, collecting `Skill` distributions per player.
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- **`Game`** (`game.rs`) — a single match. Given teams (slices of `Gaussian`), computes posterior skill distributions using Gaussian factor graphs and `message.rs` helpers.
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- **`Agent`** (`agent.rs`) — wraps a `Player` with temporal state (`last_time`, `message`). `receive()` applies time-decay (`gamma`) when the player reappears after a gap.
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- **`Player`** (`player.rs`) — static configuration: prior `Gaussian`, `beta` (performance noise), `gamma` (skill drift per time unit).
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- **`Gaussian`** (`gaussian.rs`) — core probability type. Stored as natural parameters (`pi = 1/sigma²`, `tau = mu/sigma²`). Arithmetic ops implement message multiplication/division in the factor graph.
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- **`message.rs`** — `TeamMessage` and `DiffMessage`: intermediate factor graph messages used inside `Game`.
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- **`lib.rs`** — exports the public API (`Game`, `Gaussian`, `History`, `Player`) and standalone functions (`quality()`, `pdf()`, `cdf()`, `erfc()`). Also defines global defaults: `MU=0.0`, `SIGMA=6.0`, `BETA=1.0`, `GAMMA=0.03`, `P_DRAW=0.0`, `EPSILON=1e-6`, `ITERATIONS=30`.
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### Key design points
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- `History` uses `IndexMap<K>` (defined in `lib.rs`) to map arbitrary player keys to `Agent` state.
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- Convergence is measured by the maximum `delta()` across all skill distributions; iteration stops when below `EPSILON` or after `ITERATIONS` rounds.
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- The `approx` feature gates `AbsDiffEq` on `Gaussian` for use in tests — the feature is optional and only needed for approximate equality assertions.
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- `time` in `History`/`Batch` is currently an `f64`; the README notes it needs to become an enum to support richer temporal states.
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@@ -6,3 +6,11 @@ let mut history = History::new();
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let agent_a = history.new_agent();
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let agent_a = history.new_agent();
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let agent_b = history.new_agent_with_prior(Prior::new(Gaussian::default(), BETA, GAMMA));
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let agent_b = history.new_agent_with_prior(Prior::new(Gaussian::default(), BETA, GAMMA));
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```
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```
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```rust
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trait Team {
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fn players(&self) -> impl Iterator<Item = P>;
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fn weights(&self) -> impl Iterator<Item = f64>;
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fn score(&self) -> u16;
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}
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```
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60
README.md
60
README.md
@@ -11,6 +11,66 @@ Rust port of [TrueSkillThroughTime.py](https://github.com/glandfried/TrueSkillTh
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- [TrueSkill Through Time: Revisiting the History of Chess](https://www.microsoft.com/en-us/research/wp-content/uploads/2008/01/NIPS2007_0931.pdf)
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- [TrueSkill Through Time: Revisiting the History of Chess](https://www.microsoft.com/en-us/research/wp-content/uploads/2008/01/NIPS2007_0931.pdf)
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- [TrueSkill Through Time. The full scientific documentation](https://glandfried.github.io/publication/landfried2021-learning/)
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- [TrueSkill Through Time. The full scientific documentation](https://glandfried.github.io/publication/landfried2021-learning/)
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## Drift
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Skill drift models how a player's true skill can change between appearances. Each time a player reappears after a gap, their skill uncertainty is widened by the drift model before the new evidence is incorporated.
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Drift is represented by the `Drift` trait:
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```rust
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pub trait Drift: Copy + Debug {
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fn variance_delta(&self, elapsed: i64) -> f64;
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}
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```
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`variance_delta` returns the amount to add to `σ²` given the elapsed time since the player last played. Internally, `Gaussian::forget` uses this to compute the new sigma: `σ_new = sqrt(σ² + variance_delta)`.
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### ConstantDrift
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The built-in `ConstantDrift` implements a linear random walk — skill uncertainty grows proportionally to time:
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```
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variance_delta = elapsed * γ²
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```
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This is the standard TrueSkill Through Time model. Use it by passing a `ConstantDrift(gamma)` when constructing a `Player`:
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```rust
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use trueskill_tt::{Player, Gaussian, drift::ConstantDrift};
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// gamma = 0.1 means skill can shift ~0.1 per time unit
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let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, ConstantDrift(0.1));
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```
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### Custom drift
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Implement `Drift` to express any other model. For example, a drift that saturates after a long absence (uncertainty grows with the square root of elapsed time instead of linearly):
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```rust
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use trueskill_tt::drift::Drift;
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#[derive(Clone, Copy, Debug)]
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struct SqrtDrift {
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gamma: f64,
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}
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impl Drift for SqrtDrift {
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fn variance_delta(&self, elapsed: i64) -> f64 {
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(elapsed as f64).sqrt() * self.gamma * self.gamma
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}
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}
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let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, SqrtDrift { gamma: 0.5 });
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```
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To use a custom drift type with `History`, use the `.drift()` builder method instead of `.gamma()`:
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```rust
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let h = History::builder()
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.drift(SqrtDrift { gamma: 0.5 })
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.build();
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```
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## Todo
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## Todo
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- [x] Implement approx for Gaussian
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- [x] Implement approx for Gaussian
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@@ -1,9 +1,9 @@
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use std::collections::HashMap;
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use std::collections::HashMap;
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use criterion::{criterion_group, criterion_main, Criterion};
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use criterion::{Criterion, criterion_group, criterion_main};
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use trueskill_tt::{
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use trueskill_tt::{
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agent::Agent, batch::Batch, gaussian::Gaussian, player::Player, IndexMap, BETA, GAMMA, MU,
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BETA, GAMMA, IndexMap, MU, P_DRAW, SIGMA, agent::Agent, batch::Batch, drift::ConstantDrift,
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P_DRAW, SIGMA,
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gaussian::Gaussian, player::Player,
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};
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};
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fn criterion_benchmark(criterion: &mut Criterion) {
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fn criterion_benchmark(criterion: &mut Criterion) {
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@@ -19,21 +19,21 @@ fn criterion_benchmark(criterion: &mut Criterion) {
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map.insert(
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map.insert(
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a,
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a,
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Agent {
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Agent {
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player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, GAMMA),
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player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
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..Default::default()
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..Default::default()
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},
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},
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);
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);
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map.insert(
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map.insert(
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b,
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b,
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Agent {
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Agent {
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player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, GAMMA),
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player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
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..Default::default()
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..Default::default()
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},
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},
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);
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);
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map.insert(
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map.insert(
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c,
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c,
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Agent {
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Agent {
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player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, GAMMA),
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player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
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..Default::default()
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..Default::default()
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},
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},
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);
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);
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64
graph.d2
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64
graph.d2
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vars: {
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d2-config: {
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layout-engine: elk
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# Terminal theme code
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theme-id: 300
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}
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}
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History: {
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shape: class
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agents: "HashMap<Index, Agent>"
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batches: "Vec<Batch>"
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}
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Batch: {
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shape: class
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skills: "HashMap<Index, Skill>"
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events: "Vec<Event>"
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time: "i64"
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p_draw: "f64"
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}
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Event: {
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shape: class
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teams: "Vec<Team>"
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weights: "Vec<Vec<f64>>"
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evidence: "f64"
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}
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Team: {
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shape: class
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items: "Vec<Item>"
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output: "f64"
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}
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Item: {
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shape: class
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agent: "Index"
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likelihood: "Gaussian"
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}
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Skill: {
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shape: class
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forward: "Gaussian"
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backward: "Gaussian"
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likelihood: "Gaussian"
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elapsed: "i64"
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online: "Gaussian"
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}
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History -> Batch
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Batch -> Skill
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Batch -> Event
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Event -> Team
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Team -> Item
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23
src/agent.rs
23
src/agent.rs
@@ -1,23 +1,29 @@
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use crate::{gaussian::Gaussian, player::Player, N_INF};
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use crate::{
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N_INF,
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drift::{ConstantDrift, Drift},
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gaussian::Gaussian,
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player::Player,
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};
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#[derive(Debug)]
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#[derive(Debug)]
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pub struct Agent {
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pub struct Agent<D: Drift = ConstantDrift> {
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pub player: Player,
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pub player: Player<D>,
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pub message: Gaussian,
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pub message: Gaussian,
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pub last_time: i64,
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pub last_time: i64,
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}
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}
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impl Agent {
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impl<D: Drift> Agent<D> {
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pub(crate) fn receive(&self, elapsed: i64) -> Gaussian {
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pub(crate) fn receive(&self, elapsed: i64) -> Gaussian {
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if self.message != N_INF {
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if self.message != N_INF {
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self.message.forget(self.player.gamma, elapsed)
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self.message
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.forget(self.player.drift.variance_delta(elapsed))
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} else {
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} else {
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self.player.prior
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self.player.prior
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}
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}
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}
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}
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}
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}
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impl Default for Agent {
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impl Default for Agent<ConstantDrift> {
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fn default() -> Self {
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fn default() -> Self {
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Self {
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Self {
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player: Player::default(),
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player: Player::default(),
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@@ -27,7 +33,10 @@ impl Default for Agent {
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}
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}
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}
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}
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pub(crate) fn clean<'a, A: Iterator<Item = &'a mut Agent>>(agents: A, last_time: bool) {
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pub(crate) fn clean<'a, D: Drift + 'a, A: Iterator<Item = &'a mut Agent<D>>>(
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agents: A,
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last_time: bool,
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) {
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for a in agents {
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for a in agents {
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a.message = N_INF;
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a.message = N_INF;
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51
src/batch.rs
51
src/batch.rs
@@ -1,7 +1,8 @@
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use std::collections::HashMap;
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use std::collections::HashMap;
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|
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use crate::{
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use crate::{
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agent::Agent, game::Game, gaussian::Gaussian, player::Player, tuple_gt, tuple_max, Index, N_INF,
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Index, N_INF, agent::Agent, drift::Drift, game::Game, gaussian::Gaussian, player::Player,
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tuple_gt, tuple_max,
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};
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};
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|
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#[derive(Debug)]
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#[derive(Debug)]
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@@ -38,22 +39,22 @@ struct Item {
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}
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}
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|
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impl Item {
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impl Item {
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fn within_prior(
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fn within_prior<D: Drift>(
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&self,
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&self,
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online: bool,
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online: bool,
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forward: bool,
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forward: bool,
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skills: &HashMap<Index, Skill>,
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skills: &HashMap<Index, Skill>,
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agents: &HashMap<Index, Agent>,
|
agents: &HashMap<Index, Agent<D>>,
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) -> Player {
|
) -> Player<D> {
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let r = &agents[&self.agent].player;
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let r = &agents[&self.agent].player;
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let skill = &skills[&self.agent];
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let skill = &skills[&self.agent];
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|
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if online {
|
if online {
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Player::new(skill.online, r.beta, r.gamma)
|
Player::new(skill.online, r.beta, r.drift)
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} else if forward {
|
} else if forward {
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Player::new(skill.forward, r.beta, r.gamma)
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Player::new(skill.forward, r.beta, r.drift)
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} else {
|
} else {
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Player::new(skill.posterior() / self.likelihood, r.beta, r.gamma)
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Player::new(skill.posterior() / self.likelihood, r.beta, r.drift)
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}
|
}
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}
|
}
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}
|
}
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@@ -79,13 +80,13 @@ impl Event {
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.collect::<Vec<_>>()
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.collect::<Vec<_>>()
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}
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}
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|
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pub(crate) fn within_priors(
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pub(crate) fn within_priors<D: Drift>(
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&self,
|
&self,
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online: bool,
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online: bool,
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forward: bool,
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forward: bool,
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skills: &HashMap<Index, Skill>,
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skills: &HashMap<Index, Skill>,
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agents: &HashMap<Index, Agent>,
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agents: &HashMap<Index, Agent<D>>,
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) -> Vec<Vec<Player>> {
|
) -> Vec<Vec<Player<D>>> {
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self.teams
|
self.teams
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.iter()
|
.iter()
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.map(|team| {
|
.map(|team| {
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@@ -116,12 +117,12 @@ impl Batch {
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}
|
}
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}
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}
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|
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pub fn add_events(
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pub fn add_events<D: Drift>(
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&mut self,
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&mut self,
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composition: Vec<Vec<Vec<Index>>>,
|
composition: Vec<Vec<Vec<Index>>>,
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results: Vec<Vec<f64>>,
|
results: Vec<Vec<f64>>,
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weights: Vec<Vec<Vec<f64>>>,
|
weights: Vec<Vec<Vec<f64>>>,
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agents: &HashMap<Index, Agent>,
|
agents: &HashMap<Index, Agent<D>>,
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) {
|
) {
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let mut unique = Vec::with_capacity(10);
|
let mut unique = Vec::with_capacity(10);
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|
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@@ -207,7 +208,7 @@ impl Batch {
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.collect::<HashMap<_, _>>()
|
.collect::<HashMap<_, _>>()
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}
|
}
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|
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pub fn iteration(&mut self, from: usize, agents: &HashMap<Index, Agent>) {
|
pub fn iteration<D: Drift>(&mut self, from: usize, agents: &HashMap<Index, Agent<D>>) {
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for event in self.events.iter_mut().skip(from) {
|
for event in self.events.iter_mut().skip(from) {
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let teams = event.within_priors(false, false, &self.skills, agents);
|
let teams = event.within_priors(false, false, &self.skills, agents);
|
||||||
let result = event.outputs();
|
let result = event.outputs();
|
||||||
@@ -229,7 +230,7 @@ impl Batch {
|
|||||||
}
|
}
|
||||||
|
|
||||||
#[allow(dead_code)]
|
#[allow(dead_code)]
|
||||||
pub(crate) fn convergence(&mut self, agents: &HashMap<Index, Agent>) -> usize {
|
pub(crate) fn convergence<D: Drift>(&mut self, agents: &HashMap<Index, Agent<D>>) -> usize {
|
||||||
let epsilon = 1e-6;
|
let epsilon = 1e-6;
|
||||||
let iterations = 20;
|
let iterations = 20;
|
||||||
|
|
||||||
@@ -259,18 +260,18 @@ impl Batch {
|
|||||||
skill.forward * skill.likelihood
|
skill.forward * skill.likelihood
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn backward_prior_out(
|
pub(crate) fn backward_prior_out<D: Drift>(
|
||||||
&self,
|
&self,
|
||||||
agent: &Index,
|
agent: &Index,
|
||||||
agents: &HashMap<Index, Agent>,
|
agents: &HashMap<Index, Agent<D>>,
|
||||||
) -> Gaussian {
|
) -> Gaussian {
|
||||||
let skill = &self.skills[agent];
|
let skill = &self.skills[agent];
|
||||||
let n = skill.likelihood * skill.backward;
|
let n = skill.likelihood * skill.backward;
|
||||||
|
|
||||||
n.forget(agents[agent].player.gamma, skill.elapsed)
|
n.forget(agents[agent].player.drift.variance_delta(skill.elapsed))
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn new_backward_info(&mut self, agents: &HashMap<Index, Agent>) {
|
pub(crate) fn new_backward_info<D: Drift>(&mut self, agents: &HashMap<Index, Agent<D>>) {
|
||||||
for (agent, skill) in self.skills.iter_mut() {
|
for (agent, skill) in self.skills.iter_mut() {
|
||||||
skill.backward = agents[agent].message;
|
skill.backward = agents[agent].message;
|
||||||
}
|
}
|
||||||
@@ -278,7 +279,7 @@ impl Batch {
|
|||||||
self.iteration(0, agents);
|
self.iteration(0, agents);
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn new_forward_info(&mut self, agents: &HashMap<Index, Agent>) {
|
pub(crate) fn new_forward_info<D: Drift>(&mut self, agents: &HashMap<Index, Agent<D>>) {
|
||||||
for (agent, skill) in self.skills.iter_mut() {
|
for (agent, skill) in self.skills.iter_mut() {
|
||||||
skill.forward = agents[agent].receive(skill.elapsed);
|
skill.forward = agents[agent].receive(skill.elapsed);
|
||||||
}
|
}
|
||||||
@@ -286,12 +287,12 @@ impl Batch {
|
|||||||
self.iteration(0, agents);
|
self.iteration(0, agents);
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn log_evidence(
|
pub(crate) fn log_evidence<D: Drift>(
|
||||||
&self,
|
&self,
|
||||||
online: bool,
|
online: bool,
|
||||||
targets: &[Index],
|
targets: &[Index],
|
||||||
forward: bool,
|
forward: bool,
|
||||||
agents: &HashMap<Index, Agent>,
|
agents: &HashMap<Index, Agent<D>>,
|
||||||
) -> f64 {
|
) -> f64 {
|
||||||
if targets.is_empty() {
|
if targets.is_empty() {
|
||||||
if online || forward {
|
if online || forward {
|
||||||
@@ -390,7 +391,7 @@ pub(crate) fn compute_elapsed(last_time: i64, actual_time: i64) -> i64 {
|
|||||||
mod tests {
|
mod tests {
|
||||||
use approx::assert_ulps_eq;
|
use approx::assert_ulps_eq;
|
||||||
|
|
||||||
use crate::{agent::Agent, player::Player, IndexMap};
|
use crate::{IndexMap, agent::Agent, drift::ConstantDrift, player::Player};
|
||||||
|
|
||||||
use super::*;
|
use super::*;
|
||||||
|
|
||||||
@@ -414,7 +415,7 @@ mod tests {
|
|||||||
player: Player::new(
|
player: Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
@@ -490,7 +491,7 @@ mod tests {
|
|||||||
player: Player::new(
|
player: Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
@@ -569,7 +570,7 @@ mod tests {
|
|||||||
player: Player::new(
|
player: Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
|
|||||||
14
src/drift.rs
Normal file
14
src/drift.rs
Normal file
@@ -0,0 +1,14 @@
|
|||||||
|
use std::fmt::Debug;
|
||||||
|
|
||||||
|
pub trait Drift: Copy + Debug {
|
||||||
|
fn variance_delta(&self, elapsed: i64) -> f64;
|
||||||
|
}
|
||||||
|
|
||||||
|
#[derive(Clone, Copy, Debug)]
|
||||||
|
pub struct ConstantDrift(pub f64);
|
||||||
|
|
||||||
|
impl Drift for ConstantDrift {
|
||||||
|
fn variance_delta(&self, elapsed: i64) -> f64 {
|
||||||
|
elapsed as f64 * self.0 * self.0
|
||||||
|
}
|
||||||
|
}
|
||||||
164
src/game.rs
164
src/game.rs
@@ -1,14 +1,16 @@
|
|||||||
use crate::{
|
use crate::{
|
||||||
approx, compute_margin, evidence,
|
N_INF, N00, approx, compute_margin,
|
||||||
|
drift::Drift,
|
||||||
|
evidence,
|
||||||
gaussian::Gaussian,
|
gaussian::Gaussian,
|
||||||
message::{DiffMessage, TeamMessage},
|
message::{DiffMessage, TeamMessage},
|
||||||
player::Player,
|
player::Player,
|
||||||
sort_perm, tuple_gt, tuple_max, N00, N_INF,
|
sort_perm, tuple_gt, tuple_max,
|
||||||
};
|
};
|
||||||
|
|
||||||
#[derive(Debug)]
|
#[derive(Debug)]
|
||||||
pub struct Game<'a> {
|
pub struct Game<'a, D: Drift> {
|
||||||
teams: Vec<Vec<Player>>,
|
teams: Vec<Vec<Player<D>>>,
|
||||||
result: &'a [f64],
|
result: &'a [f64],
|
||||||
weights: &'a [Vec<f64>],
|
weights: &'a [Vec<f64>],
|
||||||
p_draw: f64,
|
p_draw: f64,
|
||||||
@@ -16,9 +18,9 @@ pub struct Game<'a> {
|
|||||||
pub(crate) evidence: f64,
|
pub(crate) evidence: f64,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl<'a> Game<'a> {
|
impl<'a, D: Drift> Game<'a, D> {
|
||||||
pub fn new(
|
pub fn new(
|
||||||
teams: Vec<Vec<Player>>,
|
teams: Vec<Vec<Player<D>>>,
|
||||||
result: &'a [f64],
|
result: &'a [f64],
|
||||||
weights: &'a [Vec<f64>],
|
weights: &'a [Vec<f64>],
|
||||||
p_draw: f64,
|
p_draw: f64,
|
||||||
@@ -176,7 +178,7 @@ impl<'a> Game<'a> {
|
|||||||
.zip(w.iter())
|
.zip(w.iter())
|
||||||
.map(|(p, &w)| {
|
.map(|(p, &w)| {
|
||||||
((m - performance.exclude(p.performance() * w)) * (1.0 / w))
|
((m - performance.exclude(p.performance() * w)) * (1.0 / w))
|
||||||
.forget(p.beta, 1)
|
.forget(p.beta.powi(2))
|
||||||
})
|
})
|
||||||
.collect::<Vec<_>>()
|
.collect::<Vec<_>>()
|
||||||
})
|
})
|
||||||
@@ -201,7 +203,7 @@ impl<'a> Game<'a> {
|
|||||||
mod tests {
|
mod tests {
|
||||||
use ::approx::assert_ulps_eq;
|
use ::approx::assert_ulps_eq;
|
||||||
|
|
||||||
use crate::{Gaussian, Player, GAMMA, N_INF};
|
use crate::{ConstantDrift, GAMMA, Gaussian, N_INF, Player};
|
||||||
|
|
||||||
use super::*;
|
use super::*;
|
||||||
|
|
||||||
@@ -210,12 +212,12 @@ mod tests {
|
|||||||
let t_a = Player::new(
|
let t_a = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = Player::new(
|
let t_b = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
@@ -228,8 +230,16 @@ mod tests {
|
|||||||
assert_ulps_eq!(a, Gaussian::from_ms(20.794779, 7.194481), epsilon = 1e-6);
|
assert_ulps_eq!(a, Gaussian::from_ms(20.794779, 7.194481), epsilon = 1e-6);
|
||||||
assert_ulps_eq!(b, Gaussian::from_ms(29.205220, 7.194481), epsilon = 1e-6);
|
assert_ulps_eq!(b, Gaussian::from_ms(29.205220, 7.194481), epsilon = 1e-6);
|
||||||
|
|
||||||
let t_a = Player::new(Gaussian::from_ms(29.0, 1.0), 25.0 / 6.0, GAMMA);
|
let t_a = Player::new(
|
||||||
let t_b = Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, GAMMA);
|
Gaussian::from_ms(29.0, 1.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(GAMMA),
|
||||||
|
);
|
||||||
|
let t_b = Player::new(
|
||||||
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(GAMMA),
|
||||||
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
||||||
@@ -241,8 +251,8 @@ mod tests {
|
|||||||
assert_ulps_eq!(a, Gaussian::from_ms(28.896475, 0.996604), epsilon = 1e-6);
|
assert_ulps_eq!(a, Gaussian::from_ms(28.896475, 0.996604), epsilon = 1e-6);
|
||||||
assert_ulps_eq!(b, Gaussian::from_ms(32.189211, 6.062063), epsilon = 1e-6);
|
assert_ulps_eq!(b, Gaussian::from_ms(32.189211, 6.062063), epsilon = 1e-6);
|
||||||
|
|
||||||
let t_a = Player::new(Gaussian::from_ms(1.139, 0.531), 1.0, 0.2125);
|
let t_a = Player::new(Gaussian::from_ms(1.139, 0.531), 1.0, ConstantDrift(0.2125));
|
||||||
let t_b = Player::new(Gaussian::from_ms(15.568, 0.51), 1.0, 0.2125);
|
let t_b = Player::new(Gaussian::from_ms(15.568, 0.51), 1.0, ConstantDrift(0.2125));
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
||||||
@@ -257,17 +267,17 @@ mod tests {
|
|||||||
vec![Player::new(
|
vec![Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
)],
|
)],
|
||||||
vec![Player::new(
|
vec![Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
)],
|
)],
|
||||||
vec![Player::new(
|
vec![Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
)],
|
)],
|
||||||
];
|
];
|
||||||
|
|
||||||
@@ -309,12 +319,12 @@ mod tests {
|
|||||||
let t_a = Player::new(
|
let t_a = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = Player::new(
|
let t_b = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
@@ -327,8 +337,16 @@ mod tests {
|
|||||||
assert_ulps_eq!(a, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6);
|
assert_ulps_eq!(a, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6);
|
||||||
assert_ulps_eq!(b, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6);
|
assert_ulps_eq!(b, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6);
|
||||||
|
|
||||||
let t_a = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0);
|
let t_a = Player::new(
|
||||||
let t_b = Player::new(Gaussian::from_ms(29.0, 2.0), 25.0 / 6.0, 25.0 / 300.0);
|
Gaussian::from_ms(25.0, 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
);
|
||||||
|
let t_b = Player::new(
|
||||||
|
Gaussian::from_ms(29.0, 2.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 0.0], &w, 0.25);
|
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 0.0], &w, 0.25);
|
||||||
@@ -346,17 +364,17 @@ mod tests {
|
|||||||
let t_a = Player::new(
|
let t_a = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = Player::new(
|
let t_b = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_c = Player::new(
|
let t_c = Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||||
@@ -376,9 +394,21 @@ mod tests {
|
|||||||
assert_ulps_eq!(b, Gaussian::from_ms(25.000000, 5.707423), epsilon = 1e-6);
|
assert_ulps_eq!(b, Gaussian::from_ms(25.000000, 5.707423), epsilon = 1e-6);
|
||||||
assert_ulps_eq!(c, Gaussian::from_ms(24.999999, 5.729068), epsilon = 1e-6);
|
assert_ulps_eq!(c, Gaussian::from_ms(24.999999, 5.729068), epsilon = 1e-6);
|
||||||
|
|
||||||
let t_a = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0);
|
let t_a = Player::new(
|
||||||
let t_b = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0);
|
Gaussian::from_ms(25.0, 3.0),
|
||||||
let t_c = Player::new(Gaussian::from_ms(29.0, 2.0), 25.0 / 6.0, 25.0 / 300.0);
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
);
|
||||||
|
let t_b = Player::new(
|
||||||
|
Gaussian::from_ms(25.0, 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
);
|
||||||
|
let t_c = Player::new(
|
||||||
|
Gaussian::from_ms(29.0, 2.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||||
let g = Game::new(
|
let g = Game::new(
|
||||||
@@ -401,17 +431,33 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_2vs1vs2_mixed() {
|
fn test_2vs1vs2_mixed() {
|
||||||
let t_a = vec![
|
let t_a = vec![
|
||||||
Player::new(Gaussian::from_ms(12.0, 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
Player::new(
|
||||||
Player::new(Gaussian::from_ms(18.0, 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
Gaussian::from_ms(12.0, 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
),
|
||||||
|
Player::new(
|
||||||
|
Gaussian::from_ms(18.0, 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
),
|
||||||
];
|
];
|
||||||
let t_b = vec![Player::new(
|
let t_b = vec![Player::new(
|
||||||
Gaussian::from_ms(30.0, 3.0),
|
Gaussian::from_ms(30.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
)];
|
)];
|
||||||
let t_c = vec![
|
let t_c = vec![
|
||||||
Player::new(Gaussian::from_ms(14.0, 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
Player::new(
|
||||||
Player::new(Gaussian::from_ms(16., 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
Gaussian::from_ms(14.0, 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
),
|
||||||
|
Player::new(
|
||||||
|
Gaussian::from_ms(16., 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(25.0 / 300.0),
|
||||||
|
),
|
||||||
];
|
];
|
||||||
|
|
||||||
let w = [vec![1.0, 1.0], vec![1.0], vec![1.0, 1.0]];
|
let w = [vec![1.0, 1.0], vec![1.0], vec![1.0, 1.0]];
|
||||||
@@ -433,12 +479,12 @@ mod tests {
|
|||||||
let t_a = vec![Player::new(
|
let t_a = vec![Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
0.0,
|
ConstantDrift(0.0),
|
||||||
)];
|
)];
|
||||||
let t_b = vec![Player::new(
|
let t_b = vec![Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
0.0,
|
ConstantDrift(0.0),
|
||||||
)];
|
)];
|
||||||
|
|
||||||
let w = [w_a, w_b];
|
let w = [w_a, w_b];
|
||||||
@@ -495,8 +541,16 @@ mod tests {
|
|||||||
let w_a = vec![1.0];
|
let w_a = vec![1.0];
|
||||||
let w_b = vec![0.0];
|
let w_b = vec![0.0];
|
||||||
|
|
||||||
let t_a = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
let t_a = vec![Player::new(
|
||||||
let t_b = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
)];
|
||||||
|
let t_b = vec![Player::new(
|
||||||
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
)];
|
||||||
|
|
||||||
let w = [w_a, w_b];
|
let w = [w_a, w_b];
|
||||||
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
||||||
@@ -516,8 +570,16 @@ mod tests {
|
|||||||
let w_a = vec![1.0];
|
let w_a = vec![1.0];
|
||||||
let w_b = vec![-1.0];
|
let w_b = vec![-1.0];
|
||||||
|
|
||||||
let t_a = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
let t_a = vec![Player::new(
|
||||||
let t_b = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
)];
|
||||||
|
let t_b = vec![Player::new(
|
||||||
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
)];
|
||||||
|
|
||||||
let w = [w_a, w_b];
|
let w = [w_a, w_b];
|
||||||
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
||||||
@@ -529,14 +591,30 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn test_2vs2_weighted() {
|
fn test_2vs2_weighted() {
|
||||||
let t_a = vec![
|
let t_a = vec![
|
||||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
Player::new(
|
||||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
),
|
||||||
|
Player::new(
|
||||||
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
),
|
||||||
];
|
];
|
||||||
let w_a = vec![0.4, 0.8];
|
let w_a = vec![0.4, 0.8];
|
||||||
|
|
||||||
let t_b = vec![
|
let t_b = vec![
|
||||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
Player::new(
|
||||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
),
|
||||||
|
Player::new(
|
||||||
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
|
25.0 / 6.0,
|
||||||
|
ConstantDrift(0.0),
|
||||||
|
),
|
||||||
];
|
];
|
||||||
let w_b = vec![0.9, 0.6];
|
let w_b = vec![0.9, 0.6];
|
||||||
|
|
||||||
@@ -628,7 +706,7 @@ mod tests {
|
|||||||
vec![Player::new(
|
vec![Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
0.0,
|
ConstantDrift(0.0),
|
||||||
)],
|
)],
|
||||||
],
|
],
|
||||||
&[1.0, 0.0],
|
&[1.0, 0.0],
|
||||||
|
|||||||
@@ -40,10 +40,10 @@ impl Gaussian {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn forget(&self, gamma: f64, t: i64) -> Self {
|
pub(crate) fn forget(&self, variance_delta: f64) -> Self {
|
||||||
Self {
|
Self {
|
||||||
mu: self.mu,
|
mu: self.mu,
|
||||||
sigma: (self.sigma.powi(2) + t as f64 * gamma.powi(2)).sqrt(),
|
sigma: (self.sigma.powi(2) + variance_delta).sqrt(),
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,25 +1,27 @@
|
|||||||
use std::collections::HashMap;
|
use std::collections::HashMap;
|
||||||
|
|
||||||
use crate::{
|
use crate::{
|
||||||
|
BETA, GAMMA, Index, MU, N_INF, P_DRAW, SIGMA,
|
||||||
agent::{self, Agent},
|
agent::{self, Agent},
|
||||||
batch::{self, Batch},
|
batch::{self, Batch},
|
||||||
|
drift::{ConstantDrift, Drift},
|
||||||
gaussian::Gaussian,
|
gaussian::Gaussian,
|
||||||
player::Player,
|
player::Player,
|
||||||
sort_time, tuple_gt, tuple_max, Index, BETA, GAMMA, MU, P_DRAW, SIGMA,
|
sort_time, tuple_gt, tuple_max,
|
||||||
};
|
};
|
||||||
|
|
||||||
#[derive(Clone)]
|
#[derive(Clone)]
|
||||||
pub struct HistoryBuilder {
|
pub struct HistoryBuilder<D: Drift = ConstantDrift> {
|
||||||
time: bool,
|
time: bool,
|
||||||
mu: f64,
|
mu: f64,
|
||||||
sigma: f64,
|
sigma: f64,
|
||||||
beta: f64,
|
beta: f64,
|
||||||
gamma: f64,
|
drift: D,
|
||||||
p_draw: f64,
|
p_draw: f64,
|
||||||
online: bool,
|
online: bool,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl HistoryBuilder {
|
impl<D: Drift> HistoryBuilder<D> {
|
||||||
pub fn time(mut self, time: bool) -> Self {
|
pub fn time(mut self, time: bool) -> Self {
|
||||||
self.time = time;
|
self.time = time;
|
||||||
self
|
self
|
||||||
@@ -40,9 +42,16 @@ impl HistoryBuilder {
|
|||||||
self
|
self
|
||||||
}
|
}
|
||||||
|
|
||||||
pub fn gamma(mut self, gamma: f64) -> Self {
|
pub fn drift<D2: Drift>(self, drift: D2) -> HistoryBuilder<D2> {
|
||||||
self.gamma = gamma;
|
HistoryBuilder {
|
||||||
self
|
drift,
|
||||||
|
time: self.time,
|
||||||
|
mu: self.mu,
|
||||||
|
sigma: self.sigma,
|
||||||
|
beta: self.beta,
|
||||||
|
p_draw: self.p_draw,
|
||||||
|
online: self.online,
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
pub fn p_draw(mut self, p_draw: f64) -> Self {
|
pub fn p_draw(mut self, p_draw: f64) -> Self {
|
||||||
@@ -55,7 +64,7 @@ impl HistoryBuilder {
|
|||||||
self
|
self
|
||||||
}
|
}
|
||||||
|
|
||||||
pub fn build(self) -> History {
|
pub fn build(self) -> History<D> {
|
||||||
History {
|
History {
|
||||||
size: 0,
|
size: 0,
|
||||||
batches: Vec::new(),
|
batches: Vec::new(),
|
||||||
@@ -64,41 +73,48 @@ impl HistoryBuilder {
|
|||||||
mu: self.mu,
|
mu: self.mu,
|
||||||
sigma: self.sigma,
|
sigma: self.sigma,
|
||||||
beta: self.beta,
|
beta: self.beta,
|
||||||
gamma: self.gamma,
|
drift: self.drift,
|
||||||
p_draw: self.p_draw,
|
p_draw: self.p_draw,
|
||||||
online: self.online,
|
online: self.online,
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl Default for HistoryBuilder {
|
impl HistoryBuilder<ConstantDrift> {
|
||||||
|
pub fn gamma(mut self, gamma: f64) -> Self {
|
||||||
|
self.drift = ConstantDrift(gamma);
|
||||||
|
self
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
impl Default for HistoryBuilder<ConstantDrift> {
|
||||||
fn default() -> Self {
|
fn default() -> Self {
|
||||||
Self {
|
Self {
|
||||||
time: true,
|
time: true,
|
||||||
mu: MU,
|
mu: MU,
|
||||||
sigma: SIGMA,
|
sigma: SIGMA,
|
||||||
beta: BETA,
|
beta: BETA,
|
||||||
gamma: GAMMA,
|
drift: ConstantDrift(GAMMA),
|
||||||
p_draw: P_DRAW,
|
p_draw: P_DRAW,
|
||||||
online: false,
|
online: false,
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
pub struct History {
|
pub struct History<D: Drift = ConstantDrift> {
|
||||||
size: usize,
|
size: usize,
|
||||||
pub(crate) batches: Vec<Batch>,
|
pub(crate) batches: Vec<Batch>,
|
||||||
agents: HashMap<Index, Agent>,
|
agents: HashMap<Index, Agent<D>>,
|
||||||
time: bool,
|
time: bool,
|
||||||
mu: f64,
|
mu: f64,
|
||||||
sigma: f64,
|
sigma: f64,
|
||||||
beta: f64,
|
beta: f64,
|
||||||
gamma: f64,
|
drift: D,
|
||||||
p_draw: f64,
|
p_draw: f64,
|
||||||
online: bool,
|
online: bool,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl Default for History {
|
impl Default for History<ConstantDrift> {
|
||||||
fn default() -> Self {
|
fn default() -> Self {
|
||||||
Self {
|
Self {
|
||||||
size: 0,
|
size: 0,
|
||||||
@@ -108,18 +124,20 @@ impl Default for History {
|
|||||||
mu: MU,
|
mu: MU,
|
||||||
sigma: SIGMA,
|
sigma: SIGMA,
|
||||||
beta: BETA,
|
beta: BETA,
|
||||||
gamma: GAMMA,
|
drift: ConstantDrift(GAMMA),
|
||||||
p_draw: P_DRAW,
|
p_draw: P_DRAW,
|
||||||
online: false,
|
online: false,
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl History {
|
impl History<ConstantDrift> {
|
||||||
pub fn builder() -> HistoryBuilder {
|
pub fn builder() -> HistoryBuilder<ConstantDrift> {
|
||||||
HistoryBuilder::default()
|
HistoryBuilder::default()
|
||||||
}
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
impl<D: Drift> History<D> {
|
||||||
fn iteration(&mut self) -> (f64, f64) {
|
fn iteration(&mut self) -> (f64, f64) {
|
||||||
let mut step = (0.0, 0.0);
|
let mut step = (0.0, 0.0);
|
||||||
|
|
||||||
@@ -247,7 +265,7 @@ impl History {
|
|||||||
results: Vec<Vec<f64>>,
|
results: Vec<Vec<f64>>,
|
||||||
times: Vec<i64>,
|
times: Vec<i64>,
|
||||||
weights: Vec<Vec<Vec<f64>>>,
|
weights: Vec<Vec<Vec<f64>>>,
|
||||||
mut priors: HashMap<Index, Player>,
|
mut priors: HashMap<Index, Player<D>>,
|
||||||
) {
|
) {
|
||||||
assert!(times.is_empty() || self.time, "length(times)>0 but !h.time");
|
assert!(times.is_empty() || self.time, "length(times)>0 but !h.time");
|
||||||
assert!(
|
assert!(
|
||||||
@@ -286,10 +304,11 @@ impl History {
|
|||||||
Player::new(
|
Player::new(
|
||||||
Gaussian::from_ms(self.mu, self.sigma),
|
Gaussian::from_ms(self.mu, self.sigma),
|
||||||
self.beta,
|
self.beta,
|
||||||
self.gamma,
|
self.drift,
|
||||||
)
|
)
|
||||||
}),
|
}),
|
||||||
..Default::default()
|
message: N_INF,
|
||||||
|
last_time: i64::MIN,
|
||||||
},
|
},
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -414,7 +433,7 @@ impl History {
|
|||||||
mod tests {
|
mod tests {
|
||||||
use approx::assert_ulps_eq;
|
use approx::assert_ulps_eq;
|
||||||
|
|
||||||
use crate::{Game, Gaussian, IndexMap, Player, EPSILON, ITERATIONS, P_DRAW};
|
use crate::{ConstantDrift, EPSILON, Game, Gaussian, ITERATIONS, IndexMap, P_DRAW, Player};
|
||||||
|
|
||||||
use super::*;
|
use super::*;
|
||||||
|
|
||||||
@@ -441,7 +460,7 @@ mod tests {
|
|||||||
Player::new(
|
Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
0.15 * 25.0 / 3.0,
|
ConstantDrift(0.15 * 25.0 / 3.0),
|
||||||
),
|
),
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -503,7 +522,7 @@ mod tests {
|
|||||||
Player::new(
|
Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
0.15 * 25.0 / 3.0,
|
ConstantDrift(0.15 * 25.0 / 3.0),
|
||||||
),
|
),
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -552,7 +571,7 @@ mod tests {
|
|||||||
Player::new(
|
Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -610,7 +629,7 @@ mod tests {
|
|||||||
Player::new(
|
Player::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
25.0 / 300.0,
|
ConstantDrift(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -8,6 +8,7 @@ pub mod agent;
|
|||||||
#[cfg(feature = "approx")]
|
#[cfg(feature = "approx")]
|
||||||
mod approx;
|
mod approx;
|
||||||
pub mod batch;
|
pub mod batch;
|
||||||
|
pub mod drift;
|
||||||
mod game;
|
mod game;
|
||||||
pub mod gaussian;
|
pub mod gaussian;
|
||||||
mod history;
|
mod history;
|
||||||
@@ -15,6 +16,7 @@ mod matrix;
|
|||||||
mod message;
|
mod message;
|
||||||
pub mod player;
|
pub mod player;
|
||||||
|
|
||||||
|
pub use drift::{ConstantDrift, Drift};
|
||||||
pub use game::Game;
|
pub use game::Game;
|
||||||
pub use gaussian::Gaussian;
|
pub use gaussian::Gaussian;
|
||||||
pub use history::History;
|
pub use history::History;
|
||||||
|
|||||||
@@ -1,5 +1,4 @@
|
|||||||
use crate::gaussian::Gaussian;
|
use crate::{N_INF, gaussian::Gaussian};
|
||||||
use crate::N_INF;
|
|
||||||
|
|
||||||
pub(crate) struct TeamMessage {
|
pub(crate) struct TeamMessage {
|
||||||
pub(crate) prior: Gaussian,
|
pub(crate) prior: Gaussian,
|
||||||
|
|||||||
@@ -1,35 +1,32 @@
|
|||||||
use crate::{gaussian::Gaussian, BETA, GAMMA};
|
use crate::{
|
||||||
|
BETA, GAMMA,
|
||||||
|
drift::{ConstantDrift, Drift},
|
||||||
|
gaussian::Gaussian,
|
||||||
|
};
|
||||||
|
|
||||||
#[derive(Clone, Copy, Debug)]
|
#[derive(Clone, Copy, Debug)]
|
||||||
pub struct Player {
|
pub struct Player<D: Drift = ConstantDrift> {
|
||||||
pub(crate) prior: Gaussian,
|
pub(crate) prior: Gaussian,
|
||||||
pub(crate) beta: f64,
|
pub(crate) beta: f64,
|
||||||
pub(crate) gamma: f64,
|
pub(crate) drift: D,
|
||||||
// pub(crate) draw: Gaussian,
|
|
||||||
}
|
}
|
||||||
|
|
||||||
impl Player {
|
impl<D: Drift> Player<D> {
|
||||||
pub fn new(prior: Gaussian, beta: f64, gamma: f64) -> Self {
|
pub fn new(prior: Gaussian, beta: f64, drift: D) -> Self {
|
||||||
Self {
|
Self { prior, beta, drift }
|
||||||
prior,
|
|
||||||
beta,
|
|
||||||
gamma,
|
|
||||||
// draw: N_INF,
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn performance(&self) -> Gaussian {
|
pub(crate) fn performance(&self) -> Gaussian {
|
||||||
self.prior.forget(self.beta, 1)
|
self.prior.forget(self.beta.powi(2))
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl Default for Player {
|
impl Default for Player<ConstantDrift> {
|
||||||
fn default() -> Self {
|
fn default() -> Self {
|
||||||
Self {
|
Self {
|
||||||
prior: Gaussian::default(),
|
prior: Gaussian::default(),
|
||||||
beta: BETA,
|
beta: BETA,
|
||||||
gamma: GAMMA,
|
drift: ConstantDrift(GAMMA),
|
||||||
// draw: N_INF,
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
Reference in New Issue
Block a user