feat: add filtered_log_evidence

Scores every event on what was known before it, rather than on priors that
carry information from events which had not happened yet. This is the
quantity HistoryBuilder::online promised and never delivered.

The pass walks slices in time order carrying its own forward messages, and
per slice runs the unmodified production sweep on a scratch copy whose
backward message is left improper. Reusing iterate_to_convergence rather
than reimplementing inference means a competitor playing twice at one time
is handled by the same within-slice EP that converge() uses, instead of
being approximated the way the old evidence paths approximated it.

Nothing is stored on Skill and nothing on self is mutated, so the result is
independent of whether converge() has run — the property a stored field
cannot have.
This commit is contained in:
2026-08-27 16:21:01 +02:00
parent bf9d964cae
commit d4af048914
3 changed files with 173 additions and 7 deletions
+40 -1
View File
@@ -13,7 +13,7 @@ use crate::{
sort_time,
storage::CompetitorStore,
time::Time,
time_slice::{self, EventKind, TimeSlice},
time_slice::{self, EventKind, FilteredStep, TimeSlice},
tuple_gt, tuple_max,
};
@@ -416,6 +416,45 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
self.log_evidence_internal(false, &targets)
}
/// Walk the slices in time order carrying forward messages only.
///
/// This is the forward half of `iteration` with the backward half never
/// run. It reads `self` and mutates nothing.
fn filtered_pass(&self) -> Vec<(T, FilteredStep)> {
let mut messages: HashMap<Index, Gaussian> = HashMap::new();
let mut pass = Vec::with_capacity(self.time_slices.len());
for slice in &self.time_slices {
let step = slice.filtered_step(&messages, &self.agents);
for &(agent, posterior) in &step.posteriors {
messages.insert(agent, posterior);
}
pass.push((slice.time, step));
}
pass
}
/// Total log-evidence under forward-only (filtering) information.
///
/// Each event is scored using only what was known before it, which is the
/// right quantity for prequential scoring and model comparison. Contrast
/// `log_evidence`, whose per-event priors carry information from events
/// that had not happened yet.
///
/// Runs a full forward pass per call and caches nothing. The result does
/// not depend on whether `converge` has been called.
#[must_use]
pub fn filtered_log_evidence(&self) -> f64 {
self.filtered_pass()
.iter()
.map(|(_, step)| step.log_evidence)
.sum()
}
/// Draw-probability quality metric for the given teams (key slices).
///
/// Values range roughly [0, 1]; 1 == perfectly matched. Supports any