docs: state what the joint's cost actually scales in
A consumer measured an 8x difference in solve time between two fits over the same events, the same slices and the same ~2,000 nodes: career fit (gamma = 0) 787 ms drifting fit (gamma = 0.15) 6214 ms Entirely the collapse rule. A competitor with zero drift contributes one variable however long the history, so a drift-free fit's joint is smaller than a drifting one's by roughly the slice count — and to factorise, by its cube. Choosing a drift configuration is therefore also choosing a query cost, and nothing said so. Documented on `Joint`, on `Joint::variables` and on `posterior_of`, with the measurement. `variables()` is named as the number that decides affordability, since it can be read before committing to a batch. Also states the thing the consumer proposed as a future optimisation, because it is already true: an absence is not an appearance, so a competitor seen in the first and last of a hundred slices contributes two variables rather than a hundred. The matrix is already as small as the model allows on that axis. tests/joint_handle.rs pins the mechanism — ten slices, two competitors, twenty variables drifting against two at `gamma = 0` — so a change to the collapse rule cannot quietly remove the property the docs now promise. Refs #51 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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@@ -141,6 +141,53 @@ fn variables_counts_appearances_not_competitors() {
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assert_eq!(joint.variables(), 12);
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}
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/// How much the collapse is worth, which is the part a caller has to plan
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/// around: a drift-free competitor contributes **one** variable however long
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/// the history, so the same events at `gamma = 0` and `gamma > 0` differ by
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/// roughly the slice count in problem size — and by its cube in solve time.
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///
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/// Reported by a consumer as an 8x difference in solve time on a ~2,000-node,
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/// 76-slice model (787 ms career against 6,214 ms drifting). This pins the
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/// mechanism behind that so a change to the collapse rule cannot quietly
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/// remove it.
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#[test]
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fn drift_free_competitors_shrink_the_joint_by_the_slice_count() {
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fn variables(gamma: f64) -> usize {
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let mut h = History::builder()
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.mu(0.0)
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.sigma(6.0)
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.beta(1.0)
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.score_sigma(2.0)
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.drift(ConstantDrift(gamma))
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.convergence(ConvergenceOptions {
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max_iter: 20_000,
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epsilon: 1e-13,
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alpha: 1.0,
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})
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.build();
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h.add_events(
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(1..=10)
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.map(|t| duel("a", "b", t, 5.0, 2.0))
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.collect::<Vec<_>>(),
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)
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.unwrap();
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let _ = h.converge().unwrap();
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h.joint().unwrap().variables()
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}
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let drifting = variables(0.5);
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let career = variables(0.0);
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// Two competitors over ten slices: twenty appearances, or two variables.
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assert_eq!(drifting, 20);
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assert_eq!(career, 2);
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assert_eq!(
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drifting / career,
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10,
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"collapse should track the slice count"
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);
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}
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/// With `drift = 0` consecutive appearances are the same latent variable, so
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/// the joint is smaller than the appearance count.
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#[test]
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