6 Commits
Author SHA1 Message Date
logaritmiskandClaude Opus 5 0801acebd1 ci: measure the runner's own benchmark variance, and fix the joint bench
#54 asks whether benchmark regressions can be gated. The threshold is
the whole problem — too tight and CI goes red on noise, which trains the
reflex to re-run until green; too loose and it never fires — and which
of those is possible depends on a number nobody has measured. This adds
a manually-triggered job that runs one unchanged benchmark ten times and
reports min/median/max/mean and the spread.

`joint_factorise_480_appearances` is the probe: ~9 ms, long enough not
to be dominated by timer overhead, and the measurement this crate most
wants protected — it is the dense factorisation #52 is about replacing.

`benches/joint.rs` did not run at all. Its fixture asked for
`epsilon: 1e-10` within `max_iter: 30` and never got there, so once
`converge` stopped returning short fits silently it panicked:

    NotConverged { iterations: 30, final_step: (4.5e-4, 0.0), epsilon: 1e-10 }

It now uses the default `ITERATIONS` cap. Measuring a factorisation on
an unconverged fit would have been measuring something nobody runs. The
other four benchmarks were checked and are fine.

Two things in the report step were got wrong first and fixed by running
them, not by reading them:

- `asort` is a gawk extension and the runner's `awk` is mawk. Sorting
  goes through `sort -n` instead.
- Criterion picks a unit per run, so a mixed batch would compare 9 ms
  against 9 us as though they were the same number. The job refuses to
  report a spread unless every run agrees on the unit.

Refs #54.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-10 06:55:25 +02:00
logaritmiskandClaude Opus 5 b553c630f5 refactor!: K comes first in History, HistoryBuilder and Joint
`K` is the one type parameter people change, and it was last. Naming a
history in a struct field meant writing all four to say one thing:

    struct Ladder { history: History<i64, ConstantDrift, NullObserver, String> }
    struct Analysis<'h> { joint: Joint<'h, i64, ConstantDrift, NullObserver, &'static str> }

Now:

    struct Ladder { history: History<String> }
    struct Analysis<'h> { joint: Joint<'h> }

`History<K, T, D, O>`, all four defaulted. Bounds may reference later
parameters, so `D: Drift<T> = ConstantDrift` is legal in third position.
`Joint` gains the same defaults, so `Joint<'h, String>` spells it.

72 call sites swapped, and the reorder makes most of them shorter: 18
now read `History<String>` and the `&'static str` ones read `History`.
The two turbofished builders shrink from
`HistoryBuilder::<Untimed, _, _, String>::new()` to
`HistoryBuilder::<String, Untimed>::new()`.

`Joint` keeps `O` structurally, defaulted rather than removed. #72 notes
it never touches the observer, which is true — but it borrows the whole
`&'h History<K, T, D, O>` and calls `History::resolve_terms`, so dropping
the parameter means either a view type or moving that method off
`History`. The default already buys the entire user-visible benefit,
which was the spelling.

Refs #72.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-10 06:49:22 +02:00
logaritmiskandClaude Opus 5 e72bf3894c refactor!: the joint is reached through Joint, not mirrored on History
`posterior_of`, `posterior_of_at` and `expected_variance_reduction`
existed twice: once on `Joint`, and once on `History` as one-shot
wrappers whose whole body was `self.joint()?.<same>(..)`.

The wrappers re-factorised on every call — their own docs said so,
warning the reader to take a `Joint` instead — and they were what
smuggled the scored-only precondition onto the flat surface. A user
following the quickstart builds a ranked history, sees `posterior_of` in
the method list, and it never works. `h.joint()?.posterior_of(..)` is
one call longer and tells the truth: you need a joint, and a joint needs
a scored history.

That leaves three tiers instead of a flat surface with a hidden
precondition: `History` fits and reads, `predict_*` forecasts, `Joint`
answers exact joint questions.

`predict_margin` was itself calling `self.posterior_of`; it goes through
`self.joint()?` directly now.

The `Joint` methods' docs referred back to the wrappers for their real
content ("Identical to `History::posterior_of`, without re-paying the
factorisation"), so they now carry it: what a linear functional means,
which appearance each competitor is read at, and why
`expected_variance_reduction` belongs on the handle.

`tests/joint_handle.rs` had three tests comparing the wrapper against
the handle. That comparison is gone, but the property behind it is not —
they now compare a *reused* joint against a *fresh* one per question,
which is the actual correctness claim behind caching the factorisation
(#51), without the wrapper in the middle.

Closes #78.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-10 06:40:31 +02:00
logaritmiskandClaude Opus 5 dc1f4d5847 fix!: make the Time generic reachable
`History<T: Time, ..>` has always been generic over the time axis,
`Untimed` has always been exported, and `Drift<T>` is generic specifically
so that "seasonal or calendar-aware drift is expressible without going
through i64". None of it was reachable from a downstream crate.

Every construction route pinned `T = i64`: `History::builder()`,
`History::builder_with_key()`, and the only `Default` impl on
`HistoryBuilder`. Its fields are private and it had no `new`. So all three
escape routes failed to compile, and a consumer with domain timestamps
had to convert to i64 — which is the exact thing the parameter exists to
avoid. One of `History`'s four type parameters was paid for at every
signature and could never be varied.

`Default` is now generic over `T` and `K`, `HistoryBuilder::new()` exists,
and `time_type::<T2>()` / `key_type::<K2>()` join `drift` and `observer`
as type-changing setters:

    History::builder().time_type::<Untimed>().build()
    History::builder().key_type::<String>().build()
    HistoryBuilder::<Season, _, _, String>::new().build()

`key_type` replaces `builder_with_key`, which could not be turbofished —
`K` sat on the impl rather than the function, so callers had to spell
`History::<i64, _, _, String>::builder_with_key()`. 18 call sites across
15 files migrated.

tests/time_axis.rs is the part that matters. NOTHING in the repository
constructed a non-i64 history, which is precisely why this survived, so
the fix is only half done without a test that exercises the generic. It
defines a `Season(u16)` time type and a `SeasonalDrift` that accumulates
between seasons but not within one — the calendar-aware case the trait's
docs cite — and checks the whole path: fit, converge, and read a learning
curve whose times come back as `Season`, not as integers.

Two of the six tests are controls rather than assertions about output.
`Untimed` must ignore drift entirely, since elapsed is always zero, so
gamma 0.0 and gamma 5.0 must agree bit for bit. And a custom `Drift` must
actually widen a gap across seasons, or the test above would pass whether
or not the drift was consulted at all.

The README's ticked "Generalise a time axis" box is now true.

BREAKING CHANGE: `History::builder_with_key()` is removed. Use
`History::builder().key_type::<K>()`.

Closes #68

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-09 20:19:16 +02:00
logaritmiskandClaude Opus 5 8dff7513f7 fix!: seal ConstantDrift's field so gamma can be validated
`gamma` enters only as `gamma * gamma`, so the sign was squared away:
measured against the old public-field form, `ConstantDrift(-0.0833)`
produced results bit identical to `ConstantDrift(0.0833)`. The sign was
neither rejected nor honoured — it vanished.

It could not be checked while the field was a public tuple position,
because there was nothing to intercept. Validating inside
`variance_for_elapsed` would have been worse: it runs in the sweep, so a
construction-time mistake would panic mid-inference, and `Gaussian::from_ms`
is a worked example of why that is the wrong place — rejecting NaN there
turned the NonFiniteResult reporting path into a crash.

So `ConstantDrift::new` is the only way in and it checks, with `gamma()`
to read the value back. 129 call sites rewritten across src, tests,
benches, examples and the README. The dated plan and spec documents under
docs/superpowers are left alone: they record what was built at the time,
and rewriting them would falsify that.

tests/constructor_validation.rs is the more valuable half. This defect
class was closed three times in one session and reopened twice, because
each fix validated the layer it had just touched and inferred the rest —
`HistoryBuilder`, then `Game`'s own entry points, then the constructors
beneath both. A per-site fix cannot notice the site nobody thought of, so
that file enumerates every public entry point taking a magnitude and
asserts each refuses negative and non-finite values.

It found an eleventh defect on its first run: `HistoryBuilder::score_sigma`
accepted infinity, because `inf > 0.0` is true and the assert only tested
positivity. Fixed, and its own `should_panic` message updated to match.

`Gaussian::from_ms` is deliberately exempt from the non-finite half, for
the reason above: a broken fit produces a NaN sigma legitimately and
`converge` must be allowed to report it.

The convergence-level drift-variance check stays and is now tested through
a custom `Drift` implementation, since `ConstantDrift` can no longer reach
it. That check is the only thing standing between a third-party `Drift`
and a NaN fit.

BREAKING CHANGE: `ConstantDrift`'s field is private. Replace
`ConstantDrift(x)` with `ConstantDrift::new(x)`, and `drift().0` with
`drift().gamma()`. `HistoryBuilder::score_sigma` now rejects infinity.

Closes #65

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-09 19:11:57 +02:00
logaritmiskandClaude Opus 5 1bb6bb31d8 feat: factorise the joint once with History::joint
`posterior_of`, `posterior_of_at` and `expected_variance_reduction` each
built the joint precision matrix, factorised it, asked one question and
threw it away. The factorisation is O(n^3) in the history's appearances
and depends only on the fit, so a caller asking about every pair in a
standings table, every cell in a grid, or every candidate in an
active-learning sweep paid for the same factorisation once per question.

`History::joint()` returns a `Joint` handle that pays it once. Measured
on 1976 appearances, 90 queries: 68.4s one-shot against 745ms factorise
plus 93ms of queries — 81.6x, with bit-identical answers. Per query,
Criterion at 480 appearances: 9.0ms one-shot against 48us cached, 187x.

The handle borrows the history, which is what makes it correct with no
invalidation logic: the borrow checker forbids adding events or refitting
while it is alive, so there is no window in which the factorisation could
describe a fit that no longer exists. It also makes the lifetime of the
n^2 factor explicit rather than parking it in the history forever — at
4000 appearances that is 128MB, which is not something to cache silently.

Every question the joint answers turns out to be a bilinear form,

    c^T A^-1 a = (L^-1 c) . (L^-1 a)

so no caller ever needs L^-1 c itself. Replacing the general solve with a
forward substitution drops the back substitution as wasted work, halving
a query, and removes a failure mode: a variance as `c . (A^-1 c)` is a
difference of products that can round negative, where `|L^-1 c|^2` is a
sum of squares and cannot.

The one-shot calls are unchanged in cost and now delegate to the handle,
so the two paths cannot drift apart. tests/joint_handle.rs asserts they
agree bit for bit, including at pinned times, under UnknownKeys::Prior,
and across candidate matchups.

Refs #51

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-08 07:53:51 +02:00