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31564b71a0 |
docs: document the whole public surface and deny(missing_docs)
80 undocumented public items, including three that are first contact:
`History::current_skill` — the method the crate's own first example calls
— `EventBuilder`, the type `h.event(t)` hands you, and `Gaussian::mu()`.
Now zero, and `#![deny(missing_docs)]` keeps it that way.
Several docs are measurements rather than readings of the code:
- `Outcome::Ranked` says ranks are used ordinally, so `[0, 1, 2]` and
`[0, 5, 90]` are the same observation. Measured: bit-identical
posteriors for both.
- `OwnedGame::log_evidence` says two identically-rated competitors give
exactly `ln(0.5)`. Written as a doctest, so it runs.
- `Member::weight` says zero and negative are accepted. Measured.
- `ConvergenceReport::final_step` is `(|Δmu|, |Δsigma|)` in skill units,
NOT natural parameters. That one had to be traced through
`Gaussian::delta` rather than assumed from the neighbouring vocabulary.
- `GameOptions::score_sigma` rejects non-positive and NaN but accepts
`+inf`, which is what the guard actually says.
README: it is the front door for a crate on a private registry, and it
opened with a link dump followed by 130 lines on drift. The first
`record_winner → converge → current_skill` block was at line 226 of 307.
It now leads with what the crate is, an install line, a quickstart, a
"which entry point?" table, and the `converge`-is-strict rationale that
was the crate's most opinionated recent decision and went unmentioned.
The two canonical examples disagreed on spelling (`History::default()`
vs `History::builder().build()`, `current_skill("a")` vs
`current_skill(&"a")`); they now agree. Five new README blocks are
doctested, taking the suite from 19 to 25.
`pub use smallvec;`. Four public items name `SmallVec` in their
signatures, and the only `Joint` example failed to compile from a
consumer crate with `unresolved import smallvec` — the dependency was in
the API but not reachable. Both worked examples now use the re-export,
so they teach the path that works downstream.
Vocabulary, from #75: "agent" was a fourth word for competitor, 200
occurrences, and it had reached public signatures before #73 un-exported
`TimeSlice`. Now zero.
Closes #77. Refs #75.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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9d3e002be3 |
fix!: no prediction path answers from a fit it cannot answer from
`converge` refuses to report a NaN fit. Nothing stopped a caller from
ignoring that error and predicting anyway, and every prediction path was
differently wrong when they did. Measured on a point-mass-prior history
with `beta(0.0)`, after `converge` returned `NonFiniteResult`:
predict_quality = Ok(NaN)
predict_outcome().total() = NaN
predict_win_probabilities = Ok([0.0, 0.0])
The third is the dangerous one: finite, plausible, and summing to zero
against a doc that promises one at `p_draw == 0`. A caller checking
`total() ≈ 1` catches the second and misses it.
The same parameters on a *scored* event converge cleanly and leave
legitimate point-mass posteriors. There `predict_quality` **panicked** —
"cannot invert a singular matrix", out of a method returning `Result` —
because the contrast covariance `beta²AᵀA + AᵀSA` is exactly singular,
and `predict_win_probabilities` again returned `Ok([0.0, 0.0])`. That
promise assumes continuous performances, where an exact tie has measure
zero; point masses break the assumption, not the arithmetic.
Both checks now live at `member_skills`, the one gate every prediction
path reads skills through, rather than being repeated per method.
The finiteness check is on `mu` / `sigma`, not on the natural parameters.
The first attempt checked `pi` and `tau`, and measurement showed it
rejected a *legitimate* point mass — `pi = inf`, `mu = 0`, `sigma = 0` —
turning a working prediction into an error. The question is whether the
usable moments exist, and those are what predictions consume.
Docs: `converge_partial` omitted the drift-variance `InvalidParameter` it
validates before sweeping, and the free `expected_information_gain`
omitted `GridTooCoarse`, which comes from `outcome_distribution` and so
is not covered by its "anything `Game::ranked` returns" clause.
Refs #78 (parts 1 and 2; the layering and `predict_quality` rename
questions are still open).
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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7ca0daa48e |
feat: PartialEq on the config types, and pin the public trait impls
`Rating` already derived `PartialEq`, but that derive is only reachable through `D: PartialEq` — and `ConstantDrift`, the crate's own only `Drift` impl, did not satisfy it. So the derive was there and unusable. Found by writing the comparison from a consumer's position rather than reading the derive list. `ConstantDrift`, `ConvergenceOptions` and `GameOptions` now derive `PartialEq`. All three are pure configuration; comparing two is the natural thing to want and nothing about them makes equality ambiguous. `tests/trait_impls.rs` pins the surface, written the way the failure was reported: a consumer struct that *holds* a `History` and derives `Debug`. It also asserts `History`'s `Debug` summarises rather than dumping its skill stores, so a future derive cannot quietly replace the hand-written impl. `Clone` on `History` stays off. It is a decision, not an omission: a history owns every slice's skill store and arena, so cloning one is proportional to the whole fit, and no consumer has wanted it. Closes #76. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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e4d6dc4028 |
fix: warn on dropped builders and values; stop exporting EP internals
`h.event(1).team(["x"]).team(["y"]).ranking([0, 1]);` without the terminal `.commit()` was a silent no-op: no warning, no error, and the next thing the caller does is converge an empty history and read `None` skills. `EventBuilder` already carried a `#[must_use]`; the value types around it did not, so the same silence covered `Team::with_members`, `Member::new`, `Outcome::*`, `Joint` and `Prediction::outcomes`. `#[must_use]` now goes on the *types* rather than being sprinkled over methods, which covers every constructor and builder setter at once and gives the crate a rule where it previously had a list. Verified by compiling a program that drops each one and reading the warnings back, rather than by assuming the attribute took. Visibility, from #73: `Gaussian::damp_natural` was reachable from outside the crate despite being an EP damping internal called only from `src/factor/`. The stray `pub fn`s inside the private `time_slice`, `key_table` and `matrix` modules are now `pub(crate)`, so their visibility states what it means instead of relying on the module being private. `storage/mod.rs` and `factor/mod.rs` become `storage.rs` and `factor.rs`. Closes #67. Refs #73. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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86e1521f8a |
feat: complete the evidence matrix and add current_skills
Three of four corners of the evidence matrix existed. The missing one was forward-only *and* key-restricted — which is exactly what per-competitor prequential scoring needs, the intersection of the two workloads `log_evidence_for` and `filtered_log_evidence` are each documented for. `filtered_log_evidence_for` fills it. It is not `log_evidence_internal(true, targets)`: that path selects `skill.forward` as the prior, which stops being a filtering quantity once `iteration` has run a backward sweep. It goes through `filtered_pass` like its unrestricted sibling, with the restriction applied to which events are *scored*, never to which are *run* — so it is a held-out score under the real history, not a score under a counterfactual one where nobody else played. Key resolution for both `*_for` accessors now shares `resolve_targets`, so they cannot drift apart on how an unknown key is reported. `current_skills` is the plural of `current_skill`. Building a leaderboard previously meant materialising every competitor's full smoothed curve via `learning_curves` and reading the last point of each. Tests carry controls in both directions: naming every competitor must recover the unrestricted value (catching a filter that drops too much), and the restricted forward-only value must differ from the restricted smoothed one (catching an alias). Refs #70. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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e4a68ba1a7 |
fix!: per-key queries report unknown keys instead of a plausible constant
Two accessors answered a question about a key the history had never seen with a well-formed value indistinguishable from a real answer. `log_evidence_for` filter_map'd unknown keys away. An empty target list means "no restriction" downstream, so a list of *entirely* unknown keys returned the whole-history evidence: measured on a two-cohort fixture, `log_evidence_for(["typo"])` returned exactly `log_evidence()`. On the one workload it is documented for — leave-one-out cross-validation — that is the un-held-out score, a plausible number that silently invalidates the comparison it was computed for. It now returns `Err(UnknownKey)` naming the offending position. `learning_curve` and `filtered_learning_curve` returned an empty `Vec` both for a typo'd key and for a competitor who is registered but has not played yet. They now return `Option`, so `None` is "never heard of it" and `Some(vec![])` is "known, no appearances". Tests carry a control case in each direction, so they cannot pass by everything returning the same thing. Closes #66, closes #70. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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fdd1539cab |
refactor: one word per concept
Three vocabulary collisions, from #75. **"rating" meant three things**, one the opposite of the exported type. `Rating` is documented as static *configuration* — "this returns what it was told", against every other accessor's "what inference inferred". But `quality`'s parameter was `rating_groups: &[&[Gaussian]]` and its prose said "rating groups" four times, where "rating" means a *posterior* — the one thing `Rating` is documented not to be. Two error messages used it that way too. So a reader who learned `Rating = config` passed `Rating` values to `quality`, which takes `Gaussian`; and one who learned "rating = what comes out" was baffled that `h.rating(&k)` is not their skill. "rating" is now reserved for the type. `quality(teams: &[&[Gaussian]])`, and "every rating is finite" became "every posterior is finite". **"agent" was a private fourth name for a competitor** — ~200 identifiers against 236 uses of "competitor", and it leaked into two `pub` signatures on `TimeSlice`. Now that #73 has made those internal this is a pure rename, so the crate has one word for the entity throughout. **"player" survived in one public signature** — `free_for_all(players:)` plus two doc lines. Renamed, along with three internal closure bindings. Doc examples that use "player" as a *key* are left alone: that is a user's data, not the crate's vocabulary. The panic-message expectations in tests/quality.rs moved with the prose, which is the point of asserting on message text — the tests caught the rename rather than papering over it. Not touched: "performance" (always skill widened by beta), "skill", "member" and "team" are each used for exactly one thing already. Refs #75 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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85c4d0d87d |
fix!: correct eight wrong # Errors sections and seal the error variants
Documentation (#78). Every item below was measured against the code rather than read: - `expected_information_gain` and `predict_ranking` had `# Errors` immediately followed by `# Preconditions`, with the error list stranded at the bottom of the latter — rustdoc rendered a BLANK Errors section on both. The heading now sits with its content. - `predict_outcome`, `predict_ranking` and the free `expected_information_gain` all omitted `GridTooCoarse`. - `predict_margin` claimed `JointUnavailable` "if the LATEST slice holds ranked events". Measured with an early ranked slice and a late scored one: it fails. The condition is *any* slice. - `add_events` documented three errors and can return five more; it also claimed a weights `MismatchedShape` that is unreachable through it, since weights arrive one-per-`Member`. That check belongs to `EventBuilder::weights`, and the doc now says so. - `converge` and `converge_partial` both omitted the drift-variance `InvalidParameter`. `History` gains a hand-written `Debug` (#76). Summarising, not exhaustive — a derived one would print every competitor's skill at every slice. It exists because without it a consumer cannot `#[derive(Debug)]` on any struct holding a `History`, which is how both known consumers store one. `#[non_exhaustive]` on all 17 `InferenceError` struct variants and on `Outcome::Scored` (#74). The enum carried the attribute; no variant did, so adding a field to any of them — and downstream construction of any of them — were both in the public contract. This crate added two variants in two days. The options structs are deliberately NOT sealed. `ConvergenceOptions` and `GameOptions` are constructed by struct literal at 65 sites of which only 8 use `..default()`, and specifying all three convergence fields is a natural complete statement rather than a partial one. That is a real trade-off rather than an oversight, and it is left as a decision on #74. Also spells `UnknownKeys::Reject` explicitly at both sites that wildcarded it. `#[non_exhaustive]` on your own enum gives no exhaustiveness safety net if you then match `_`. Sealing the variants pushed ten test sites from constructing errors to `matches!`, which is the better assertion anyway — an `assert_eq!` against a constructed error breaks whenever a field is added, which is the exact fragility the attribute exists to prevent. BREAKING CHANGE: `InferenceError`'s struct variants and `Outcome::Scored` are `#[non_exhaustive]` — downstream patterns need `..` and downstream construction is no longer possible. Refs #78, #76, #74 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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a0c2f78aed |
feat: add the missing trait impls and make #[must_use] consistent
Trait coverage (#76), all additive: History Debug is still absent - see below HistoryBuilder + Debug (it derived Clone but not Debug) Rating + PartialEq (Gaussian had it; Rating is a Gaussian plus three scalars and had none) Event/Team/Member + PartialEq (input value types with no way to compare them, which made round-trip tests awkward) ConvergenceReport + PartialEq `#[must_use]` (#67). The coverage had no rule: `filtered_log_evidence` had it and `log_evidence` did not; `rating` had it and `current_skill` did not; `Rating::with_drift_scale` had it and `Member::with_drift_scale` did not. Now on the types — `EventBuilder`, `HistoryBuilder`, `Prediction`, `Gaussian`, `OwnedGame` — which covers most method returns at once, plus the `History` accessors individually. `EventBuilder` gets a message, because a dropped builder is the worst case in the set: measured, `h.event(1).team(["x"]).team(["y"]).winner(0)` without `.commit()` leaves `time_slices_len() == 0` and every skill `None`, with no warning at all. And `ConvergenceReport`'s `#[must_use]` moves off the TYPE onto `converge_partial`, where its stated reason is true. It read "from `converge_partial` this may describe a fit that stopped at max_iter" but fired on `converge` too — where that is false, since `converge` returns `Err(NotConverged)` in exactly that case. So the crate's own front-page example warned, and every quickstart had to write `let _ =`. Verified from a consumer crate: `h.converge()?;` now compiles clean. Marking the types made eight method-level attributes redundant, which clippy's `double_must_use` caught — that is the type-level marker doing its job, and the eight are removed. Refs #76, #67 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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4472d98b56 |
refactor!: un-export six types that no caller could reach
`TimeSlice`, `EventKind`, `KeyTable`, `CompetitorStore`, `Competitor` and the `storage` module were all public and none was obtainable from a `History` — `time_slices`, `agents` and `keys` are all private or `pub(crate)`. `TimeSlice` was the worst: `new`, `add_events`, `iteration`, `get_composition` and `get_results` were `pub` on a type you could only build standalone and never feed back into anything. Their sole consumer outside `src/` was `benches/batch.rs`, so a benchmark was dictating six public types. It is rewritten against the public API: a single-slice history's `converge` calls exactly the same per-slice sweep, so capping at one iteration measures the same code path. `N01` had zero references in the entire repository, including inside the crate; removed. `N00` and `N_INF` are EP identities (`Add` and `Mul`) and are now `pub(crate)` — a user reaching for `N_INF` as "an unknown competitor's prior" would get an improper distribution whose `mu()` silently reports 0.0. Adds the accessors their absence forced people around, from #70: `competitors()`, `competitor_count()` and `event_count()` (`size` had no accessor at all). Answering "who is best" previously meant materialising every competitor's full smoothed curve to read the last point of each. `KeyTable::keys` now iterates the dense reverse table rather than the forward `HashMap`, so `competitors()` yields insertion order rather than per-process hash order — the same hazard as #62, caught before it could reach a caller building a standings table. Two `CompetitorStore` methods (`is_empty`, `iter_mut`) had no callers anywhere and are gone; four more are now `#[cfg(test)]`, which is what they always were in practice. Worth recording a mistake: I first deleted `get_composition`/`get_results` on the strength of a "never used" warning, and the build broke — the warning came from the plain-lib target, where `#[cfg(test)]` callers in history.rs are not compiled. A dead-code warning from one target is not evidence about the others. BREAKING CHANGE: `TimeSlice`, `EventKind`, `KeyTable`, `CompetitorStore`, `Competitor`, the `storage` module, `N01`, `N00` and `N_INF` are no longer public. Refs #73, #70 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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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
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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 |
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7aa7fb62dd |
fix: make posterior_of reproducible across processes
`ResolvedTerms::unseen` was a `HashMap<String, f64>` and three float reductions iterated it. Addition is not associative and Rust seeds its default hasher per process, so `posterior_of` returned different bits run to run on identical input: measured over 40 processes, two distinct sigma bit patterns, and five distinct values from `expected_variance_reduction` spanning about 7 ULP. A `BTreeMap` fixes it by construction. 40/40 identical after, 24/16 before. The cross-batch conflict scan had the same cause with a different symptom. It returns on the FIRST conflict, so hash order decided WHICH competitor the error blamed — 15 different competitors named across 40 runs on identical input. The error fired every time; only its content was a lottery, which sends a reader after the wrong key. Now scanned in sorted order. Magnitude was 1-7 ULP throughout, so no decision changes. The cost was reproducibility: a golden test over these would flake at a low rate, which is the worst kind of CI failure to diagnose. tests/cross_process_determinism.rs re-executes the test binary and compares bits, because an in-process test CANNOT see this — every sample in one process shares one hasher seed. That is not hypothetical: tests/determinism.rs compares four thread counts inside one process and passed throughout while this was live. Tuning that fixture took a measurement. Coefficients spread over nine decades detected the bug in roughly one run in forty, because the small terms fall below the running total's ULP and are absorbed whatever the order. Comparable magnitudes keep every term able to change the last bits: 5 of 5 attempts detected it, with 3 to 38 of 40 runs differing. Verified non-vacuous by reverting the BTreeMap and watching it fail. Closes #62 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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305f822964 |
fix: route the last three transcendentals through libm, and enforce it
CLAUDE.md requires transcendentals to go through libm rather than std, because std delegates to the system math library and the two disagree by one ULP often enough to change an iteration count in a fixed point. Three production sites did not: factor/margin.rs:84 cavity.sigma().hypot(sigma) 12.136% of 1e6 inputs factor/margin.rs:92 f64::MIN_POSITIVE.ln() 3.437% factor/trunc.rs:98 f64::MIN_POSITIVE.ln() same `hypot` is the material one: it is on the path of every scored event, and its divergence rate is HIGHER than the 9.7% the rule cites for `exp` as its own justification. The two `ln` calls happen to agree bit-for-bit on this host, which is exactly the platform dependence the rule exists to remove. The `hypot` choice itself was right and stays — the comment above it explains why, and it is measured: naive sqrt(a^2 + b^2) overflows to inf at 1e200 and flushes to zero at 1e-200 where hypot does neither. Only the implementation moves. tests/libm_rule.rs enforces it. The rule was stated plainly in CLAUDE.md and still violated three times, so prose is evidently not sufficient. The test strips `#[cfg(test)]` items by brace matching, plus comments and string literals so prose is not mistaken for a call, then scans for std method spellings. `sqrt` is exempt: IEEE 754 specifies it, so std and libm cannot disagree. Confirmed non-vacuous by reintroducing the `hypot` violation and watching it fail with the offending line, then pass again on restore. Two further tests pin the stripper itself, since a stripper that removed everything would make the guard pass on anything. Closes #63 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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ab23476aaf |
fix!: validate the constructors below HistoryBuilder
0.8.0 closed the sign-absorption defect at `HistoryBuilder::mu/sigma/beta`
and at both ingestion paths. It was still open one layer down, in the
constructors those paths call. Measured, all bit identical to their
positive counterparts:
Gaussian::from_ms(25.0, -8.33) == from_ms(25.0, +8.33)
Rating::new(_, -4.17, _) == Rating::new(_, +4.17, _)
ConstantDrift(-0.0833) == ConstantDrift(+0.0833)
sigma, beta and gamma enter only as squares, so the sign vanished without
comment. Worst of the set: `Rating::new(_, NaN, _)` reached `Game::ranked`
which returned **Ok** carrying `Gaussian { pi: NaN, tau: NaN }` — no
`converge` on that path to catch it.
`from_ms` and `Rating::new` now reject. `ConstantDrift` cannot: the field
is public and positional, so there is no constructor to intercept, and
sealing it would break every `ConstantDrift(x)` for a case whose resulting
model is perfectly valid. Documented instead. Its non-finite half IS
rejected — `converge` validates the drift variance each competitor
accumulates, which also covers a custom `Drift` impl.
Two things the tests caught that I had wrong:
NaN sigma must PASS `from_ms`. My first version rejected it, and two
existing tests went red immediately: a broken fit legitimately produces a
NaN sigma from `sqrt` of a negative truncated variance, and the design is
to propagate that to `NonFiniteResult`. Rejecting it turned the reporting
path into a panic inside inference. Written as
`sigma >= 0.0 || sigma.is_nan()` so the intent is explicit rather than
hidden in a negated comparison.
Very small sigma is also not rejected, and that is deliberate: `approx`
produces small truncated sigmas legitimately. `pi = 1/sigma^2` leaves
f64's range below ~1.5e-154 and `tau = mu*pi` overflows sooner, at a
threshold that depends on mu — so there is a band where pi is finite and
only tau is not. Both land on the existing point-mass representation.
Documented, including that such a Gaussian is not equal to itself and can
make two identical declarations report as conflicting.
BREAKING CHANGE: `Gaussian::from_ms` panics on a negative sigma, and
`Rating::new` panics unless beta is finite and non-negative. `converge`
returns `InvalidParameter` for a non-finite drift variance.
Closes #61
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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6139061740 |
fix: keep the truncated variance representable in the far tail
`v_w` returned `w` and let `trunc` form `1 - w`. `w` tends to 1 out in the tail, so that subtraction lost about log10(alpha^2) digits — and the quantity it was destroying is perfectly representable. Two separate cancellations, fixed separately. The non-tie half: `half_line_truncation` now returns `1 - w` computed symbolically rather than as `1 - v*gap`. With `alpha*gap = 1 - inv^2*b` the leading ones cancel on paper instead of in floating point. Measured against the exact truncated variance: alpha before after 1e6 8.9e-5 rel 0.0 rel (exact) 1e8 returns 0.0 0.0 rel (exact) At 1e8 the old form gave `sigma_trunc = 0`, and `from_ms(mu, 0.0)` is a point mass whose `mu()` is inf/inf = NaN. `beta(1e-8).sigma(1e-8)` with priors 1000 apart went from Err + NaN skills to a finite fit. The tie half is a different subtraction — `w = v^2 - u`, where both grow as alpha^2 while their difference stays O(1). The existing escape hatch could not cover it: it keys on `alpha * width >= HALF_LINE_WINDOW`, how many window-widths from the mean the window sits, and a NARROW window fails that however deep it is. Measured at alpha 1e6 with a 1e-6 window it kept four digits and returned `1 - w = -2.4e-4` where the truth is +2.8e-13. One step earlier it was quietly wrong instead: `1 - w = 1.0` exactly, a truncation reported as a no-op, where the truth was 5e-17. Over a narrow window the density is a truncated exponential in `s = (x - alpha)/width`, whose mean and variance are closed forms, so `v = alpha + width*m(t)` and `1 - w = width^2 * V(t)` with no large subtraction at all. Validated against high-precision quadrature: v exact to 4e-10, `1 - w` to 4e-10 across the region it is used in. The crossover is on `alpha / width` rather than on either alone, because that ratio is what says how many digits the subtraction has left — and the approximation is most accurate exactly where the subtraction is worst, since both improve as the window narrows. Defaults are bit-identical (pi 0.02398318151216503 before and after). Tests: the three reproductions from the issue, the narrow-window form against pinned quadrature values, and a continuity sweep across all three tie branches — a misplaced crossover is the real risk here, and a jump at a boundary is visible even without pinning absolute values. Closes #60 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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f1219036b3 |
fix: take quality's determinant ratio in log space
`quality()` computed `det(ata) / det(middle)` in linear space. Both are products of `k - 1` diagonal entries, so they leave f64's range long before their ratio does — and the ratio is the only thing the answer needs. Measured at the crate defaults: 150 groups correct at 8.45e-53, 200 returned 0, 250 returned NaN where the truth is 9.51e-88. With a small beta it bit far sooner: at sigma = beta = 1e-3, 60 groups returned NaN against a true 1.32e-9 — a value nine orders of magnitude inside the normal range. Neither `quality()` nor `History::predict_quality` caps the group count, unlike `predict_outcome`, so those are supported calls. `Lu::ln_abs_determinant` accumulates `ln|diagonal|` instead of multiplying, and the call site becomes `exp(e_arg + 0.5 * ln_ratio)`. Verified against the closed form `(beta / sqrt(beta^2 + sigma^2))^(k-1)` rather than against recorded output, across three parameter sets and group counts to 300: every case now agrees to 1e-11 or better, including 9.88e-324 at 300 groups, which is subnormal. Also documents the remaining panic: every rating at zero sigma with a zero beta makes `middle` singular and `inverse()` panics. Documented rather than converted — nothing is uncertain there, so there is no distribution to take the quality of. Closes #59 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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bbc7705c75 |
fix!: report an unresolvable prediction grid instead of clamping
`grid_shape` asked for 12 nodes across the narrowest feature and then clamped to MAX_GRID_POINTS with no detection that the request was not met. Past `step/sigma ~ 1.7` the trapezoid rule stops resolving the density, and the result is unbounded: sigma_a step/sig_a P(a first) exact total 2.0e-3 0.86 0.515953 0.515953 1.000000 1.0e-3 1.72 0.517185 0.515953 1.002388 1.0e-4 17.17 2.791336 0.515953 5.410065 A probability of 2.79. Reachable through `predict_outcome` with a pinned reference competitor — a documented pattern — where `predict_outcome` and `predict_win_probabilities` disagreed 44x and `predict_outcome` was the wrong one. There is no useful answer on the far side of that cliff, so this reports `GridTooCoarse` rather than guessing, and the message points at `predict_win_probabilities`, which answers the same matchup through adaptive quadrature and is accurate there to 1e-13. The floor is 4 nodes per feature rather than the 12 requested, because the request carries margin: measured accurate to 2.2e-12 at 1.4 nodes per sigma and wrong by 1.2e-3 at 0.7. This also fixes the `ln k` ceiling violation. `expected_information_gain` weights `probability * divergence`, so probabilities of 3.97 and 2.62 made it return 3.237828 nats against `ln 2 = 0.693147` — 4.67x over. The crate's docs call that ceiling its sharpest test and record a prototype once returning 4.77 nats; it was live again by a different route. The new sweep then caught a second, independent defect: `kl_divergence` returned NEGATIVE values, worst -5.55e-17, exactly one ULP of its `- 1.0`. Rewritten as `0.5*(u - ln1p(u)) + gap^2/(2*var_p)` with `u = var_q/var_p - 1`, so both terms are non-negative by construction. It is also more accurate where it matters: at `u = 1e-9` the old form returned 0.0 where the true value is 2.5e-19, and well-conditioned cases are unchanged. tests/prediction_bounds.rs sweeps rather than spot-checks, because a single fixture cannot defend a bound like this — the previous check passed throughout. It asserts the sweep still reaches the coarse-grid regime, so it cannot quietly stop testing the case it was written for. BREAKING CHANGE: `predict_outcome`, `predict_ranking` and `expected_information_gain` return `GridTooCoarse` for matchups whose performance sigmas are too far apart to integrate on one grid. They previously returned wrong answers, including probabilities above 1. Closes #55, closes #56 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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83bdb84152 |
fix!: collapse a drift too small to represent, on a relative threshold
`time_expanded_joint` collapsed consecutive appearances only at `drift <= 0.0` exactly. Anything smaller-but-positive got an explicit `1.0 / drift` precision, which the matrix cannot hold: at `drift = 1e-16` the entry is `1e16`, and `1e16 + 0.28` rounds back to `1e16`, so the prior and the event contrasts are annihilated in the stored f64 before the factorisation ever runs. Measured, 8 competitors over 15 slices: drift_scale before after 1e-6 1.3e-3 relative error exact 1e-7..1e-9 Err(JointUnavailable) exact 1e-10 12 200x TOO SMALL, as Ok exact At 1e-10 the caller was handed sigma = 0.0055 where the truth is 0.6108 — a 111x overconfident interval, returned as a success. This is representation, not conditioning. Solved in 200-digit precision the same system converges smoothly onto the collapsed value and is flat from 1e-16 to 1e-40, so the quantity is perfectly well conditioned. That also rules out the obvious fix: symmetric (Jacobi) equilibration measured 30x WORSE, because the information is gone from the assembled matrix before any solver sees it. The fix has to be at assembly. The threshold balances the two errors that trade off. Ignoring a real drift costs about `drift / V`; representing one costs about `EPSILON * V / drift`. They cross at `V * sqrt(EPSILON)`, scaled to each competitor's own prior variance. Ordinary drift is far above it and unaffected — the default gamma accumulates 0.0069 per unit time against a threshold of 1.0e-6 — and the test asserts both halves: everything below the threshold reaches the collapsed answer bit-identically, and a drift of 1e-2 still moves it, so the test cannot pass by collapsing everything. Also corrects the `JointUnavailable` message, which asserted "a competitor has neither a proper prior nor any evidence" for a fixture where every competitor had both. BREAKING CHANGE: a drift variance below `prior_variance * sqrt(EPSILON)` now collapses two appearances into one latent variable. Affected fits previously returned a badly wrong variance or an error. Closes #57 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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c65373f476 |
fix!: propagate NaN through the convergence reduction
`tuple_max` compared with a plain `>`, which is false against NaN, so a
NaN accumulator was replaced by the next finite delta. The fold runs over
`TimeSlice::posteriors()`, a HashMap, so whether a NaN survived to `step`
depended on per-process hash order.
Measured before, four competitors in one slice with one pathological
pair, same binary and input, 30 separate processes:
16 Ok converged=true, iterations=1, a = Gaussian { pi: NaN, tau: NaN }
14 Err NonFiniteResult
After: 30/30 Err. A coin flip on whether a NaN fit was reported as an
error or as a successful, converged fit — inside the guard whose entire
purpose is "NaN is never convergence".
`f64::max` would not have fixed it. It also ignores NaN by design, which
is the same defect wearing a standard-library name, and a test pins that
we do not use it.
`Gaussian::delta` had to be fixed FIRST, and that ordering is the whole
subtlety. Two identical improper messages produced `(0.0, NaN)` — not
from `mu()`, which is guarded and returns 0.0, but from `inf - inf` in
the sigma component. That NaN is reachable in ordinary healthy inference:
once a pairing is more than about nine cavity-sigma apart the truncation
is a no-op and the chain compares one identity message against another.
Propagating NaN without fixing `delta` would therefore have turned
correct fits into NonFiniteResult errors. `delta` now answers the
identical-message case in natural space before touching the accessors.
My first version of the `delta` test asserted `mu()` was NaN. It is not;
the accessor guards `pi <= 0.0`. The test caught my own wrong premise,
and the doc comment is corrected to match.
BREAKING CHANGE: a fit that produced NaN in a non-final reduction
position previously returned `Ok` with `converged: true` and a NaN
posterior; it now returns `Err(NonFiniteResult)`. That was always the
documented intent.
Closes #58
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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eebf8aacd3 |
fix!: reject malformed games at the Game boundary too
I fixed this at `History`'s ingestion chokepoint and said the boundary was complete. It was not. `Game` is a separate public entry point that does not pass through that chokepoint, and every one of the same four defects was still live there: Game::ranked(&[&[a]], ..) -> PANIC at src/game.rs:317 Game::scored(&[&[a]], ..) -> PANIC at src/game.rs:317 Game::ranked(&[&[], &[a]]) -> Ok, finite posterior for the opponent Game::scored(.., [NaN, 1]) -> Ok The same panic, from safe API, in release. Fixing one path and generalising from it is exactly the mistake that produced the latest-slice joint bug: validating on the shape that cannot expose the problem, then reporting the property as held. `Game::validate_teams` is shared by `ranked` and `scored`, with the non-finite score check in `scored` alongside it. Ranks need no equivalent — they are `u32`. `one_v_one` and `free_for_all` build their teams internally and are unaffected; a test asserts all three well-formed constructors still succeed, so the check cannot quietly widen. BREAKING CHANGE: `Game::ranked` and `Game::scored` return `NotEnoughTeams`, `EmptyTeam` or `InvalidParameter` for inputs they previously panicked on or silently accepted. Refs #18, #26 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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a18df521eb |
test: cover non-finite results and color-group disjointness
The two gaps #26 named that were never filled. NonFiniteResult had no test at all — the name appeared in `tests/` only inside a doc comment, and it is the sub-claim in that issue's title. It turns out to be very much reachable, and from *finite* inputs: sigma at 1e300, beta at 1e300, sigma at 1e-300, score_sigma at 1e-300, and scores at 1e308 all overflow inside inference, where the boundary checks cannot see them. That matters because the failure is silent by default — NaN fails every comparison, so a naive `step < epsilon` reads a NaN step as converged, which is why the crate has `step_converged`/`step_is_finite`. Pinned from outside, including that `converge_partial` does not launder a breakdown into an `Ok`, and with a control asserting merely extreme parameters still converge so the suite cannot pass by always failing. Color-group disjointness was #26's fourth acceptance criterion and had only five hand-written cases. Now a proptest over three shapes: a dense pool where collisions force colors to multiply, a sparse one where most events are independent, and repeated members within a single event. Two of my first assertions were wrong about the code rather than the reverse. A competitor named twice *within* one event is not a collision — `color_greedy` collects each event's members into a set for that reason. And contiguity is not a property of `color_greedy`: it holds only after `recompute_color_groups` reorders events so each color occupies one range. The test now asserts what is actually promised — that the reorder is always *possible*, since the parallel sweep slices `&mut` sub-ranges from those groups and overlapping ranges would be unsound. Refs #26 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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8b20e0c560 |
fix!: reject non-finite weights at ingestion
Measured, a NaN weight behaved exactly as `0.0`:
weight NaN -> Ok, converged: true, 1 iteration, step (0.0, 0.0)
skill pi 0.027777777777777776, tau 0.0
weight 0.0 -> Ok, same skill, bit for bit
So a NaN arriving from a division or a parse was indistinguishable from
a deliberate zero, and the fit reported itself as cleanly converged.
Worth correcting an earlier description of this: the event does not
vanish. The member contributes nothing, which is precisely what weight
zero means, and that equivalence is what makes it undetectable rather
than merely wrong.
Zero and negative weights stay accepted. Both are expressible choices
about how much a member contributes, and tests/degenerate_inputs.rs pins
their behaviour deliberately; only values that are not quantities at all
are rejected. A test asserts they still ingest, so the new check cannot
quietly widen.
This completes the boundary: every malformed input that previously
produced a plausible answer — a one-team event, an empty team, a
non-finite score, a non-finite weight — now fails where it enters.
BREAKING CHANGE: an event carrying a non-finite weight returns
`InvalidParameter` instead of silently treating that member as weightless.
Refs #18
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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f692906ce4 |
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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e493f47e99 |
feat!: add History::register and History::rating, and reject config conflicts across batches
Three things #38 asked for, on a premise that had half dissolved. The
issue argued from "captured at first appearance", "missing it is silent"
and "missing it is permanent";
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4f6360128d |
feat!: validate mu, sigma and beta on HistoryBuilder
The last three unvalidated setters, beside `p_draw`, `score_sigma` and `convergence`, which all assert eagerly. Measured before choosing bounds: beta = 0 -> works, pi 0.0211 (vs 0.0193 at the default) beta = -4.17 -> bit-identical to +4.17 sigma = -8.33 -> bit-identical to +8.33 sigma = 0 -> NonFiniteResult, current_skill returns tau: NaN sigma = inf -> same mu = NaN -> same So the bounds are not the obvious ones. `beta = 0` is legitimate and meaningful — performance is then exactly skill, and the fit moves measurably rather than degenerating — so zero is allowed and a test pins that it reaches a different answer, since "allowed" would otherwise be indistinguishable from "unchecked". The negative cases are the quiet ones. `sigma` and `beta` enter inference only as squares, so a negative value behaves as its absolute value and the sign is dropped without comment. That is the same defect `Member::with_drift_scale` already rejects, for the reason already written there. The non-finite cases are detected today — `converge` reports NonFiniteResult — but a caller who reads `current_skill` first is handed `tau: NaN`, so rejecting at the boundary is what actually closes it. BREAKING CHANGE: `HistoryBuilder::mu`, `sigma` and `beta` now panic on values they previously accepted, matching the existing behaviour of `p_draw`, `score_sigma` and `convergence`. Refs #18 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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eff63dfa2a |
feat!: make a short fit an error and raise the default iteration cap
`ITERATIONS` was 30, and overrunning it returned `Ok` with `converged: false`. Both halves were wrong. The cap is a runaway guard, not a budget: the sweep exits as soon as the step falls below `epsilon`, so a high cap costs nothing on a history that converges. Measured on one needing four sweeps, `max_iter` 30 and 100_000 both finish in 4 iterations and ~130us. So 30 could never make anything faster — it could only stop a healthy history early, and it did: 160 events over 100 competitors already needs 42. Not scaled to the history, because iteration count tracks how loopy the graph is rather than how big it is. At a fixed 320 events over 40 slices, varying only the competitors sharing them: 3 competitors needs 2_789 sweeps, 10 needs 1_068, 100 needs 90, 400 needs 2. Three orders of magnitude on identical event and slice counts, so any formula in those two numbers would be badly wrong on some real shape. A single value set high enough that reaching it means oscillation is the honest version. With the cap raised, stopping at it means something is genuinely wrong, so `converge` now returns `InferenceError::NotConverged` rather than a flag on a success. A short fit is wrong by a little — every rating finite, the ordering sensible, nothing saying the numbers were still moving — and a flag has to be checked while `let _ = h.converge()` is the natural way not to. That is not hypothetical: it is how a real defect hid in this crate's own test suite. `converge_partial` returns the short fit for callers who want one. Only a single existing test needed it, which is the evidence that a capped fit is a deliberate choice rather than the common case. Also corrects the `ITERATIONS` docs, which claimed convergence cost is "roughly linear in the cap". It is linear in the iterations actually run. BREAKING CHANGE: `History::converge` returns `Err(NotConverged)` where it previously returned `Ok` with `converged: false`. Callers that want the old behaviour should use `History::converge_partial`. The default `max_iter` changes from 30 to 10_000, so a history that was silently truncated will now converge properly and its numbers will move. Closes #50 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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911b48faba |
feat: add EventBuilder::members for per-member configuration
`EventBuilder` could set weights and nothing else, so `prior` and
`drift_scale` were reachable only through the typed
`Event`/`Team`/`Member` shape plus `add_events`. Which ingestion route a
competitor arrived through decided whether it could be configured.
`members(...)` takes `Member` values directly, so `Member`'s own builder
expresses everything. `team(...)` stays the common case.
One escape hatch rather than `priors` and `drift_scales` setters beside
`weights`, as the issue suggested and then argued against itself: a
parallel array per field means a parallel length check per field, and
each one is a new way to get the lengths wrong. `Member` already has a
builder; this just lets the fluent path reach it.
`record_winner`/`record_draw` are deliberately left alone. They are the
two-argument convenience path, and extending them would be a breaking
signature change. The issue's reason for wanting them extended has also
weakened: it said a competitor arriving through them was "permanently
stuck on the history defaults", and since
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8e4d6a637d |
fix: reject malformed events at the ingestion boundary
A one-team event reached `run_chain`, which builds one diff link per
adjacent pair of teams, leaving it to index `links[1..]` on an empty
vector. That panicked with "range start index 1 out of range for slice
of length 0" — from `History::add_events`, in a release build, through
entirely safe API.
An empty team was the quieter half of the same gap. It contributes no
performance, so a malformed event converged and handed back a finite,
plausible-looking posterior for whoever it was matched against. That is
this crate's characteristic defect: a public surface reporting a
constant that looks like an answer.
A non-finite score was the third. `converge` did report NonFiniteResult,
so it was detected — but a caller reading `current_skill` before
converging was handed `tau: NaN` with nothing to say so.
`NotEnoughTeams` and `EmptyTeam` already existed. They were checked on
the prediction paths and nowhere else, which is exactly why ingestion
could still manufacture the states they describe. The checks go in
`add_events_with_prior` alongside the tie check, for the same reason
that one is there: every ingestion route lands on it, so `record_winner`,
`record_draw` and `EventBuilder` inherit them rather than each needing
their own.
Also corrects documentation that had been stating the opposite of the
code since
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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
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f345e7690e |
fix!: make the joint span slices, not just the latest one
`posterior_of` shipped in 0.5.0 reading a single slice. Measured against a real Through-Time history that answers almost nothing: ustat's round fit is 76 per-day slices whose last one holds a solo round, so 0 of 55 pair differences resolved and the single node that did was degenerate — a one-competitor slice has no correlation to account for and returns the marginal unchanged. That was my mistake, and the fixture chose it. I validated against single-slice histories, which is exactly the shape that cannot reveal the problem. In a library whose premise is skill over time, competitors are read at *their own* last appearance and those are different slices by construction. The joint is now time-expanded: one variable per appearance, linked by the prior on a first appearance, the drift between consecutive ones, and the within-slice event contrasts. Consecutive appearances with no drift between them are the same variable rather than two joined by an infinite precision, which keeps the matrix positive-definite when a competitor is pinned with `drift_scale = 0`. `posterior_of` now reads each competitor at their own latest appearance, which is where `current_skill` reads them, so the two agree about which posterior they describe. Adds `posterior_of_at(time, terms)` for a comparison anchored to a moment, matching `learning_curve`'s reading. Validated against a hand-written exact posterior for a two-competitor, two-slice history — the precision matrix is spelled out in the test rather than obtained from the crate, so it is an independent check rather than a restatement. Also pinned: competitors last seen in different slices now compare at all, means still agree with the marginals, zero drift makes slice layout irrelevant, and more drift widens a comparison across time. BREAKING CHANGE: `posterior_of` and `expected_variance_reduction` now consider the whole history rather than its latest slice, so results change for any multi-slice history. `JointUnavailable` is now returned when *any* slice holds ranked events, not just the last. Refs #46, #47 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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633a503900 |
refactor!: remove the factor-graph surface nothing used, add try_winner
Two decisions taken before cutting 0.5.0. #42 — the `Schedule` trait was public API the engine never called. Its only call site was `Game::custom`, itself `#[doc(hidden)]`, and `EpsilonOrMax` was never constructed anywhere. Removing that surface showed the problem was larger than the issue described: with `custom` gone, the compiler found `Factor`, `BuiltinFactor`, `RankDiffFactor` and `TeamSumFactor` all dead too. `Game::run_chain` drives a local `DiffFactor` enum and bypasses the whole T1 abstraction — it has done since it was written. So this is not just an unused extension point but the machinery it was built on, and `CLAUDE.md` was documenting it as live architecture. Removed: `graph` module, `Schedule`, `EpsilonOrMax`, `ScheduleReport`, `Game::custom`, `Factor`, `BuiltinFactor`, `RankDiffFactor`, `TeamSumFactor`. `TruncFactor`, `MarginFactor`, `VarStore` and `VarId` stay — inference uses those. The measurement behind choosing removal over wiring is in #42: the within-game loop converges in 1 to 8 iterations against a cap of 30, so a `Residual` schedule has no headroom to reclaim, and `Damped` already shipped as `ConvergenceOptions::alpha`. #20 — `Outcome::winner` panicking on an out-of-range index. Kept, and the reasoning is now on the method. It is the only constructor here that validates, which looks inconsistent until you try deferring like its siblings: `winner(5, 2)` produces ranks `[1, 1]`, an all-tied draw that ingestion accepts without complaint when `p_draw > 0`. Asking "team 5 won" and silently getting "everyone drew" is the exact failure this crate keeps removing, so the check belongs where the mistake is. Adds `Outcome::try_winner` for indices that are computed or parsed rather than written literally, following the `new`/`try_new` convention. That is additive; the panicking form stays because every call site in this repo, its tests and its README passes literals, where a `?` would be noise. BREAKING CHANGE: the `graph` module and everything it exported are removed, as are `Game::custom` and `ScheduleReport`. Closes #42. Closes #20. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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7cf45db5cf |
feat: add expected_variance_reduction for scored active learning
#49: `expected_information_gain` enumerates discrete outcomes, so a consumer recording continuous scores cannot ask which matchup to run next. The issue flagged this as possibly a research question, since "expected variance reduction under EP may not have a clean closed form even for Gaussian likelihoods". It does. Observing a scored event is a rank-one update to the precision matrix, so Sherman-Morrison gives reduction = (c^T L^-1 a)^2 / (v + a^T L^-1 a) for target functional c and matchup contrast a. Verified against an actual refit on four candidate matchups: agreement to 1e-9 relative. Two consequences worth stating. There is no expectation to take. The expression depends on which matchup is played but not on how it turns out, because for a Gaussian likelihood the posterior variance update is data-independent. Pinned by `the_outcome_does_not_change_the_reduction`, which refits with scores of (3, 1), (100, -50) and (0, 0) and gets the same answer. The name keeps the term the active-learning literature uses; no averaging happens. It is also far cheaper than its ranked counterpart — one linear solve rather than a full inference pass per possible outcome — because `c^T L^-1 a` and `a^T L^-1 a` share the same solve. `target` is deliberately the same linear-functional shape as `posterior_of`, as the issue proposed, so the two share a concept rather than inventing two. The load-bearing test is the refit comparison. An acquisition function is the archetype of a surface that returns finite, plausible, monotone numbers while being wrong, and then quietly selects worse matchups forever; ranking behaviour alone would not catch that. Closes #49 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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c866210c65 |
feat: add History::predict_margin for scored matchups
#48: every predict_* answers "who wins", and a consumer recording scores never asks that. It wants the interval on the result, and having none it hand-fitted a noise law whose fitted node weight came out at 0.0 — so the quoted sigma was 5.83 whether the competitor had forty rounds or none, against real residual spreads of 5.8 and 12.44. `predict_margin` composes the three things that make a scored result uncertain: the joint posterior over the competitors, their per-event performance noise, and the observation noise on the score. It widens as the model knows less — measured, sigma 2.48 against an opponent with forty rounds, 3.38 against one seen once, wider still against one never seen — which is the property the hand-fitted law lost. It is a margin, not a score, and that is not a shortcut. Scored ingestion reduces every event to `score_a - score_b` before inference, so the absolute level is discarded: shifting every score in a history by +100 or -1000 produces a bit-identical fit, verified. There is no information from which to predict what a competitor will *score*. Returning one would be a number derived entirely from the prior, which is exactly the plausible constant this crate keeps finding and removing. `posterior_of` now honours `UnknownKeys::Prior`, which gives #48 its second requirement — "I have never seen this competitor, here is the prior-informed answer". An unseen competitor shares no event with the slice, so it is independent by construction and its variance is additive rather than part of the solve. Worth recording for expectations: for a *margin* the joint buys little over adding marginals (2.4798 against 2.5112 here), because a margin is a difference and differences are where the loopy underestimate and the ignored correlation cancel. The gain here is having a predictive distribution at all. `posterior_of`'s correlation handling earns its keep on sums and single nodes instead — see tests/additive_model.rs. Closes #48 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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c52e2550af |
feat: add History::posterior_of for a linear combination of competitors
#46: every accessor returns a per-competitor marginal, and almost nothing a consumer publishes is one competitor. Combining marginals assumes independence, and competitors are correlated through every event they share. `posterior_of(&[(a, 1.0), (b, -1.0)])` returns the posterior of that combination with the correlation intact. Validated against the exact linear-Gaussian posterior on both a tree and a loopy fixture, for differences and for single competitors: agreement to 1e-9 relative in every case. The investigation that preceded this is why it is not a covariance accessor. Marginals from loopy message passing are about half the true width, and ignoring correlation overstates a difference — the two errors partially cancel, leaving 1.327x rather than 2.646x. Bolting true correlations onto the existing marginals would have given 0.765 against a true 1.524, which is overconfident: the direction the reporter specifically called unsafe. Rebuilding the joint from the factor structure fixes both at once, and a single-competitor query now returns the exact marginal rather than the narrow one. The precision matrix depends only on structure — who played whom, with what weights and what noise — not on the observed outcomes, and the means were already exact. So only the second moment is reconstructed. Known limits, all deliberate and documented on the method: - Latest slice only. A functional spanning times, such as "current versus career", needs the time-expanded joint and is not covered. - Scored events only. A ranked outcome's truncation is EP-approximated and its converged factors are not retained after inference, so ranked slices return `JointUnavailable` rather than a plausible wrong number. - Dense Cholesky, O(n^3) per query in the slice's competitor count: 38.8us at 50, 5.66ms at 400, 49.1ms at 800. Fine for the sizes this serves today; caching the factorization per slice would make repeat queries O(n^2), and sparsity is the next step after that. Refs #46, #47, #48 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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71554fd944 |
feat: add UnknownKeys::Prior, and explain why there is no Skip
#44's third ask was an opt-in mode so a caller with partially-known teams need not pre-filter. The requested shape was `Skip` — drop unknown members. Measured, that is the wrong mode to build. A team's performance is the *sum* of its members, so dropping one drops its variance too. On a two-member team with one unknown: SKIP (drop the member) : performance sigma 2.37 PRIOR (member at prior) : performance sigma 6.53 (2.76x wider) Skipping makes the model *more* certain because it knows *less*, which is backwards. `Prior` is also the answer the model already gives for a competitor it knows about but has no evidence for — measured, such a competitor sits at sigma 4.99 against the prior's 6.0 — so it corresponds to a state the model can actually be in. Skipping does not. So the enum is `Reject` (default, unchanged) and `Prior`, and it is `#[non_exhaustive]` in case a real use for skipping turns up later. Placed on `HistoryBuilder` rather than per-call. Neither consumer wants it to vary between queries: one scores thousands of candidate matchups in a loop, the other's headline feature is predicting a competitor nobody has faced. That makes it a property of how the model is being used, and keeps five prediction signatures unchanged. This also gives #48 the semantics it asked for — "I have never seen this competitor, here is the prior-informed answer" — which it needs for predicting a course nobody has played. `an_unknown_member_widens_its_team_rather_than_narrowing_it` pins the property that ruled `Skip` out, so a future convenience cannot quietly reintroduce it. Closes #44. Refs #48 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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2cf21a753d |
docs: record that the event log is the source of truth, and why
#45 asked whether a fitted `History` can be persisted, and noted that the absence of `serde` "reads as an omission rather than a decision, which invites exactly this issue from every consumer in turn". Fair. Documents the decision on `History` along with the reasoning that makes it one: `converge` reaches a fixed point determined by the events, ratings and configuration alone, so a snapshot would carry no information the event log does not — it would cache the computation, never the answer. It also bounds what a snapshot could buy, since that is the question a consumer actually has. Re-converging an unchanged history costs one iteration, measured at 0.91 ms against 365 ms cold on 2 000 events, so it would make a cold restart cheap and do nothing for appends. Appending one event moves its participants more than a sigma across their whole history, so that re-convergence is real work rather than repeated work. Closes #45 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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c12bc830a5 |
feat!: name the unknown key, expose tail probabilities, flag short fits
Three issues from two downstream consumers, all small, all sharing a theme: the crate had the information and would not hand it over. #44 — `UnknownKey { team: 0, member: 0 }` did not say which key. A consumer upgrading 0.1.2 -> 0.4.1 had every one of 5591 predictions return this error, fell back to a neutral 0.5, and lost its entire metadata model for a day. Nothing crashed and nothing logged; it was found by sweeping an unrelated parameter and noticing the output did not move. The 0.4.0 change that made unknown keys an error was right — the error was just too anonymous to act on. It now carries the key's `Debug` rendering, and its `Display` says what to do about it. The precondition is documented on every prediction entry point, which the reporter said would alone have saved the day. #43 — `cdf` was `pub(crate)`, so a consumer asking "is this competitor below the cutoff" approximated it with a `mu + z * sigma` band and had no way to say what confidence any `z` bought. Adds `Gaussian::probability_below` / `probability_above`. The second is separate on purpose: `1 - cdf` collapses to exactly zero past ~8.3 sigma, and a stopping rule is evaluated precisely there. Both route through the survival function added in 0.4.1, so this is visibility rather than new numerics. #50 — `ConvergenceReport` was not `#[must_use]`, so the one signal that a fit stopped short was trivially discarded. It now is, and that immediately found 78 sites doing exactly that — including this crate's own ATP example, which was capped at 10 sweeps when the history needs 30. The example now reads the report and says so. `ITERATIONS = 30` is documented as the floor it is, with the three measurements to hand: 400 events over 100 competitors already stops there at ~7e-3 against a 1e-6 tolerance, the ATP example needs 30 at a much looser one, and a consumer's 2000-node model needs 76 to 161. BREAKING CHANGE: `InferenceError::UnknownKey` gains a `key` field, and the prediction methods now require `K: Debug` in order to fill it. Closes #43, #50. Refs #44 — its third ask, an opt-in `UnknownKeys::Skip` mode, is a live API question and deliberately not answered here. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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8116fd081f |
test: localise the erfc_inv tail residual to the caller's argument
Scouting crates.io for a more accurate `erfc` than `libm` turned up a 1.16e-12 relative error in `erfc_inv` at `p_draw = 0.999999`, measured against a 70-digit `decimal` reference. It looked like too few Newton steps. It is not: adding a fourth changed nothing. The error is in forming the argument. `1.0 - 0.999999` is `1.0000000000287557e-06` — 0.999999 is not representable, and subtracting from one cancels, leaving 2.9e-11 of relative error before `erfc_inv` is entered. Given an exactly-representable argument it returns 1.8e-16. So the routine was never the problem, and the extra iteration has been reverted rather than shipped as a fix for a defect that was not there. `puruspe::inverfc` returns the identical wrong value for the identical reason, which is what makes the shared upstream cause obvious. Adds a test that separates the two, and corrects a quantile constant in `erfc_inv_matches_known_quantiles` that was recalled rather than computed: `Phi^-1(0.9999995)` is 4.89163847569859, not 4.891638475699099. The others were checked against the same reference and were right. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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17d072b2ae |
fix: route every transcendental through libm, and combine sigmas with hypot
Follow-on from #41, which added `libm` for `erfc`. Surveying what else the dependency offers: its unique surface over `std` is `erf`/`erfc`, `lgamma`/`tgamma` and Bessel functions, and only the first was ever needed. But the survey found something better than another special function. `std`'s `exp` and `ln` delegate to the *system* math library. IEEE 754 specifies the basic operations and `sqrt` exactly and says nothing about transcendentals, so those differ per platform. Measured here over 200k inputs: exp: 19425/200000 differ from libm (worst 1 ulp) log: 9932/200000 differ Inference is an iterative fixed point, so a one-ULP difference can change an iteration count and move the answer by more than one ULP. Routing every transcendental through `libm` makes a fit reproducible across platforms — a stronger guarantee than `tests/determinism.rs`, which only covers thread counts. It costs nothing. `Batch::iteration` measured -2.7% [-5.7%, -0.3%] with the whole set swapped, and not one golden moved. Also switches the two places that combined sigmas as `sqrt(a^2 + b^2)` to `hypot`. Squaring overflows to infinity above ~1.3e154 and flushes to zero below ~1.5e-154 — measured, the naive form returns `inf` where `hypot` returns 1.41e160 — and `Gaussian`'s constructors are public, so a caller can reach both ends. Deliberately not done: rewriting the KL divergence's `ln` of a ratio via `ln_1p`. The cancellation is real as the ratio approaches one, but measured absolute error is at most ~1e-11 in a quantity of order 0.4 nats, so it changes nothing. The invariant is recorded in `CLAUDE.md` and on `erfc`'s own docs, since nothing enforces it mechanically. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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3dd659307a |
fix: replace the erfc approximation with libm, for free
#41 asked whether the Numerical Recipes `erfcc` approximation — 1.2e-7 relative, and the binding accuracy constraint on the whole crate — was worth replacing, given it sits in the inference hot loop. It is, and it costs nothing. Measured, against an independent incomplete-gamma reference: range previous (NR) libm [-3, 0] 7.95e-8 2.15e-14 [0, 0.5] 8.69e-8 4.70e-14 [0.5, 2] 9.38e-8 1.24e-12 [2, 6] 1.04e-7 5.20e-14 [6, 26] 1.07e-7 1.75e-13 erfc(0) 1.00000003 1.0 (exactly) |erfc(z)+erfc(-z)-2| 6.00e-8 2.22e-16 Performance, on `benches/batch.rs`: change [-3.34% +2.26%], p = 0.89 — no change detected. That result is counterintuitive, because libm's erfc is 1.65x slower when swept uniformly over [-2.5, 2.5]. The sweep was the wrong input distribution. Capturing the arguments inference actually passes: |x|<0.5 96.16% 0.5-0.84 2.05% 0.84-1.25 1.24% 1.25-2 0.54% 2-6 0.00% 98% fall below 0.84375, which is exactly where FDLIBM skips the exponential entirely — while the NR form always pays for one. On the real trace libm is the faster of the two (3.23 vs 3.78 ns/call). An ad-hoc `Instant` harness reported a 16% end-to-end speedup; that was an artifact of its own setup allocating and leaking per run, and criterion's verdict of "no change" is the one to believe. What it bought: - `compute_margin` against exact quantiles: 8.4e-8 -> 1.7e-16. - `cdf(mu, mu, sigma)` is now exactly 0.5; it was 1.5e-8 out. - `sf + cdf` sums to one within a ULP, from 3e-8. - `erfcx`'s two branches now agree to round-off across the crossover rather than to 1e-7, so the log-space evidence path and the linear one are consistent. - Ten test tolerances tightened from 1e-6 to 1e-13..1e-15, and the prediction floor is now the integrator's rather than `cdf`'s. Five goldens moved, by 2.4e-9 to 6e-7 — the magnitude of the removed error, and `test_env_ttt`'s mu still rounds to the same six decimals. Re-recorded with more digits so future drift stays visible. Verified as movement toward truth per the goldens policy: every value now derives from a primitive checked against an independent reference and satisfying the exact identities, which the previous one did not. Adds `libm` — zero transitive dependencies, rust-lang maintained. Closes #41 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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683813ec10 |
fix: correct erfc_inv's sign error and keep evidence in log space
A systematic scan for precision defects, following the tail-precision work in |
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d4f91fd221 |
fix: reject convergence options that silently disable inference
`Game::ranked` and `Game::scored` validated `p_draw` and `score_sigma`
but never `convergence`. `ConvergenceOptions` has public fields and
`GameOptions` carries one, so a caller could hand the engine a set that
`HistoryBuilder`'s eager asserts never saw. Past that, the only guard
was a `debug_assert!`, which is gone in the profile users ship.
An `alpha` of zero is the bad case, and it fails silently rather than
loudly. Measured in release before the fix:
likelihoods: [[Gaussian { pi: 0.0, tau: 0.0 }],
[Gaussian { pi: 0.0, tau: 0.0 }]]
Every EP update unapplied, every likelihood uninformative, inference
returning the priors it was given — and an `OwnedGame` that looks
entirely ordinary to the caller. `HistoryBuilder::convergence` already
documents exactly this hazard; the `Game` constructors just did not
share the check.
Adds `ConvergenceOptions::validate`, called by both constructors.
Rejects `alpha` outside `(0.0, 1.0]` and negative `epsilon`; NaN fails
both comparisons and is rejected too.
`tests/validation.rs` states the release-mode guarantee for the whole
public surface, not just this hole, and CI already runs the suite in
release. Probing the other conditions #18 lists found five of eight
already enforced — ties without a draw probability, per-event score
sigma, weight/team dimensions, draw-probability range, score-sigma
range — so this closes the remaining gap rather than the whole issue.
The engine keeps its `debug_assert!`s as invariant documentation.
Refs #18
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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8c087ad015 |
fix!: apply competitor configuration whenever it is supplied
`Member::with_prior` and `with_drift_scale` were consumed only on the branch that *creates* a competitor — `priors.remove` sat inside `if !self.agents.contains(..)`. Supplying either for a key the history already knew did nothing at all: no error, no warning, and output computed from the default prior. A prior applied on a competitor's very first event and was silently discarded ever after. Configuration now applies whenever supplied. Two details this forced: Configuration is tracked per *field* rather than as a merged `Rating`. A member setting only `drift_scale` must not also assert the default prior, or it would silently undo a prior seeded on an earlier event. Slice state has to be refreshed. `drift_scale` is re-derived on every forward pass, but a prior is written into the competitor's earliest slice once, at ingestion, and `iteration` refreshes only slices after the first. Without the refresh a late prior would reach the drift terms and nothing else — a subtler version of the drop being fixed. This was caught by a test, not by reading the code. Conflicting values for one competitor within a single batch are now `ConflictingCompetitorConfig` rather than resolved by iteration order. Events in a batch are unordered, so "last one wins" would make the result depend on traversal — and `tests/ingestion_equivalence.rs` exists to rule exactly that out. Repeating the same value stays inert, which is the shape callers get when configuration is a property of the domain. That invariant turned out to be tested only for *unconfigured* competitors: every helper in that file built members with `Member::new`. Extended to cover configured ones, including a check that configuration changes the fit at all, so the order tests cannot pass vacuously. `with_prior` had no coverage under `tests/` whatsoever, which is how this survived. Adds `tests/competitor_config.rs`. `drift_scale_is_ignored_after_first_appearance` asserted the old behaviour and now asserts the new one. It was written as a deliberate change-detector — "moving the capture would be a visible break, not a silent one" — so it inverted rather than being deleted. Also removes `InferenceError::ConvergenceFailed` and `NegativePrecision`, which no code path ever constructed: public variants advertising failure modes no caller could observe. Partial #20 — its other items were already resolved, except `Outcome::winner` still panicking. BREAKING CHANGE: `prior` and `drift_scale` now take effect for competitors the history already knows, where they were previously ignored; a batch supplying conflicting values for one competitor is now an error. `InferenceError::ConvergenceFailed` and `InferenceError::NegativePrecision` are removed. Closes #10. Refs #20. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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7341669d1a |
fix: stop destroying tail precision in evidence and truncation
`erfc` is sound — it holds ~1e-7 *relative* accuracy down to 1e-296 with no tail degradation. Three expressions built on it threw that away by subtracting quantities that both approach the same value. 1. `cavity_evidence` computed `1.0 - cdf(margin, ..)`, which is algebraically `sf(margin, ..)` and numerically a catastrophe: 7% error by eight sigma, and exactly zero past ~8.3, where the true probability is 1e-19 and perfectly representable. Clamped, that reached `log_evidence` as ln(f64::MIN_POSITIVE) = -708 whatever the truth was — off by 665 nats at nine sigma. `1 - cdf` is smallest precisely when the result contradicts the prior, so the model-comparison number was worst for upsets: the observation it exists to notice. Adds `sf`, the survival function, computed without the subtraction. The tie branch picks whichever tail keeps both of its terms small, for the same reason. 2. `v_w` computed the inverse Mills ratio as `pdf(-a) / cdf(-a)`. Both underflow together past about 39 sigma, giving `0 / 0` and putting NaN straight into the posterior. Adds `erfcx`, so the shared `exp(-alpha^2 / 2)` cancels analytically instead of being evaluated twice and divided. 3. With that fixed, `w = v * (v - alpha)` became the next casualty: `v` tends to `alpha`, so the gap lost every digit and drove `w` above 1, making `sqrt(1 - w)` NaN at alpha = 1e6. The gap now comes from its asymptotic series, which forms no difference at all. The tie branch had the same defect one expression over — `v * v - u` with both terms at 1e18 returned w = -128 — and a far-tail window is indistinguishable from a half-line, so it shares the asymptotic. No public signature changes, and no existing golden moved: every one of these only alters regions the old code got wrong. The two identity tests are asserted at 1e-6 rather than tighter because `erfc` is not exactly antisymmetric — `erfc(z) + erfc(-z)` differs from 2 by ~3e-8, and `erfc(0)` returns 1.00000003. That floor is tracked separately. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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2fff745c3b |
feat: let observers be shared, boxed, or borrowed
`History` takes its observer by value and never hands it back, so a
caller who wanted to read what an observer recorded had no way to keep a
handle to it. The natural spelling did not compile:
let recorder = Arc::new(Recorder::default());
History::builder().observer(Arc::clone(&recorder))
// error[E0277]: `Arc<Recorder>: Observer<i64>` is not satisfied
The workaround was for every observer to wrap each of its own fields in
an `Arc` and derive `Clone` — one allocation and one lock per field, a
pattern each implementor had to rediscover, and nothing documenting it.
Adds blanket `Observer` impls for `Arc<O>`, `Box<O>` and `&O`. All are
`?Sized`, so `Arc<dyn Observer<T>>` and `Box<dyn Observer<T>>` work too
and an observer can be chosen at runtime. Also adds
`History::observer()` and `into_observer()`, so a non-shared observer's
state can be inspected in place or reclaimed after `converge` without
needing interior mutability at all.
`tests/observer.rs` is simplified to the shared spelling, so the
recommended pattern is the one demonstrated rather than the workaround.
Closes #40
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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3c2f9ac64c |
feat: add expected information gain for active matchup selection
`quality()` answers "is this matchup fair". Callers picking which
comparison to run next need "is this matchup informative", and the two
coincide only for two evenly matched competitors. Without a principled
alternative, downstream code was reaching for hand-rolled heuristics
like `quality * sigma_a^2 * sigma_b^2`, which double-counts uncertainty:
the two factors are not independent.
Adds `expected_information_gain`, the outcome-weighted divergence
between current beliefs and the beliefs each result would produce:
EIG = SUM P(outcome) * KL(posterior_after(outcome) || prior)
Available standalone over `Rating`s, and as
`History::expected_information_gain` using current skills and the
history's own beta, drift and p_draw — so the outcomes it weighs are the
ones that would actually be fitted.
This is the mutual information between the outcome and the skills, which
gives an analytic ceiling: gain cannot exceed the entropy of the thing
being observed, so at most `ln k` nats for k outcomes. That bound is the
sharpest test available, because an acquisition function is unusually
exposed to returning finite, plausible, monotone numbers while being
wrong — it would simply select slightly worse matchups forever. A
prototype of this returned 4.77 nats from a sign error while passing
every monotonicity check; `never_exceeds_the_entropy_of_the_outcome`
catches that class unconditionally.
Measured against the ceiling the values are meaningful rather than
vacuous: 0.382 nats for an even matchup between diffuse priors against
an 0.693 ceiling, falling to 0.013 for a lopsided one and 0.000 for a
hopeless one.
`disagrees_with_the_quality_times_variance_heuristic` pins down that
this is not a monotone transform of the heuristic it replaces — the two
rank a lopsided matchup and a confident even one in opposite orders — so
a later "simplification" cannot quietly revert to it.
Cost is one inference pass per possible outcome, documented on the
public API alongside the shortlist-then-score pattern, so callers do not
discover it in production.
Also folds the duplicated key-gathering in `predict_quality` and
`performances` into one validated `member_skills`.
Refs #39
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
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507894dae7 |
refactor!: close the remaining API gaps from #21
Three unrelated small defects, all requiring signature changes: - `Game::one_v_one` hardcoded `GameOptions::default()`, so a 1v1 could never set `p_draw` or convergence options — and a drawn 1v1 was therefore unreachable through it, since the default `p_draw` is zero. It now takes `&GameOptions` like every other constructor. - `Observer::on_batch_processed` was declared on the trait and never called from anywhere: implementors wired up a callback that could not fire. It is now called after each slice sweep, and renamed `on_slice_processed` to match the vocabulary the codebase adopted in T2 — the unit of work is a `TimeSlice`, not a batch. A slice is swept once travelling backward and once forward, so a multi-slice history fires it twice per slice per iteration; the doc comment says so. - `pub mod factors` sat beside `pub(crate) mod factor`, two module paths differing by one character with only one of them importable. The public facade is now `graph`. Tests cover each as a behaviour rather than a compile check: a drawn 1v1 succeeds only when p_draw is supplied, and the observer tests fail if any callback stops firing. BREAKING CHANGE: `Game::one_v_one` takes a fourth `&GameOptions` argument; `Observer::on_batch_processed` is renamed `on_slice_processed`; the `factors` module is renamed `graph`. Closes #21 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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bb2a845882 |
feat!: N-team outcome prediction with draw mass, replacing the 2-team panic
`predict_outcome` asserted `teams.len() == 2` and returned `[p, 1 - p]`, allocating no probability to a draw even with `p_draw > 0`. For a draw-enabled model the numbers were simply wrong, at any team count. It now returns `Result<Prediction, InferenceError>` and supports N teams. Two algorithms, both deterministic: - Who finishes first. Performances are independent Gaussians, so this separates into a one-dimensional integral per team rather than a multivariate orthant probability. Adaptive Gauss-Kronrod evaluates it to ~1e-15, matching the exact two-team closed form. - A specific finishing order. The factor graph only constrains rank-adjacent teams, so a full order is a chain of local constraints, not a general orthant integral. That chain collapses into a sequential recursion over cumulative integrals: O(teams * grid) per order. Fixed-node Gauss-Hermite is the obvious tool for the first and is a trap: when a rival's sigma is small the CDF product becomes a step narrower than the node spacing, and the nodes step over it. Measured 4.4e-4 off the closed form on a mildly skewed matchup and 1.7e-2 on a small-sigma one, while still returning something that looks like a probability. Adaptive refinement is what makes that case safe, and `win_probabilities_survive_a_rival_with_a_tiny_sigma` pins it down. The acceptance test is an identity rather than a golden: the outcome space is exhaustive and disjoint, so the probabilities sum to one. Any drift is integration error and nothing else. Gauss-Hermite failed it at 4.4e-4; this holds to ~1e-9. Also from #21: unknown keys are now reported rather than dropped, so a team of strangers can no longer produce a confident-looking prediction. `predict_quality` returns `Result` for the same reason. BREAKING CHANGE: `predict_outcome` returns `Result<Prediction, _>` instead of `Vec<f64>`; `predict_quality` returns `Result<f64, _>`. Refs #21, #39 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ |
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87fca8dcca |
docs: correct drifted documentation and compile the README in CI
Four README code blocks no longer compiled: `Player` was renamed `Rating`
in T2, the `Drift` trait gained a `T: Time` parameter and a second method,
and two blocks were missing imports outright. The `Rating` example needed
more than a rename — with the binding unused, `T` is ambiguous because
`ConstantDrift` implements `Drift<T>` for every `T`, so it now carries an
explicit annotation.
Nothing compiled those blocks. `src/lib.rs` gains a `cfg(doctest)` struct
carrying `#[doc = include_str!("../README.md")]`, which turns every `rust`
block into a doctest without displacing the curated crate docs as the
front page. Verified it bites: reintroducing `Player` fails the build with
E0432 rather than shipping. Illustrative blocks are fenced `text` — note
that a bare fence defaults to `rust` under rustdoc, which is how the
`variance_delta = elapsed * γ²` formula became a compile error.
Prose fixes: README claimed `Gaussian::forget` takes a square root (it
works in variance space) and pointed at a `.gamma()` builder method that
does not exist. CLAUDE.md's data-flow diagram spliced the public ingestion
shape into the internal one — `Team` is not in that chain — listed
`cdf()`/`erfc()` as public when they are `pub(crate)` and private, and
called `SkillStore` public when only `CompetitorStore` escapes the crate.
Rustdoc fixes: `EventBuilder::scores_with_sigma` claimed a debug-assert
that `Outcome::scores_with_sigma` never had and whose own docs contradict;
rejection happens at ingestion as `InvalidParameter`. `event.rs` described
`add_events_with_prior` as replaced when it is still the ingestion
chokepoint. `factors.rs` advertised `Game::custom` without noting it is
`#[doc(hidden)]`. Internal T2/T4 milestone labels are dropped from public
items; the ones in the private `time_slice` module are left alone.
Closes #35
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_014b6wy2q8rnFK8U8GPJVQNU
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