Commit Graph
3 Commits
Author SHA1 Message Date
logaritmisk 9c39d1e681 test: pin the invariants that make filtered estimates trustworthy
The bracket test proves the feature works on one fixture. These pin the bug
class:

- Invariance to converge(). This is the one that matters. Reading
  skill.forward instead of the carried message makes it fail immediately,
  because converge() alternates sweeps and contaminates skill.forward with
  backward information from the second iteration onward. That is the
  property a stored field cannot have, and the reason issue #19's proposed
  fix would not have worked.
- Invariance to ingestion order, the crate's standing invariant.
- One slice has no future to propagate back, so filtered equals smoothed.
- Empty history yields zero and empty maps.

Agreement is to 1e-8 under tight convergence rather than bit-identity:
iteration recomputes the colour partition only when from == 0, so an
incrementally built slice keeps insertion order until the first converge()
reorders it, and the scratch clone inherits whichever order it finds. Same
fixed point, different path to it.
2026-08-27 16:37:21 +02:00
logaritmisk 50e11cfbfa feat: add filtered learning curves
learning_curve returns post-convergence posteriors, so every point is
smoothed: the estimate at a given date incorporates rounds played years
later. On ustat's data that starts six players' curves already spread apart
at sigma 0.9-1.6 against a prior of 6.0, barely moving thereafter.

filtered_learning_curve plots the same competitor on forward-only
information, so everyone starts at the prior and fans out. It could not be
reconstructed from the public API before: a caller could only refit over
events[0..k] for every k, which is O(n^2) fits for something one forward
pass already computes.
2026-08-27 16:30:19 +02:00
logaritmisk d4af048914 feat: add filtered_log_evidence
Scores every event on what was known before it, rather than on priors that
carry information from events which had not happened yet. This is the
quantity HistoryBuilder::online promised and never delivered.

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

Nothing is stored on Skill and nothing on self is mutated, so the result is
independent of whether converge() has run — the property a stored field
cannot have.
2026-08-27 16:21:01 +02:00