3 Commits

Author SHA1 Message Date
logaritmisk 8069941a81 chore: Release trueskill-tt version 0.1.1 2026-04-27 09:01:46 +02:00
logaritmisk 8b53cacd64 T4 (MarginFactor): scored outcomes via Gaussian-margin EP evidence
Adds soft Gaussian-observation evidence on the per-pair diff variable,
enabling continuous score margins as a richer alternative to ranks.

Public API:
- `Outcome::Scored([scores])` (non-breaking enum extension under
  `#[non_exhaustive]`).
- `Game::scored(teams, outcome, options)` constructor parallel to
  `Game::ranked`.
- `EventBuilder::scores([...])` fluent helper.
- `HistoryBuilder::score_sigma(σ)` knob (default 1.0, validated > 0).
- `GameOptions::score_sigma`.
- `EventKind` re-exported from `lib.rs` (annotated `#[non_exhaustive]`).
- New `InferenceError::InvalidParameter { name, value }` variant.

Internals:
- `MarginFactor` (`factor/margin.rs`): Gaussian observation factor that
  closes in one EP step; cavity-cached log-evidence mirrors `TruncFactor`.
- `BuiltinFactor::Margin` dispatch arm.
- `DiffFactor` enum in `game.rs` lets `Game::likelihoods` and the new
  `likelihoods_scored` share the per-pair link abstraction.
- Per-event `EventKind { Ranked, Scored { score_sigma } }` routed through
  `TimeSlice::add_events`, `iteration_direct`, and `log_evidence`.

Tests: 88 lib + 27 integration (4 new in `tests/scored.rs`); existing
goldens byte-identical.  Bench: `benches/scored.rs` baseline ~960µs for
60 events × 20-player pool with default convergence.

Plan: docs/superpowers/plans/2026-04-27-t4-margin-factor.md
Spec item marked Done.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-27 08:47:36 +02:00
logaritmisk 6bf3e7e294 T3: rayon-backed concurrency (opt-in) (#2)
Implements T3 of `docs/superpowers/specs/2026-04-23-trueskill-engine-redesign-design.md` Section 6. Plan: `docs/superpowers/plans/2026-04-24-t3-concurrency.md` (11 tasks).

## Summary

### Breaking

- `Send + Sync` bounds added to public traits: `Time`, `Drift<T>`, `Observer<T>`, `Factor`, `Schedule`. All built-in impls satisfy these via auto-derive; downstream custom impls will need the bounds.

### New

- Opt-in `rayon` cargo feature. When enabled:
  - Within-slice event iteration runs color-group events in parallel via `par_iter_mut` (`TimeSlice::sweep_color_groups`).
  - `History::learning_curves` computes per-slice posteriors in parallel; merges sequentially in slice order.
  - `History::log_evidence` / `log_evidence_for` use per-slice parallel computation with deterministic sequential reduction (sum in slice order) — bit-identical to the sequential baseline.
- `ColorGroups` infrastructure (`src/color_group.rs`) with greedy graph coloring. Events sharing no `Index` go into the same color group; events in the same group can run concurrently without touching each other's skills.
- `tests/determinism.rs` asserts bit-identical posteriors across `RAYON_NUM_THREADS={1, 2, 4, 8}`.
- `benches/history_converge.rs` measures end-to-end convergence on three workload shapes.

## Performance

### Sequential (no rayon, default build)

| Metric | Before T3 | After T3 | Delta |
|---|---|---|---|
| `Batch::iteration` | 22.88 µs | 23.23 µs | **+1.5%** (noise) |
| `Gaussian::*` | ≈218–264 ps | ≈236 ps | within noise |

**No sequential regression.** Default build is as fast as T2.

### Parallel (`--features rayon`, Apple M5 Pro, auto thread count)

| Workload | Sequential | Parallel | Speedup |
|---|---:|---:|---:|
| 500 events / 100 competitors / 10 per slice | 4.03 ms | 4.24 ms | **1.0×** |
| 2000 events / 200 competitors / 20 per slice | 20.18 ms | 19.82 ms | **1.0×** |
| 5000 events / 50000 competitors / 1 slice | 11.88 ms | 9.10 ms | **1.3×** |

### ⚠️ The spec's >=2× target was not met on realistic workloads.

T3's within-slice color-group parallelism only shows material benefit when a slice holds many events AND the competitor pool is large enough to give the greedy coloring room to partition. Typical TrueSkill workloads (tens of events per slice) don't fit that profile — rayon's task-spawn overhead dominates.

**Cross-slice parallelism (dirty-bit slice skipping per spec Section 5) is the natural next step** for real-workload speedup and would deliver the spec's ~50–500× online-add speedup. Deferred to a future tier.

## Determinism

`tests/determinism.rs` runs a 200-event history at thread counts {1, 2, 4, 8} via `rayon::ThreadPoolBuilder::install` and asserts every `(time, posterior)` pair has bit-identical `mu` and `sigma` (compared via `f64::to_bits()`). Passes.

## Internals

- Parallel path uses an `unsafe` block to concurrently write to `SkillStore` from color-group-disjoint events. Soundness rests on the color-group invariant (events in the same color touch no shared `Index`), guaranteed by construction in `TimeSlice::recompute_color_groups`. Sequential path unchanged from T2.
- `RAYON_THRESHOLD = 64` — color groups smaller than this fall back to sequential inside `sweep_color_groups` to avoid task-spawn overhead.
- Thread-local `ScratchArena` per rayon worker thread.

## Test plan

- [x] `cargo test --features approx` — 96 tests pass (74 lib + 22 integration)
- [x] `cargo test --features approx,rayon` — 97 tests pass (+1 determinism)
- [x] `cargo clippy --all-targets --features approx -- -D warnings` — clean
- [x] `cargo clippy --all-targets --features approx,rayon -- -D warnings` — clean
- [x] `cargo +nightly fmt --check` — clean
- [x] `cargo bench --bench batch --features approx` — 23.23 µs (no regression vs T2)
- [x] `cargo bench --bench history_converge --features approx,rayon` — runs on all three workloads
- [x] Bit-identical posteriors across `RAYON_NUM_THREADS={1, 2, 4, 8}` — verified

## Commit history

13 commits on `t3-concurrency`. Each task is self-contained and bisectable. See `git log main..t3-concurrency` for the full list.

## Deferred

- **Cross-slice parallelism** (dirty-bit slice skipping) — the path that would actually speed up typical TrueSkill workloads.
- **Default-on `rayon` feature** — spec called for default-on; we keep it opt-in until the feature proves stable in production use.
- **Synchronous-EP schedule with barrier merge** — alternative parallel strategy per spec Section 6.
- **`MarginFactor` / `Outcome::Scored`** — T4.
- **`Damped` / `Residual` schedules** — T4.
- **N-team `predict_outcome`** — T4.
- **`Game::custom` full ergonomics** — T4.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Reviewed-on: #2
Co-authored-by: Anders Olsson <anders.e.olsson@gmail.com>
Co-committed-by: Anders Olsson <anders.e.olsson@gmail.com>
2026-04-24 13:01:01 +00:00
28 changed files with 3760 additions and 105 deletions
+60
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@@ -2,6 +2,66 @@
All notable changes to this project will be documented in this file.
## Unreleased — T3 concurrency
Adds rayon-backed parallel paths per Section 6 of
`docs/superpowers/specs/2026-04-23-trueskill-engine-redesign-design.md`.
### Breaking
- `Send + Sync` bounds added to public traits: `Time`, `Drift<T>`,
`Observer<T>`, `Factor`, `Schedule`. All built-in impls satisfy these
via auto-derive, but downstream custom impls that aren't thread-safe
will need the bounds.
### New
- Opt-in `rayon` cargo feature. When enabled:
- Within-slice event iteration runs color-group events in parallel
via `par_iter_mut` (`TimeSlice::sweep_color_groups`).
- `History::learning_curves` computes per-slice posteriors in
parallel, merges sequentially in slice order.
- `History::log_evidence` / `log_evidence_for` use per-slice parallel
computation with deterministic sequential reduction (sum in slice
order) — bit-identical to the sequential baseline.
- `ColorGroups` internal infrastructure with greedy graph coloring
(`src/color_group.rs`). Events sharing no `Index` go into the same
color group; events in the same group can run concurrently without
touching each other's skills.
- `tests/determinism.rs` asserts bit-identical posteriors across
`RAYON_NUM_THREADS={1, 2, 4, 8}`.
- `benches/history_converge.rs` measures end-to-end convergence on
three workload shapes.
### Performance notes
- Default build (no rayon): `Batch::iteration` 23.23 µs — no regression
vs T2.
- With `--features rayon`:
- 500 events / 100 competitors / 10 per slice: 1.0× speedup.
- 2000 events / 200 competitors / 20 per slice: 1.0× speedup.
- 5000 events in one slice / 50k competitors: **1.3× speedup.**
- The spec targeted >2× speedup on 8-core offline converge. This is
only achievable on workloads with many events-per-slice AND large
competitor pools. **Typical TrueSkill workloads (tens of events
per slice) do not materially benefit from T3's within-slice
parallelism** because rayon's task-spawn overhead dominates.
- Cross-slice parallelism (dirty-bit slice skipping per spec Section
5) is the natural next step for real workload speedup — deferred
to a future tier.
### Internals
- The parallel path uses an `unsafe` block to concurrently write to
`SkillStore` from color-group-disjoint events. Soundness rests on
the color-group invariant (events in the same color touch no shared
`Index`), which is guaranteed by construction in
`TimeSlice::recompute_color_groups`. Sequential path unchanged.
- `RAYON_THRESHOLD = 64` — color groups smaller than this fall back to
sequential iteration inside the parallel `sweep_color_groups` to
avoid rayon's task-spawn overhead.
- Thread-local `ScratchArena` per rayon worker thread.
## Unreleased — T2 new API surface
Breaking: every renamed type and the new public API land together per
+1
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@@ -35,6 +35,7 @@ History → Batch[] → Game[] → teams/players
- **`Player`** (`player.rs`) — static configuration: prior `Gaussian`, `beta` (performance noise), `gamma` (skill drift per time unit).
- **`Gaussian`** (`gaussian.rs`) — core probability type. Stored as natural parameters (`pi = 1/sigma²`, `tau = mu/sigma²`). Arithmetic ops implement message multiplication/division in the factor graph.
- **`message.rs`** — `TeamMessage` and `DiffMessage`: intermediate factor graph messages used inside `Game`.
- **`MarginFactor`** (`factor/margin.rs`) — Gaussian observation factor on a diff variable; engaged by `Outcome::Scored`.
- **`lib.rs`** — exports the public API (`Game`, `Gaussian`, `History`, `Player`) and standalone functions (`quality()`, `pdf()`, `cdf()`, `erfc()`). Also defines global defaults: `MU=0.0`, `SIGMA=6.0`, `BETA=1.0`, `GAMMA=0.03`, `P_DRAW=0.0`, `EPSILON=1e-6`, `ITERATIONS=30`.
### Key design points
+9 -1
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@@ -1,6 +1,6 @@
[package]
name = "trueskill-tt"
version = "0.1.0"
version = "0.1.1"
edition = "2024"
[lib]
@@ -14,6 +14,14 @@ harness = false
name = "gaussian"
harness = false
[[bench]]
name = "history_converge"
harness = false
[[bench]]
name = "scored"
harness = false
[dependencies]
approx = { version = "0.5.1", optional = true }
rayon = { version = "1", optional = true }
+21
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@@ -71,6 +71,27 @@ let h = History::builder()
.build();
```
## Scored outcomes
Use `Outcome::scores([...])` when you have continuous per-team scores rather
than just ranks. Adjacent score margins flow into a `MarginFactor` that adds
soft Gaussian evidence about the latent performance diff. Configure
`HistoryBuilder::score_sigma(σ)` to control how much you trust the margins
(smaller σ = more trust).
```rust
use trueskill_tt::{History, Outcome};
let mut h = History::builder().score_sigma(2.0).build();
h.event(1)
.team(["alice"])
.team(["bob"])
.scores([21.0, 9.0])
.commit()
.unwrap();
h.converge().unwrap();
```
## Todo
- [x] Implement approx for Gaussian
+32
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@@ -98,3 +98,35 @@ Gaussian::tau 260.80 ps (unchanged)
# learning_curves_by_index(), nested-Vec public add_events().
# - 90 tests green: 68 lib + 10 api_shape + 6 game + 4 record_winner +
# 2 equivalence.
# After T3 (2026-04-24, same hardware)
Batch::iteration (seq, no rayon) 23.23 µs (matches T2 baseline; no regression)
Batch::iteration (rayon, small slice) 24.57 µs (within noise; small workloads pay rayon overhead)
Gaussian::add 236.62 ps (unchanged)
Gaussian::sub 236.43 ps (unchanged)
Gaussian::mul 237.05 ps (unchanged)
Gaussian::div 236.07 ps (unchanged)
# End-to-end history_converge benchmark (Apple M5 Pro, RAYON_NUM_THREADS=auto):
# workload seq rayon speedup
# 500 events, 100 competitors, 10/slice 4.03 ms 4.24 ms 1.0x
# 2000 events, 200 competitors, 20/slice 20.18 ms 19.82 ms 1.0x
# 5000 events, 50000 competitors, 1 slice 11.88 ms 9.10 ms 1.3x
#
# Notes:
# - T3's within-slice color-group parallelism only materializes a speedup
# when a slice holds many events with disjoint competitor sets. Typical
# TrueSkill workloads (tens of events per slice) don't show measurable
# benefit from rayon.
# - The pre-revert SmallVec experiment hit 2x on the 5000-event workload
# but regressed sequential Batch::iteration by 28%. The tradeoff wasn't
# worth it for typical workloads — ShipVec<[_; 8]> inline size (1 KB per
# Game struct) hurt cache locality on the hot path.
# - Cross-slice parallelism (dirty-bit slice skipping per spec Section 5)
# is the natural next step for realistic TrueSkill workloads and would
# deliver the spec's ~50-500x online-add speedup. Deferred to T4+.
# - Determinism verified: tests/determinism.rs asserts bit-identical
# posteriors across RAYON_NUM_THREADS={1, 2, 4, 8}.
# - Send + Sync bounds added on Time, Drift<T>, Observer<T>, Factor, Schedule.
# - Rayon is opt-in via `--features rayon`. Default build is unchanged from T2.
+5 -3
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@@ -1,7 +1,7 @@
use criterion::{Criterion, criterion_group, criterion_main};
use trueskill_tt::{
BETA, Competitor, GAMMA, KeyTable, MU, P_DRAW, Rating, SIGMA, TimeSlice, drift::ConstantDrift,
gaussian::Gaussian, storage::CompetitorStore,
BETA, Competitor, EventKind, GAMMA, KeyTable, MU, P_DRAW, Rating, SIGMA, TimeSlice,
drift::ConstantDrift, gaussian::Gaussian, storage::CompetitorStore,
};
fn criterion_benchmark(criterion: &mut Criterion) {
@@ -33,8 +33,10 @@ fn criterion_benchmark(criterion: &mut Criterion) {
weights.push(vec![vec![1.0], vec![1.0]]);
}
let kinds = vec![EventKind::Ranked; composition.len()];
let mut time_slice = TimeSlice::new(1, P_DRAW);
time_slice.add_events(composition, results, weights, &agents);
time_slice.add_events(composition, results, weights, kinds, &agents);
criterion.bench_function("Batch::iteration", |b| {
b.iter(|| time_slice.iteration(0, &agents))
+116
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@@ -0,0 +1,116 @@
//! End-to-end History::converge benchmark.
//!
//! Workload shapes designed to expose rayon's within-slice color-group
//! parallelism. Events in the same color group are processed in parallel
//! via direct-write with disjoint index sets (no data races). Color groups
//! smaller than a threshold fall back to the sequential path to avoid
//! rayon overhead on small workloads.
//!
//! On Apple M5 Pro, the P-core count (6) is the optimal thread count.
//! The rayon thread pool is initialised to `min(P-cores, available)` to
//! avoid scheduling onto the slower E-cores.
//!
//! ## Results (Apple M5 Pro, 2026-04-24, after SmallVec revert)
//!
//! | Workload | Sequential | Parallel | Speedup |
//! |---------------------------------------------|------------:|-----------:|--------:|
//! | History::converge/500x100@10perslice | 4.03 ms | 4.24 ms | 1.0× |
//! | History::converge/2000x200@20perslice | 20.18 ms | 19.82 ms | 1.0× |
//! | History::converge/1v1-5000x50000@5000perslice| 11.88 ms | 9.10 ms | 1.3× |
//!
//! T3 acceptance gate: ≥2× speedup on at least one workload — NOT achieved after revert.
//! The SmallVec storage that enabled the 2× gate caused a +28% regression in the
//! sequential Batch::iteration benchmark and was reverted. Small workloads still fall
//! below the RAYON_THRESHOLD (64 events/color) and run sequentially with near-zero overhead.
use criterion::{BatchSize, Criterion, criterion_group, criterion_main};
use smallvec::smallvec;
use trueskill_tt::{
ConstantDrift, ConvergenceOptions, Event, History, Member, NullObserver, Outcome, Team,
};
fn build_history_1v1(
n_events: usize,
n_competitors: usize,
events_per_slice: usize,
seed: u64,
) -> History<i64, ConstantDrift, NullObserver, String> {
let mut rng = seed;
let mut next = || {
rng = rng
.wrapping_mul(6364136223846793005)
.wrapping_add(1442695040888963407);
rng
};
let mut h = History::<i64, _, _, String>::builder_with_key()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.drift(ConstantDrift(25.0 / 300.0))
.convergence(ConvergenceOptions {
max_iter: 30,
epsilon: 1e-6,
})
.build();
let mut events: Vec<Event<i64, String>> = Vec::with_capacity(n_events);
for ev_i in 0..n_events {
let a = (next() as usize) % n_competitors;
let mut b = (next() as usize) % n_competitors;
while b == a {
b = (next() as usize) % n_competitors;
}
events.push(Event {
time: (ev_i as i64 / events_per_slice as i64) + 1,
teams: smallvec![
Team::with_members([Member::new(format!("p{a}"))]),
Team::with_members([Member::new(format!("p{b}"))]),
],
outcome: Outcome::winner((next() % 2) as u32, 2),
});
}
h.add_events(events).unwrap();
h
}
fn bench_converge(c: &mut Criterion) {
// Two original task workloads (small per-slice event count;
// fall below RAYON_THRESHOLD so sequential path runs — near-zero overhead).
c.bench_function("History::converge/500x100@10perslice", |b| {
b.iter_batched(
|| build_history_1v1(500, 100, 10, 42),
|mut h| {
h.converge().unwrap();
},
BatchSize::SmallInput,
);
});
c.bench_function("History::converge/2000x200@20perslice", |b| {
b.iter_batched(
|| build_history_1v1(2000, 200, 20, 42),
|mut h| {
h.converge().unwrap();
},
BatchSize::SmallInput,
);
});
// Large single-slice workload: 5000 events, 50000 competitors.
// All events in one slice → color-0 gets ~4900 disjoint events, well above
// the 64-event RAYON_THRESHOLD. 30 iterations × 1 slice = 30 sweeps, each
// parallelised across P-core threads. Shows ≥2× speedup.
c.bench_function("History::converge/1v1-5000x50000@5000perslice", |b| {
b.iter_batched(
|| build_history_1v1(5000, 50000, 5000, 42),
|mut h| {
h.converge().unwrap();
},
BatchSize::SmallInput,
);
});
}
criterion_group!(benches, bench_converge);
criterion_main!(benches);
+38
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@@ -0,0 +1,38 @@
use criterion::{Criterion, criterion_group, criterion_main};
use smallvec::smallvec;
use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
fn bench_scored_history(c: &mut Criterion) {
c.bench_function("scored_history_60_events_30_iter", |bencher| {
bencher.iter(|| {
let mut h: History<i64, ConstantDrift, _, String> = History::builder_with_key()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.drift(ConstantDrift(0.03))
.score_sigma(2.0)
.build();
let mut events: Vec<Event<i64, String>> = Vec::with_capacity(60);
for i in 0..60 {
let a = format!("p{}", i % 20);
let b = format!("p{}", (i + 7) % 20);
let s_a = (i as f64 * 0.3).sin().abs() * 21.0;
let s_b = (i as f64 * 0.3).cos().abs() * 21.0;
events.push(Event {
time: 1 + (i / 6) as i64,
teams: smallvec![
Team::with_members([Member::new(a)]),
Team::with_members([Member::new(b)]),
],
outcome: Outcome::scores([s_a, s_b]),
});
}
h.add_events(events).unwrap();
h.converge().unwrap();
});
});
}
criterion_group!(benches, bench_scored_history);
criterion_main!(benches);
+14
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@@ -0,0 +1,14 @@
Finished `bench` profile [optimized + debuginfo] target(s) in 0.02s
Running benches/scored.rs (target/release/deps/scored-988d1798504ff7d2)
Gnuplot not found, using plotters backend
Benchmarking scored_history_60_events_30_iter
Benchmarking scored_history_60_events_30_iter: Warming up for 3.0000 s
Benchmarking scored_history_60_events_30_iter: Collecting 100 samples in estimated 9.7418 s (10k iterations)
Benchmarking scored_history_60_events_30_iter: Analyzing
scored_history_60_events_30_iter
time: [959.36 µs 962.68 µs 966.13 µs]
Found 11 outliers among 100 measurements (11.00%)
1 (1.00%) low mild
5 (5.00%) high mild
5 (5.00%) high severe
File diff suppressed because it is too large Load Diff
@@ -578,7 +578,7 @@ All renames and the new public API land together. No half-renamed intermediate s
Each shipped independently after T3.
- `MarginFactor` → enables `Outcome::Scored`.
- `MarginFactor` → enables `Outcome::Scored`. **Done** (see `docs/superpowers/plans/2026-04-27-t4-margin-factor.md`).
- `Damped` and `Residual` schedules.
- `SynergyFactor`, `ScoreFactor` → same pattern when wanted.
+59
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@@ -0,0 +1,59 @@
//! Worked example: continuous-score outcomes via `Outcome::Scored`.
//!
//! Three players play a small round-robin where the score margin matters,
//! not just who won. We show how `score_sigma` controls how much weight
//! the engine places on the observed margin.
//!
//! Run with: `cargo run --example scored --release`
use smallvec::smallvec;
use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
fn main() {
let mut h = History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.drift(ConstantDrift(0.03))
.score_sigma(2.0) // tune to data; smaller = trust margins more
.build();
let events: Vec<Event<i64, &'static str>> = vec![
Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("alice")]),
Team::with_members([Member::new("bob")]),
],
outcome: Outcome::scores([21.0, 9.0]),
},
Event {
time: 2,
teams: smallvec![
Team::with_members([Member::new("bob")]),
Team::with_members([Member::new("carol")]),
],
outcome: Outcome::scores([21.0, 18.0]),
},
Event {
time: 3,
teams: smallvec![
Team::with_members([Member::new("alice")]),
Team::with_members([Member::new("carol")]),
],
outcome: Outcome::scores([21.0, 21.0]),
},
];
h.add_events(events).unwrap();
let report = h.converge().unwrap();
println!(
"converged={}, iterations={}, log_evidence={:.4}",
report.converged, report.iterations, report.log_evidence
);
for who in &["alice", "bob", "carol"] {
let s = h.current_skill(who).unwrap();
println!("{:>6}: mu={:>7.3} sigma={:.3}", who, s.mu(), s.sigma());
}
}
+158
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@@ -0,0 +1,158 @@
//! Greedy graph coloring for within-slice event independence.
//!
//! Events sharing no `Index` can be processed in parallel under async-EP
//! semantics. This module partitions a list of events into "colors" such
//! that events of the same color touch disjoint index sets.
//!
//! The algorithm is greedy: for each event in ingestion order, place it in
//! the lowest-numbered color whose existing members share no `Index`. If
//! no existing color accepts the event, open a new color.
//!
//! Complexity: O(n × c × m) where n is events, c is colors (small, ≤ 5 in
//! practice), and m is average team size.
use std::collections::HashSet;
use crate::Index;
/// Partition of event indices into color groups.
///
/// Each inner `Vec<usize>` holds the indices (into the original events
/// array) of events assigned to one color. Colors are iterated in ascending
/// order by convention.
#[derive(Clone, Debug, Default)]
pub(crate) struct ColorGroups {
pub(crate) groups: Vec<Vec<usize>>,
}
impl ColorGroups {
#[allow(dead_code)]
pub(crate) fn new() -> Self {
Self::default()
}
#[allow(dead_code)]
pub(crate) fn n_colors(&self) -> usize {
self.groups.len()
}
#[allow(dead_code)]
pub(crate) fn is_empty(&self) -> bool {
self.groups.is_empty()
}
/// Total event count across all colors.
#[allow(dead_code)]
pub(crate) fn total_events(&self) -> usize {
self.groups.iter().map(|g| g.len()).sum()
}
/// Contiguous index range for one color after events have been reordered
/// into color-contiguous positions by `TimeSlice::recompute_color_groups`.
#[allow(dead_code)]
pub(crate) fn color_range(&self, color_idx: usize) -> std::ops::Range<usize> {
let group = &self.groups[color_idx];
if group.is_empty() {
return 0..0;
}
let start = *group.first().unwrap();
let end = *group.last().unwrap() + 1;
start..end
}
}
/// Compute color groups greedily.
///
/// `index_set(ev_idx)` yields, for each event index, the iterator of
/// `Index` values that event touches. The returned `ColorGroups` has one
/// inner `Vec<usize>` per color, containing event indices in the order
/// they were assigned.
#[allow(dead_code)]
pub(crate) fn color_greedy<I, F>(n_events: usize, index_set: F) -> ColorGroups
where
F: Fn(usize) -> I,
I: IntoIterator<Item = Index>,
{
let mut groups: Vec<Vec<usize>> = Vec::new();
let mut members: Vec<HashSet<Index>> = Vec::new();
for ev_idx in 0..n_events {
let ev_members: HashSet<Index> = index_set(ev_idx).into_iter().collect();
// Find first color whose member-set is disjoint from this event's indices.
let chosen = members.iter().position(|m| m.is_disjoint(&ev_members));
let color_idx = match chosen {
Some(c) => c,
None => {
groups.push(Vec::new());
members.push(HashSet::new());
groups.len() - 1
}
};
groups[color_idx].push(ev_idx);
members[color_idx].extend(ev_members);
}
ColorGroups { groups }
}
#[cfg(test)]
mod tests {
use super::*;
fn idx(i: usize) -> Index {
Index::from(i)
}
#[test]
fn single_event_gets_one_color() {
let cg = color_greedy(1, |_| vec![idx(0), idx(1)]);
assert_eq!(cg.n_colors(), 1);
assert_eq!(cg.groups[0], vec![0]);
}
#[test]
fn disjoint_events_share_a_color() {
let cg = color_greedy(2, |i| match i {
0 => vec![idx(0), idx(1)],
1 => vec![idx(2), idx(3)],
_ => unreachable!(),
});
assert_eq!(cg.n_colors(), 1);
assert_eq!(cg.groups[0], vec![0, 1]);
}
#[test]
fn overlapping_events_need_separate_colors() {
let cg = color_greedy(2, |i| match i {
0 => vec![idx(0), idx(1)],
1 => vec![idx(1), idx(2)],
_ => unreachable!(),
});
assert_eq!(cg.n_colors(), 2);
assert_eq!(cg.groups[0], vec![0]);
assert_eq!(cg.groups[1], vec![1]);
}
#[test]
fn three_events_two_colors() {
// Event 0: {0, 1}; event 1: {2, 3}; event 2: {0, 2}.
// Greedy: ev0→c0, ev1→c0 (disjoint), ev2 overlaps both→c1.
let cg = color_greedy(3, |i| match i {
0 => vec![idx(0), idx(1)],
1 => vec![idx(2), idx(3)],
2 => vec![idx(0), idx(2)],
_ => unreachable!(),
});
assert_eq!(cg.n_colors(), 2);
assert_eq!(cg.groups[0], vec![0, 1]);
assert_eq!(cg.groups[1], vec![2]);
}
#[test]
fn total_events_counts_correctly() {
let cg = color_greedy(4, |_| vec![idx(0)]);
// All events touch index 0 → 4 distinct colors.
assert_eq!(cg.n_colors(), 4);
assert_eq!(cg.total_events(), 4);
}
}
+5
View File
@@ -10,6 +10,8 @@ pub enum InferenceError {
},
/// A probability value is outside `[0, 1]`.
InvalidProbability { value: f64 },
/// A scalar parameter is outside its valid range.
InvalidParameter { name: &'static str, value: f64 },
/// Convergence exceeded `max_iter` without falling below `epsilon`.
ConvergenceFailed {
last_step: (f64, f64),
@@ -32,6 +34,9 @@ impl fmt::Display for InferenceError {
Self::InvalidProbability { value } => {
write!(f, "probability must be in [0, 1]; got {value}")
}
Self::InvalidParameter { name, value } => {
write!(f, "{name} is invalid: {value}")
}
Self::ConvergenceFailed {
last_step,
iterations,
+6
View File
@@ -75,6 +75,12 @@ where
self
}
/// Set explicit per-team continuous scores; higher = better.
pub fn scores<I: IntoIterator<Item = f64>>(mut self, scores: I) -> Self {
self.event.outcome = crate::Outcome::scores(scores);
self
}
/// Mark team `winner_idx` as winner; others tied for last.
pub fn winner(mut self, winner_idx: u32) -> Self {
self.event.outcome = Outcome::winner(winner_idx, self.event.teams.len() as u32);
+123
View File
@@ -0,0 +1,123 @@
use crate::{
N_INF,
factor::{Factor, VarId, VarStore},
gaussian::Gaussian,
pdf,
};
/// Gaussian observation factor on a diff variable.
///
/// Encodes the soft evidence `m_obs ~ N(diff, sigma²)`. The outgoing message
/// to `diff` is the constant `N(m_obs, sigma²)`, so this factor converges in a
/// single propagation: subsequent calls return a zero delta.
#[derive(Debug)]
pub struct MarginFactor {
pub diff: VarId,
pub m_obs: f64,
pub sigma: f64,
pub(crate) msg: Gaussian,
pub(crate) evidence_cached: Option<f64>,
}
impl MarginFactor {
pub fn new(diff: VarId, m_obs: f64, sigma: f64) -> Self {
debug_assert!(sigma > 0.0, "score sigma must be positive");
Self {
diff,
m_obs,
sigma,
msg: N_INF,
evidence_cached: None,
}
}
}
impl Factor for MarginFactor {
fn propagate(&mut self, vars: &mut VarStore) -> (f64, f64) {
let marginal = vars.get(self.diff);
let cavity = marginal / self.msg;
if self.evidence_cached.is_none() {
self.evidence_cached = Some(cavity_evidence(cavity, self.m_obs, self.sigma));
}
let new_msg = Gaussian::from_ms(self.m_obs, self.sigma);
let new_marginal = cavity * new_msg;
let old_msg = self.msg;
self.msg = new_msg;
vars.set(self.diff, new_marginal);
old_msg.delta(new_msg)
}
fn log_evidence(&self, _vars: &VarStore) -> f64 {
self.evidence_cached.unwrap_or(1.0).ln()
}
}
fn cavity_evidence(cavity: Gaussian, m_obs: f64, sigma: f64) -> f64 {
let combined_sigma = (cavity.sigma().powi(2) + sigma.powi(2)).sqrt();
pdf(m_obs, cavity.mu(), combined_sigma)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn first_propagate_writes_tilted_marginal() {
let mut vars = VarStore::new();
let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut f = MarginFactor::new(diff, 5.0, 1.0);
f.propagate(&mut vars);
let result = vars.get(diff);
// pi = 1/36 + 1 ≈ 1.027778; tau = 0 + 5 = 5
// mu = 5 / 1.027778 ≈ 4.864865; sigma = 1/sqrt(1.027778) ≈ 0.986394
assert!((result.mu() - 4.864864864864865).abs() < 1e-12);
assert!((result.sigma() - 0.986393923832144).abs() < 1e-12);
}
#[test]
fn converges_in_one_step() {
let mut vars = VarStore::new();
let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut f = MarginFactor::new(diff, 5.0, 1.0);
f.propagate(&mut vars);
let (dmu, dsig) = f.propagate(&mut vars);
assert!(
dmu < 1e-12,
"expected ~0 delta on second propagate, got {dmu}"
);
assert!(dsig < 1e-12);
}
#[test]
fn evidence_cached_on_first_propagate() {
let mut vars = VarStore::new();
let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut f = MarginFactor::new(diff, 5.0, 1.0);
assert!(f.evidence_cached.is_none());
f.propagate(&mut vars);
let z = f.evidence_cached.unwrap();
// pdf(5, 0, sqrt(37)) ≈ 0.046783
assert!((z - 0.04678300292616668).abs() < 1e-10);
// Subsequent propagations don't change it.
f.propagate(&mut vars);
assert_eq!(f.evidence_cached.unwrap(), z);
}
#[test]
fn log_evidence_matches_cached_ln() {
let mut vars = VarStore::new();
let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut f = MarginFactor::new(diff, 5.0, 1.0);
f.propagate(&mut vars);
let logz = f.log_evidence(&vars);
assert!((logz - (-3.062235327364623)).abs() < 1e-10);
}
}
+20
View File
@@ -78,6 +78,7 @@ pub enum BuiltinFactor {
TeamSum(team_sum::TeamSumFactor),
RankDiff(rank_diff::RankDiffFactor),
Trunc(trunc::TruncFactor),
Margin(margin::MarginFactor),
}
impl Factor for BuiltinFactor {
@@ -86,17 +87,20 @@ impl Factor for BuiltinFactor {
Self::TeamSum(f) => f.propagate(vars),
Self::RankDiff(f) => f.propagate(vars),
Self::Trunc(f) => f.propagate(vars),
Self::Margin(f) => f.propagate(vars),
}
}
fn log_evidence(&self, vars: &VarStore) -> f64 {
match self {
Self::Trunc(f) => f.log_evidence(vars),
Self::Margin(f) => f.log_evidence(vars),
_ => 0.0,
}
}
}
pub mod margin;
pub mod rank_diff;
pub mod team_sum;
pub mod trunc;
@@ -145,4 +149,20 @@ mod tests {
assert_eq!(store.len(), 0);
assert_eq!(store.marginals.capacity(), cap);
}
#[test]
fn builtin_factor_dispatches_to_margin() {
use super::margin::MarginFactor;
let mut vars = VarStore::new();
let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut f = BuiltinFactor::Margin(MarginFactor::new(diff, 5.0, 1.0));
f.propagate(&mut vars);
let result = vars.get(diff);
assert!((result.mu() - 4.864864864864865).abs() < 1e-12);
let logz = f.log_evidence(&vars);
assert!((logz - (-3.062235327364623)).abs() < 1e-10);
}
}
+2 -2
View File
@@ -6,8 +6,8 @@
pub use crate::{
factor::{
BuiltinFactor, Factor, VarId, VarStore, rank_diff::RankDiffFactor, team_sum::TeamSumFactor,
trunc::TruncFactor,
BuiltinFactor, Factor, VarId, VarStore, margin::MarginFactor, rank_diff::RankDiffFactor,
team_sum::TeamSumFactor, trunc::TruncFactor,
},
schedule::{EpsilonOrMax, Schedule, ScheduleReport},
};
+401 -22
View File
@@ -5,16 +5,63 @@ use crate::{
arena::ScratchArena,
compute_margin,
drift::Drift,
factor::{Factor, trunc::TruncFactor},
factor::{VarId, margin::MarginFactor, trunc::TruncFactor},
gaussian::Gaussian,
rating::Rating,
time::Time,
tuple_gt, tuple_max,
};
/// Per-adjacent-pair link factor in the game's diff chain.
///
/// `Trunc` is used for `Outcome::Ranked` (rank-based truncation).
/// `Margin` is used for `Outcome::Scored` (Gaussian observation on the diff).
#[derive(Debug)]
pub(crate) enum DiffFactor {
Trunc(TruncFactor),
Margin(MarginFactor),
}
impl DiffFactor {
pub(crate) fn diff(&self) -> VarId {
match self {
Self::Trunc(f) => f.diff,
Self::Margin(f) => f.diff,
}
}
pub(crate) fn msg(&self) -> Gaussian {
match self {
Self::Trunc(f) => f.msg,
Self::Margin(f) => f.msg,
}
}
pub(crate) fn evidence(&self) -> f64 {
match self {
Self::Trunc(f) => f.evidence_cached.unwrap_or(1.0),
Self::Margin(f) => f.evidence_cached.unwrap_or(1.0),
}
}
pub(crate) fn propagate(&mut self, vars: &mut crate::factor::VarStore) -> (f64, f64) {
use crate::factor::Factor;
match self {
Self::Trunc(f) => f.propagate(vars),
Self::Margin(f) => f.propagate(vars),
}
}
}
/// Per-game inference options.
///
/// `p_draw` and `convergence` apply to ranked outcomes (`Game::ranked`).
/// `score_sigma` applies only to scored outcomes (`Game::scored`); it controls
/// how much the engine trusts the observed score margin (smaller σ = more trust).
#[derive(Clone, Copy, Debug)]
pub struct GameOptions {
pub p_draw: f64,
pub score_sigma: f64,
pub convergence: crate::ConvergenceOptions,
}
@@ -22,6 +69,7 @@ impl Default for GameOptions {
fn default() -> Self {
Self {
p_draw: crate::P_DRAW,
score_sigma: 1.0,
convergence: crate::ConvergenceOptions::default(),
}
}
@@ -64,6 +112,26 @@ impl<T: Time, D: Drift<T>> OwnedGame<T, D> {
}
}
pub(crate) fn new_scored(
teams: Vec<Vec<Rating<T, D>>>,
scores: Vec<f64>,
weights: Vec<Vec<f64>>,
score_sigma: f64,
) -> Self {
let mut arena = ScratchArena::new();
let g = Game::scored_with_arena(teams.clone(), &scores, &weights, score_sigma, &mut arena);
let likelihoods = g.likelihoods;
let evidence = g.evidence;
Self {
teams,
result: scores,
weights,
p_draw: 0.0,
likelihoods,
evidence,
}
}
pub fn posteriors(&self) -> Vec<Vec<Gaussian>> {
self.likelihoods
.iter()
@@ -132,6 +200,39 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
this
}
pub(crate) fn scored_with_arena(
teams: Vec<Vec<Rating<T, D>>>,
scores: &'a [f64],
weights: &'a [Vec<f64>],
score_sigma: f64,
arena: &mut ScratchArena,
) -> Self {
debug_assert!(
scores.len() == teams.len(),
"scores must have the same length as teams"
);
debug_assert!(
weights
.iter()
.zip(teams.iter())
.all(|(w, t)| w.len() == t.len()),
"weights must have the same dimensions as teams"
);
debug_assert!(score_sigma > 0.0, "score_sigma must be positive");
let mut this = Self {
teams,
result: scores,
weights,
p_draw: 0.0,
likelihoods: Vec::new(),
evidence: 0.0,
};
this.likelihoods_scored(arena, score_sigma);
this
}
fn likelihoods(&mut self, arena: &mut ScratchArena) {
arena.reset();
@@ -155,9 +256,9 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
let n_diffs = n_teams.saturating_sub(1);
// One TruncFactor per adjacent sorted-team pair; each owns a diff VarId.
// trunc stays local (fresh state per game; Vec capacity is typically small).
let mut trunc: Vec<TruncFactor> = (0..n_diffs)
// One DiffFactor per adjacent sorted-team pair; each owns a diff VarId.
// links stays local (fresh state per game; Vec capacity is typically small).
let mut links: Vec<DiffFactor> = (0..n_diffs)
.map(|i| {
let tie = self.result[arena.sort_buf[i]] == self.result[arena.sort_buf[i + 1]];
let margin = if self.p_draw == 0.0 {
@@ -174,7 +275,7 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
compute_margin(self.p_draw, (a + b).sqrt())
};
let vid = arena.vars.alloc(N_INF);
TruncFactor::new(vid, margin, tie)
DiffFactor::Trunc(TruncFactor::new(vid, margin, tie))
})
.collect();
@@ -189,30 +290,30 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
step = (0.0_f64, 0.0_f64);
// Forward sweep: diffs 0 .. n_diffs-2 (all but the last).
for (e, tf) in trunc[..n_diffs.saturating_sub(1)].iter_mut().enumerate() {
for (e, lf) in links[..n_diffs.saturating_sub(1)].iter_mut().enumerate() {
let pw = arena.team_prior[e] * arena.lhood_lose[e];
let pl = arena.team_prior[e + 1] * arena.lhood_win[e + 1];
let raw = pw - pl;
arena.vars.set(tf.diff, raw * tf.msg);
let d = tf.propagate(&mut arena.vars);
arena.vars.set(lf.diff(), raw * lf.msg());
let d = lf.propagate(&mut arena.vars);
step = tuple_max(step, d);
let new_ll = pw - tf.msg;
let new_ll = pw - lf.msg();
step = tuple_max(step, arena.lhood_lose[e + 1].delta(new_ll));
arena.lhood_lose[e + 1] = new_ll;
}
// Backward sweep: diffs n_diffs-1 .. 1 (reverse, all but the first).
for (rev_i, tf) in trunc[1..].iter_mut().rev().enumerate() {
for (rev_i, lf) in links[1..].iter_mut().rev().enumerate() {
let e = n_diffs - 1 - rev_i;
let pw = arena.team_prior[e] * arena.lhood_lose[e];
let pl = arena.team_prior[e + 1] * arena.lhood_win[e + 1];
let raw = pw - pl;
arena.vars.set(tf.diff, raw * tf.msg);
let d = tf.propagate(&mut arena.vars);
arena.vars.set(lf.diff(), raw * lf.msg());
let d = lf.propagate(&mut arena.vars);
step = tuple_max(step, d);
let new_lw = pl + tf.msg;
let new_lw = pl + lf.msg();
step = tuple_max(step, arena.lhood_win[e].delta(new_lw));
arena.lhood_win[e] = new_lw;
}
@@ -224,23 +325,20 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
if n_diffs == 1 {
let raw = (arena.team_prior[0] * arena.lhood_lose[0])
- (arena.team_prior[1] * arena.lhood_win[1]);
arena.vars.set(trunc[0].diff, raw * trunc[0].msg);
trunc[0].propagate(&mut arena.vars);
arena.vars.set(links[0].diff(), raw * links[0].msg());
links[0].propagate(&mut arena.vars);
}
// Boundary updates: close the chain at both ends.
if n_diffs > 0 {
let pl1 = arena.team_prior[1] * arena.lhood_win[1];
arena.lhood_win[0] = pl1 + trunc[0].msg;
arena.lhood_win[0] = pl1 + links[0].msg();
let pw_last = arena.team_prior[n_teams - 2] * arena.lhood_lose[n_teams - 2];
arena.lhood_lose[n_teams - 1] = pw_last - trunc[n_diffs - 1].msg;
arena.lhood_lose[n_teams - 1] = pw_last - links[n_diffs - 1].msg();
}
// Evidence = product of per-diff evidences (each cached on first propagation).
self.evidence = trunc
.iter()
.map(|t| t.evidence_cached.unwrap_or(1.0))
.product();
self.evidence = links.iter().map(|l| l.evidence()).product();
// Inverse permutation: inv_buf[orig_i] = sorted_i.
arena.inv_buf.resize(n_teams, 0);
@@ -272,6 +370,120 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
.collect::<Vec<_>>();
}
fn likelihoods_scored(&mut self, arena: &mut ScratchArena, score_sigma: f64) {
arena.reset();
let n_teams = self.teams.len();
arena.sort_buf.extend(0..n_teams);
arena.sort_buf.sort_by(|&i, &j| {
self.result[j]
.partial_cmp(&self.result[i])
.unwrap_or(Ordering::Equal)
});
arena.team_prior.extend(arena.sort_buf.iter().map(|&t| {
self.teams[t]
.iter()
.zip(self.weights[t].iter())
.fold(N00, |p, (player, &w)| p + (player.performance() * w))
}));
let n_diffs = n_teams.saturating_sub(1);
let mut links: Vec<DiffFactor> = (0..n_diffs)
.map(|i| {
// After descending-by-score sort, m_obs >= 0 for every adjacent pair.
let m_obs = self.result[arena.sort_buf[i]] - self.result[arena.sort_buf[i + 1]];
let vid = arena.vars.alloc(N_INF);
DiffFactor::Margin(MarginFactor::new(vid, m_obs, score_sigma))
})
.collect();
arena.lhood_lose.resize(n_teams, N_INF);
arena.lhood_win.resize(n_teams, N_INF);
let mut step = (f64::INFINITY, f64::INFINITY);
let mut iter = 0;
while tuple_gt(step, 1e-6) && iter < 10 {
step = (0.0_f64, 0.0_f64);
for (e, lf) in links[..n_diffs.saturating_sub(1)].iter_mut().enumerate() {
let pw = arena.team_prior[e] * arena.lhood_lose[e];
let pl = arena.team_prior[e + 1] * arena.lhood_win[e + 1];
let raw = pw - pl;
arena.vars.set(lf.diff(), raw * lf.msg());
let d = lf.propagate(&mut arena.vars);
step = tuple_max(step, d);
let new_ll = pw - lf.msg();
step = tuple_max(step, arena.lhood_lose[e + 1].delta(new_ll));
arena.lhood_lose[e + 1] = new_ll;
}
for (rev_i, lf) in links[1..].iter_mut().rev().enumerate() {
let e = n_diffs - 1 - rev_i;
let pw = arena.team_prior[e] * arena.lhood_lose[e];
let pl = arena.team_prior[e + 1] * arena.lhood_win[e + 1];
let raw = pw - pl;
arena.vars.set(lf.diff(), raw * lf.msg());
let d = lf.propagate(&mut arena.vars);
step = tuple_max(step, d);
let new_lw = pl + lf.msg();
step = tuple_max(step, arena.lhood_win[e].delta(new_lw));
arena.lhood_win[e] = new_lw;
}
iter += 1;
}
if n_diffs == 1 {
let raw = (arena.team_prior[0] * arena.lhood_lose[0])
- (arena.team_prior[1] * arena.lhood_win[1]);
arena.vars.set(links[0].diff(), raw * links[0].msg());
links[0].propagate(&mut arena.vars);
}
if n_diffs > 0 {
let pl1 = arena.team_prior[1] * arena.lhood_win[1];
arena.lhood_win[0] = pl1 + links[0].msg();
let pw_last = arena.team_prior[n_teams - 2] * arena.lhood_lose[n_teams - 2];
arena.lhood_lose[n_teams - 1] = pw_last - links[n_diffs - 1].msg();
}
self.evidence = links.iter().map(|l| l.evidence()).product();
arena.inv_buf.resize(n_teams, 0);
for (si, &orig_i) in arena.sort_buf.iter().enumerate() {
arena.inv_buf[orig_i] = si;
}
self.likelihoods = self
.teams
.iter()
.zip(self.weights.iter())
.enumerate()
.map(|(orig_i, (players, weights))| {
let si = arena.inv_buf[orig_i];
let m = arena.lhood_win[si] * arena.lhood_lose[si];
let performance = players
.iter()
.zip(weights.iter())
.fold(N00, |p, (player, &w)| p + (player.performance() * w));
players
.iter()
.zip(weights.iter())
.map(|(player, &w)| {
((m - performance.exclude(player.performance() * w)) * (1.0 / w))
.forget(player.beta.powi(2))
})
.collect::<Vec<_>>()
})
.collect::<Vec<_>>();
}
pub fn posteriors(&self) -> Vec<Vec<Gaussian>> {
self.likelihoods
.iter()
@@ -309,7 +521,13 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
});
}
let ranks = outcome.as_ranks();
let ranks = outcome
.as_ranks()
.ok_or(crate::InferenceError::MismatchedShape {
kind: "Game::ranked requires Outcome::Ranked",
expected: 0,
got: 0,
})?;
let max_rank = ranks.iter().copied().max().unwrap_or(0) as f64;
let result: Vec<f64> = ranks.iter().map(|&r| max_rank - r as f64).collect();
let teams_owned: Vec<Vec<Rating<T, D>>> = teams.iter().map(|t| t.to_vec()).collect();
@@ -318,6 +536,42 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
Ok(OwnedGame::new(teams_owned, result, weights, options.p_draw))
}
pub fn scored(
teams: &[&[Rating<T, D>]],
outcome: crate::Outcome,
options: &GameOptions,
) -> Result<OwnedGame<T, D>, crate::InferenceError> {
if options.score_sigma <= 0.0 || options.score_sigma.is_nan() {
return Err(crate::InferenceError::InvalidParameter {
name: "score_sigma",
value: options.score_sigma,
});
}
if outcome.team_count() != teams.len() {
return Err(crate::InferenceError::MismatchedShape {
kind: "outcome scores vs teams",
expected: teams.len(),
got: outcome.team_count(),
});
}
let scores = outcome
.as_scores()
.ok_or(crate::InferenceError::MismatchedShape {
kind: "Game::scored requires Outcome::Scored",
expected: 0,
got: 0,
})?
.to_vec();
let teams_owned: Vec<Vec<Rating<T, D>>> = teams.iter().map(|t| t.to_vec()).collect();
let weights: Vec<Vec<f64>> = teams.iter().map(|t| vec![1.0; t.len()]).collect();
Ok(OwnedGame::new_scored(
teams_owned,
scores,
weights,
options.score_sigma,
))
}
pub fn one_v_one(
a: &Rating<T, D>,
b: &Rating<T, D>,
@@ -805,6 +1059,131 @@ mod tests {
assert_ulps_eq!(p[0][0], p[1][0], epsilon = 1e-6);
}
#[test]
fn diff_factor_dispatch_trunc_and_margin() {
use super::DiffFactor;
use crate::factor::{VarStore, margin::MarginFactor, trunc::TruncFactor};
let mut vars = VarStore::new();
let dt = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let dm = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut t = DiffFactor::Trunc(TruncFactor::new(dt, 0.0, false));
let mut m = DiffFactor::Margin(MarginFactor::new(dm, 5.0, 1.0));
let _ = t.propagate(&mut vars);
let _ = m.propagate(&mut vars);
// Smoke: both diffs got written; their msgs are non-N_INF.
assert!(t.msg().pi() > 0.0);
assert!(m.msg().pi() > 0.0);
assert_eq!(t.diff(), dt);
assert_eq!(m.diff(), dm);
}
#[test]
fn scored_path_sharper_when_margin_is_large() {
let prior = R::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(25.0 / 300.0),
);
let teams = vec![vec![prior], vec![prior]];
let result = vec![10.0, 0.0]; // a beat b by 10
let weights = [vec![1.0], vec![1.0]];
let mut arena = ScratchArena::new();
let g = Game::scored_with_arena(
teams, &result, &weights, 1.0, // score_sigma
&mut arena,
);
let p = g.posteriors();
let a = p[0][0];
let b = p[1][0];
assert!(
a.mu() > b.mu(),
"expected team a posterior mu > team b; got {} vs {}",
a.mu(),
b.mu()
);
// Tighter score_sigma should produce a stronger update.
let mut arena2 = ScratchArena::new();
let g_tight = Game::scored_with_arena(
vec![vec![prior], vec![prior]],
&result,
&weights,
0.1, // tighter score_sigma
&mut arena2,
);
let p_tight = g_tight.posteriors();
let a_tight = p_tight[0][0];
assert!(
a_tight.mu() > a.mu(),
"expected tighter sigma to push posterior further; {} vs {}",
a_tight.mu(),
a.mu()
);
}
#[test]
fn game_scored_public_ctor() {
use crate::Outcome;
let prior = R::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(25.0 / 300.0),
);
let opts = GameOptions {
score_sigma: 1.0,
..GameOptions::default()
};
let g = Game::scored(&[&[prior], &[prior]], Outcome::scores([8.0, 2.0]), &opts).unwrap();
let p = g.posteriors();
assert!(p[0][0].mu() > p[1][0].mu());
}
#[test]
fn game_scored_rejects_ranked_outcome() {
let prior = R::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(25.0 / 300.0),
);
let err = Game::scored(
&[&[prior], &[prior]],
crate::Outcome::winner(0, 2),
&GameOptions::default(),
)
.unwrap_err();
assert!(matches!(err, crate::InferenceError::MismatchedShape { .. }));
}
#[test]
fn game_scored_rejects_zero_score_sigma() {
let prior = R::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(25.0 / 300.0),
);
let opts = GameOptions {
score_sigma: 0.0,
..GameOptions::default()
};
let err = Game::scored(
&[&[prior], &[prior]],
crate::Outcome::scores([1.0, 0.0]),
&opts,
)
.unwrap_err();
assert!(matches!(
err,
crate::InferenceError::InvalidParameter {
name: "score_sigma",
..
}
));
}
#[test]
fn test_2vs2_weighted() {
let t_a = vec![
+96 -10
View File
@@ -13,7 +13,7 @@ use crate::{
sort_time,
storage::CompetitorStore,
time::Time,
time_slice::{self, TimeSlice},
time_slice::{self, EventKind, TimeSlice},
tuple_gt, tuple_max,
};
@@ -30,6 +30,7 @@ pub struct HistoryBuilder<
drift: D,
p_draw: f64,
online: bool,
score_sigma: f64,
convergence: ConvergenceOptions,
observer: O,
_time: PhantomData<T>,
@@ -60,6 +61,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> HistoryBuilder<
beta: self.beta,
p_draw: self.p_draw,
online: self.online,
score_sigma: self.score_sigma,
convergence: self.convergence,
observer: self.observer,
_time: self._time,
@@ -77,6 +79,15 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> HistoryBuilder<
self
}
pub fn score_sigma(mut self, score_sigma: f64) -> Self {
assert!(
score_sigma > 0.0,
"score_sigma must be positive (got {score_sigma})"
);
self.score_sigma = score_sigma;
self
}
pub fn convergence(mut self, opts: ConvergenceOptions) -> Self {
self.convergence = opts;
self
@@ -90,6 +101,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> HistoryBuilder<
drift: self.drift,
p_draw: self.p_draw,
online: self.online,
score_sigma: self.score_sigma,
convergence: self.convergence,
observer,
_time: self._time,
@@ -109,6 +121,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> HistoryBuilder<
drift: self.drift,
p_draw: self.p_draw,
online: self.online,
score_sigma: self.score_sigma,
convergence: self.convergence,
observer: self.observer,
}
@@ -124,6 +137,7 @@ impl Default for HistoryBuilder<i64, ConstantDrift, NullObserver, &'static str>
drift: ConstantDrift(GAMMA),
p_draw: P_DRAW,
online: false,
score_sigma: 1.0,
convergence: ConvergenceOptions::default(),
observer: NullObserver,
_time: PhantomData,
@@ -148,6 +162,7 @@ pub struct History<
drift: D,
p_draw: f64,
online: bool,
score_sigma: f64,
convergence: ConvergenceOptions,
observer: O,
}
@@ -174,6 +189,7 @@ impl<K: Eq + Hash + Clone> History<i64, ConstantDrift, NullObserver, K> {
drift: ConstantDrift(GAMMA),
p_draw: P_DRAW,
online: false,
score_sigma: 1.0,
convergence: ConvergenceOptions::default(),
observer: NullObserver,
_time: PhantomData,
@@ -262,6 +278,33 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
/// Note: `key(idx)` is O(n) per lookup; this method is therefore O(n²)
/// in the number of competitors. Acceptable for T2; T3 may optimize.
pub fn learning_curves(&self) -> HashMap<K, Vec<(T, Gaussian)>> {
#[cfg(feature = "rayon")]
{
use rayon::prelude::*;
let per_slice: Vec<Vec<(Index, T, Gaussian)>> = self
.time_slices
.par_iter()
.map(|ts| {
ts.skills
.iter()
.map(|(idx, sk)| (idx, ts.time, sk.posterior()))
.collect()
})
.collect();
let mut data: HashMap<K, Vec<(T, Gaussian)>> = HashMap::new();
for slice_contrib in per_slice {
for (idx, t, g) in slice_contrib {
if let Some(key) = self.keys.key(idx).cloned() {
data.entry(key).or_default().push((t, g));
}
}
}
data
}
#[cfg(not(feature = "rayon"))]
{
let mut data: HashMap<K, Vec<(T, Gaussian)>> = HashMap::new();
for slice in &self.time_slices {
for (idx, skill) in slice.skills.iter() {
@@ -274,6 +317,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
}
data
}
}
/// Skill estimate at the latest time slice the competitor appears in.
pub fn current_skill<Q>(&self, key: &Q) -> Option<Gaussian>
@@ -304,11 +348,24 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
}
pub(crate) fn log_evidence_internal(&mut self, forward: bool, targets: &[Index]) -> f64 {
#[cfg(feature = "rayon")]
{
use rayon::prelude::*;
let per_slice: Vec<f64> = self
.time_slices
.par_iter()
.map(|ts| ts.log_evidence(self.online, targets, forward, &self.agents))
.collect();
per_slice.into_iter().sum()
}
#[cfg(not(feature = "rayon"))]
{
self.time_slices
.iter()
.map(|ts| ts.log_evidence(self.online, targets, forward, &self.agents))
.sum()
}
}
/// Total log-evidence across the history.
pub fn log_evidence(&mut self) -> f64 {
@@ -409,6 +466,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
results: Vec<Vec<f64>>,
times: Vec<T>,
weights: Vec<Vec<Vec<f64>>>,
kinds: Vec<EventKind>,
mut priors: HashMap<Index, Rating<T, D>>,
) -> Result<(), InferenceError> {
if !results.is_empty() && results.len() != composition.len() {
@@ -432,6 +490,13 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
got: weights.len(),
});
}
if kinds.len() != composition.len() {
return Err(InferenceError::MismatchedShape {
kind: "kinds",
expected: composition.len(),
got: kinds.len(),
});
}
competitor::clean(self.agents.values_mut(), true);
@@ -516,9 +581,11 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
(i..j).map(|e| weights[o[e]].clone()).collect::<Vec<_>>()
};
let kinds_chunk: Vec<EventKind> = (i..j).map(|e| kinds[o[e]]).collect();
if self.time_slices.len() > k && self.time_slices[k].time == t {
let time_slice = &mut self.time_slices[k];
time_slice.add_events(composition, results, weights, &self.agents);
time_slice.add_events(composition, results, weights, kinds_chunk, &self.agents);
for agent_idx in time_slice.skills.keys() {
let agent = self.agents.get_mut(agent_idx).unwrap();
@@ -528,7 +595,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
}
} else {
let mut time_slice = TimeSlice::new(t, self.p_draw);
time_slice.add_events(composition, results, weights, &self.agents);
time_slice.add_events(composition, results, weights, kinds_chunk, &self.agents);
self.time_slices.insert(k, time_slice);
@@ -585,6 +652,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
vec![vec![1.0, 0.0]],
vec![time],
vec![],
vec![EventKind::Ranked],
HashMap::new(),
)
}
@@ -601,6 +669,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
vec![vec![0.0, 0.0]],
vec![time],
vec![],
vec![EventKind::Ranked],
HashMap::new(),
)
}
@@ -625,15 +694,15 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let mut results: Vec<Vec<f64>> = Vec::with_capacity(events.len());
let mut times: Vec<T> = Vec::with_capacity(events.len());
let mut weights: Vec<Vec<Vec<f64>>> = Vec::with_capacity(events.len());
let mut kinds: Vec<EventKind> = Vec::with_capacity(events.len());
let mut priors: HashMap<Index, Rating<T, D>> = HashMap::new();
for ev in events {
let ranks = ev.outcome.as_ranks();
if ranks.len() != ev.teams.len() {
if ev.outcome.team_count() != ev.teams.len() {
return Err(InferenceError::MismatchedShape {
kind: "outcome ranks vs teams",
kind: "outcome vs teams",
expected: ev.teams.len(),
got: ranks.len(),
got: ev.outcome.team_count(),
});
}
@@ -657,13 +726,24 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
composition.push(event_comp);
weights.push(event_weights);
let event_result: Vec<f64> = match &ev.outcome {
crate::Outcome::Ranked(ranks) => {
let max_rank = ranks.iter().copied().max().unwrap_or(0) as f64;
let inverted: Vec<f64> = ranks.iter().map(|&r| max_rank - r as f64).collect();
results.push(inverted);
kinds.push(EventKind::Ranked);
ranks.iter().map(|&r| max_rank - r as f64).collect()
}
crate::Outcome::Scored(scores) => {
kinds.push(EventKind::Scored {
score_sigma: self.score_sigma,
});
scores.to_vec()
}
};
results.push(event_result);
times.push(ev.time);
}
self.add_events_with_prior(composition, results, times, weights, priors)
self.add_events_with_prior(composition, results, times, weights, kinds, priors)
}
}
@@ -1625,4 +1705,10 @@ mod tests {
assert!(report.iterations < 30);
assert!(report.final_step.0 <= 1e-6);
}
#[test]
#[should_panic(expected = "score_sigma must be positive")]
fn history_builder_rejects_zero_score_sigma() {
let _ = History::builder().score_sigma(0.0).build();
}
}
+2 -1
View File
@@ -8,7 +8,8 @@ mod approx;
pub(crate) mod arena;
mod time;
mod time_slice;
pub use time_slice::TimeSlice;
pub use time_slice::{EventKind, TimeSlice};
mod color_group;
mod competitor;
mod convergence;
pub mod drift;
+49 -11
View File
@@ -1,8 +1,7 @@
//! Outcome of a match.
//!
//! In T2, only `Ranked` is supported; `Scored` will be added together with
//! `MarginFactor` in T4. The enum is `#[non_exhaustive]` so adding `Scored`
//! is non-breaking for downstream `match` expressions.
//! `Ranked(ranks)` for ordinal results; `Scored(scores)` for continuous
//! per-team scores (engages `MarginFactor` in the engine).
use smallvec::SmallVec;
@@ -10,14 +9,19 @@ use smallvec::SmallVec;
///
/// `Ranked(ranks)`: lower rank = better. Equal ranks mean a tie between those
/// teams. `ranks.len()` must equal the number of teams in the event.
///
/// `Scored(scores)`: higher score = better. Adjacent (sorted) pairs feed
/// observed margins to `MarginFactor`. `scores.len()` must equal the number
/// of teams in the event.
#[derive(Clone, Debug, PartialEq)]
#[non_exhaustive]
pub enum Outcome {
Ranked(SmallVec<[u32; 4]>),
Scored(SmallVec<[f64; 4]>),
}
impl Outcome {
/// `N`-team outcome where team `winner` won and everyone else tied for last.
/// `n`-team outcome where team `winner` won and everyone else tied for last.
///
/// Panics if `winner >= n`.
pub fn winner(winner: u32, n: u32) -> Self {
@@ -36,16 +40,29 @@ impl Outcome {
Self::Ranked(ranks.into_iter().collect())
}
/// Explicit per-team continuous scores; higher = better.
pub fn scores<I: IntoIterator<Item = f64>>(scores: I) -> Self {
Self::Scored(scores.into_iter().collect())
}
pub fn team_count(&self) -> usize {
match self {
Self::Ranked(r) => r.len(),
Self::Scored(s) => s.len(),
}
}
#[allow(dead_code)]
pub(crate) fn as_ranks(&self) -> &[u32] {
pub(crate) fn as_ranks(&self) -> Option<&[u32]> {
match self {
Self::Ranked(r) => r,
Self::Ranked(r) => Some(r),
Self::Scored(_) => None,
}
}
pub(crate) fn as_scores(&self) -> Option<&[f64]> {
match self {
Self::Scored(s) => Some(s),
Self::Ranked(_) => None,
}
}
}
@@ -57,26 +74,26 @@ mod tests {
#[test]
fn winner_two_teams() {
let o = Outcome::winner(0, 2);
assert_eq!(o.as_ranks(), &[0u32, 1]);
assert_eq!(o.as_ranks(), Some(&[0u32, 1][..]));
assert_eq!(o.team_count(), 2);
}
#[test]
fn winner_three_teams_second_wins() {
let o = Outcome::winner(1, 3);
assert_eq!(o.as_ranks(), &[1u32, 0, 1]);
assert_eq!(o.as_ranks(), Some(&[1u32, 0, 1][..]));
}
#[test]
fn draw_three_teams() {
let o = Outcome::draw(3);
assert_eq!(o.as_ranks(), &[0u32, 0, 0]);
assert_eq!(o.as_ranks(), Some(&[0u32, 0, 0][..]));
}
#[test]
fn ranking_from_iter() {
let o = Outcome::ranking([2, 0, 1]);
assert_eq!(o.as_ranks(), &[2u32, 0, 1]);
assert_eq!(o.as_ranks(), Some(&[2u32, 0, 1][..]));
}
#[test]
@@ -84,4 +101,25 @@ mod tests {
fn winner_out_of_range_panics() {
let _ = Outcome::winner(2, 2);
}
#[test]
fn scored_two_teams() {
let o = Outcome::scores([10.0, 4.0]);
assert_eq!(o.team_count(), 2);
assert_eq!(o.as_scores(), Some(&[10.0, 4.0][..]));
assert_eq!(o.as_ranks(), None);
}
#[test]
fn scored_team_count_matches_input() {
let o = Outcome::scores([3.0, 1.0, 2.0, 0.0]);
assert_eq!(o.team_count(), 4);
}
#[test]
fn ranked_as_scores_returns_none() {
let o = Outcome::winner(0, 2);
assert!(o.as_scores().is_none());
assert!(o.as_ranks().is_some());
}
}
+275 -27
View File
@@ -7,6 +7,7 @@ use std::collections::HashMap;
use crate::{
Index, N_INF,
arena::ScratchArena,
color_group::ColorGroups,
drift::Drift,
game::Game,
gaussian::Gaussian,
@@ -43,6 +44,13 @@ impl Default for Skill {
}
}
#[derive(Debug, Clone, Copy)]
#[non_exhaustive]
pub enum EventKind {
Ranked,
Scored { score_sigma: f64 },
}
#[derive(Debug)]
struct Item {
agent: Index,
@@ -81,9 +89,16 @@ pub(crate) struct Event {
teams: Vec<Team>,
evidence: f64,
weights: Vec<Vec<f64>>,
kind: EventKind,
}
impl Event {
pub(crate) fn iter_agents(&self) -> impl Iterator<Item = Index> + '_ {
self.teams
.iter()
.flat_map(|t| t.items.iter().map(|it| it.agent))
}
fn outputs(&self) -> Vec<f64> {
self.teams
.iter()
@@ -108,6 +123,40 @@ impl Event {
})
.collect::<Vec<_>>()
}
/// Direct in-loop update: mutates self and `skills` inline with no
/// intermediate allocation. Used by both the sequential sweep path and,
/// via unsafe, by the parallel rayon path for events in the same color
/// group (which have disjoint agent sets — see `sweep_color_groups`).
fn iteration_direct<T: Time, D: Drift<T>>(
&mut self,
skills: &mut SkillStore,
agents: &CompetitorStore<T, D>,
p_draw: f64,
arena: &mut ScratchArena,
) {
let teams = self.within_priors(false, false, skills, agents);
let result = self.outputs();
let g = match self.kind {
EventKind::Ranked => {
Game::ranked_with_arena(teams, &result, &self.weights, p_draw, arena)
}
EventKind::Scored { score_sigma } => {
Game::scored_with_arena(teams, &result, &self.weights, score_sigma, arena)
}
};
for (t, team) in self.teams.iter_mut().enumerate() {
for (i, item) in team.items.iter_mut().enumerate() {
let old_likelihood = skills.get(item.agent).unwrap().likelihood;
let new_likelihood = (old_likelihood / item.likelihood) * g.likelihoods[t][i];
skills.get_mut(item.agent).unwrap().likelihood = new_likelihood;
item.likelihood = g.likelihoods[t][i];
}
}
self.evidence = g.evidence;
}
}
#[derive(Debug)]
@@ -117,6 +166,7 @@ pub struct TimeSlice<T: Time = i64> {
pub(crate) time: T,
p_draw: f64,
arena: ScratchArena,
pub(crate) color_groups: ColorGroups,
}
impl<T: Time> TimeSlice<T> {
@@ -127,14 +177,50 @@ impl<T: Time> TimeSlice<T> {
time,
p_draw,
arena: ScratchArena::new(),
color_groups: ColorGroups::new(),
}
}
/// Recompute the color-group partition and reorder `self.events` into
/// color-contiguous ranges. After this call, `self.color_groups.groups[c]`
/// contains a contiguous ascending range of indices in `self.events`.
pub(crate) fn recompute_color_groups(&mut self) {
use crate::color_group::color_greedy;
let n = self.events.len();
if n == 0 {
self.color_groups = ColorGroups::new();
return;
}
let cg = color_greedy(n, |ev_idx| {
self.events[ev_idx].iter_agents().collect::<Vec<_>>()
});
let mut reordered: Vec<Event> = Vec::with_capacity(n);
let mut new_groups: Vec<Vec<usize>> = Vec::with_capacity(cg.groups.len());
let mut taken: Vec<Option<Event>> = self.events.drain(..).map(Some).collect();
for group in &cg.groups {
let mut new_indices: Vec<usize> = Vec::with_capacity(group.len());
for &old_idx in group {
let ev = taken[old_idx].take().expect("event already taken");
new_indices.push(reordered.len());
reordered.push(ev);
}
new_groups.push(new_indices);
}
self.events = reordered;
self.color_groups = ColorGroups { groups: new_groups };
}
pub fn add_events<D: Drift<T>>(
&mut self,
composition: Vec<Vec<Vec<Index>>>,
results: Vec<Vec<f64>>,
weights: Vec<Vec<Vec<f64>>>,
kinds: Vec<EventKind>,
agents: &CompetitorStore<T, D>,
) {
let mut unique = Vec::with_capacity(10);
@@ -204,6 +290,7 @@ impl<T: Time> TimeSlice<T> {
teams,
evidence: 0.0,
weights,
kind: kinds[e],
}
});
@@ -212,6 +299,7 @@ impl<T: Time> TimeSlice<T> {
self.events.extend(events);
self.iteration(from, agents);
self.recompute_color_groups();
}
pub(crate) fn posteriors(&self) -> HashMap<Index, Gaussian> {
@@ -222,22 +310,34 @@ impl<T: Time> TimeSlice<T> {
}
pub fn iteration<D: Drift<T>>(&mut self, from: usize, agents: &CompetitorStore<T, D>) {
if from > 0 || self.color_groups.is_empty() {
// Initial pass (add_events) or no color groups yet: simple sequential sweep.
for event in self.events.iter_mut().skip(from) {
let teams = event.within_priors(false, false, &self.skills, agents);
let result = event.outputs();
let g = Game::ranked_with_arena(
let g = match event.kind {
EventKind::Ranked => Game::ranked_with_arena(
teams,
&result,
&event.weights,
self.p_draw,
&mut self.arena,
);
),
EventKind::Scored { score_sigma } => Game::scored_with_arena(
teams,
&result,
&event.weights,
score_sigma,
&mut self.arena,
),
};
for (t, team) in event.teams.iter_mut().enumerate() {
for (i, item) in team.items.iter_mut().enumerate() {
let old_likelihood = self.skills.get(item.agent).unwrap().likelihood;
let new_likelihood = (old_likelihood / item.likelihood) * g.likelihoods[t][i];
let new_likelihood =
(old_likelihood / item.likelihood) * g.likelihoods[t][i];
self.skills.get_mut(item.agent).unwrap().likelihood = new_likelihood;
item.likelihood = g.likelihoods[t][i];
}
@@ -245,6 +345,90 @@ impl<T: Time> TimeSlice<T> {
event.evidence = g.evidence;
}
} else {
self.sweep_color_groups(agents);
}
}
/// Full event sweep using the color-group partition. Colors are processed
/// sequentially; within each color the inner loop is parallel under rayon.
///
/// Events within each color group touch disjoint agent sets (guaranteed by
/// the greedy coloring). This lets each rayon thread write directly to its
/// events' skill likelihoods without a deferred-apply step, matching the
/// sequential path's allocation profile. The unsafe block is sound because:
/// 1. `self.events[range]` and `self.skills` are separate fields → disjoint.
/// 2. Events in the same color group access disjoint `Index` values in
/// `self.skills`, so concurrent writes land on different memory locations.
/// 3. Each event only writes to its own items' likelihoods (no sharing).
#[cfg(feature = "rayon")]
fn sweep_color_groups<D: Drift<T>>(&mut self, agents: &CompetitorStore<T, D>) {
use rayon::prelude::*;
thread_local! {
static ARENA: std::cell::RefCell<ScratchArena> =
std::cell::RefCell::new(ScratchArena::new());
}
// Minimum color-group size to justify rayon's task-spawn overhead.
// Below this threshold, process events sequentially to avoid regression
// on small per-slice workloads.
const RAYON_THRESHOLD: usize = 64;
for color_idx in 0..self.color_groups.groups.len() {
let group_len = self.color_groups.groups[color_idx].len();
if group_len == 0 {
continue;
}
let range = self.color_groups.color_range(color_idx);
let p_draw = self.p_draw;
if group_len >= RAYON_THRESHOLD {
// Obtain a raw pointer from the unique `&mut self.skills` reference.
// Casting back to `&mut` inside the closure is sound because:
// 1. The pointer originates from a `&mut` — no aliasing with shared refs.
// 2. Events in the same color group touch disjoint `Index` slots in the
// underlying Vec, so concurrent writes from different threads land on
// different memory locations — no data race.
// 3. `self.events[range]` and `self.skills` are separate struct fields,
// so the borrow splits cleanly.
let skills_addr: usize = (&mut self.skills as *mut SkillStore) as usize;
self.events[range].par_iter_mut().for_each(move |ev| {
// SAFETY: see above.
let skills: &mut SkillStore = unsafe { &mut *(skills_addr as *mut SkillStore) };
ARENA.with(|cell| {
let mut arena = cell.borrow_mut();
arena.reset();
ev.iteration_direct(skills, agents, p_draw, &mut arena);
});
});
} else {
for ev in &mut self.events[range] {
ev.iteration_direct(&mut self.skills, agents, p_draw, &mut self.arena);
}
}
}
}
/// Full event sweep using the color-group partition, sequential direct-write path.
/// Events within each color group are updated inline — no EventOutput allocation —
/// matching the T2 performance profile.
#[cfg(not(feature = "rayon"))]
fn sweep_color_groups<D: Drift<T>>(&mut self, agents: &CompetitorStore<T, D>) {
for color_idx in 0..self.color_groups.groups.len() {
if self.color_groups.groups[color_idx].is_empty() {
continue;
}
let range = self.color_groups.color_range(color_idx);
// Borrow self.events as a mutable slice for this color range.
// self.skills and self.arena are separate fields — disjoint borrows are
// allowed within a single method body.
let p_draw = self.p_draw;
for ev in &mut self.events[range] {
ev.iteration_direct(&mut self.skills, agents, p_draw, &mut self.arena);
}
}
}
#[allow(dead_code)]
@@ -316,21 +500,28 @@ impl<T: Time> TimeSlice<T> {
// log_evidence is infrequent; a local arena avoids needing &mut self.
let mut arena = ScratchArena::new();
let run_event = |event: &Event, arena: &mut ScratchArena| -> f64 {
let teams = event.within_priors(online, forward, &self.skills, agents);
let result = event.outputs();
match event.kind {
EventKind::Ranked => {
Game::ranked_with_arena(teams, &result, &event.weights, self.p_draw, arena)
.evidence
.ln()
}
EventKind::Scored { score_sigma } => {
Game::scored_with_arena(teams, &result, &event.weights, score_sigma, arena)
.evidence
.ln()
}
}
};
if targets.is_empty() {
if online || forward {
self.events
.iter()
.map(|event| {
Game::ranked_with_arena(
event.within_priors(online, forward, &self.skills, agents),
&event.outputs(),
&event.weights,
self.p_draw,
&mut arena,
)
.evidence
.ln()
})
.map(|event| run_event(event, &mut arena))
.sum()
} else {
self.events.iter().map(|event| event.evidence.ln()).sum()
@@ -338,25 +529,14 @@ impl<T: Time> TimeSlice<T> {
} else if online || forward {
self.events
.iter()
.enumerate()
.filter(|(_, event)| {
.filter(|event| {
event
.teams
.iter()
.flat_map(|team| &team.items)
.any(|item| targets.contains(&item.agent))
})
.map(|(_, event)| {
Game::ranked_with_arena(
event.within_priors(online, forward, &self.skills, agents),
&event.outputs(),
&event.weights,
self.p_draw,
&mut arena,
)
.evidence
.ln()
})
.map(|event| run_event(event, &mut arena))
.sum()
} else {
self.events
@@ -451,6 +631,7 @@ mod tests {
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
vec![EventKind::Ranked; 3],
&agents,
);
@@ -527,6 +708,7 @@ mod tests {
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
vec![EventKind::Ranked; 3],
&agents,
);
@@ -606,6 +788,7 @@ mod tests {
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
vec![EventKind::Ranked; 3],
&agents,
);
@@ -637,6 +820,7 @@ mod tests {
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
vec![EventKind::Ranked; 3],
&agents,
);
@@ -662,4 +846,68 @@ mod tests {
epsilon = 1e-6
);
}
#[test]
fn time_slice_color_groups_reorders_events() {
// ev0: [a, b]; ev1: [c, d]; ev2: [a, c]
// Greedy coloring: ev0→c0, ev1→c0 (disjoint), ev2→c1 (overlaps both).
// After recompute_color_groups, physical order is [ev0, ev1, ev2]
// and groups == [[0, 1], [2]].
let mut index_map = KeyTable::new();
let a = index_map.get_or_create("a");
let b = index_map.get_or_create("b");
let c = index_map.get_or_create("c");
let d = index_map.get_or_create("d");
let mut agents: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
for agent in [a, b, c, d] {
agents.insert(
agent,
Competitor {
rating: Rating::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(25.0 / 300.0),
),
..Default::default()
},
);
}
let mut ts = TimeSlice::new(0i64, 0.0);
ts.add_events(
vec![
vec![vec![a], vec![b]],
vec![vec![c], vec![d]],
vec![vec![a], vec![c]],
],
vec![vec![1.0, 0.0], vec![1.0, 0.0], vec![1.0, 0.0]],
vec![],
vec![EventKind::Ranked; 3],
&agents,
);
assert_eq!(ts.color_groups.n_colors(), 2);
assert_eq!(ts.color_groups.groups[0], vec![0, 1]);
assert_eq!(ts.color_groups.groups[1], vec![2]);
assert_eq!(ts.color_groups.color_range(0), 0..2);
assert_eq!(ts.color_groups.color_range(1), 2..3);
// Events at positions 0 and 1 (color 0) must be disjoint — verify by
// checking that the agent sets of self.events[0] and self.events[1] do
// not include the agent at self.events[2].
let agents_in_ev2: Vec<Index> = ts.events[2].iter_agents().collect();
let agents_in_ev0: Vec<Index> = ts.events[0].iter_agents().collect();
let agents_in_ev1: Vec<Index> = ts.events[1].iter_agents().collect();
// ev0 and ev1 must be disjoint from each other (color-0 invariant).
assert!(agents_in_ev0.iter().all(|ag| !agents_in_ev1.contains(ag)));
// ev2 must share an agent with ev0 or ev1 (it needed its own color).
let ev2_overlaps_ev0 = agents_in_ev2.iter().any(|ag| agents_in_ev0.contains(ag));
let ev2_overlaps_ev1 = agents_in_ev2.iter().any(|ag| agents_in_ev1.contains(ag));
assert!(ev2_overlaps_ev0 || ev2_overlaps_ev1);
}
}
+23
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@@ -223,3 +223,26 @@ fn predict_outcome_two_teams_sums_to_one() {
assert!((p[0] + p[1] - 1.0).abs() < 1e-9);
assert!(p[0] > p[1]);
}
#[test]
fn fluent_event_builder_scores() {
use trueskill_tt::ConstantDrift;
let mut h = History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.drift(ConstantDrift(0.0))
.build();
h.event(1)
.team(["alice"])
.team(["bob"])
.scores([12.0, 4.0])
.commit()
.unwrap();
h.converge().unwrap();
let a = h.current_skill(&"alice").unwrap();
let b = h.current_skill(&"bob").unwrap();
assert!(a.mu() > b.mu());
}
+100
View File
@@ -0,0 +1,100 @@
//! Determinism tests: identical posteriors across RAYON_NUM_THREADS
//! values. Only compiled with the `rayon` feature.
#![cfg(feature = "rayon")]
use smallvec::smallvec;
use trueskill_tt::{ConstantDrift, ConvergenceOptions, Event, History, Member, Outcome, Team};
/// Build a deterministic workload using a simple LCG (no external rand crate).
fn build_and_converge(seed: u64) -> Vec<(i64, trueskill_tt::Gaussian)> {
let mut h = History::<i64, _, _, String>::builder_with_key()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.drift(ConstantDrift(25.0 / 300.0))
.convergence(ConvergenceOptions {
max_iter: 30,
epsilon: 1e-6,
})
.build();
// LCG for deterministic pseudo-random ints.
let mut rng = seed;
let mut next = || {
rng = rng
.wrapping_mul(6364136223846793005)
.wrapping_add(1442695040888963407);
rng
};
let mut events: Vec<Event<i64, String>> = Vec::with_capacity(200);
for ev_i in 0..200 {
let a = (next() % 40) as usize;
let mut b = (next() % 40) as usize;
while b == a {
b = (next() % 40) as usize;
}
// ~10 events per slice so color groups have material parallelism.
events.push(Event {
time: (ev_i as i64 / 10) + 1,
teams: smallvec![
Team::with_members([Member::new(format!("p{a}"))]),
Team::with_members([Member::new(format!("p{b}"))]),
],
outcome: Outcome::winner((next() % 2) as u32, 2),
});
}
h.add_events(events).unwrap();
h.converge().unwrap();
// Sample one competitor's curve for the comparison.
h.learning_curve("p0")
}
#[test]
fn posteriors_identical_across_thread_counts() {
let sizes = [1usize, 2, 4, 8];
let mut results: Vec<Vec<(i64, trueskill_tt::Gaussian)>> = Vec::new();
for &n in &sizes {
let pool = rayon::ThreadPoolBuilder::new()
.num_threads(n)
.build()
.expect("rayon pool build");
let curve = pool.install(|| build_and_converge(42));
results.push(curve);
}
let reference = &results[0];
for (i, curve) in results.iter().enumerate().skip(1) {
assert_eq!(
curve.len(),
reference.len(),
"curve length differs at {n} threads",
n = sizes[i],
);
for (j, (&(t_ref, g_ref), &(t, g))) in reference.iter().zip(curve.iter()).enumerate() {
assert_eq!(
t_ref,
t,
"time point {j} differs at {n} threads: ref={t_ref} vs got={t}",
n = sizes[i],
);
assert_eq!(
g_ref.mu().to_bits(),
g.mu().to_bits(),
"mu bits differ at {n} threads, time {t}: ref={ref_mu} got={got_mu}",
n = sizes[i],
ref_mu = g_ref.mu(),
got_mu = g.mu(),
);
assert_eq!(
g_ref.sigma().to_bits(),
g.sigma().to_bits(),
"sigma bits differ at {n} threads, time {t}: ref={ref_sigma} got={got_sigma}",
n = sizes[i],
ref_sigma = g_ref.sigma(),
got_sigma = g.sigma(),
);
}
}
}
+1
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@@ -42,6 +42,7 @@ fn game_1v1_draw_golden() {
Outcome::draw(2),
&GameOptions {
p_draw: 0.25,
score_sigma: 1.0,
convergence: Default::default(),
},
)
+1
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@@ -45,6 +45,7 @@ fn game_ranked_rejects_bad_p_draw() {
Outcome::winner(0, 2),
&GameOptions {
p_draw: 1.5,
score_sigma: 1.0,
convergence: ConvergenceOptions::default(),
},
)
+139
View File
@@ -0,0 +1,139 @@
//! Integration tests for `Outcome::Scored` routing through `History::add_events`.
use smallvec::smallvec;
use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
#[test]
fn scored_two_team_one_event_pulls_winner_up() {
let mut h: History = History::builder()
.mu(0.0)
.sigma(2.0)
.beta(1.0)
.drift(ConstantDrift(0.0))
.score_sigma(1.0)
.build();
let events: Vec<Event<i64, &'static str>> = vec![Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::scores([10.0, 4.0]),
}];
h.add_events(events).unwrap();
let mu_a = h.current_skill(&"a").unwrap().mu();
let mu_b = h.current_skill(&"b").unwrap().mu();
assert!(
mu_a > 0.0,
"winner mu should be pulled up; got mu_a = {mu_a}"
);
assert!(
mu_b < 0.0,
"loser mu should be pulled down; got mu_b = {mu_b}"
);
assert!(
mu_a > mu_b,
"winner mu should exceed loser mu; got mu_a = {mu_a}, mu_b = {mu_b}"
);
}
#[test]
fn scored_zero_margin_treats_as_tie() {
let mut h: History = History::builder()
.mu(0.0)
.sigma(2.0)
.beta(1.0)
.drift(ConstantDrift(0.0))
.score_sigma(1.0)
.build();
let events: Vec<Event<i64, &'static str>> = vec![Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::scores([5.0, 5.0]),
}];
h.add_events(events).unwrap();
let mu_a = h.current_skill(&"a").unwrap().mu();
let mu_b = h.current_skill(&"b").unwrap().mu();
let sigma_a = h.current_skill(&"a").unwrap().sigma();
// Equal scores: posterior means stay symmetric around the prior mean.
assert!(
(mu_a - mu_b).abs() < 1e-9,
"equal scores should leave mu_a == mu_b; got {mu_a} vs {mu_b}"
);
assert!(
mu_a.abs() < 1e-9,
"equal scores against equal priors should leave mu near zero; got {mu_a}"
);
// A zero-margin scored event still reduces uncertainty.
assert!(
sigma_a < 2.0,
"expected sigma to tighten below prior 2.0; got {}",
sigma_a
);
}
#[test]
fn scored_three_team_partial_order() {
let mut h: History = History::builder()
.mu(0.0)
.sigma(2.0)
.beta(1.0)
.drift(ConstantDrift(0.0))
.score_sigma(1.0)
.build();
let events: Vec<Event<i64, &'static str>> = vec![Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
Team::with_members([Member::new("c")]),
],
outcome: Outcome::scores([9.0, 5.0, 1.0]),
}];
h.add_events(events).unwrap();
let mu_a = h.current_skill(&"a").unwrap().mu();
let mu_b = h.current_skill(&"b").unwrap().mu();
let mu_c = h.current_skill(&"c").unwrap().mu();
assert!(
mu_a > mu_b,
"team with highest score should rank highest; mu_a = {mu_a}, mu_b = {mu_b}"
);
assert!(
mu_b > mu_c,
"middle score should outrank lowest; mu_b = {mu_b}, mu_c = {mu_c}"
);
}
#[test]
fn scored_rejects_outcome_team_count_mismatch() {
use trueskill_tt::InferenceError;
let mut h: History = History::builder().build();
let events: Vec<Event<i64, &'static str>> = vec![Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::scores([10.0, 4.0, 1.0]), // 3 scores, 2 teams
}];
let err = h.add_events(events).unwrap_err();
assert!(
matches!(err, InferenceError::MismatchedShape { .. }),
"expected MismatchedShape error, got {err:?}"
);
}