6 Commits
Author SHA1 Message Date
logaritmisk 2a48d10aa9 chore: Release trueskill-tt version 0.4.0 2026-09-07 15:49:12 +02:00
logaritmiskandClaude Opus 5 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
2026-09-07 15:48:31 +02:00
logaritmiskandClaude Opus 5 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
2026-09-07 15:42:31 +02:00
logaritmiskandClaude Opus 5 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
2026-09-07 15:28:35 +02:00
logaritmiskandClaude Opus 5 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
2026-09-07 15:13:28 +02:00
logaritmiskandClaude Opus 5 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
2026-09-07 15:08:12 +02:00
18 changed files with 1883 additions and 130 deletions
+24
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@@ -2,6 +2,29 @@
All notable changes to this project will be documented in this file. All notable changes to this project will be documented in this file.
## 0.4.0 - 2026-09-07
### Breaking Changes
- feat!: N-team outcome prediction with draw mass, replacing the 2-team panic
- refactor!: close the remaining API gaps from #21
- fix!: apply competitor configuration whenever it is supplied
### Bug Fixes
- fix(release): skip the changelog hook during a dry run
- fix: stop destroying tail precision in evidence and truncation
- fix: reject convergence options that silently disable inference
### Documentation
- docs: correct drifted documentation and compile the README in CI
### Features
- feat: add expected information gain for active matchup selection
- feat: let observers be shared, boxed, or borrowed
## 0.3.0 - 2026-09-01 ## 0.3.0 - 2026-09-01
### Breaking Changes ### Breaking Changes
@@ -25,6 +48,7 @@ All notable changes to this project will be documented in this file.
### Miscellaneous Tasks ### Miscellaneous Tasks
- chore: ignore proptest regression seed files - chore: ignore proptest regression seed files
- chore: Release trueskill-tt version 0.3.0
### Performance ### Performance
+1 -1
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@@ -1,6 +1,6 @@
[package] [package]
name = "trueskill-tt" name = "trueskill-tt"
version = "0.3.0" version = "0.4.0"
edition = "2024" edition = "2024"
rust-version = "1.85" rust-version = "1.85"
description = "TrueSkill Through Time: Bayesian skill rating that tracks how skill evolves over time, via Gaussian message passing" description = "TrueSkill Through Time: Bayesian skill rating that tracks how skill evolves over time, via Gaussian message passing"
+70
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@@ -164,6 +164,75 @@ h.event(1)
h.converge().unwrap(); h.converge().unwrap();
``` ```
## Prediction
`predict_outcome` gives the full distribution over finishing orders. Each entry
is a rank vector in the same shape `Outcome::ranking` takes — equal ranks mean a
tie — so an outcome feeds straight back into inference.
```rust
use trueskill_tt::History;
let mut h = History::builder().p_draw(0.1).build();
h.record_winner(&"alice", &"bob", 1).unwrap();
h.converge().unwrap();
let p = h.predict_outcome(&[&[&"alice"], &[&"bob"]]).unwrap();
// Probabilities are exhaustive and disjoint, so they sum to one.
assert!((p.total() - 1.0).abs() < 1e-6);
let (best, likelihood) = p.most_likely().unwrap();
println!("most likely: {best:?} at {likelihood:.3}");
println!("draw: {:.3}", p.probability_of(&[0, 0]));
```
Supports any number of teams. Because the outcome space grows factorially, the
full distribution is capped at `MAX_PREDICTED_TEAMS`; two cheaper entry points
stay available at any size:
- `predict_win_probabilities(teams)``P(team i finishes strictly first)`,
quadratic in team count.
- `predict_ranking(teams, ranks)` — one specific finishing order.
Unknown keys are an error, not a silent omission: a team the history has never
seen cannot produce a confident-looking probability.
## Which match to play next
`quality()` measures whether a matchup is *fair*. That is not the same as
whether it is *informative*, and the two only coincide for two evenly matched
competitors. When each observation costs something, ask
`expected_information_gain` instead — the outcome-weighted divergence between
what you believe now and what you would believe afterwards.
```rust
use trueskill_tt::History;
let mut h = History::builder().build();
for t in 1..=10 {
h.record_winner(&"veteran", &"regular", t).unwrap();
h.record_winner(&"regular", &"veteran", t + 100).unwrap();
}
h.record_winner(&"veteran", &"newcomer", 500).unwrap();
h.converge().unwrap();
let settled = h.expected_information_gain(&[&[&"veteran"], &[&"regular"]]).unwrap();
let unknown = h.expected_information_gain(&[&[&"veteran"], &[&"newcomer"]]).unwrap();
// Playing the newcomer teaches you more than replaying a settled rivalry.
assert!(unknown > settled);
```
The result is in nats, and is bounded by the entropy of the outcome: at most
`ln 2 ≈ 0.693` for a two-way result, `ln 3` once draws are possible, `ln k` for
`k` outcomes. A value near zero means you already know how it ends.
This costs one full inference pass **per possible outcome**, so it is far more
expensive than `quality()`. Scoring every pairing among `n` competitors is
`O(n² × outcomes)` passes — shortlist with `quality()` or
`predict_win_probabilities` first, then score only the shortlist.
## Todo ## Todo
- [x] Implement approx for Gaussian - [x] Implement approx for Gaussian
@@ -172,6 +241,7 @@ h.converge().unwrap();
- [x] Add examples (`examples/atp.rs`, `examples/scored.rs`) - [x] Add examples (`examples/atp.rs`, `examples/scored.rs`)
- [x] Add Observer (`Observer` / `NullObserver`) - [x] Add Observer (`Observer` / `NullObserver`)
- [x] Benchmark the inference loop (`benches/batch.rs`, `benches/history_converge.rs`, `benches/ingest.rs`) - [x] Benchmark the inference loop (`benches/batch.rs`, `benches/history_converge.rs`, `benches/ingest.rs`)
- [x] N-team `predict_outcome` with draw mass, and `expected_information_gain`
- [ ] Cross-check `quality()` against [sublee/trueskill](https://github.com/sublee/trueskill/tree/master) — N-group support works and is covered by invariants, but no reference values are asserted - [ ] Cross-check `quality()` against [sublee/trueskill](https://github.com/sublee/trueskill/tree/master) — N-group support works and is covered by invariants, but no reference values are asserted
## License ## License
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@@ -0,0 +1,352 @@
//! Active learning: which comparison teaches you the most.
//!
//! [`quality`](crate::quality) answers "is this matchup *fair*". That is a
//! different question from "is this matchup *informative*", and the two
//! coincide only for two evenly matched competitors. When each observation
//! costs something — a human click, a scheduled fixture — the question worth
//! asking is the second one.
//!
//! The quantity here is expected information gain: the outcome-weighted
//! divergence between what you believe now and what you would believe after
//! seeing the result.
//!
//! ```text
//! EIG(matchup) = SUM P(outcome) * KL( posterior_after(outcome) || prior )
//! outcome
//! ```
//!
//! It is the mutual information between the observed outcome and the skills,
//! which is worth remembering because it pins the scale: information gain
//! cannot exceed the entropy of the thing you are about to observe. A contest
//! with `k` distinguishable outcomes can teach you at most `ln k` nats,
//! whatever the ratings. That ceiling is the sharpest available test of an
//! implementation — see [`expected_information_gain`].
use crate::{
GameOptions, Gaussian, InferenceError, Outcome, Rating, drift::Drift, predict, time::Time,
};
/// Outcomes below this probability contribute nothing measurable and are not
/// worth an inference pass.
///
/// The contribution of an outcome is `P * KL`, and `KL` is bounded in practice
/// by tens of nats, so a probability this small moves the total by less than
/// the quadrature error already present in `P` itself.
const NEGLIGIBLE: f64 = 1e-12;
/// `KL(q || p)` for two univariate Gaussians, in nats.
///
/// Both arguments are proper posteriors from inference, so the degenerate
/// cases guarded here (zero or infinite variance) indicate that inference has
/// broken down rather than anything a caller did.
fn kl_divergence(q: Gaussian, p: Gaussian) -> f64 {
let (var_q, var_p) = (q.sigma().powi(2), p.sigma().powi(2));
if !(var_q.is_finite() && var_p.is_finite()) || var_q <= 0.0 || var_p <= 0.0 {
return 0.0;
}
let mean_gap = q.mu() - p.mu();
0.5 * ((var_p / var_q).ln() + (var_q + mean_gap * mean_gap) / var_p - 1.0)
}
/// Expected information gain of a hypothetical matchup, in nats.
///
/// Enumerates the outcomes this matchup could have, runs inference for each to
/// get the belief it would produce, and weights the resulting divergence by
/// that outcome's probability. A higher value means the result would teach you
/// more.
///
/// # Interpreting the value
///
/// Nats. The upper bound is the entropy of the outcome variable: at most
/// `ln 2 ≈ 0.693` for a two-way result, `ln 3 ≈ 1.099` once draws are
/// possible, `ln k` for `k` outcomes. A value near the ceiling means the
/// result is close to a coin flip *and* would move the posteriors a long way;
/// a value near zero means you already know what will happen, or that the
/// result would barely change your beliefs if you saw it.
///
/// This is not a monotone transform of [`quality`](crate::quality). A lopsided
/// matchup between two uncertain competitors scores well on quality-times-
/// variance heuristics and poorly here, because the near-certain outcome
/// carries almost no information.
///
/// # Cost
///
/// One full inference pass per possible outcome, so this is far more expensive
/// than `quality()` — which is one closed-form evaluation. The outcome count
/// grows quickly with team count (3 outcomes for two teams that can draw, 13
/// for three, 75 for four), and scoring every candidate pairing among `n`
/// competitors is `O(n² × outcomes)` inference passes.
///
/// For a selector over many candidates, shortlist with the cheap
/// [`quality`](crate::quality) or
/// [`predict_win_probabilities`](crate::History::predict_win_probabilities)
/// first and score only the shortlist here. The expected-variance-reduction
/// proxy sometimes suggested as a cheaper alternative is *not* cheaper: it
/// needs the same hypothetical posteriors, so it shares the dominant cost.
///
/// # Errors
///
/// - `NotEnoughTeams` if fewer than two teams are supplied.
/// - `EmptyTeam` if any team has no members.
/// - `TooManyTeams` if the outcome space is too large to enumerate; see
/// [`MAX_PREDICTED_TEAMS`](crate::MAX_PREDICTED_TEAMS).
/// - `InvalidProbability` if `options.p_draw` is outside `[0.0, 1.0)`.
/// - Anything [`Game::ranked`](crate::Game::ranked) returns for a hypothetical
/// outcome.
pub fn expected_information_gain<T: Time, D: Drift<T>>(
teams: &[&[Rating<T, D>]],
options: &GameOptions,
) -> Result<f64, InferenceError> {
if teams.len() < 2 {
return Err(InferenceError::NotEnoughTeams { got: teams.len() });
}
if teams.len() > crate::MAX_PREDICTED_TEAMS {
return Err(InferenceError::TooManyTeams {
got: teams.len(),
max: crate::MAX_PREDICTED_TEAMS,
});
}
if !(0.0..1.0).contains(&options.p_draw) {
return Err(InferenceError::InvalidProbability {
value: options.p_draw,
});
}
for (idx, team) in teams.iter().enumerate() {
if team.is_empty() {
return Err(InferenceError::EmptyTeam { team: idx });
}
}
// Prediction runs on performances: skill inflated by each member's beta.
let performances: Vec<Gaussian> = teams
.iter()
.map(|team| {
team.iter()
.fold(crate::N00, |acc, rating| acc + rating.performance())
})
.collect();
// Draw margins per pair, derived from the teams' betas exactly as
// inference derives them, so the outcomes weighted here are the outcomes
// that would actually be fitted.
let beta_sq: Vec<f64> = teams
.iter()
.map(|team| team.iter().map(|r| r.beta().powi(2)).sum())
.collect();
let p_draw = options.p_draw;
let margins = predict::Margins::new(teams.len(), |i, j| {
if p_draw == 0.0 {
0.0
} else {
crate::compute_margin(p_draw, (beta_sq[i] + beta_sq[j]).sqrt())
}
});
let mut gain = 0.0;
for (ranks, probability) in predict::outcome_distribution(&performances, &margins) {
if probability <= NEGLIGIBLE {
continue;
}
let game = crate::Game::ranked(teams, Outcome::ranking(ranks), options)?;
let posteriors = game.posteriors();
// Beliefs factorise across competitors, so the joint divergence is the
// sum of the per-competitor ones.
let divergence: f64 = teams
.iter()
.zip(&posteriors)
.flat_map(|(team, posterior)| team.iter().zip(posterior))
.map(|(rating, &after)| kl_divergence(after, rating.prior()))
.sum();
gain += probability * divergence;
}
Ok(gain)
}
#[cfg(test)]
mod tests {
use super::*;
use crate::{BETA, ConstantDrift, GAMMA};
type R = Rating<i64, ConstantDrift>;
fn rating(mu: f64, sigma: f64) -> R {
R::new(Gaussian::from_ms(mu, sigma), BETA, ConstantDrift(GAMMA))
}
fn options(p_draw: f64) -> GameOptions {
GameOptions {
p_draw,
..GameOptions::default()
}
}
fn eig(teams: &[&[R]], p_draw: f64) -> f64 {
expected_information_gain(teams, &options(p_draw)).unwrap()
}
/// The analytic ceiling. Information gain is the mutual information between
/// the outcome and the skills, so it cannot exceed the entropy of the
/// outcome variable — whatever the ratings. This is the check a subtly
/// wrong implementation fails while still returning plausible numbers: an
/// early prototype of this returned 4.77 nats from a sign error and passed
/// every monotonicity test.
#[test]
fn never_exceeds_the_entropy_of_the_outcome() {
let ceiling_two = std::f64::consts::LN_2;
for (a, b) in [
(rating(0.0, 6.0), rating(0.0, 6.0)),
(rating(0.0, 0.5), rating(0.0, 0.5)),
(rating(12.0, 6.0), rating(-12.0, 6.0)),
(rating(40.0, 1.0), rating(-40.0, 1.0)),
(rating(3.0, 6.0), rating(-2.0, 0.1)),
(rating(0.0, 25.0), rating(0.0, 25.0)),
] {
let g = eig(&[&[a], &[b]], 0.0);
assert!(
g >= 0.0 && g <= ceiling_two,
"EIG {g} outside [0, ln 2] for mu=({}, {}) sigma=({}, {})",
a.prior().mu(),
b.prior().mu(),
a.prior().sigma(),
b.prior().sigma()
);
}
}
/// With draws enabled there are three outcomes, so the ceiling rises to
/// `ln 3` — and the two-outcome bound no longer applies.
#[test]
fn the_ceiling_follows_the_outcome_count() {
let ceiling_three = 3.0f64.ln();
for sigma in [0.5, 3.0, 6.0, 25.0] {
let g = eig(&[&[rating(0.0, sigma)], &[rating(0.0, sigma)]], 0.25);
assert!(
g >= 0.0 && g <= ceiling_three,
"EIG {g} outside [0, ln 3] at sigma {sigma}"
);
}
}
/// An even matchup between uncertain competitors is the informative one.
/// A hopelessly lopsided matchup teaches you almost nothing, because you
/// already know how it ends.
#[test]
fn an_even_matchup_beats_a_lopsided_one() {
let even = eig(&[&[rating(0.0, 6.0)], &[rating(0.0, 6.0)]], 0.0);
let lopsided = eig(&[&[rating(12.0, 6.0)], &[rating(-12.0, 6.0)]], 0.0);
assert!(
even > lopsided,
"even {even} should beat lopsided {lopsided}"
);
}
/// Certainty is the thing information gain is measuring the absence of:
/// the less you know, the more there is to learn.
#[test]
fn gain_falls_as_certainty_rises() {
let mut previous = f64::INFINITY;
for sigma in [12.0, 6.0, 3.0, 1.0, 0.5, 0.1] {
let g = eig(&[&[rating(0.0, sigma)], &[rating(0.0, sigma)]], 0.0);
assert!(
g < previous,
"sigma {sigma}: {g} did not fall below {previous}"
);
previous = g;
}
assert!(previous >= 0.0);
}
/// The heuristic this replaces is `quality * sigma_a^2 * sigma_b^2`. It is
/// not a monotone transform of information gain — it ranks a lopsided
/// matchup above a confident even one, and EIG ranks them the other way.
/// Pinning the disagreement down is what stops a future "simplification"
/// from quietly reverting to the heuristic.
#[test]
fn disagrees_with_the_quality_times_variance_heuristic() {
let heuristic = |a: &R, b: &R| {
crate::quality(&[&[a.prior()], &[b.prior()]], BETA)
* a.prior().sigma().powi(2)
* b.prior().sigma().powi(2)
};
let (confident_a, confident_b) = (rating(0.0, 0.5), rating(0.0, 0.5));
let (lopsided_a, lopsided_b) = (rating(12.0, 6.0), rating(-12.0, 6.0));
assert!(
heuristic(&lopsided_a, &lopsided_b) > heuristic(&confident_a, &confident_b),
"the heuristic should prefer the lopsided matchup"
);
assert!(
eig(&[&[confident_a], &[confident_b]], 0.0) > eig(&[&[lopsided_a], &[lopsided_b]], 0.0),
"information gain should prefer the even matchup"
);
}
#[test]
fn supports_more_than_two_teams() {
let teams: Vec<Vec<R>> = vec![
vec![rating(0.0, 6.0)],
vec![rating(0.0, 6.0)],
vec![rating(0.0, 6.0)],
];
let refs: Vec<&[R]> = teams.iter().map(Vec::as_slice).collect();
let g = expected_information_gain(&refs, &options(0.0)).unwrap();
// Six distinguishable orderings with no draws.
assert!(
g > 0.0 && g <= 6.0f64.ln(),
"three-team EIG {g} out of range"
);
}
#[test]
fn multi_member_teams_are_supported() {
let a = [rating(0.0, 6.0), rating(1.0, 4.0)];
let b = [rating(0.0, 6.0)];
let g = expected_information_gain(&[&a, &b], &options(0.0)).unwrap();
assert!(g > 0.0 && g <= std::f64::consts::LN_2, "{g}");
}
#[test]
fn degenerate_shapes_are_errors() {
let a = [rating(0.0, 6.0)];
assert!(matches!(
expected_information_gain(&[&a], &options(0.0)),
Err(InferenceError::NotEnoughTeams { got: 1 })
));
let empty: [R; 0] = [];
assert!(matches!(
expected_information_gain(&[&a, &empty], &options(0.0)),
Err(InferenceError::EmptyTeam { team: 1 })
));
assert!(matches!(
expected_information_gain(&[&a, &a], &options(1.5)),
Err(InferenceError::InvalidProbability { .. })
));
}
#[test]
fn kl_divergence_is_zero_for_identical_beliefs() {
let g = Gaussian::from_ms(3.0, 2.0);
assert!(kl_divergence(g, g).abs() < 1e-15);
}
#[test]
fn kl_divergence_is_non_negative_and_grows_with_separation() {
let prior = Gaussian::from_ms(0.0, 3.0);
let mut previous = 0.0;
for mu in [0.0, 0.5, 1.0, 2.0, 4.0] {
let d = kl_divergence(Gaussian::from_ms(mu, 3.0), prior);
assert!(d >= 0.0, "negative divergence at mu {mu}: {d}");
assert!(d >= previous, "not increasing at mu {mu}");
previous = d;
}
}
}
+31
View File
@@ -20,6 +20,37 @@ pub struct ConvergenceOptions {
pub alpha: f64, pub alpha: f64,
} }
impl ConvergenceOptions {
/// Reject values that would make inference silently meaningless.
///
/// `HistoryBuilder::convergence` asserts these eagerly, but the fields are
/// public and `GameOptions` carries a `ConvergenceOptions` — so a caller
/// can hand `Game::ranked` a set the builder never saw. In release the
/// engine's `debug_assert!`s are gone, and an `alpha` of zero leaves every
/// EP update unapplied: inference returns the priors, with every likelihood
/// uninformative and nothing to indicate anything went wrong.
///
/// # Errors
///
/// `InvalidParameter` if `alpha` is outside `(0.0, 1.0]` or `epsilon` is
/// negative. NaN fails both comparisons and is rejected.
pub(crate) fn validate(&self) -> Result<(), crate::InferenceError> {
if !(self.alpha > 0.0 && self.alpha <= 1.0) {
return Err(crate::InferenceError::InvalidParameter {
name: "alpha",
value: self.alpha,
});
}
if self.epsilon.is_nan() || self.epsilon < 0.0 {
return Err(crate::InferenceError::InvalidParameter {
name: "epsilon",
value: self.epsilon,
});
}
Ok(())
}
}
impl Default for ConvergenceOptions { impl Default for ConvergenceOptions {
fn default() -> Self { fn default() -> Self {
Self { Self {
+15 -15
View File
@@ -25,11 +25,6 @@ pub enum InferenceError {
/// result has no representable likelihood. Configure a positive `p_draw` /// result has no representable likelihood. Configure a positive `p_draw`
/// (via `HistoryBuilder::p_draw` or `GameOptions::p_draw`) to admit ties. /// (via `HistoryBuilder::p_draw` or `GameOptions::p_draw`) to admit ties.
TieWithoutDrawProbability { teams: (usize, usize) }, TieWithoutDrawProbability { teams: (usize, usize) },
/// Convergence exceeded `max_iter` without falling below `epsilon`.
ConvergenceFailed {
last_step: (f64, f64),
iterations: usize,
},
/// Inference produced a non-finite value (NaN or infinity). /// Inference produced a non-finite value (NaN or infinity).
/// ///
/// Indicates numerical breakdown; the resulting skills are meaningless /// Indicates numerical breakdown; the resulting skills are meaningless
@@ -38,8 +33,19 @@ pub enum InferenceError {
context: &'static str, context: &'static str,
step: (f64, f64), step: (f64, f64),
}, },
/// Negative precision: a Gaussian with `pi < 0` slipped into an API call. /// One batch declared two different values for the same competitor's
NegativePrecision { pi: f64 }, /// configuration.
///
/// `prior` and `drift_scale` configure a competitor, not an event, so a
/// batch that sets one of them twice with different values has no
/// well-defined meaning: events within a batch are not ordered, so
/// "last one wins" would make the result depend on iteration order.
/// Declaring the same value repeatedly is fine and is the expected shape
/// when a competitor's configuration is a property of the domain.
ConflictingCompetitorConfig {
competitor: usize,
field: &'static str,
},
/// A prediction referenced a key the history has no skill for. /// A prediction referenced a key the history has no skill for.
/// ///
/// Reported rather than skipped: dropping unknown keys turns a team of /// Reported rather than skipped: dropping unknown keys turns a team of
@@ -96,18 +102,12 @@ impl fmt::Display for InferenceError {
Self::InvalidParameter { name, value } => { Self::InvalidParameter { name, value } => {
write!(f, "{name} is invalid: {value}") write!(f, "{name} is invalid: {value}")
} }
Self::ConvergenceFailed { Self::ConflictingCompetitorConfig { competitor, field } => {
last_step,
iterations,
} => {
write!( write!(
f, f,
"convergence failed after {iterations} iterations; last step = {last_step:?}" "competitor {competitor}: this batch sets {field} to two different values"
) )
} }
Self::NegativePrecision { pi } => {
write!(f, "precision must be non-negative; got {pi}")
}
Self::UnknownKey { team, member } => { Self::UnknownKey { team, member } => {
write!( write!(
f, f,
+11 -3
View File
@@ -50,9 +50,17 @@ impl<K> Default for Team<K> {
/// `weight` applies per event and defaults to 1.0. /// `weight` applies per event and defaults to 1.0.
/// ///
/// `prior` and `drift_scale` are **competitor configuration**, not per-event /// `prior` and `drift_scale` are **competitor configuration**, not per-event
/// values: both are captured when the competitor is first created and ignored /// values. Setting either applies to the competitor for the whole history, not
/// on every later appearance. Setting either on a key the history already knows /// just to this event, and applies whenever it is supplied — including on a key
/// has no effect. /// the history already knows. Because configuration lives on the competitor and
/// `converge` refits from competitor state, configuring one late still refits
/// the whole history rather than taking effect only from that event onward.
///
/// Repeating the same value is inert, which is the expected shape when the
/// configuration is a property of the domain. Supplying two *different* values
/// for one competitor within a single batch is
/// `InferenceError::ConflictingCompetitorConfig`: events in a batch have no
/// order, so there would be no well-defined winner.
#[derive(Clone, Debug)] #[derive(Clone, Debug)]
pub struct Member<K> { pub struct Member<K> {
pub key: K, pub key: K,
+67 -7
View File
@@ -2,6 +2,7 @@ use crate::{
N_INF, approx, cdf, N_INF, approx, cdf,
factor::{Factor, VarId, VarStore}, factor::{Factor, VarId, VarStore},
gaussian::Gaussian, gaussian::Gaussian,
sf,
}; };
/// EP truncation factor on a diff variable. /// EP truncation factor on a diff variable.
@@ -74,16 +75,29 @@ impl Factor for TruncFactor {
/// P(diff > margin) for non-tie, P(|diff| < margin) for tie. /// P(diff > margin) for non-tie, P(|diff| < margin) for tie.
/// ///
/// Clamped to a positive floor: for a near-certain outcome the tail rounds to /// Both branches pick whichever tail keeps their terms *small*, because the
/// exactly 0.0, and the `erfc` approximation used by `cdf` carries ~1e-7 error /// alternative is subtracting two numbers that both approach 1. That
/// so it can even return slightly more than 1.0, making the difference /// subtraction is not a rounding detail: it loses every digit of an unlikely
/// negative. Either would send `log_evidence` to `-inf` or NaN and poison the /// outcome's evidence, and an unlikely outcome is precisely the one worth
/// sum across the whole history. /// scoring. `1 - cdf` returned exactly zero past ~8.3 sigma, where the true
/// probability is 1e-19; clamped, that reached `log_evidence` as -708 instead
/// of -43.
///
/// The clamp remains as a guard rather than a workaround: `erfc` carries ~1e-7
/// relative error, so a probability of exactly 1 can still come back a hair
/// above it, and `ln` of a negative would poison the sum for the whole history.
fn cavity_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 { fn cavity_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 {
let (mu, sigma) = (diff.mu(), diff.sigma());
let raw = if tie { let raw = if tie {
cdf(margin, diff.mu(), diff.sigma()) - cdf(-margin, diff.mu(), diff.sigma()) if mu < -margin {
// Both CDFs sit against 1 here; both survival terms are small.
sf(-margin, mu, sigma) - sf(margin, mu, sigma)
} else {
cdf(margin, mu, sigma) - cdf(-margin, mu, sigma)
}
} else { } else {
1.0 - cdf(margin, diff.mu(), diff.sigma()) sf(margin, mu, sigma)
}; };
raw.clamp(f64::MIN_POSITIVE, 1.0) raw.clamp(f64::MIN_POSITIVE, 1.0)
@@ -132,6 +146,52 @@ mod tests {
assert_eq!(f.evidence_cached.unwrap(), first); assert_eq!(f.evidence_cached.unwrap(), first);
} }
/// The defect this guards: `1 - cdf` collapsed to zero for a surprising
/// result, the clamp turned that into `f64::MIN_POSITIVE`, and
/// `log_evidence` reported ln of *that* — about -708 whatever the truth
/// was. An upset is the observation a model-comparison score exists to
/// notice, so it was wrong exactly where it mattered.
#[test]
fn evidence_of_an_upset_is_not_flattened_to_the_clamp_floor() {
// diff ~ N(-9, 1) with margin 0: the favoured side lost by nine sigma.
let evidence = cavity_evidence(Gaussian::from_ms(-9.0, 1.0), 0.0, false);
assert!(
evidence > f64::MIN_POSITIVE,
"evidence collapsed onto the clamp floor: {evidence}"
);
// P(X > 0) for X ~ N(-9, 1) is the standard normal tail at 9 sigma.
assert!(
(evidence - 1.128_588e-19).abs() / 1.128_588e-19 < 1e-6,
"expected ~1.13e-19, got {evidence}"
);
assert!(
(evidence.ln() + 43.628).abs() < 1e-2,
"log evidence {} should be about -43.6, not -708",
evidence.ln()
);
}
/// Evidence must stay finite and positive however extreme the mismatch,
/// since `log_evidence` sums across the whole history and one `-inf` or
/// `NaN` poisons all of it.
#[test]
fn evidence_stays_positive_and_finite_at_any_separation() {
for mu in [-300.0f64, -50.0, -9.0, 0.0, 9.0, 50.0, 300.0] {
for tie in [false, true] {
let e = cavity_evidence(Gaussian::from_ms(mu, 1.0), 1.0, tie);
assert!(
e.is_finite() && e > 0.0 && e <= 1.0,
"mu={mu} tie={tie}: evidence {e} is not a probability"
);
assert!(
e.ln().is_finite(),
"mu={mu} tie={tie}: ln evidence is not finite"
);
}
}
}
#[test] #[test]
fn tie_evidence_uses_two_sided() { fn tie_evidence_uses_two_sided() {
let mut vars = VarStore::new(); let mut vars = VarStore::new();
+7 -2
View File
@@ -433,6 +433,9 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
impl<T: Time, D: Drift<T>> Game<'_, T, D> { impl<T: Time, D: Drift<T>> Game<'_, T, D> {
/// # Errors /// # Errors
/// ///
/// - `InvalidParameter` if `options.convergence` is out of range — an
/// `alpha` of zero would leave every EP update unapplied and silently
/// return the priors.
/// - `InvalidProbability` if `options.p_draw` is outside `[0.0, 1.0)`. /// - `InvalidProbability` if `options.p_draw` is outside `[0.0, 1.0)`.
/// - `MismatchedShape` if the outcome's rank count differs from `teams.len()`. /// - `MismatchedShape` if the outcome's rank count differs from `teams.len()`.
/// - `WrongOutcomeKind` if `outcome` is not `Outcome::Ranked`. /// - `WrongOutcomeKind` if `outcome` is not `Outcome::Ranked`.
@@ -444,6 +447,7 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
outcome: crate::Outcome, outcome: crate::Outcome,
options: &GameOptions, options: &GameOptions,
) -> Result<OwnedGame<T, D>, crate::InferenceError> { ) -> Result<OwnedGame<T, D>, crate::InferenceError> {
options.convergence.validate()?;
if !(0.0..1.0).contains(&options.p_draw) { if !(0.0..1.0).contains(&options.p_draw) {
return Err(crate::InferenceError::InvalidProbability { return Err(crate::InferenceError::InvalidProbability {
value: options.p_draw, value: options.p_draw,
@@ -491,8 +495,8 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
/// # Errors /// # Errors
/// ///
/// - `InvalidParameter` if `options.score_sigma` is not strictly positive, /// - `InvalidParameter` if `options.score_sigma` is not strictly positive
/// or is NaN. /// or is NaN, or if `options.convergence` is out of range.
/// - `MismatchedShape` if the outcome's score count differs from `teams.len()`. /// - `MismatchedShape` if the outcome's score count differs from `teams.len()`.
/// - `WrongOutcomeKind` if `outcome` is not `Outcome::Scored`. /// - `WrongOutcomeKind` if `outcome` is not `Outcome::Scored`.
pub fn scored( pub fn scored(
@@ -500,6 +504,7 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
outcome: crate::Outcome, outcome: crate::Outcome,
options: &GameOptions, options: &GameOptions,
) -> Result<OwnedGame<T, D>, crate::InferenceError> { ) -> Result<OwnedGame<T, D>, crate::InferenceError> {
options.convergence.validate()?;
if options.score_sigma <= 0.0 || options.score_sigma.is_nan() { if options.score_sigma <= 0.0 || options.score_sigma.is_nan() {
return Err(crate::InferenceError::InvalidParameter { return Err(crate::InferenceError::InvalidParameter {
name: "score_sigma", name: "score_sigma",
+195 -66
View File
@@ -172,6 +172,23 @@ impl Default for HistoryBuilder<i64, ConstantDrift, NullObserver, &'static str>
} }
} }
/// Configuration a caller attached to a competitor via `Member`.
///
/// Carries *what was explicitly set* rather than a merged `Rating`, so a member
/// that sets only `drift_scale` does not also assert the default prior — which
/// would spuriously conflict with a prior seeded on an earlier event.
#[derive(Clone, Copy, Default)]
pub(crate) struct CompetitorConfig {
prior: Option<Gaussian>,
drift_scale: Option<f64>,
}
impl CompetitorConfig {
fn is_empty(self) -> bool {
self.prior.is_none() && self.drift_scale.is_none()
}
}
pub struct History< pub struct History<
T: Time = i64, T: Time = i64,
D: Drift<T> = ConstantDrift, D: Drift<T> = ConstantDrift,
@@ -538,10 +555,27 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
.sum() .sum()
} }
/// Each team's performance Gaussian, and its member count. /// The configured observer.
/// ///
/// Performance is skill inflated by `beta`: the question a prediction /// `History` takes its observer by value, so this is how a caller inspects
/// answers is "how will they do today", not "how good are they". /// one it did not keep a handle to. For an observer that accumulates
/// state, prefer passing an `Arc` and keeping a clone — see the
/// [`Observer`] docs.
#[must_use]
pub fn observer(&self) -> &O {
&self.observer
}
/// Consume the history and return its observer.
///
/// Useful for reclaiming a non-shared observer's accumulated state after
/// `converge` without needing interior mutability.
#[must_use]
pub fn into_observer(self) -> O {
self.observer
}
/// Every team's member skills, validated.
/// ///
/// # Errors /// # Errors
/// ///
@@ -549,39 +583,60 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
/// reported rather than dropped — silently skipping them would turn a team /// reported rather than dropped — silently skipping them would turn a team
/// of strangers into a confident-looking prediction about nobody, which is /// of strangers into a confident-looking prediction about nobody, which is
/// the failure this replaced. /// the failure this replaced.
fn performances(&self, teams: &[&[&K]]) -> Result<(Vec<Gaussian>, Vec<usize>), InferenceError> { fn member_skills(&self, teams: &[&[&K]]) -> Result<Vec<Vec<Gaussian>>, InferenceError> {
if teams.len() < 2 { if teams.len() < 2 {
return Err(InferenceError::NotEnoughTeams { got: teams.len() }); return Err(InferenceError::NotEnoughTeams { got: teams.len() });
} }
let mut performances = Vec::with_capacity(teams.len()); let mut gathered = Vec::with_capacity(teams.len());
let mut sizes = Vec::with_capacity(teams.len());
for (team_idx, team) in teams.iter().enumerate() { for (team_idx, team) in teams.iter().enumerate() {
if team.is_empty() { if team.is_empty() {
return Err(InferenceError::EmptyTeam { team: team_idx }); return Err(InferenceError::EmptyTeam { team: team_idx });
} }
let mut total = crate::N00; let mut members = Vec::with_capacity(team.len());
for (member_idx, key) in team.iter().enumerate() { for (member_idx, key) in team.iter().enumerate() {
let unknown = InferenceError::UnknownKey { let unknown = InferenceError::UnknownKey {
team: team_idx, team: team_idx,
member: member_idx, member: member_idx,
}; };
let index = self.keys.get(*key).ok_or(unknown.clone())?; let index = self.keys.get(*key).ok_or(unknown.clone())?;
let skill = self members.push(
.time_slices self.time_slices
.iter() .iter()
.rev() .rev()
.find_map(|ts| ts.skills.get(index).map(|s| s.posterior())) .find_map(|ts| ts.skills.get(index).map(|s| s.posterior()))
.ok_or(unknown)?; .ok_or(unknown)?,
total = total + skill.forget(self.beta.powi(2)); );
} }
performances.push(total); gathered.push(members);
sizes.push(team.len());
} }
Ok(gathered)
}
/// Each team's performance Gaussian, and its member count.
///
/// Performance is skill inflated by `beta`: the question a prediction
/// answers is "how will they do today", not "how good are they".
///
/// # Errors
///
/// As [`History::member_skills`].
fn performances(&self, teams: &[&[&K]]) -> Result<(Vec<Gaussian>, Vec<usize>), InferenceError> {
let skills = self.member_skills(teams)?;
let performances = skills
.iter()
.map(|team| {
team.iter()
.fold(crate::N00, |acc, s| acc + s.forget(self.beta.powi(2)))
})
.collect();
let sizes = skills.iter().map(Vec::len).collect();
Ok((performances, sizes)) Ok((performances, sizes))
} }
@@ -618,38 +673,55 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
/// ///
/// `NotEnoughTeams`, `EmptyTeam`, or `UnknownKey`. /// `NotEnoughTeams`, `EmptyTeam`, or `UnknownKey`.
pub fn predict_quality(&self, teams: &[&[&K]]) -> Result<f64, InferenceError> { pub fn predict_quality(&self, teams: &[&[&K]]) -> Result<f64, InferenceError> {
let mut groups: Vec<Vec<Gaussian>> = Vec::with_capacity(teams.len()); let groups = self.member_skills(teams)?;
for (team_idx, team) in teams.iter().enumerate() {
if team.is_empty() {
return Err(InferenceError::EmptyTeam { team: team_idx });
}
let mut members = Vec::with_capacity(team.len());
for (member_idx, key) in team.iter().enumerate() {
let unknown = InferenceError::UnknownKey {
team: team_idx,
member: member_idx,
};
let index = self.keys.get(*key).ok_or(unknown.clone())?;
members.push(
self.time_slices
.iter()
.rev()
.find_map(|ts| ts.skills.get(index).map(|s| s.posterior()))
.ok_or(unknown)?,
);
}
groups.push(members);
}
if groups.len() < 2 {
return Err(InferenceError::NotEnoughTeams { got: groups.len() });
}
let group_refs: Vec<&[Gaussian]> = groups.iter().map(Vec::as_slice).collect(); let group_refs: Vec<&[Gaussian]> = groups.iter().map(Vec::as_slice).collect();
Ok(crate::quality(&group_refs, self.beta)) Ok(crate::quality(&group_refs, self.beta))
} }
/// Expected information gain of running this matchup, in nats.
///
/// Answers "which comparison should I run next" rather than "who will
/// win": the outcome-weighted divergence between current beliefs and the
/// beliefs each possible result would produce. Higher means the result
/// would teach you more.
///
/// Uses each competitor's current skill as the prior, and the history's
/// own `beta`, `drift` and `p_draw`, so the outcomes weighted here are the
/// ones that would actually be fitted if the matchup were played and
/// recorded.
///
/// Distinct from [`History::predict_quality`], which measures *fairness*.
/// The two coincide for two evenly matched competitors and diverge
/// elsewhere. See [`expected_information_gain`](crate::expected_information_gain)
/// for the scale, the analytic `ln k` ceiling, and the cost.
///
/// # Errors
///
/// As [`History::member_skills`], plus `TooManyTeams` and anything
/// inference returns for a hypothetical outcome.
pub fn expected_information_gain(&self, teams: &[&[&K]]) -> Result<f64, InferenceError> {
let skills = self.member_skills(teams)?;
let ratings: Vec<Vec<Rating<T, D>>> = skills
.iter()
.map(|team| {
team.iter()
.map(|&skill| Rating::new(skill, self.beta, self.drift))
.collect()
})
.collect();
let team_refs: Vec<&[Rating<T, D>]> = ratings.iter().map(Vec::as_slice).collect();
crate::expected_information_gain(
&team_refs,
&crate::GameOptions {
p_draw: self.p_draw,
score_sigma: self.score_sigma,
convergence: self.convergence,
},
)
}
/// `P(team i finishes strictly first)`, for every team. /// `P(team i finishes strictly first)`, for every team.
/// ///
/// Supports any number of teams. Because performances are independent /// Supports any number of teams. Because performances are independent
@@ -821,7 +893,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
times: Vec<T>, times: Vec<T>,
mut weights: Option<Vec<Vec<Vec<f64>>>>, mut weights: Option<Vec<Vec<Vec<f64>>>>,
kinds: Vec<EventKind>, kinds: Vec<EventKind>,
mut priors: HashMap<Index, Rating<T, D>>, priors: HashMap<Index, CompetitorConfig>,
) -> Result<(), InferenceError> { ) -> Result<(), InferenceError> {
if results if results
.as_ref() .as_ref()
@@ -888,17 +960,60 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
this_agent.push(*agent); this_agent.push(*agent);
if !self.agents.contains(*agent) { let config = priors.get(agent).copied().unwrap_or_default();
if self.agents.contains(*agent) {
// Seeding a competitor the history already knows. This used to
// be dropped on the floor: `remove` was only reached on the
// create path, so a prior applied on a competitor's very first
// event and was silently ignored ever after.
if config.is_empty() {
continue;
}
let rating = &mut self.agents.get_mut(*agent).unwrap().rating;
if let Some(prior) = config.prior {
rating.prior = prior;
}
if let Some(scale) = config.drift_scale {
rating.drift_scale = scale;
}
let seeded = rating.prior;
if config.prior.is_some() {
// The prior is not re-derived every pass the way drift is.
// A competitor's earliest slice has its forward message set
// to the prior once, at ingestion, and `iteration` refreshes
// only slices after the first — so without this, a late
// prior would reach the drift terms and nothing else, which
// is a subtler version of the silent drop this replaced.
//
// `clean` has just nulled every message, so the earliest
// slice's forward is exactly the prior.
for slice in &mut self.time_slices {
if let Some(skill) = slice.skills.get_mut(*agent) {
skill.forward = seeded;
break;
}
}
}
} else {
let mut rating = Rating::new(
Gaussian::from_ms(self.mu, self.sigma),
self.beta,
self.drift,
);
if let Some(prior) = config.prior {
rating.prior = prior;
}
if let Some(scale) = config.drift_scale {
rating.drift_scale = scale;
}
self.agents.insert( self.agents.insert(
*agent, *agent,
Competitor { Competitor {
rating: priors.remove(agent).unwrap_or_else(|| { rating,
Rating::new(
Gaussian::from_ms(self.mu, self.sigma),
self.beta,
self.drift,
)
}),
message: None, message: None,
last_time: None, last_time: None,
}, },
@@ -1115,7 +1230,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let mut times: Vec<T> = 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 weights: Vec<Vec<Vec<f64>>> = Vec::with_capacity(events.len());
let mut kinds: Vec<EventKind> = 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(); let mut priors: HashMap<Index, CompetitorConfig> = HashMap::new();
for ev in events { for ev in events {
if ev.outcome.team_count() != ev.teams.len() { if ev.outcome.team_count() != ev.teams.len() {
@@ -1149,23 +1264,37 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
} }
} }
// `prior` and `drift_scale` are competitor configuration, // `prior` and `drift_scale` configure the competitor, not
// captured here and consumed at competitor creation. Both // the event. Both land in the same entry so a member may
// land in the same entry so a member may set either alone. // set either alone.
//
// Events within a batch are not ordered, so a batch that
// sets one field twice with different values has no
// well-defined result — "last one wins" would depend on
// iteration order, which `tests/ingestion_equivalence.rs`
// exists to rule out. Repeating the *same* value is fine,
// and is the expected shape when the configuration is a
// property of the domain rather than of one event.
if member.prior.is_some() || member.drift_scale.is_some() { if member.prior.is_some() || member.drift_scale.is_some() {
let rating = priors.entry(idx).or_insert_with(|| { let entry = priors.entry(idx).or_default();
Rating::new(
Gaussian::from_ms(self.mu, self.sigma),
self.beta,
self.drift,
)
});
if let Some(prior) = member.prior { if let Some(prior) = member.prior {
rating.prior = prior; if entry.prior.is_some_and(|held| held != prior) {
return Err(InferenceError::ConflictingCompetitorConfig {
competitor: idx.get(),
field: "prior",
});
}
entry.prior = Some(prior);
} }
if let Some(scale) = member.drift_scale { if let Some(scale) = member.drift_scale {
rating.drift_scale = scale; if entry.drift_scale.is_some_and(|held| held != scale) {
return Err(InferenceError::ConflictingCompetitorConfig {
competitor: idx.get(),
field: "drift_scale",
});
}
entry.drift_scale = Some(scale);
} }
} }
} }
+289 -8
View File
@@ -110,6 +110,7 @@ pub(crate) mod arena;
mod time; mod time;
mod time_slice; mod time_slice;
pub use time_slice::{EventKind, TimeSlice}; pub use time_slice::{EventKind, TimeSlice};
mod acquisition;
mod color_group; mod color_group;
mod competitor; mod competitor;
mod convergence; mod convergence;
@@ -132,6 +133,7 @@ mod rating;
pub(crate) mod schedule; pub(crate) mod schedule;
pub mod storage; pub mod storage;
pub use acquisition::expected_information_gain;
pub use competitor::Competitor; pub use competitor::Competitor;
pub use convergence::{ConvergenceOptions, ConvergenceReport}; pub use convergence::{ConvergenceOptions, ConvergenceReport};
pub use drift::{ConstantDrift, Drift}; pub use drift::{ConstantDrift, Drift};
@@ -166,6 +168,21 @@ pub const ITERATIONS: usize = 30;
pub const MAX_PREDICTED_TEAMS: usize = predict::MAX_TEAMS_FOR_DISTRIBUTION; pub const MAX_PREDICTED_TEAMS: usize = predict::MAX_TEAMS_FOR_DISTRIBUTION;
const SQRT_TAU: f64 = 2.5066282746310002; const SQRT_TAU: f64 = 2.5066282746310002;
/// `1 / sqrt(pi)`, the leading factor of the `erfcx` continued fraction.
const FRAC_1_SQRT_PI: f64 = 0.564_189_583_547_756_3;
/// `sqrt(2 / pi)`, the numerator of the inverse Mills ratio in scaled form.
const SQRT_2_OVER_PI: f64 = 0.797_884_560_802_865_4;
/// How many window widths into the tail before a tie window is treated as a
/// half-line. Beyond this the truncated mass is concentrated within `1/alpha`
/// of the near edge, so the far edge contributes nothing measurable.
const HALF_LINE_WINDOW: f64 = 10.0;
/// Where `v - alpha` switches from subtraction to its asymptotic series.
///
/// The subtraction loses roughly `eps * alpha^2` of relative precision, and the
/// four-term series is good to ~1e-10 by here, so the two are at their closest
/// agreement around this point. Below it the subtraction is exact; above it the
/// series is.
const ASYMPTOTIC_MILLS_ALPHA: f64 = 100.0;
pub const N01: Gaussian = Gaussian::from_ms(0.0, 1.0); pub const N01: Gaussian = Gaussian::from_ms(0.0, 1.0);
pub const N00: Gaussian = Gaussian::from_ms(0.0, 0.0); pub const N00: Gaussian = Gaussian::from_ms(0.0, 0.0);
@@ -257,6 +274,50 @@ pub(crate) fn cdf(x: f64, mu: f64, sigma: f64) -> f64 {
0.5 * erfc(z) 0.5 * erfc(z)
} }
/// `P(X > x)` for `X ~ N(mu, sigma^2)`.
///
/// The survival function, computed directly rather than as `1 - cdf(..)`.
///
/// The two are algebraically identical and numerically are not. `cdf` returns
/// a value approaching 1 for an upper tail, so subtracting it from 1 cancels
/// away every significant digit the tail had: measured against this function,
/// `1 - cdf` carries 7% error by four sigma past the mean and returns exactly
/// zero beyond about 8.3 sigma — where the true value is still 1e-19 and
/// perfectly representable. `erfc` itself holds ~1e-7 *relative* accuracy down
/// to 1e-296, so the precision is there to keep; only the subtraction threw it
/// away.
///
/// This matters most where evidence is smallest, which is exactly where an
/// upset makes it interesting: `ln` of a clamped zero is -708 regardless of
/// whether the truth was -43 or -600.
pub(crate) fn sf(x: f64, mu: f64, sigma: f64) -> f64 {
0.5 * erfc((x - mu) / (sigma * SQRT_2))
}
/// `e^(x^2) * erfc(x)`, the scaled complementary error function, for `x >= 0`.
///
/// Exists so the exponential factor common to a Gaussian density and its tail
/// integral can be cancelled *analytically* instead of being computed twice
/// and divided. Both underflow to zero past about 26 sigma, and their ratio is
/// then `0/0` — finite in the limit, `NaN` in floating point.
fn erfcx(x: f64) -> f64 {
if x < 2.0 {
// Below the crossover neither factor is extreme: erfc is O(1) and
// exp(x^2) is at most e^4, so the direct product is exact enough and
// cheaper than the continued fraction.
(x * x).exp() * erfc(x)
} else {
// erfcx(x) = 1/sqrt(pi) * 1/(x + (1/2)/(x + 1/(x + (3/2)/(x + ...)))),
// evaluated by backward recurrence. Converges quickly for x >= 2 and,
// unlike the product form, never touches an exponential.
let mut f = 0.0;
for n in (1..=60u32).rev() {
f = (f64::from(n) * 0.5) / (x + f);
}
FRAC_1_SQRT_PI / (x + f)
}
}
fn pdf(x: f64, mu: f64, sigma: f64) -> f64 { fn pdf(x: f64, mu: f64, sigma: f64) -> f64 {
let normalizer = (SQRT_TAU * sigma).powi(-1); let normalizer = (SQRT_TAU * sigma).powi(-1);
let functional = (-((x - mu).powi(2)) / (2.0 * sigma.powi(2))).exp(); let functional = (-((x - mu).powi(2)) / (2.0 * sigma.powi(2))).exp();
@@ -264,25 +325,100 @@ fn pdf(x: f64, mu: f64, sigma: f64) -> f64 {
normalizer * functional normalizer * functional
} }
/// Truncated-Gaussian correction terms `(v, w)`.
///
/// `v` shifts the mean and `w` shrinks the variance. Both are ratios whose
/// numerator and denominator underflow together in the tails, so both are
/// computed in scaled form there: the shared `exp(-alpha^2 / 2)` is cancelled
/// analytically rather than evaluated and divided out. Without that, a
/// truncation point beyond about 39 sigma produced `0 / 0` and put `NaN`
/// straight into the posterior.
/// Truncation terms for a boundary `alpha` standard deviations into the upper
/// tail, from the asymptotic expansion of the inverse Mills ratio.
///
/// `v` tends to `alpha` out here, so the gap between them cannot be obtained by
/// subtracting one from the other — the series computes the gap directly, and
/// `w = v * gap` then never forms the difference of two large near-equal
/// numbers. A far-tail *window* behaves like a half-line once it is more than a
/// few multiples of its own width from the mean, so the tie branch shares this.
fn half_line_truncation(alpha: f64) -> (f64, f64) {
let inv = alpha.recip();
let inv_sq = inv * inv;
let gap = inv * (1.0 - inv_sq * (2.0 - inv_sq * (10.0 - 74.0 * inv_sq)));
let v = alpha + gap;
(v, v * gap)
}
fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) { fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
if !tie { if !tie {
let alpha = (margin - mu) / sigma; let alpha = (margin - mu) / sigma;
let v = pdf(-alpha, 0.0, 1.0) / cdf(-alpha, 0.0, 1.0); // v is the inverse Mills ratio, phi(alpha) / Phi(-alpha), and w needs
let w = v * (v + (-alpha)); // the gap `v - alpha` as well as v itself. Far into the tail v tends to
// alpha, so that gap is a subtraction of two nearly equal numbers and
// loses every digit it has: at alpha = 1e6 it drove w above 1 and made
// `sqrt(1 - w)` NaN. Past the crossover the gap comes from its
// asymptotic series instead, which has no subtraction in it.
if alpha >= ASYMPTOTIC_MILLS_ALPHA {
return half_line_truncation(alpha);
}
(v, w) let (v, gap) = if alpha > 0.0 {
// Both terms carry exp(-alpha^2 / 2); in scaled form it cancels
// and the result stays exact however far into the tail alpha sits.
let v = SQRT_2_OVER_PI / erfcx(alpha / SQRT_2);
(v, v - alpha)
} else {
// Phi(-alpha) >= 1/2 here, so the direct ratio loses nothing.
let v = pdf(-alpha, 0.0, 1.0) / cdf(-alpha, 0.0, 1.0);
(v, v - alpha)
};
(v, v * gap)
} else { } else {
// v is odd in mu and w is even, so fold to mu <= 0. Both truncation
// points then sit in the upper tail, where the scaled form applies.
let flipped = mu > 0.0;
let mu = if flipped { -mu } else { mu };
let alpha = (-margin - mu) / sigma; let alpha = (-margin - mu) / sigma;
let beta = (margin - mu) / sigma; let beta = (margin - mu) / sigma;
let v = (pdf(alpha, 0.0, 1.0) - pdf(beta, 0.0, 1.0)) // `w` comes out of `v * v - u`, and both terms grow as alpha^2 while
/ (cdf(beta, 0.0, 1.0) - cdf(alpha, 0.0, 1.0)); // their difference stays O(1) — at alpha = 1e9 that subtraction had no
let u = (alpha * pdf(alpha, 0.0, 1.0) - beta * pdf(beta, 0.0, 1.0)) // digits left and returned w = -128, making `sqrt(1 - w)` nonsense.
/ (cdf(beta, 0.0, 1.0) - cdf(alpha, 0.0, 1.0)); // Once the window sits many of its own widths into the tail it is
// indistinguishable from a half-line, so the asymptotic covers it with
// no subtraction at all.
if alpha >= ASYMPTOTIC_MILLS_ALPHA && alpha * (beta - alpha) >= HALF_LINE_WINDOW {
let (v, w) = half_line_truncation(alpha);
return (if flipped { -v } else { v }, w);
}
let (v, u) = if alpha > 0.0 {
// beta > alpha > 0, so this ratio of exponentials is at most 1 and
// cannot overflow.
let scale = (0.5 * (alpha * alpha - beta * beta)).exp();
let denominator = 0.5 * (erfcx(alpha / SQRT_2) - scale * erfcx(beta / SQRT_2));
(
(1.0 - scale) / SQRT_TAU / denominator,
(alpha - beta * scale) / SQRT_TAU / denominator,
)
} else {
// The interval straddles the mean, so nothing here is small.
let denominator = cdf(beta, 0.0, 1.0) - cdf(alpha, 0.0, 1.0);
(
(pdf(alpha, 0.0, 1.0) - pdf(beta, 0.0, 1.0)) / denominator,
(alpha * pdf(alpha, 0.0, 1.0) - beta * pdf(beta, 0.0, 1.0)) / denominator,
)
};
let w = -(u - v.powi(2)); let w = -(u - v.powi(2));
(v, w) (if flipped { -v } else { v }, w)
} }
} }
@@ -465,6 +601,151 @@ mod tests {
assert_eq!(sort_time(&[0i64, 1, 2, 0], true), vec![2, 1, 0, 3]); assert_eq!(sort_time(&[0i64, 1, 2, 0], true), vec![2, 1, 0, 3]);
} }
/// Upper-tail values of the standard normal, from published tables. The
/// point is not the digits — `erfc` only carries ~1e-7 relative — but that
/// a number comes back at all: `1 - cdf` returned exactly zero for every
/// one of these.
#[test]
fn survival_function_survives_the_far_tail() {
for (z, expected) in [
(9.0f64, 1.128_588e-19),
(12.0, 1.776_482e-33),
(20.0, 2.753_624e-89),
(37.0, 5.725_571e-300),
] {
let got = sf(z, 0.0, 1.0);
assert!(got > 0.0, "sf({z}) collapsed to zero");
assert!(
(got - expected).abs() / expected < 1e-6,
"sf({z}) = {got}, expected ~{expected}"
);
assert_eq!(
1.0 - cdf(z, 0.0, 1.0),
0.0,
"the naive form should still be zero here"
);
}
}
/// Where no cancellation happens the two forms must agree exactly enough
/// that nothing else in the crate shifts.
#[test]
fn survival_function_matches_the_naive_form_where_that_form_works() {
for z in [-4.0f64, -1.0, 0.0, 0.5, 1.0, 2.0, 3.0, 4.0] {
let naive = 1.0 - cdf(z, 0.0, 1.0);
let direct = sf(z, 0.0, 1.0);
// Bounded by `erfc`'s own ~1e-7 relative error, not by the
// subtraction: the two forms evaluate `erfc` at different points
// and the approximation is not exactly antisymmetric.
assert!(
(naive - direct).abs() < 1e-6,
"z={z}: naive {naive} vs direct {direct}"
);
}
}
#[test]
fn survival_and_cdf_partition_the_mass() {
for z in [-3.0f64, -0.5, 0.0, 1.0, 2.5] {
let total = sf(z, 1.0, 2.0) + cdf(z, 1.0, 2.0);
// `erfc(z) + erfc(-z) == 2` only to the accuracy of the
// approximation, which is ~1e-7 relative.
assert!((total - 1.0).abs() < 1e-6, "z={z}: {total}");
}
}
/// `erfcx` switches formulation at x = 2; the two sides must meet.
#[test]
fn erfcx_is_continuous_across_its_crossover() {
for x in [1.90f64, 1.99, 1.999, 2.0, 2.001, 2.01, 2.10] {
let direct = (x * x).exp() * erfc(x);
let scaled = erfcx(x);
assert!(
(direct - scaled).abs() / scaled < 1e-6,
"x={x}: direct {direct} vs erfcx {scaled}"
);
}
}
/// The whole reason `erfcx` exists: it stays finite and O(1/x) exactly
/// where `exp(x^2)` overflows and `erfc(x)` underflows.
#[test]
fn erfcx_stays_finite_where_its_factors_do_not() {
for x in [27.0f64, 50.0, 1.0e3, 1.0e8] {
let scaled = erfcx(x);
assert!(scaled.is_finite() && scaled > 0.0, "erfcx({x}) = {scaled}");
// Asymptotically erfcx(x) -> 1 / (x * sqrt(pi)).
let asymptote = 1.0 / (x * std::f64::consts::PI.sqrt());
assert!(
(scaled - asymptote).abs() / asymptote < 1e-2,
"erfcx({x}) = {scaled} strays from its asymptote {asymptote}"
);
assert!(
(x * x).exp().is_infinite(),
"x={x} should overflow the direct form"
);
}
}
/// Truncation must never produce a non-finite posterior. Before the scaled
/// formulation these returned NaN from `0 / 0` past about 39 sigma.
#[test]
fn truncation_stays_finite_arbitrarily_far_into_the_tail() {
for alpha in [0.0f64, 8.0, 38.0, 40.0, 100.0, 1.0e3, 1.0e6, 1.0e9, 1.0e15] {
for tie in [false, true] {
let (v, w) = v_w(-alpha, 1.0, if tie { 1.0 } else { 0.0 }, tie);
assert!(v.is_finite(), "alpha={alpha} tie={tie}: v = {v}");
assert!(w.is_finite(), "alpha={alpha} tie={tie}: w = {w}");
// sigma_trunc = sigma * sqrt(1 - w) must stay real.
assert!(
(0.0..=1.0).contains(&w),
"alpha={alpha} tie={tie}: w = {w} leaves sqrt(1 - w) imaginary"
);
let (mu_t, sigma_t) = trunc(-alpha, 1.0, if tie { 1.0 } else { 0.0 }, tie);
assert!(
mu_t.is_finite() && sigma_t.is_finite(),
"alpha={alpha} tie={tie}: trunc = ({mu_t}, {sigma_t})"
);
}
}
}
/// The Mills gap switches from subtraction to series at alpha = 100. Both
/// are supposed to be right there; if they disagree, the crossover is in
/// the wrong place.
#[test]
fn the_mills_gap_series_meets_the_scaled_form() {
for alpha in [50.0f64, 99.0, 100.0, 101.0, 200.0] {
let scaled = SQRT_2_OVER_PI / erfcx(alpha / SQRT_2) - alpha;
let inv = alpha.recip();
let inv_sq = inv * inv;
let series = inv * (1.0 - inv_sq * (2.0 - inv_sq * (10.0 - 74.0 * inv_sq)));
assert!(
(scaled - series).abs() / series < 1e-9,
"alpha={alpha}: scaled {scaled} vs series {series}"
);
}
}
/// Folding the tie branch to `mu <= 0` is only valid if v is odd in mu and
/// w is even. Assert the symmetry the implementation relies on.
#[test]
fn tie_truncation_is_odd_in_v_and_even_in_w() {
for mu in [0.5f64, 3.0, 20.0, 40.0, 100.0, 1.0e3] {
let (v_pos, w_pos) = v_w(mu, 1.0, 1.0, true);
let (v_neg, w_neg) = v_w(-mu, 1.0, 1.0, true);
assert!(
(v_pos + v_neg).abs() < 1e-9,
"mu={mu}: v should be odd, got {v_pos} and {v_neg}"
);
assert!(
(w_pos - w_neg).abs() < 1e-9,
"mu={mu}: w should be even, got {w_pos} and {w_neg}"
);
}
}
#[test] #[test]
fn test_quality() { fn test_quality() {
let a = Gaussian::from_ms(25.0, 3.0); let a = Gaussian::from_ms(25.0, 3.0);
+77
View File
@@ -26,6 +26,83 @@ pub trait Observer<T: Time>: Send + Sync {
fn on_converged(&self, _iters: usize, _final_step: (f64, f64), _converged: bool) {} fn on_converged(&self, _iters: usize, _final_step: (f64, f64), _converged: bool) {}
} }
/// Shared and boxed observers forward to what they point at.
///
/// `History` takes its observer by value, so a caller who wants to *read* what
/// an observer recorded has to keep a handle to it. Without these impls the
/// natural spelling does not compile:
///
/// ```
/// # use std::sync::{Arc, Mutex};
/// # use trueskill_tt::{History, Observer};
/// #[derive(Default)]
/// struct Recorder {
/// iterations: Mutex<Vec<usize>>,
/// }
///
/// impl Observer<i64> for Recorder {
/// fn on_iteration_end(&self, iter: usize, _step: (f64, f64)) {
/// self.iterations.lock().unwrap().push(iter);
/// }
/// }
///
/// let recorder = Arc::new(Recorder::default());
/// let mut h = History::builder().observer(Arc::clone(&recorder)).build();
/// h.record_winner(&"a", &"b", 1).unwrap();
/// h.converge().unwrap();
///
/// // The caller's handle sees what the history's copy recorded.
/// assert!(!recorder.iterations.lock().unwrap().is_empty());
/// ```
///
/// The alternative was for every observer to wrap each of its own fields in an
/// `Arc` and derive `Clone` — one allocation and one lock per field, and a
/// pattern each implementor had to rediscover.
///
/// `?Sized` is deliberate: it makes `Arc<dyn Observer<T>>` and
/// `Box<dyn Observer<T>>` work, so observers can be chosen at runtime.
impl<T: Time, O: Observer<T> + ?Sized> Observer<T> for std::sync::Arc<O> {
fn on_iteration_end(&self, iter: usize, max_step: (f64, f64)) {
(**self).on_iteration_end(iter, max_step);
}
fn on_slice_processed(&self, time: &T, slice_idx: usize, n_events: usize) {
(**self).on_slice_processed(time, slice_idx, n_events);
}
fn on_converged(&self, iters: usize, final_step: (f64, f64), converged: bool) {
(**self).on_converged(iters, final_step, converged);
}
}
impl<T: Time, O: Observer<T> + ?Sized> Observer<T> for Box<O> {
fn on_iteration_end(&self, iter: usize, max_step: (f64, f64)) {
(**self).on_iteration_end(iter, max_step);
}
fn on_slice_processed(&self, time: &T, slice_idx: usize, n_events: usize) {
(**self).on_slice_processed(time, slice_idx, n_events);
}
fn on_converged(&self, iters: usize, final_step: (f64, f64), converged: bool) {
(**self).on_converged(iters, final_step, converged);
}
}
impl<T: Time, O: Observer<T> + ?Sized> Observer<T> for &O {
fn on_iteration_end(&self, iter: usize, max_step: (f64, f64)) {
(**self).on_iteration_end(iter, max_step);
}
fn on_slice_processed(&self, time: &T, slice_idx: usize, n_events: usize) {
(**self).on_slice_processed(time, slice_idx, n_events);
}
fn on_converged(&self, iters: usize, final_step: (f64, f64), converged: bool) {
(**self).on_converged(iters, final_step, converged);
}
}
/// ZST no-op observer; the default when none is configured. /// ZST no-op observer; the default when none is configured.
#[derive(Copy, Clone, Debug, Default)] #[derive(Copy, Clone, Debug, Default)]
pub struct NullObserver; pub struct NullObserver;
+222
View File
@@ -0,0 +1,222 @@
//! `Member::with_prior` / `with_drift_scale` — competitor configuration.
//!
//! Both were previously consumed only on the branch that *creates* a
//! competitor, so configuration supplied for a key the history already knew was
//! dropped with no error. `with_prior` had no coverage in this directory at
//! all, which is how that survived.
use smallvec::smallvec;
use trueskill_tt::{
ConvergenceOptions, Event, Gaussian, History, InferenceError, Member, Outcome, Team,
};
const CONVERGENCE: ConvergenceOptions = ConvergenceOptions {
max_iter: 2_000,
epsilon: 1e-12,
alpha: 1.0,
};
fn history() -> History {
History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.p_draw(0.0)
.convergence(CONVERGENCE)
.build()
}
/// One event, optionally configuring `a`.
fn bout(
a: &'static str,
b: &'static str,
time: i64,
prior: Option<Gaussian>,
scale: Option<f64>,
) -> Event<i64, &'static str> {
let mut member = Member::new(a);
if let Some(p) = prior {
member = member.with_prior(p);
}
if let Some(s) = scale {
member = member.with_drift_scale(s);
}
Event {
time,
teams: smallvec![
Team::with_members([member]),
Team::with_members([Member::new(b)]),
],
outcome: Outcome::winner(0, 2),
}
}
fn skill_of(h: &History, key: &str) -> Gaussian {
h.current_skill(&key).expect("key in history")
}
/// Baseline: the mechanism works at all on a competitor's first appearance.
#[test]
fn a_prior_applies_to_a_new_competitor() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut with = history();
with.add_events(vec![bout("a", "b", 0, Some(seeded), None)])
.unwrap();
with.converge().unwrap();
let mut without = history();
without
.add_events(vec![bout("a", "b", 0, None, None)])
.unwrap();
without.converge().unwrap();
assert!(
(skill_of(&with, "a").mu() - skill_of(&without, "a").mu()).abs() > 1.0,
"a seeded prior should move the fit"
);
}
/// The defect in #10: a prior supplied for a competitor the history already
/// knows was silently discarded, and the caller got output computed from the
/// default prior with no indication anything had been dropped.
#[test]
fn a_prior_applies_to_a_competitor_the_history_already_knows() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut late = history();
late.add_events(vec![bout("a", "b", 0, None, None)])
.unwrap();
// "a" now exists. Configuring it here used to do nothing whatsoever.
late.add_events(vec![bout("a", "b", 1, Some(seeded), None)])
.unwrap();
late.converge().unwrap();
let mut never = history();
never
.add_events(vec![
bout("a", "b", 0, None, None),
bout("a", "b", 1, None, None),
])
.unwrap();
never.converge().unwrap();
assert!(
(skill_of(&late, "a").mu() - skill_of(&never, "a").mu()).abs() > 1.0,
"a late prior must not be silently dropped: {} vs {}",
skill_of(&late, "a").mu(),
skill_of(&never, "a").mu()
);
}
/// Configuration is competitor-scoped, not event-scoped, and `converge` refits
/// from competitor state — so seeding late reaches the same fit as seeding from
/// the start. This is the documented scope, asserted rather than assumed.
#[test]
fn a_prior_is_whole_history_scoped_not_per_event() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut late = history();
late.add_events(vec![bout("a", "b", 0, None, None)])
.unwrap();
late.add_events(vec![bout("a", "b", 1, Some(seeded), None)])
.unwrap();
late.converge().unwrap();
let mut early = history();
early
.add_events(vec![
bout("a", "b", 0, Some(seeded), None),
bout("a", "b", 1, Some(seeded), None),
])
.unwrap();
early.converge().unwrap();
let (l, e) = (skill_of(&late, "a"), skill_of(&early, "a"));
assert!(
(l.mu() - e.mu()).abs() < 1e-9 && (l.sigma() - e.sigma()).abs() < 1e-9,
"late seeding should refit the whole history: {l:?} vs {e:?}"
);
}
#[test]
fn repeating_the_same_prior_is_inert() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut once = history();
once.add_events(vec![
bout("a", "b", 0, Some(seeded), None),
bout("a", "b", 1, None, None),
])
.unwrap();
once.converge().unwrap();
let mut every_time = history();
every_time
.add_events(vec![
bout("a", "b", 0, Some(seeded), None),
bout("a", "b", 1, Some(seeded), None),
])
.unwrap();
every_time.converge().unwrap();
let (o, e) = (skill_of(&once, "a"), skill_of(&every_time, "a"));
assert!(
(o.mu() - e.mu()).abs() < 1e-12 && (o.sigma() - e.sigma()).abs() < 1e-12,
"declaring the same prior repeatedly changed the fit: {o:?} vs {e:?}"
);
}
/// Events within a batch have no order, so two different values for one
/// competitor have no well-defined winner. Rejecting is what keeps the answer
/// independent of iteration order.
#[test]
fn a_batch_declaring_two_different_priors_is_rejected() {
let mut h = history();
let err = h
.add_events(vec![
bout("a", "b", 0, Some(Gaussian::from_ms(40.0, 1.0)), None),
bout("a", "b", 1, Some(Gaussian::from_ms(10.0, 1.0)), None),
])
.expect_err("two different priors for one competitor in one batch");
assert!(
matches!(
err,
InferenceError::ConflictingCompetitorConfig { field: "prior", .. }
),
"got {err:?}"
);
}
/// A member setting only `drift_scale` must not also assert the default prior,
/// or it would silently undo a prior seeded earlier. This is why the collected
/// configuration tracks each field separately rather than a merged `Rating`.
#[test]
fn setting_one_field_late_leaves_the_other_alone() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut h = history();
h.add_events(vec![bout("a", "b", 0, Some(seeded), None)])
.unwrap();
// Only the scale this time — the prior above must survive.
h.add_events(vec![bout("a", "b", 1, None, Some(0.5))])
.unwrap();
h.converge().unwrap();
let mut both_upfront = history();
both_upfront
.add_events(vec![
bout("a", "b", 0, Some(seeded), Some(0.5)),
bout("a", "b", 1, None, None),
])
.unwrap();
both_upfront.converge().unwrap();
let (a, b) = (skill_of(&h, "a"), skill_of(&both_upfront, "a"));
assert!(
(a.mu() - b.mu()).abs() < 1e-9 && (a.sigma() - b.sigma()).abs() < 1e-9,
"setting drift_scale late clobbered the earlier prior: {a:?} vs {b:?}"
);
}
+112 -15
View File
@@ -341,13 +341,20 @@ fn zero_scale_pins_a_competitor_in_the_filtered_pass() {
); );
} }
/// `drift_scale` is competitor configuration captured at first appearance, the /// `drift_scale` is competitor configuration, and configuration supplied for a
/// same as `prior` — a later `with_drift_scale` on a key the history already /// competitor the history already knows is now *applied* rather than dropped.
/// knows is ignored. This guards that decision rather than driving it: the ///
/// behaviour falls out of where the capture happens, and the point of the test /// This test previously asserted the opposite. It was written as a deliberate
/// is that moving the capture would be a visible break, not a silent one. /// change-detector — "moving the capture would be a visible break, not a silent
/// one" — and that is exactly what happened: the capture moved, and the
/// assertion inverted rather than being deleted.
///
/// Because configuration lives on the competitor and `converge` refits from
/// competitor state, a late pin applies to the *whole* history, not just to
/// events after it. So a scale set on the second batch must reach the same fit
/// as one set from the very first event.
#[test] #[test]
fn drift_scale_is_ignored_after_first_appearance() { fn drift_scale_applies_when_set_after_first_appearance() {
let mut late = History::builder() let mut late = History::builder()
.mu(25.0) .mu(25.0)
.sigma(25.0 / 3.0) .sigma(25.0 / 3.0)
@@ -368,7 +375,7 @@ fn drift_scale_is_ignored_after_first_appearance() {
}]) }])
.unwrap(); .unwrap();
// Second batch asks for a pin. Too late: the competitor already exists. // Second batch asks for a pin. No longer too late.
late.add_events(vec![Event { late.add_events(vec![Event {
time: 1000, time: 1000,
teams: smallvec![ teams: smallvec![
@@ -380,23 +387,113 @@ fn drift_scale_is_ignored_after_first_appearance() {
.unwrap(); .unwrap();
late.converge().unwrap(); late.converge().unwrap();
let ignored = curve(&late, "anchor"); let applied = curve(&late, "anchor");
let drifting = curve(&fit(distant_pair(None), 25.0 / 300.0), "anchor"); let pinned_from_the_start = curve(&fit(distant_pair(Some(0.0)), 25.0 / 300.0), "anchor");
let never_pinned = curve(&fit(distant_pair(None), 25.0 / 300.0), "anchor");
for ((t_l, g_l), (t_r, g_r)) in ignored.iter().zip(drifting.iter()) { for ((t_l, g_l), (t_r, g_r)) in applied.iter().zip(pinned_from_the_start.iter()) {
assert_eq!(t_l, t_r); assert_eq!(t_l, t_r);
assert!( assert!(
(g_l.sigma() - g_r.sigma()).abs() < 1e-9, (g_l.sigma() - g_r.sigma()).abs() < 1e-9,
"a scale set after first appearance must be ignored, leaving the fit \ "a late pin should refit the whole history: t={t_l}, {} vs {}",
identical to one that never set it: t={t_l}, {} vs {}",
g_l.sigma(), g_l.sigma(),
g_r.sigma() g_r.sigma()
); );
} }
let pinned = curve(&fit(distant_pair(Some(0.0)), 25.0 / 300.0), "anchor"); // And it must actually have done something.
assert!( assert!(
(ignored[1].1.sigma() - pinned[1].1.sigma()).abs() > 1e-6, applied
"sanity: the pinned fit must actually differ, or the assertion above is vacuous" .iter()
.zip(never_pinned.iter())
.any(|((_, a), (_, b))| (a.sigma() - b.sigma()).abs() > 1e-9),
"the pin had no effect at all — the silent drop is back"
);
}
/// Re-declaring the same configuration must be inert. This is the shape a
/// caller gets when the configuration is a property of the domain — "layouts
/// are static" — so every ingestion path repeats it on every event.
///
/// Both histories see exactly the same events; only how many times the scale
/// is declared differs.
#[test]
fn repeating_the_same_configuration_changes_nothing() {
let events = |declare_every_time: bool| {
let anchor = |first: bool| {
if first || declare_every_time {
Member::new("anchor").with_drift_scale(0.0)
} else {
Member::new("anchor")
}
};
vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([anchor(true)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 1000,
teams: smallvec![
Team::with_members([anchor(false)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(1, 2),
},
]
};
let once = curve(&fit(events(false), 25.0 / 300.0), "anchor");
let every_time = curve(&fit(events(true), 25.0 / 300.0), "anchor");
for ((t_l, a), (t_r, b)) in once.iter().zip(every_time.iter()) {
assert_eq!(t_l, t_r);
assert!(
(a.sigma() - b.sigma()).abs() < 1e-12,
"t={t_l}: declaring the same scale repeatedly changed the fit, {} vs {}",
a.sigma(),
b.sigma()
);
}
}
#[test]
fn a_batch_that_contradicts_itself_is_rejected() {
let mut h = History::builder().convergence(CONVERGENCE).build();
let err = h
.add_events(vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("anchor").with_drift_scale(0.0)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("anchor").with_drift_scale(1.0)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
])
.expect_err("two different scales for one competitor in one batch");
assert!(
matches!(
err,
InferenceError::ConflictingCompetitorConfig {
field: "drift_scale",
..
}
),
"got {err:?}"
); );
} }
+78
View File
@@ -30,6 +30,22 @@ fn event(a: &str, b: &str, time: i64) -> Event<i64, String> {
} }
} }
/// Like [`event`], but `a` carries competitor configuration.
///
/// `prior` and `drift_scale` configure the competitor rather than the event, so
/// they are the part of ingestion most exposed to order: they are consumed once,
/// where the competitor's state is written.
fn configured_event(a: &str, b: &str, time: i64, scale: f64) -> Event<i64, String> {
Event {
time,
teams: smallvec![
Team::with_members([Member::new(a.to_string()).with_drift_scale(scale)]),
Team::with_members([Member::new(b.to_string())]),
],
outcome: Outcome::winner(0, 2),
}
}
fn converged_skills(events: Vec<Event<i64, String>>, batched: bool) -> Vec<(String, Gaussian)> { fn converged_skills(events: Vec<Event<i64, String>>, batched: bool) -> Vec<(String, Gaussian)> {
let mut h: History<i64, _, _, String> = let mut h: History<i64, _, _, String> =
History::builder_with_key().convergence(tight()).build(); History::builder_with_key().convergence(tight()).build();
@@ -145,3 +161,65 @@ fn back_dated_event_matches_batched() {
let incremental = converged_skills(events, false); let incremental = converged_skills(events, false);
assert_same(&batched, &incremental, "back-dated event"); assert_same(&batched, &incremental, "back-dated event");
} }
/// The invariant this file protects was only ever checked for *unconfigured*
/// competitors — every helper above built members with `Member::new`.
///
/// Configuration is the part most exposed to ordering, because it is consumed
/// once at the point the competitor's state is written rather than replayed per
/// event. These cover it.
#[test]
fn configured_competitors_are_order_independent() {
let events = vec![
configured_event("a", "b", 0, 0.0),
configured_event("a", "c", 1, 0.0),
configured_event("a", "b", 2, 0.0),
event("b", "c", 3),
];
assert_same(
&converged_skills(events.clone(), true),
&converged_skills(events, false),
"configuration repeated on every appearance",
);
}
/// Configuration supplied only on a *later* event is the case that used to be
/// silently dropped. It must now reach the same fit either way it is ingested.
#[test]
fn late_configuration_is_order_independent() {
let events = vec![
event("a", "b", 0),
configured_event("a", "c", 1, 0.0),
event("a", "b", 2),
];
assert_same(
&converged_skills(events.clone(), true),
&converged_skills(events, false),
"configuration supplied after first appearance",
);
}
/// And it must actually be doing something — an implementation that dropped
/// configuration entirely would pass both tests above.
#[test]
fn configuration_changes_the_fit_however_it_is_ingested() {
let configured = vec![
event("a", "b", 0),
configured_event("a", "c", 1, 0.0),
event("a", "b", 2),
];
let plain = vec![event("a", "b", 0), event("a", "c", 1), event("a", "b", 2)];
for batched in [true, false] {
let with = converged_skills(configured.clone(), batched);
let without = converged_skills(plain.clone(), batched);
assert!(
with.iter()
.zip(&without)
.any(|((_, x), (_, y))| (x.sigma() - y.sigma()).abs() > 1e-9),
"batched={batched}: configuration had no effect, so the order tests are vacuous"
);
}
}
+69 -13
View File
@@ -8,14 +8,13 @@ use std::sync::{Arc, Mutex};
use trueskill_tt::{History, Observer}; use trueskill_tt::{History, Observer};
/// `History` takes its observer by value and never hands it back, so a test /// Plain fields. `Arc<O>` implements `Observer`, so the caller shares the
/// that wants to read what was recorded shares the storage rather than the /// observer itself rather than wrapping each field in its own `Arc`.
/// observer: the handles are cloned, the buffers are not. #[derive(Default)]
#[derive(Clone, Default)]
struct Recorder { struct Recorder {
iterations: Arc<Mutex<Vec<usize>>>, iterations: Mutex<Vec<usize>>,
slices: Arc<Mutex<Vec<(i64, usize, usize)>>>, slices: Mutex<Vec<(i64, usize, usize)>>,
converged: Arc<Mutex<Vec<(usize, bool)>>>, converged: Mutex<Vec<(usize, bool)>>,
} }
impl Observer<i64> for Recorder { impl Observer<i64> for Recorder {
@@ -37,8 +36,8 @@ impl Observer<i64> for Recorder {
#[test] #[test]
fn every_observer_callback_fires() { fn every_observer_callback_fires() {
let recorder = Recorder::default(); let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(recorder.clone()).build(); let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 1).unwrap(); h.record_winner(&"a", &"b", 1).unwrap();
h.record_winner(&"b", &"c", 2).unwrap(); h.record_winner(&"b", &"c", 2).unwrap();
@@ -61,8 +60,8 @@ fn every_observer_callback_fires() {
#[test] #[test]
fn slice_callbacks_report_the_slice_they_swept() { fn slice_callbacks_report_the_slice_they_swept() {
let recorder = Recorder::default(); let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(recorder.clone()).build(); let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 10).unwrap(); h.record_winner(&"a", &"b", 10).unwrap();
h.record_winner(&"a", &"b", 20).unwrap(); h.record_winner(&"a", &"b", 20).unwrap();
@@ -90,8 +89,8 @@ fn slice_callbacks_report_the_slice_they_swept() {
#[test] #[test]
fn a_single_slice_history_still_reports_its_sweep() { fn a_single_slice_history_still_reports_its_sweep() {
let recorder = Recorder::default(); let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(recorder.clone()).build(); let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 1).unwrap(); h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap(); h.converge().unwrap();
@@ -103,3 +102,60 @@ fn a_single_slice_history_still_reports_its_sweep() {
); );
assert!(slices.iter().all(|&(t, idx, _)| t == 1 && idx == 0)); assert!(slices.iter().all(|&(t, idx, _)| t == 1 && idx == 0));
} }
/// The gap #40 closed: without `impl Observer for Arc<O>`, an observer that
/// accumulates anything had to wrap every field in its own `Arc` and derive
/// `Clone`, because `History` consumes the observer and never hands it back.
#[test]
fn a_shared_observer_reaches_the_callers_handle() {
let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
assert!(!recorder.iterations.lock().unwrap().is_empty());
assert!(!recorder.slices.lock().unwrap().is_empty());
assert!(!recorder.converged.lock().unwrap().is_empty());
}
/// `?Sized` on the blanket impls means the observer can be chosen at runtime.
#[test]
fn a_trait_object_observer_works() {
let boxed: Box<dyn Observer<i64>> = Box::new(Recorder::default());
let mut h = History::builder().observer(boxed).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
let shared: Arc<dyn Observer<i64>> = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&shared)).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
}
/// A non-shared observer can be reclaimed after convergence instead.
#[test]
fn into_observer_returns_the_accumulated_state() {
let mut h = History::builder().observer(Recorder::default()).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
// Readable in place...
assert!(!h.observer().iterations.lock().unwrap().is_empty());
// ...and reclaimable by value.
let recorder = h.into_observer();
assert!(!recorder.slices.lock().unwrap().is_empty());
}
/// Borrowing works too, for an observer that outlives the history.
#[test]
fn a_borrowed_observer_works() {
let recorder = Recorder::default();
{
let mut h = History::builder().observer(&recorder).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
}
assert!(!recorder.iterations.lock().unwrap().is_empty());
}
+77
View File
@@ -212,3 +212,80 @@ fn team_size_affects_the_prediction() {
assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total()); assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
assert!(p.probability_of(&[0, 0]) > 0.0); assert!(p.probability_of(&[0, 0]) > 0.0);
} }
// ---------------------------------------------------------------------------
// Expected information gain
// ---------------------------------------------------------------------------
/// The whole point of #39: "which comparison should I run next?" is a
/// different question from "who will win?" or "is this fair?".
#[test]
fn information_gain_prefers_the_uncertain_pairing() {
let mut h = History::builder().build();
// "known" and "rival" have played a lot; "newcomer" has played once.
for t in 1..=15 {
h.record_winner(&"known", &"rival", t).unwrap();
h.record_winner(&"rival", &"known", t + 100).unwrap();
}
h.record_winner(&"known", &"newcomer", 500).unwrap();
h.converge().unwrap();
let settled = h
.expected_information_gain(&[&[&"known"], &[&"rival"]])
.unwrap();
let unknown = h
.expected_information_gain(&[&[&"known"], &[&"newcomer"]])
.unwrap();
assert!(
unknown > settled,
"pairing against the newcomer should teach more: {unknown} vs {settled}"
);
}
/// The analytic ceiling, through the `History` entry point rather than the
/// standalone one.
#[test]
fn information_gain_respects_the_entropy_ceiling() {
let h = history_with(&["a", "b", "c"], 0.0);
let two = h.expected_information_gain(&[&[&"a"], &[&"b"]]).unwrap();
assert!(
(0.0..=std::f64::consts::LN_2).contains(&two),
"two-team EIG {two} outside [0, ln 2]"
);
let three = h
.expected_information_gain(&[&[&"a"], &[&"b"], &[&"c"]])
.unwrap();
assert!(
(0.0..=6.0f64.ln()).contains(&three),
"three-team EIG {three} outside [0, ln 6]"
);
}
#[test]
fn information_gain_reports_unknown_keys() {
let h = history_with(&["a", "b"], 0.0);
assert_eq!(
h.expected_information_gain(&[&[&"a"], &[&"ghost"]])
.unwrap_err(),
InferenceError::UnknownKey { team: 1, member: 0 }
);
}
/// A draw-enabled history has three outcomes to weigh rather than two, so the
/// draw branch must actually be reachable through this path.
#[test]
fn information_gain_accounts_for_draws() {
let with_draws = history_with(&["a", "b"], 0.25);
let g = with_draws
.expected_information_gain(&[&[&"a"], &[&"b"]])
.unwrap();
assert!(g > 0.0 && g <= 3.0f64.ln(), "{g}");
// The draw outcome carries mass, so it is genuinely being weighed.
let dist = with_draws.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
assert!(dist.probability_of(&[0, 0]) > 0.0);
}
+186
View File
@@ -0,0 +1,186 @@
//! Input validation must hold in **release**, where `debug_assert!` is gone.
//!
//! The engine guards itself with `debug_assert!`, which documents invariants
//! but vanishes in the profile users actually ship. Anything reachable from the
//! public API has to be rejected with an `InferenceError` instead, at the
//! boundary, rather than becoming NaN or an out-of-bounds panic deep inside
//! `run_chain`.
//!
//! `GameOptions` and `ConvergenceOptions` both have public fields, so the
//! eager asserts on `HistoryBuilder` do not cover the `Game` constructors —
//! a caller can build the options struct directly.
use smallvec::smallvec;
use trueskill_tt::{
ConstantDrift, ConvergenceOptions, Event, Game, GameOptions, Gaussian, History, InferenceError,
Member, Outcome, Rating, Team,
};
type R = Rating<i64, ConstantDrift>;
fn rating() -> R {
R::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(0.0),
)
}
fn options_with_alpha(alpha: f64) -> GameOptions {
GameOptions {
convergence: ConvergenceOptions {
alpha,
..ConvergenceOptions::default()
},
..GameOptions::default()
}
}
/// `alpha == 0.0` leaves every EP update unapplied, so inference silently
/// returns the priors — the worst possible failure, since the output looks
/// entirely reasonable.
#[test]
fn ranked_rejects_a_zero_damping_factor() {
let (a, b) = (rating(), rating());
let err = Game::<i64, _>::ranked(
&[&[a], &[b]],
Outcome::winner(0, 2),
&options_with_alpha(0.0),
)
.expect_err("alpha = 0 must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { name: "alpha", .. }),
"got {err:?}"
);
}
#[test]
fn ranked_rejects_an_out_of_range_damping_factor() {
let (a, b) = (rating(), rating());
for alpha in [-0.5, 1.5, f64::NAN] {
let err = Game::<i64, _>::ranked(
&[&[a], &[b]],
Outcome::winner(0, 2),
&options_with_alpha(alpha),
)
.expect_err("alpha out of (0, 1] must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { name: "alpha", .. }),
"alpha={alpha}: got {err:?}"
);
}
}
#[test]
fn scored_rejects_a_bad_damping_factor() {
let (a, b) = (rating(), rating());
let err = Game::<i64, _>::scored(
&[&[a], &[b]],
Outcome::scores([21.0, 9.0]),
&options_with_alpha(0.0),
)
.expect_err("alpha = 0 must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { name: "alpha", .. }),
"got {err:?}"
);
}
/// Already covered by `Game::ranked`, asserted here so the release-mode
/// guarantee is stated in one place.
#[test]
fn ranked_rejects_an_out_of_range_draw_probability() {
let (a, b) = (rating(), rating());
for p_draw in [-0.5, 1.0, 1.5] {
let options = GameOptions {
p_draw,
..GameOptions::default()
};
assert!(
Game::<i64, _>::ranked(&[&[a], &[b]], Outcome::winner(0, 2), &options).is_err(),
"p_draw={p_draw} must be rejected"
);
}
}
#[test]
fn scored_rejects_a_non_positive_noise() {
let (a, b) = (rating(), rating());
for score_sigma in [0.0, -1.0, f64::NAN] {
let options = GameOptions {
score_sigma,
..GameOptions::default()
};
assert!(
Game::<i64, _>::scored(&[&[a], &[b]], Outcome::scores([21.0, 9.0]), &options).is_err(),
"score_sigma={score_sigma} must be rejected"
);
}
}
/// A tie with no draw probability makes the truncation margin zero and the
/// two-sided update evaluate 0/0. Ingestion must refuse it.
#[test]
fn ingestion_rejects_a_tie_without_a_draw_probability() {
let mut h = History::builder().p_draw(0.0).build();
let err = h
.add_events(vec![Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::draw(2),
}])
.expect_err("a tie with p_draw = 0 must be rejected");
assert!(
matches!(err, InferenceError::TieWithoutDrawProbability { .. }),
"got {err:?}"
);
}
/// `Outcome::scores_with_sigma` documents that a non-positive sigma is
/// accepted at construction and rejected at ingestion.
#[test]
fn ingestion_rejects_a_non_positive_per_event_score_sigma() {
for sigma in [0.0, -1.0, f64::NAN] {
let mut h = History::builder().build();
let err = h
.add_events(vec![Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::scores_with_sigma([21.0, 9.0], sigma),
}])
.expect_err("a non-positive per-event sigma must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { .. }),
"sigma={sigma}: got {err:?}"
);
}
}
/// Per-team weights must match that team's membership. The top-level length
/// checks in ingestion do not cover the inner dimension.
#[test]
fn ingestion_rejects_weights_that_do_not_match_their_team() {
let mut h = History::builder().build();
let mut team = Team::with_members([Member::new("a"), Member::new("b")]);
team.members[0].weight = 1.0;
let err = h
.event(0)
.team(["a", "b"])
.team(["c"])
// Three weights for a two-member team.
.weights([1.0, 1.0, 1.0])
.winner(0)
.commit()
.expect_err("a weight/member length mismatch must be rejected");
assert!(
matches!(err, InferenceError::MismatchedShape { .. }),
"got {err:?}"
);
}