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1
.gitignore
vendored
1
.gitignore
vendored
@@ -1,5 +1,6 @@
|
||||
/target
|
||||
/Cargo.lock
|
||||
|
||||
/temp
|
||||
.justfile
|
||||
*.svg
|
||||
|
||||
45
CLAUDE.md
Normal file
45
CLAUDE.md
Normal file
@@ -0,0 +1,45 @@
|
||||
# CLAUDE.md
|
||||
|
||||
This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
|
||||
|
||||
## Commands
|
||||
|
||||
```bash
|
||||
cargo build # Build the library
|
||||
cargo test --lib # Run all library tests
|
||||
cargo test --lib <test_name> # Run a single test by name
|
||||
cargo test --lib -- --nocapture # Run tests with stdout output
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||||
cargo clippy # Lint
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||||
cargo bench # Run benchmarks (criterion)
|
||||
```
|
||||
|
||||
The `approx` feature enables `approx::AbsDiffEq` for `Gaussian`:
|
||||
```bash
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cargo test --features approx
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||||
```
|
||||
|
||||
## Architecture
|
||||
|
||||
This is a Rust port of [TrueSkillThroughTime.py](https://github.com/glandfried/TrueSkillThroughTime.py) — a Bayesian skill rating system that tracks skill evolution over time using Gaussian message passing.
|
||||
|
||||
### Data flow
|
||||
|
||||
```
|
||||
History → Batch[] → Game[] → teams/players
|
||||
```
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||||
|
||||
- **`History`** (`history.rs`) — top-level container. Organizes games by time into `Batch`es, runs forward/backward message passing across batches, and exposes `learning_curves()` and `log_evidence()`.
|
||||
- **`Batch`** (`batch.rs`) — all games at a single time step. Runs `iteration()` to update skill estimates via `Game::posteriors()`, collecting `Skill` distributions per player.
|
||||
- **`Game`** (`game.rs`) — a single match. Given teams (slices of `Gaussian`), computes posterior skill distributions using Gaussian factor graphs and `message.rs` helpers.
|
||||
- **`Agent`** (`agent.rs`) — wraps a `Player` with temporal state (`last_time`, `message`). `receive()` applies time-decay (`gamma`) when the player reappears after a gap.
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||||
- **`Player`** (`player.rs`) — static configuration: prior `Gaussian`, `beta` (performance noise), `gamma` (skill drift per time unit).
|
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- **`Gaussian`** (`gaussian.rs`) — core probability type. Stored as natural parameters (`pi = 1/sigma²`, `tau = mu/sigma²`). Arithmetic ops implement message multiplication/division in the factor graph.
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- **`message.rs`** — `TeamMessage` and `DiffMessage`: intermediate factor graph messages used inside `Game`.
|
||||
- **`lib.rs`** — exports the public API (`Game`, `Gaussian`, `History`, `Player`) and standalone functions (`quality()`, `pdf()`, `cdf()`, `erfc()`). Also defines global defaults: `MU=0.0`, `SIGMA=6.0`, `BETA=1.0`, `GAMMA=0.03`, `P_DRAW=0.0`, `EPSILON=1e-6`, `ITERATIONS=30`.
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|
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### Key design points
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|
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- `History` uses `IndexMap<K>` (defined in `lib.rs`) to map arbitrary player keys to `Agent` state.
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||||
- Convergence is measured by the maximum `delta()` across all skill distributions; iteration stops when below `EPSILON` or after `ITERATIONS` rounds.
|
||||
- The `approx` feature gates `AbsDiffEq` on `Gaussian` for use in tests — the feature is optional and only needed for approximate equality assertions.
|
||||
- `time` in `History`/`Batch` is currently an `f64`; the README notes it needs to become an enum to support richer temporal states.
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||||
@@ -1,7 +1,7 @@
|
||||
[package]
|
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name = "trueskill-tt"
|
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version = "0.1.0"
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edition = "2021"
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edition = "2024"
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||||
|
||||
[lib]
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bench = false
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||||
|
||||
23
NOTEPAD.md
23
NOTEPAD.md
@@ -1,15 +1,16 @@
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||||
# History
|
||||
|
||||
```shell
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teams: [[player]]
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weights: [[f64]]
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||||
results: [f64]
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||||
```rust
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||||
let mut history = History::new();
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||||
|
||||
player: (gaussian, f64, f64)
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||||
|
||||
players: [player]
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weights: [f64]
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||||
|
||||
|
||||
teams: [([(player, weight)], result)]
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||||
let agent_a = history.new_agent();
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||||
let agent_b = history.new_agent_with_prior(Prior::new(Gaussian::default(), BETA, GAMMA));
|
||||
```
|
||||
|
||||
```rust
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||||
trait Team {
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||||
fn players(&self) -> impl Iterator<Item = P>;
|
||||
fn weights(&self) -> impl Iterator<Item = f64>;
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||||
fn score(&self) -> u16;
|
||||
}
|
||||
```
|
||||
|
||||
61
README.md
61
README.md
@@ -11,10 +11,71 @@ Rust port of [TrueSkillThroughTime.py](https://github.com/glandfried/TrueSkillTh
|
||||
- [TrueSkill Through Time: Revisiting the History of Chess](https://www.microsoft.com/en-us/research/wp-content/uploads/2008/01/NIPS2007_0931.pdf)
|
||||
- [TrueSkill Through Time. The full scientific documentation](https://glandfried.github.io/publication/landfried2021-learning/)
|
||||
|
||||
## Drift
|
||||
|
||||
Skill drift models how a player's true skill can change between appearances. Each time a player reappears after a gap, their skill uncertainty is widened by the drift model before the new evidence is incorporated.
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||||
|
||||
Drift is represented by the `Drift` trait:
|
||||
|
||||
```rust
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||||
pub trait Drift: Copy + Debug {
|
||||
fn variance_delta(&self, elapsed: i64) -> f64;
|
||||
}
|
||||
```
|
||||
|
||||
`variance_delta` returns the amount to add to `σ²` given the elapsed time since the player last played. Internally, `Gaussian::forget` uses this to compute the new sigma: `σ_new = sqrt(σ² + variance_delta)`.
|
||||
|
||||
### ConstantDrift
|
||||
|
||||
The built-in `ConstantDrift` implements a linear random walk — skill uncertainty grows proportionally to time:
|
||||
|
||||
```
|
||||
variance_delta = elapsed * γ²
|
||||
```
|
||||
|
||||
This is the standard TrueSkill Through Time model. Use it by passing a `ConstantDrift(gamma)` when constructing a `Player`:
|
||||
|
||||
```rust
|
||||
use trueskill_tt::{Player, Gaussian, drift::ConstantDrift};
|
||||
|
||||
// gamma = 0.1 means skill can shift ~0.1 per time unit
|
||||
let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, ConstantDrift(0.1));
|
||||
```
|
||||
|
||||
### Custom drift
|
||||
|
||||
Implement `Drift` to express any other model. For example, a drift that saturates after a long absence (uncertainty grows with the square root of elapsed time instead of linearly):
|
||||
|
||||
```rust
|
||||
use trueskill_tt::drift::Drift;
|
||||
|
||||
#[derive(Clone, Copy, Debug)]
|
||||
struct SqrtDrift {
|
||||
gamma: f64,
|
||||
}
|
||||
|
||||
impl Drift for SqrtDrift {
|
||||
fn variance_delta(&self, elapsed: i64) -> f64 {
|
||||
(elapsed as f64).sqrt() * self.gamma * self.gamma
|
||||
}
|
||||
}
|
||||
|
||||
let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, SqrtDrift { gamma: 0.5 });
|
||||
```
|
||||
|
||||
To use a custom drift type with `History`, use the `.drift()` builder method instead of `.gamma()`:
|
||||
|
||||
```rust
|
||||
let h = History::builder()
|
||||
.drift(SqrtDrift { gamma: 0.5 })
|
||||
.build();
|
||||
```
|
||||
|
||||
## Todo
|
||||
|
||||
- [x] Implement approx for Gaussian
|
||||
- [x] Add more tests from `TrueSkillThroughTime.jl`
|
||||
- [ ] Add tests for `quality()` (Use [sublee/trueskill](https://github.com/sublee/trueskill/tree/master) as reference)
|
||||
- [ ] Benchmark Batch::iteration()
|
||||
- [ ] Time needs to be an enum so we can have multiple states (see `batch::compute_elapsed()`)
|
||||
- [ ] Add examples (use same TrueSkillThroughTime.(py|jl))
|
||||
|
||||
@@ -1,9 +1,9 @@
|
||||
use std::collections::HashMap;
|
||||
|
||||
use criterion::{criterion_group, criterion_main, Criterion};
|
||||
use criterion::{Criterion, criterion_group, criterion_main};
|
||||
use trueskill_tt::{
|
||||
agent::Agent, batch::Batch, gaussian::Gaussian, player::Player, IndexMap, BETA, GAMMA, MU,
|
||||
P_DRAW, SIGMA,
|
||||
BETA, GAMMA, IndexMap, MU, P_DRAW, SIGMA, agent::Agent, batch::Batch, drift::ConstantDrift,
|
||||
gaussian::Gaussian, player::Player,
|
||||
};
|
||||
|
||||
fn criterion_benchmark(criterion: &mut Criterion) {
|
||||
@@ -19,21 +19,21 @@ fn criterion_benchmark(criterion: &mut Criterion) {
|
||||
map.insert(
|
||||
a,
|
||||
Agent {
|
||||
player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, GAMMA),
|
||||
player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
|
||||
..Default::default()
|
||||
},
|
||||
);
|
||||
map.insert(
|
||||
b,
|
||||
Agent {
|
||||
player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, GAMMA),
|
||||
player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
|
||||
..Default::default()
|
||||
},
|
||||
);
|
||||
map.insert(
|
||||
c,
|
||||
Agent {
|
||||
player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, GAMMA),
|
||||
player: Player::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
|
||||
..Default::default()
|
||||
},
|
||||
);
|
||||
@@ -51,7 +51,8 @@ fn criterion_benchmark(criterion: &mut Criterion) {
|
||||
weights.push(vec![vec![1.0], vec![1.0]]);
|
||||
}
|
||||
|
||||
let mut batch = Batch::new(composition, results, weights, 1, P_DRAW, &agents);
|
||||
let mut batch = Batch::new(1, P_DRAW);
|
||||
batch.add_events(composition, results, weights, &agents);
|
||||
|
||||
criterion.bench_function("Batch::iteration", |b| {
|
||||
b.iter(|| batch.iteration(0, &agents))
|
||||
|
||||
64
graph.d2
Normal file
64
graph.d2
Normal file
@@ -0,0 +1,64 @@
|
||||
vars: {
|
||||
d2-config: {
|
||||
layout-engine: elk
|
||||
# Terminal theme code
|
||||
theme-id: 300
|
||||
}
|
||||
}
|
||||
|
||||
History: {
|
||||
shape: class
|
||||
|
||||
agents: "HashMap<Index, Agent>"
|
||||
batches: "Vec<Batch>"
|
||||
}
|
||||
|
||||
Batch: {
|
||||
shape: class
|
||||
|
||||
skills: "HashMap<Index, Skill>"
|
||||
events: "Vec<Event>"
|
||||
time: "i64"
|
||||
p_draw: "f64"
|
||||
}
|
||||
|
||||
Event: {
|
||||
shape: class
|
||||
|
||||
teams: "Vec<Team>"
|
||||
weights: "Vec<Vec<f64>>"
|
||||
evidence: "f64"
|
||||
}
|
||||
|
||||
Team: {
|
||||
shape: class
|
||||
|
||||
items: "Vec<Item>"
|
||||
output: "f64"
|
||||
}
|
||||
|
||||
Item: {
|
||||
shape: class
|
||||
|
||||
agent: "Index"
|
||||
likelihood: "Gaussian"
|
||||
}
|
||||
|
||||
Skill: {
|
||||
shape: class
|
||||
|
||||
forward: "Gaussian"
|
||||
backward: "Gaussian"
|
||||
likelihood: "Gaussian"
|
||||
elapsed: "i64"
|
||||
online: "Gaussian"
|
||||
}
|
||||
|
||||
History -> Batch
|
||||
|
||||
Batch -> Skill
|
||||
Batch -> Event
|
||||
|
||||
Event -> Team
|
||||
|
||||
Team -> Item
|
||||
23
src/agent.rs
23
src/agent.rs
@@ -1,23 +1,29 @@
|
||||
use crate::{gaussian::Gaussian, player::Player, N_INF};
|
||||
use crate::{
|
||||
N_INF,
|
||||
drift::{ConstantDrift, Drift},
|
||||
gaussian::Gaussian,
|
||||
player::Player,
|
||||
};
|
||||
|
||||
#[derive(Debug)]
|
||||
pub struct Agent {
|
||||
pub player: Player,
|
||||
pub struct Agent<D: Drift = ConstantDrift> {
|
||||
pub player: Player<D>,
|
||||
pub message: Gaussian,
|
||||
pub last_time: i64,
|
||||
}
|
||||
|
||||
impl Agent {
|
||||
impl<D: Drift> Agent<D> {
|
||||
pub(crate) fn receive(&self, elapsed: i64) -> Gaussian {
|
||||
if self.message != N_INF {
|
||||
self.message.forget(self.player.gamma, elapsed)
|
||||
self.message
|
||||
.forget(self.player.drift.variance_delta(elapsed))
|
||||
} else {
|
||||
self.player.prior
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for Agent {
|
||||
impl Default for Agent<ConstantDrift> {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
player: Player::default(),
|
||||
@@ -27,7 +33,10 @@ impl Default for Agent {
|
||||
}
|
||||
}
|
||||
|
||||
pub(crate) fn clean<'a, A: Iterator<Item = &'a mut Agent>>(agents: A, last_time: bool) {
|
||||
pub(crate) fn clean<'a, D: Drift + 'a, A: Iterator<Item = &'a mut Agent<D>>>(
|
||||
agents: A,
|
||||
last_time: bool,
|
||||
) {
|
||||
for a in agents {
|
||||
a.message = N_INF;
|
||||
|
||||
|
||||
208
src/batch.rs
208
src/batch.rs
@@ -1,7 +1,8 @@
|
||||
use std::collections::{HashMap, HashSet};
|
||||
use std::collections::HashMap;
|
||||
|
||||
use crate::{
|
||||
agent::Agent, game::Game, gaussian::Gaussian, player::Player, tuple_gt, tuple_max, Index, N_INF,
|
||||
Index, N_INF, agent::Agent, drift::Drift, game::Game, gaussian::Gaussian, player::Player,
|
||||
tuple_gt, tuple_max,
|
||||
};
|
||||
|
||||
#[derive(Debug)]
|
||||
@@ -38,22 +39,22 @@ struct Item {
|
||||
}
|
||||
|
||||
impl Item {
|
||||
fn within_prior(
|
||||
fn within_prior<D: Drift>(
|
||||
&self,
|
||||
online: bool,
|
||||
forward: bool,
|
||||
skills: &HashMap<Index, Skill>,
|
||||
agents: &HashMap<Index, Agent>,
|
||||
) -> Player {
|
||||
agents: &HashMap<Index, Agent<D>>,
|
||||
) -> Player<D> {
|
||||
let r = &agents[&self.agent].player;
|
||||
let skill = &skills[&self.agent];
|
||||
|
||||
if online {
|
||||
Player::new(skill.online, r.beta, r.gamma)
|
||||
Player::new(skill.online, r.beta, r.drift)
|
||||
} else if forward {
|
||||
Player::new(skill.forward, r.beta, r.gamma)
|
||||
Player::new(skill.forward, r.beta, r.drift)
|
||||
} else {
|
||||
Player::new(skill.posterior() / self.likelihood, r.beta, r.gamma)
|
||||
Player::new(skill.posterior() / self.likelihood, r.beta, r.drift)
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -79,13 +80,13 @@ impl Event {
|
||||
.collect::<Vec<_>>()
|
||||
}
|
||||
|
||||
pub(crate) fn within_priors(
|
||||
pub(crate) fn within_priors<D: Drift>(
|
||||
&self,
|
||||
online: bool,
|
||||
forward: bool,
|
||||
skills: &HashMap<Index, Skill>,
|
||||
agents: &HashMap<Index, Agent>,
|
||||
) -> Vec<Vec<Player>> {
|
||||
agents: &HashMap<Index, Agent<D>>,
|
||||
) -> Vec<Vec<Player<D>>> {
|
||||
self.teams
|
||||
.iter()
|
||||
.map(|team| {
|
||||
@@ -107,119 +108,43 @@ pub struct Batch {
|
||||
}
|
||||
|
||||
impl Batch {
|
||||
pub fn new(
|
||||
composition: Vec<Vec<Vec<Index>>>,
|
||||
results: Vec<Vec<f64>>,
|
||||
weights: Vec<Vec<Vec<f64>>>,
|
||||
time: i64,
|
||||
p_draw: f64,
|
||||
agents: &HashMap<Index, Agent>,
|
||||
) -> Self {
|
||||
assert!(
|
||||
results.is_empty() || results.len() == composition.len(),
|
||||
"TODO: Add a comment here"
|
||||
);
|
||||
assert!(
|
||||
weights.is_empty() || weights.len() == composition.len(),
|
||||
"TODO: Add a comment here"
|
||||
);
|
||||
|
||||
let this_agent = composition
|
||||
.iter()
|
||||
.flatten()
|
||||
.flatten()
|
||||
.collect::<HashSet<_>>();
|
||||
|
||||
let skills = this_agent
|
||||
.iter()
|
||||
.map(|&idx| {
|
||||
let elapsed = compute_elapsed(agents[idx].last_time, time);
|
||||
|
||||
(
|
||||
*idx,
|
||||
Skill {
|
||||
forward: agents[idx].receive(elapsed),
|
||||
elapsed,
|
||||
..Default::default()
|
||||
},
|
||||
)
|
||||
})
|
||||
.collect::<HashMap<_, _>>();
|
||||
|
||||
let events = composition
|
||||
.iter()
|
||||
.enumerate()
|
||||
.map(|(e, event)| {
|
||||
let teams = event
|
||||
.iter()
|
||||
.enumerate()
|
||||
.map(|(t, team)| {
|
||||
let items = team
|
||||
.iter()
|
||||
.map(|&agent| Item {
|
||||
agent,
|
||||
likelihood: N_INF,
|
||||
})
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
Team {
|
||||
items,
|
||||
output: if results.is_empty() {
|
||||
(event.len() - (t + 1)) as f64
|
||||
} else {
|
||||
results[e][t]
|
||||
},
|
||||
}
|
||||
})
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
Event {
|
||||
teams,
|
||||
evidence: 0.0,
|
||||
weights: if weights.is_empty() {
|
||||
Vec::new()
|
||||
} else {
|
||||
weights[e].clone()
|
||||
},
|
||||
}
|
||||
})
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
let mut this = Self {
|
||||
pub fn new(time: i64, p_draw: f64) -> Self {
|
||||
Self {
|
||||
events: Vec::new(),
|
||||
skills: HashMap::new(),
|
||||
time,
|
||||
events,
|
||||
skills,
|
||||
p_draw,
|
||||
};
|
||||
|
||||
this.iteration(0, agents);
|
||||
|
||||
this
|
||||
}
|
||||
}
|
||||
|
||||
pub(crate) fn add_events(
|
||||
pub fn add_events<D: Drift>(
|
||||
&mut self,
|
||||
composition: Vec<Vec<Vec<Index>>>,
|
||||
results: Vec<Vec<f64>>,
|
||||
weights: Vec<Vec<Vec<f64>>>,
|
||||
agents: &HashMap<Index, Agent>,
|
||||
agents: &HashMap<Index, Agent<D>>,
|
||||
) {
|
||||
let this_agent = composition
|
||||
.iter()
|
||||
.flatten()
|
||||
.flatten()
|
||||
.cloned()
|
||||
.collect::<HashSet<_>>();
|
||||
let mut unique = Vec::with_capacity(10);
|
||||
|
||||
let this_agent = composition.iter().flatten().flatten().filter(|idx| {
|
||||
if !unique.contains(idx) {
|
||||
unique.push(*idx);
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
false
|
||||
});
|
||||
|
||||
for idx in this_agent {
|
||||
let elapsed = compute_elapsed(agents[&idx].last_time, self.time);
|
||||
|
||||
if let Some(skill) = self.skills.get_mut(&idx) {
|
||||
if let Some(skill) = self.skills.get_mut(idx) {
|
||||
skill.elapsed = elapsed;
|
||||
skill.forward = agents[&idx].receive(elapsed);
|
||||
} else {
|
||||
self.skills.insert(
|
||||
idx,
|
||||
*idx,
|
||||
Skill {
|
||||
forward: agents[&idx].receive(elapsed),
|
||||
elapsed,
|
||||
@@ -253,14 +178,19 @@ impl Batch {
|
||||
})
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
let weights = if weights.is_empty() {
|
||||
teams
|
||||
.iter()
|
||||
.map(|team| vec![1.0; team.items.len()])
|
||||
.collect::<Vec<_>>()
|
||||
} else {
|
||||
weights[e].clone()
|
||||
};
|
||||
|
||||
Event {
|
||||
teams,
|
||||
evidence: 0.0,
|
||||
weights: if weights.is_empty() {
|
||||
Vec::new()
|
||||
} else {
|
||||
weights[e].clone()
|
||||
},
|
||||
weights,
|
||||
}
|
||||
});
|
||||
|
||||
@@ -278,12 +208,12 @@ impl Batch {
|
||||
.collect::<HashMap<_, _>>()
|
||||
}
|
||||
|
||||
pub fn iteration(&mut self, from: usize, agents: &HashMap<Index, Agent>) {
|
||||
pub fn iteration<D: Drift>(&mut self, from: usize, agents: &HashMap<Index, Agent<D>>) {
|
||||
for event in self.events.iter_mut().skip(from) {
|
||||
let teams = event.within_priors(false, false, &self.skills, agents);
|
||||
let result = event.outputs();
|
||||
|
||||
let g = Game::new(teams, result, event.weights.clone(), self.p_draw);
|
||||
let g = Game::new(teams, &result, &event.weights, self.p_draw);
|
||||
|
||||
for (t, team) in event.teams.iter_mut().enumerate() {
|
||||
for (i, item) in team.items.iter_mut().enumerate() {
|
||||
@@ -300,7 +230,7 @@ impl Batch {
|
||||
}
|
||||
|
||||
#[allow(dead_code)]
|
||||
pub(crate) fn convergence(&mut self, agents: &HashMap<Index, Agent>) -> usize {
|
||||
pub(crate) fn convergence<D: Drift>(&mut self, agents: &HashMap<Index, Agent<D>>) -> usize {
|
||||
let epsilon = 1e-6;
|
||||
let iterations = 20;
|
||||
|
||||
@@ -330,18 +260,18 @@ impl Batch {
|
||||
skill.forward * skill.likelihood
|
||||
}
|
||||
|
||||
pub(crate) fn backward_prior_out(
|
||||
pub(crate) fn backward_prior_out<D: Drift>(
|
||||
&self,
|
||||
agent: &Index,
|
||||
agents: &HashMap<Index, Agent>,
|
||||
agents: &HashMap<Index, Agent<D>>,
|
||||
) -> Gaussian {
|
||||
let skill = &self.skills[agent];
|
||||
let n = skill.likelihood * skill.backward;
|
||||
|
||||
n.forget(agents[agent].player.gamma, skill.elapsed)
|
||||
n.forget(agents[agent].player.drift.variance_delta(skill.elapsed))
|
||||
}
|
||||
|
||||
pub(crate) fn new_backward_info(&mut self, agents: &HashMap<Index, Agent>) {
|
||||
pub(crate) fn new_backward_info<D: Drift>(&mut self, agents: &HashMap<Index, Agent<D>>) {
|
||||
for (agent, skill) in self.skills.iter_mut() {
|
||||
skill.backward = agents[agent].message;
|
||||
}
|
||||
@@ -349,7 +279,7 @@ impl Batch {
|
||||
self.iteration(0, agents);
|
||||
}
|
||||
|
||||
pub(crate) fn new_forward_info(&mut self, agents: &HashMap<Index, Agent>) {
|
||||
pub(crate) fn new_forward_info<D: Drift>(&mut self, agents: &HashMap<Index, Agent<D>>) {
|
||||
for (agent, skill) in self.skills.iter_mut() {
|
||||
skill.forward = agents[agent].receive(skill.elapsed);
|
||||
}
|
||||
@@ -357,12 +287,12 @@ impl Batch {
|
||||
self.iteration(0, agents);
|
||||
}
|
||||
|
||||
pub(crate) fn log_evidence(
|
||||
pub(crate) fn log_evidence<D: Drift>(
|
||||
&self,
|
||||
online: bool,
|
||||
targets: &[Index],
|
||||
forward: bool,
|
||||
agents: &HashMap<Index, Agent>,
|
||||
agents: &HashMap<Index, Agent<D>>,
|
||||
) -> f64 {
|
||||
if targets.is_empty() {
|
||||
if online || forward {
|
||||
@@ -372,8 +302,8 @@ impl Batch {
|
||||
.map(|(_, event)| {
|
||||
Game::new(
|
||||
event.within_priors(online, forward, &self.skills, agents),
|
||||
event.outputs(),
|
||||
event.weights.clone(),
|
||||
&event.outputs(),
|
||||
&event.weights,
|
||||
self.p_draw,
|
||||
)
|
||||
.evidence
|
||||
@@ -397,8 +327,8 @@ impl Batch {
|
||||
.map(|(_, event)| {
|
||||
Game::new(
|
||||
event.within_priors(online, forward, &self.skills, agents),
|
||||
event.outputs(),
|
||||
event.weights.clone(),
|
||||
&event.outputs(),
|
||||
&event.weights,
|
||||
self.p_draw,
|
||||
)
|
||||
.evidence
|
||||
@@ -461,7 +391,7 @@ pub(crate) fn compute_elapsed(last_time: i64, actual_time: i64) -> i64 {
|
||||
mod tests {
|
||||
use approx::assert_ulps_eq;
|
||||
|
||||
use crate::{agent::Agent, player::Player, IndexMap};
|
||||
use crate::{IndexMap, agent::Agent, drift::ConstantDrift, player::Player};
|
||||
|
||||
use super::*;
|
||||
|
||||
@@ -485,14 +415,16 @@ mod tests {
|
||||
player: Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
..Default::default()
|
||||
},
|
||||
);
|
||||
}
|
||||
|
||||
let mut batch = Batch::new(
|
||||
let mut batch = Batch::new(0, 0.0);
|
||||
|
||||
batch.add_events(
|
||||
vec![
|
||||
vec![vec![a], vec![b]],
|
||||
vec![vec![c], vec![d]],
|
||||
@@ -500,8 +432,6 @@ mod tests {
|
||||
],
|
||||
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
|
||||
vec![],
|
||||
0,
|
||||
0.0,
|
||||
&agents,
|
||||
);
|
||||
|
||||
@@ -561,14 +491,16 @@ mod tests {
|
||||
player: Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
..Default::default()
|
||||
},
|
||||
);
|
||||
}
|
||||
|
||||
let mut batch = Batch::new(
|
||||
let mut batch = Batch::new(0, 0.0);
|
||||
|
||||
batch.add_events(
|
||||
vec![
|
||||
vec![vec![a], vec![b]],
|
||||
vec![vec![a], vec![c]],
|
||||
@@ -576,8 +508,6 @@ mod tests {
|
||||
],
|
||||
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
|
||||
vec![],
|
||||
0,
|
||||
0.0,
|
||||
&agents,
|
||||
);
|
||||
|
||||
@@ -640,14 +570,16 @@ mod tests {
|
||||
player: Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
..Default::default()
|
||||
},
|
||||
);
|
||||
}
|
||||
|
||||
let mut batch = Batch::new(
|
||||
let mut batch = Batch::new(0, 0.0);
|
||||
|
||||
batch.add_events(
|
||||
vec![
|
||||
vec![vec![a], vec![b]],
|
||||
vec![vec![a], vec![c]],
|
||||
@@ -655,8 +587,6 @@ mod tests {
|
||||
],
|
||||
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
|
||||
vec![],
|
||||
0,
|
||||
0.0,
|
||||
&agents,
|
||||
);
|
||||
|
||||
|
||||
14
src/drift.rs
Normal file
14
src/drift.rs
Normal file
@@ -0,0 +1,14 @@
|
||||
use std::fmt::Debug;
|
||||
|
||||
pub trait Drift: Copy + Debug {
|
||||
fn variance_delta(&self, elapsed: i64) -> f64;
|
||||
}
|
||||
|
||||
#[derive(Clone, Copy, Debug)]
|
||||
pub struct ConstantDrift(pub f64);
|
||||
|
||||
impl Drift for ConstantDrift {
|
||||
fn variance_delta(&self, elapsed: i64) -> f64 {
|
||||
elapsed as f64 * self.0 * self.0
|
||||
}
|
||||
}
|
||||
338
src/game.rs
338
src/game.rs
@@ -1,72 +1,57 @@
|
||||
use crate::{
|
||||
approx, compute_margin, evidence,
|
||||
N_INF, N00, approx, compute_margin,
|
||||
drift::Drift,
|
||||
evidence,
|
||||
gaussian::Gaussian,
|
||||
message::{DiffMessage, TeamMessage},
|
||||
player::Player,
|
||||
sort_perm, tuple_gt, tuple_max, N00, N_INF,
|
||||
sort_perm, tuple_gt, tuple_max,
|
||||
};
|
||||
|
||||
#[derive(Debug)]
|
||||
pub struct Game {
|
||||
teams: Vec<Vec<Player>>,
|
||||
result: Vec<f64>,
|
||||
weights: Vec<Vec<f64>>,
|
||||
pub struct Game<'a, D: Drift> {
|
||||
teams: Vec<Vec<Player<D>>>,
|
||||
result: &'a [f64],
|
||||
weights: &'a [Vec<f64>],
|
||||
p_draw: f64,
|
||||
pub(crate) likelihoods: Vec<Vec<Gaussian>>,
|
||||
pub(crate) evidence: f64,
|
||||
}
|
||||
|
||||
impl Game {
|
||||
impl<'a, D: Drift> Game<'a, D> {
|
||||
pub fn new(
|
||||
teams: Vec<Vec<Player>>,
|
||||
mut result: Vec<f64>,
|
||||
mut weights: Vec<Vec<f64>>,
|
||||
teams: Vec<Vec<Player<D>>>,
|
||||
result: &'a [f64],
|
||||
weights: &'a [Vec<f64>],
|
||||
p_draw: f64,
|
||||
) -> Self {
|
||||
assert!(
|
||||
(result.is_empty() || result.len() == teams.len()),
|
||||
"result must be empty or the same length as teams"
|
||||
debug_assert!(
|
||||
(result.len() == teams.len()),
|
||||
"result must have the same length as teams"
|
||||
);
|
||||
|
||||
assert!(
|
||||
(weights.is_empty() || weights.len() == teams.len()),
|
||||
"weights must be empty or the same length as teams"
|
||||
debug_assert!(
|
||||
weights
|
||||
.iter()
|
||||
.zip(teams.iter())
|
||||
.all(|(w, t)| w.len() == t.len()),
|
||||
"weights must have the same dimensions as teams"
|
||||
);
|
||||
|
||||
assert!(
|
||||
weights.is_empty()
|
||||
|| weights
|
||||
.iter()
|
||||
.zip(teams.iter())
|
||||
.all(|(w, t)| w.len() == t.len()),
|
||||
"weights must be empty or has the same dimensions as teams"
|
||||
);
|
||||
|
||||
assert!(
|
||||
debug_assert!(
|
||||
(0.0..1.0).contains(&p_draw),
|
||||
"draw probability.must be >= 0.0 and < 1.0"
|
||||
);
|
||||
|
||||
assert!(
|
||||
debug_assert!(
|
||||
p_draw > 0.0 || {
|
||||
let mut r = result.clone();
|
||||
let mut r = result.to_vec();
|
||||
r.sort_unstable_by(|a, b| a.partial_cmp(b).unwrap());
|
||||
r.windows(2).all(|w| w[0] != w[1])
|
||||
},
|
||||
"draw must be > 0.0 if there is teams with draw"
|
||||
);
|
||||
|
||||
if result.is_empty() {
|
||||
result = (0..teams.len()).rev().map(|i| i as f64).collect::<Vec<_>>();
|
||||
}
|
||||
|
||||
if weights.is_empty() {
|
||||
weights = teams
|
||||
.iter()
|
||||
.map(|team| vec![1.0; team.len()])
|
||||
.collect::<Vec<_>>();
|
||||
}
|
||||
|
||||
let mut this = Self {
|
||||
teams,
|
||||
result,
|
||||
@@ -82,31 +67,7 @@ impl Game {
|
||||
}
|
||||
|
||||
fn likelihoods(&mut self) {
|
||||
let m_t_ft = self.likelihood_teams();
|
||||
|
||||
self.likelihoods = self
|
||||
.teams
|
||||
.iter()
|
||||
.zip(self.weights.iter())
|
||||
.zip(m_t_ft)
|
||||
.map(|((p, w), m)| {
|
||||
let performance = p.iter().zip(w.iter()).fold(N00, |p, (player, &weight)| {
|
||||
p + (player.performance() * weight)
|
||||
});
|
||||
|
||||
p.iter()
|
||||
.zip(w.iter())
|
||||
.map(|(p, &w)| {
|
||||
((m - performance.exclude(p.performance() * w)) * (1.0 / w))
|
||||
.forget(p.beta, 1)
|
||||
})
|
||||
.collect::<Vec<_>>()
|
||||
})
|
||||
.collect::<Vec<_>>();
|
||||
}
|
||||
|
||||
fn likelihood_teams(&mut self) -> Vec<Gaussian> {
|
||||
let o = sort_perm(&self.result, true);
|
||||
let o = sort_perm(self.result, true);
|
||||
|
||||
let mut team = o
|
||||
.iter()
|
||||
@@ -143,14 +104,10 @@ impl Game {
|
||||
} else {
|
||||
o.windows(2)
|
||||
.map(|w| {
|
||||
if self.p_draw == 0.0 {
|
||||
0.0
|
||||
} else {
|
||||
let a: f64 = self.teams[w[0]].iter().map(|a| a.beta.powi(2)).sum();
|
||||
let b: f64 = self.teams[w[1]].iter().map(|a| a.beta.powi(2)).sum();
|
||||
let a: f64 = self.teams[w[0]].iter().map(|a| a.beta.powi(2)).sum();
|
||||
let b: f64 = self.teams[w[1]].iter().map(|a| a.beta.powi(2)).sum();
|
||||
|
||||
compute_margin(self.p_draw, (a + b).sqrt())
|
||||
}
|
||||
compute_margin(self.p_draw, (a + b).sqrt())
|
||||
})
|
||||
.collect::<Vec<_>>()
|
||||
};
|
||||
@@ -205,7 +162,27 @@ impl Game {
|
||||
team[0].likelihood_win = team[1].posterior_lose() + diff[0].likelihood;
|
||||
team[t_end].likelihood_lose = team[t_end - 1].posterior_win() - diff[d_end].likelihood;
|
||||
|
||||
o.iter().map(|&e| team[e].likelihood()).collect::<Vec<_>>()
|
||||
let m_t_ft = o.into_iter().map(|e| team[e].likelihood());
|
||||
|
||||
self.likelihoods = self
|
||||
.teams
|
||||
.iter()
|
||||
.zip(self.weights.iter())
|
||||
.zip(m_t_ft)
|
||||
.map(|((p, w), m)| {
|
||||
let performance = p.iter().zip(w.iter()).fold(N00, |p, (player, &weight)| {
|
||||
p + (player.performance() * weight)
|
||||
});
|
||||
|
||||
p.iter()
|
||||
.zip(w.iter())
|
||||
.map(|(p, &w)| {
|
||||
((m - performance.exclude(p.performance() * w)) * (1.0 / w))
|
||||
.forget(p.beta.powi(2))
|
||||
})
|
||||
.collect::<Vec<_>>()
|
||||
})
|
||||
.collect::<Vec<_>>();
|
||||
}
|
||||
|
||||
pub fn posteriors(&self) -> Vec<Vec<Gaussian>> {
|
||||
@@ -226,7 +203,7 @@ impl Game {
|
||||
mod tests {
|
||||
use ::approx::assert_ulps_eq;
|
||||
|
||||
use crate::{Gaussian, Player, GAMMA, N_INF};
|
||||
use crate::{ConstantDrift, GAMMA, Gaussian, N_INF, Player};
|
||||
|
||||
use super::*;
|
||||
|
||||
@@ -235,15 +212,16 @@ mod tests {
|
||||
let t_a = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_b = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], vec![0.0, 1.0], vec![], 0.0);
|
||||
let w = [vec![1.0], vec![1.0]];
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -252,10 +230,19 @@ mod tests {
|
||||
assert_ulps_eq!(a, Gaussian::from_ms(20.794779, 7.194481), epsilon = 1e-6);
|
||||
assert_ulps_eq!(b, Gaussian::from_ms(29.205220, 7.194481), epsilon = 1e-6);
|
||||
|
||||
let t_a = Player::new(Gaussian::from_ms(29.0, 1.0), 25.0 / 6.0, GAMMA);
|
||||
let t_b = Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, GAMMA);
|
||||
let t_a = Player::new(
|
||||
Gaussian::from_ms(29.0, 1.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(GAMMA),
|
||||
);
|
||||
let t_b = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(GAMMA),
|
||||
);
|
||||
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], vec![0.0, 1.0], vec![], 0.0);
|
||||
let w = [vec![1.0], vec![1.0]];
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -264,10 +251,11 @@ mod tests {
|
||||
assert_ulps_eq!(a, Gaussian::from_ms(28.896475, 0.996604), epsilon = 1e-6);
|
||||
assert_ulps_eq!(b, Gaussian::from_ms(32.189211, 6.062063), epsilon = 1e-6);
|
||||
|
||||
let t_a = Player::new(Gaussian::from_ms(1.139, 0.531), 1.0, 0.2125);
|
||||
let t_b = Player::new(Gaussian::from_ms(15.568, 0.51), 1.0, 0.2125);
|
||||
let t_a = Player::new(Gaussian::from_ms(1.139, 0.531), 1.0, ConstantDrift(0.2125));
|
||||
let t_b = Player::new(Gaussian::from_ms(15.568, 0.51), 1.0, ConstantDrift(0.2125));
|
||||
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], vec![0.0, 1.0], vec![], 0.0);
|
||||
let w = [vec![1.0], vec![1.0]];
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0);
|
||||
|
||||
assert_eq!(g.likelihoods[0][0], N_INF);
|
||||
assert_eq!(g.likelihoods[1][0], N_INF);
|
||||
@@ -279,21 +267,22 @@ mod tests {
|
||||
vec![Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
)],
|
||||
vec![Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
)],
|
||||
vec![Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
)],
|
||||
];
|
||||
|
||||
let g = Game::new(teams.clone(), vec![1.0, 2.0, 0.0], vec![], 0.0);
|
||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||
let g = Game::new(teams.clone(), &[1.0, 2.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -302,7 +291,8 @@ mod tests {
|
||||
assert_ulps_eq!(a, Gaussian::from_ms(25.000000, 6.238469), epsilon = 1e-6);
|
||||
assert_ulps_eq!(b, Gaussian::from_ms(31.311358, 6.698818), epsilon = 1e-6);
|
||||
|
||||
let g = Game::new(teams.clone(), vec![], vec![], 0.0);
|
||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||
let g = Game::new(teams.clone(), &[2.0, 1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -311,7 +301,8 @@ mod tests {
|
||||
assert_ulps_eq!(a, Gaussian::from_ms(31.311358, 6.698818), epsilon = 1e-6);
|
||||
assert_ulps_eq!(b, Gaussian::from_ms(25.000000, 6.238469), epsilon = 1e-6);
|
||||
|
||||
let g = Game::new(teams, vec![1.0, 2.0, 0.0], vec![], 0.5);
|
||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||
let g = Game::new(teams, &[1.0, 2.0, 0.0], &w, 0.5);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -328,15 +319,16 @@ mod tests {
|
||||
let t_a = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_b = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], vec![0.0, 0.0], vec![], 0.25);
|
||||
let w = [vec![1.0], vec![1.0]];
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 0.0], &w, 0.25);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -345,10 +337,19 @@ mod tests {
|
||||
assert_ulps_eq!(a, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6);
|
||||
assert_ulps_eq!(b, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6);
|
||||
|
||||
let t_a = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0);
|
||||
let t_b = Player::new(Gaussian::from_ms(29.0, 2.0), 25.0 / 6.0, 25.0 / 300.0);
|
||||
let t_a = Player::new(
|
||||
Gaussian::from_ms(25.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_b = Player::new(
|
||||
Gaussian::from_ms(29.0, 2.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], vec![0.0, 0.0], vec![], 0.25);
|
||||
let w = [vec![1.0], vec![1.0]];
|
||||
let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 0.0], &w, 0.25);
|
||||
let p = g.posteriors();
|
||||
|
||||
let a = p[0][0];
|
||||
@@ -363,23 +364,24 @@ mod tests {
|
||||
let t_a = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_b = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_c = Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
|
||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||
let g = Game::new(
|
||||
vec![vec![t_a], vec![t_b], vec![t_c]],
|
||||
vec![0.0, 0.0, 0.0],
|
||||
vec![],
|
||||
&[0.0, 0.0, 0.0],
|
||||
&w,
|
||||
0.25,
|
||||
);
|
||||
let p = g.posteriors();
|
||||
@@ -392,14 +394,27 @@ mod tests {
|
||||
assert_ulps_eq!(b, Gaussian::from_ms(25.000000, 5.707423), epsilon = 1e-6);
|
||||
assert_ulps_eq!(c, Gaussian::from_ms(24.999999, 5.729068), epsilon = 1e-6);
|
||||
|
||||
let t_a = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0);
|
||||
let t_b = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0);
|
||||
let t_c = Player::new(Gaussian::from_ms(29.0, 2.0), 25.0 / 6.0, 25.0 / 300.0);
|
||||
let t_a = Player::new(
|
||||
Gaussian::from_ms(25.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_b = Player::new(
|
||||
Gaussian::from_ms(25.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
let t_c = Player::new(
|
||||
Gaussian::from_ms(29.0, 2.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
);
|
||||
|
||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||
let g = Game::new(
|
||||
vec![vec![t_a], vec![t_b], vec![t_c]],
|
||||
vec![0.0, 0.0, 0.0],
|
||||
vec![],
|
||||
&[0.0, 0.0, 0.0],
|
||||
&w,
|
||||
0.25,
|
||||
);
|
||||
let p = g.posteriors();
|
||||
@@ -416,20 +431,37 @@ mod tests {
|
||||
#[test]
|
||||
fn test_2vs1vs2_mixed() {
|
||||
let t_a = vec![
|
||||
Player::new(Gaussian::from_ms(12.0, 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
||||
Player::new(Gaussian::from_ms(18.0, 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
||||
Player::new(
|
||||
Gaussian::from_ms(12.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
Player::new(
|
||||
Gaussian::from_ms(18.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
];
|
||||
let t_b = vec![Player::new(
|
||||
Gaussian::from_ms(30.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
)];
|
||||
let t_c = vec![
|
||||
Player::new(Gaussian::from_ms(14.0, 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
||||
Player::new(Gaussian::from_ms(16., 3.0), 25.0 / 6.0, 25.0 / 300.0),
|
||||
Player::new(
|
||||
Gaussian::from_ms(14.0, 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
Player::new(
|
||||
Gaussian::from_ms(16., 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
];
|
||||
|
||||
let g = Game::new(vec![t_a, t_b, t_c], vec![1.0, 0.0, 0.0], vec![], 0.25);
|
||||
let w = [vec![1.0, 1.0], vec![1.0], vec![1.0, 1.0]];
|
||||
let g = Game::new(vec![t_a, t_b, t_c], &[1.0, 0.0, 0.0], &w, 0.25);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(p[0][0], Gaussian::from_ms(13.051, 2.864), epsilon = 1e-3);
|
||||
@@ -447,15 +479,16 @@ mod tests {
|
||||
let t_a = vec![Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
0.0,
|
||||
ConstantDrift(0.0),
|
||||
)];
|
||||
let t_b = vec![Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
0.0,
|
||||
ConstantDrift(0.0),
|
||||
)];
|
||||
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -472,7 +505,8 @@ mod tests {
|
||||
let w_a = vec![1.0];
|
||||
let w_b = vec![0.7];
|
||||
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -489,7 +523,8 @@ mod tests {
|
||||
let w_a = vec![1.6];
|
||||
let w_b = vec![0.7];
|
||||
|
||||
let g = Game::new(vec![t_a, t_b], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -506,10 +541,19 @@ mod tests {
|
||||
let w_a = vec![1.0];
|
||||
let w_b = vec![0.0];
|
||||
|
||||
let t_a = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
||||
let t_b = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
||||
let t_a = vec![Player::new(
|
||||
Gaussian::from_ms(2.0, 6.0),
|
||||
1.0,
|
||||
ConstantDrift(0.0),
|
||||
)];
|
||||
let t_b = vec![Player::new(
|
||||
Gaussian::from_ms(2.0, 6.0),
|
||||
1.0,
|
||||
ConstantDrift(0.0),
|
||||
)];
|
||||
|
||||
let g = Game::new(vec![t_a, t_b], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -526,10 +570,19 @@ mod tests {
|
||||
let w_a = vec![1.0];
|
||||
let w_b = vec![-1.0];
|
||||
|
||||
let t_a = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
||||
let t_b = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)];
|
||||
let t_a = vec![Player::new(
|
||||
Gaussian::from_ms(2.0, 6.0),
|
||||
1.0,
|
||||
ConstantDrift(0.0),
|
||||
)];
|
||||
let t_b = vec![Player::new(
|
||||
Gaussian::from_ms(2.0, 6.0),
|
||||
1.0,
|
||||
ConstantDrift(0.0),
|
||||
)];
|
||||
|
||||
let g = Game::new(vec![t_a, t_b], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(p[0][0], p[1][0], epsilon = 1e-6);
|
||||
@@ -538,18 +591,35 @@ mod tests {
|
||||
#[test]
|
||||
fn test_2vs2_weighted() {
|
||||
let t_a = vec![
|
||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(0.0),
|
||||
),
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(0.0),
|
||||
),
|
||||
];
|
||||
let w_a = vec![0.4, 0.8];
|
||||
|
||||
let t_b = vec![
|
||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
||||
Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0),
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(0.0),
|
||||
),
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
ConstantDrift(0.0),
|
||||
),
|
||||
];
|
||||
let w_b = vec![0.9, 0.6];
|
||||
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -576,7 +646,8 @@ mod tests {
|
||||
let w_a = vec![1.3, 1.5];
|
||||
let w_b = vec![0.7, 0.4];
|
||||
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -603,7 +674,8 @@ mod tests {
|
||||
let w_a = vec![1.6, 0.2];
|
||||
let w_b = vec![0.7, 2.4];
|
||||
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(
|
||||
@@ -627,17 +699,18 @@ mod tests {
|
||||
epsilon = 1e-6
|
||||
);
|
||||
|
||||
let w = [vec![1.0, 1.0], vec![1.0]];
|
||||
let g = Game::new(
|
||||
vec![
|
||||
t_a.clone(),
|
||||
vec![Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
0.0,
|
||||
ConstantDrift(0.0),
|
||||
)],
|
||||
],
|
||||
vec![],
|
||||
vec![],
|
||||
&[1.0, 0.0],
|
||||
&w,
|
||||
0.0,
|
||||
);
|
||||
let post_2vs1 = g.posteriors();
|
||||
@@ -645,7 +718,8 @@ mod tests {
|
||||
let w_a = vec![1.0, 1.0];
|
||||
let w_b = vec![1.0, 0.0];
|
||||
|
||||
let g = Game::new(vec![t_a, t_b.clone()], vec![], vec![w_a, w_b], 0.0);
|
||||
let w = [w_a, w_b];
|
||||
let g = Game::new(vec![t_a, t_b.clone()], &[1.0, 0.0], &w, 0.0);
|
||||
let p = g.posteriors();
|
||||
|
||||
assert_ulps_eq!(p[0][0], post_2vs1[0][0], epsilon = 1e-6);
|
||||
|
||||
@@ -40,10 +40,10 @@ impl Gaussian {
|
||||
}
|
||||
}
|
||||
|
||||
pub(crate) fn forget(&self, gamma: f64, t: i64) -> Self {
|
||||
pub(crate) fn forget(&self, variance_delta: f64) -> Self {
|
||||
Self {
|
||||
mu: self.mu,
|
||||
sigma: (self.sigma.powi(2) + t as f64 * gamma.powi(2)).sqrt(),
|
||||
sigma: (self.sigma.powi(2) + variance_delta).sqrt(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
159
src/gaussian2.rs
159
src/gaussian2.rs
@@ -1,159 +0,0 @@
|
||||
use std::ops;
|
||||
|
||||
#[derive(Clone, Copy, PartialEq, Debug)]
|
||||
pub struct Gaussian {
|
||||
mu: f64,
|
||||
sigma: f64,
|
||||
}
|
||||
|
||||
impl Gaussian {
|
||||
#[inline(always)]
|
||||
pub const fn from_ms(mu: f64, sigma: f64) -> Self {
|
||||
Self { mu, sigma }
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn from_pt(pi: f64, tau: f64) -> Self {
|
||||
Self::from_ms(tau / pi, (1.0 / pi).sqrt())
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn mu(&self) -> f64 {
|
||||
self.mu
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn sigma(&self) -> f64 {
|
||||
self.sigma
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn pi(&self) -> f64 {
|
||||
if self.sigma > 0.0 {
|
||||
self.sigma.powi(-2)
|
||||
} else {
|
||||
f64::INFINITY
|
||||
}
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
pub fn tau(&self) -> f64 {
|
||||
if self.sigma > 0.0 {
|
||||
self.mu * self.pi()
|
||||
} else {
|
||||
f64::INFINITY
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl ops::Add<Gaussian> for Gaussian {
|
||||
type Output = Gaussian;
|
||||
|
||||
fn add(self, rhs: Gaussian) -> Self::Output {
|
||||
Self {
|
||||
mu: self.mu + rhs.mu,
|
||||
sigma: (self.sigma.powi(2) + rhs.sigma.powi(2)).sqrt(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl ops::Sub<Gaussian> for Gaussian {
|
||||
type Output = Gaussian;
|
||||
|
||||
fn sub(self, rhs: Gaussian) -> Self::Output {
|
||||
Self {
|
||||
mu: self.mu - rhs.mu,
|
||||
sigma: (self.sigma.powi(2) + rhs.sigma.powi(2)).sqrt(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl ops::Mul<Gaussian> for Gaussian {
|
||||
type Output = Gaussian;
|
||||
|
||||
fn mul(self, rhs: Gaussian) -> Self::Output {
|
||||
/*
|
||||
if self.sigma == 0.0 || rhs.sigma == 0.0 {
|
||||
let mu = self.mu / (self.sigma.powi(2) / rhs.sigma.powi(2) + 1.0)
|
||||
+ rhs.mu / (rhs.sigma.powi(2) / self.sigma.powi(2) + 1.0);
|
||||
|
||||
let sigma = (1.0 / ((1.0 / self.sigma.powi(2)) + (1.0 / rhs.sigma.powi(2)))).sqrt();
|
||||
|
||||
Self::from_ms(mu, sigma)
|
||||
} else {
|
||||
Self::from_pt(self.pi() + rhs.pi(), self.tau() + rhs.tau())
|
||||
}
|
||||
*/
|
||||
|
||||
Self::from_pt(self.pi() + rhs.pi(), self.tau() + rhs.tau())
|
||||
}
|
||||
}
|
||||
|
||||
impl ops::Div<Gaussian> for Gaussian {
|
||||
type Output = Gaussian;
|
||||
|
||||
fn div(self, rhs: Gaussian) -> Self::Output {
|
||||
/*
|
||||
let (mu, sigma) = if self.sigma == 0.0 || rhs.sigma == 0.0 {
|
||||
let mu = self.mu / (1.0 - self.sigma.powi(2) / rhs.sigma.powi(2))
|
||||
+ rhs.mu / (rhs.sigma.powi(2) / self.sigma.powi(2) - 1.0);
|
||||
|
||||
let sigma = (1.0 / ((1.0 / self.sigma.powi(2)) - (1.0 / rhs.sigma.powi(2)))).sqrt();
|
||||
|
||||
Self::from_ms(mu, sigma)
|
||||
} else {
|
||||
Self::from_pt(self.pi() - rhs.pi(), self.tau() - rhs.tau())
|
||||
}
|
||||
*/
|
||||
|
||||
Self::from_pt(self.pi() - rhs.pi(), self.tau() - rhs.tau())
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_add() {
|
||||
let n = Gaussian::from_ms(25.0, 25.0 / 3.0);
|
||||
let m = Gaussian::from_ms(0.0, 1.0);
|
||||
|
||||
assert_eq!(n + m, Gaussian::from_ms(25.0, 8.393118874676116));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_sub() {
|
||||
let n = Gaussian::from_ms(25.0, 25.0 / 3.0);
|
||||
let m = Gaussian::from_ms(1.0, 1.0);
|
||||
|
||||
assert_eq!(n - m, Gaussian::from_ms(24.0, 8.393118874676116));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_mul() {
|
||||
let n = Gaussian::from_ms(25.0, 25.0 / 3.0);
|
||||
let m = Gaussian::from_ms(0.0, 1.0);
|
||||
|
||||
assert_eq!(
|
||||
n * m,
|
||||
Gaussian::from_ms(0.35488958990536273, 0.992876838486922)
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_div() {
|
||||
let n = Gaussian::from_ms(25.0, 25.0 / 3.0);
|
||||
let m = Gaussian::from_ms(0.0, 1.0);
|
||||
|
||||
assert_eq!(
|
||||
m / n,
|
||||
Gaussian::from_ms(-0.3652597402597402, 1.0072787050317253)
|
||||
);
|
||||
|
||||
assert_eq!(
|
||||
n / m,
|
||||
Gaussian::from_ms(-0.3652597402597402, 1.0072787050317253)
|
||||
);
|
||||
}
|
||||
}
|
||||
174
src/history.rs
174
src/history.rs
@@ -1,25 +1,27 @@
|
||||
use std::collections::{HashMap, HashSet};
|
||||
use std::collections::HashMap;
|
||||
|
||||
use crate::{
|
||||
BETA, GAMMA, Index, MU, N_INF, P_DRAW, SIGMA,
|
||||
agent::{self, Agent},
|
||||
batch::{self, Batch},
|
||||
drift::{ConstantDrift, Drift},
|
||||
gaussian::Gaussian,
|
||||
player::Player,
|
||||
sort_time, tuple_gt, tuple_max, Index, BETA, GAMMA, MU, P_DRAW, SIGMA,
|
||||
sort_time, tuple_gt, tuple_max,
|
||||
};
|
||||
|
||||
#[derive(Clone)]
|
||||
pub struct HistoryBuilder {
|
||||
pub struct HistoryBuilder<D: Drift = ConstantDrift> {
|
||||
time: bool,
|
||||
mu: f64,
|
||||
sigma: f64,
|
||||
beta: f64,
|
||||
gamma: f64,
|
||||
drift: D,
|
||||
p_draw: f64,
|
||||
online: bool,
|
||||
}
|
||||
|
||||
impl HistoryBuilder {
|
||||
impl<D: Drift> HistoryBuilder<D> {
|
||||
pub fn time(mut self, time: bool) -> Self {
|
||||
self.time = time;
|
||||
self
|
||||
@@ -40,9 +42,16 @@ impl HistoryBuilder {
|
||||
self
|
||||
}
|
||||
|
||||
pub fn gamma(mut self, gamma: f64) -> Self {
|
||||
self.gamma = gamma;
|
||||
self
|
||||
pub fn drift<D2: Drift>(self, drift: D2) -> HistoryBuilder<D2> {
|
||||
HistoryBuilder {
|
||||
drift,
|
||||
time: self.time,
|
||||
mu: self.mu,
|
||||
sigma: self.sigma,
|
||||
beta: self.beta,
|
||||
p_draw: self.p_draw,
|
||||
online: self.online,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn p_draw(mut self, p_draw: f64) -> Self {
|
||||
@@ -55,7 +64,7 @@ impl HistoryBuilder {
|
||||
self
|
||||
}
|
||||
|
||||
pub fn build(self) -> History {
|
||||
pub fn build(self) -> History<D> {
|
||||
History {
|
||||
size: 0,
|
||||
batches: Vec::new(),
|
||||
@@ -64,41 +73,48 @@ impl HistoryBuilder {
|
||||
mu: self.mu,
|
||||
sigma: self.sigma,
|
||||
beta: self.beta,
|
||||
gamma: self.gamma,
|
||||
drift: self.drift,
|
||||
p_draw: self.p_draw,
|
||||
online: self.online,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for HistoryBuilder {
|
||||
impl HistoryBuilder<ConstantDrift> {
|
||||
pub fn gamma(mut self, gamma: f64) -> Self {
|
||||
self.drift = ConstantDrift(gamma);
|
||||
self
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for HistoryBuilder<ConstantDrift> {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
time: true,
|
||||
mu: MU,
|
||||
sigma: SIGMA,
|
||||
beta: BETA,
|
||||
gamma: GAMMA,
|
||||
drift: ConstantDrift(GAMMA),
|
||||
p_draw: P_DRAW,
|
||||
online: false,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub struct History {
|
||||
pub struct History<D: Drift = ConstantDrift> {
|
||||
size: usize,
|
||||
pub(crate) batches: Vec<Batch>,
|
||||
agents: HashMap<Index, Agent>,
|
||||
agents: HashMap<Index, Agent<D>>,
|
||||
time: bool,
|
||||
mu: f64,
|
||||
sigma: f64,
|
||||
beta: f64,
|
||||
gamma: f64,
|
||||
drift: D,
|
||||
p_draw: f64,
|
||||
online: bool,
|
||||
}
|
||||
|
||||
impl Default for History {
|
||||
impl Default for History<ConstantDrift> {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
size: 0,
|
||||
@@ -108,18 +124,20 @@ impl Default for History {
|
||||
mu: MU,
|
||||
sigma: SIGMA,
|
||||
beta: BETA,
|
||||
gamma: GAMMA,
|
||||
drift: ConstantDrift(GAMMA),
|
||||
p_draw: P_DRAW,
|
||||
online: false,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl History {
|
||||
pub fn builder() -> HistoryBuilder {
|
||||
impl History<ConstantDrift> {
|
||||
pub fn builder() -> HistoryBuilder<ConstantDrift> {
|
||||
HistoryBuilder::default()
|
||||
}
|
||||
}
|
||||
|
||||
impl<D: Drift> History<D> {
|
||||
fn iteration(&mut self) -> (f64, f64) {
|
||||
let mut step = (0.0, 0.0);
|
||||
|
||||
@@ -247,7 +265,7 @@ impl History {
|
||||
results: Vec<Vec<f64>>,
|
||||
times: Vec<i64>,
|
||||
weights: Vec<Vec<Vec<f64>>>,
|
||||
priors: HashMap<Index, Player>,
|
||||
mut priors: HashMap<Index, Player<D>>,
|
||||
) {
|
||||
assert!(times.is_empty() || self.time, "length(times)>0 but !h.time");
|
||||
assert!(
|
||||
@@ -267,33 +285,35 @@ impl History {
|
||||
"(length(weights) > 0) & (length(composition) != length(weights))"
|
||||
);
|
||||
|
||||
let this_agent = composition
|
||||
.iter()
|
||||
.flatten()
|
||||
.flatten()
|
||||
.cloned()
|
||||
.collect::<HashSet<_>>();
|
||||
agent::clean(self.agents.values_mut(), true);
|
||||
|
||||
let mut this_agent = Vec::with_capacity(1024);
|
||||
|
||||
for agent in composition.iter().flatten().flatten() {
|
||||
if this_agent.contains(agent) {
|
||||
continue;
|
||||
}
|
||||
|
||||
this_agent.push(*agent);
|
||||
|
||||
for agent in &this_agent {
|
||||
if !self.agents.contains_key(agent) {
|
||||
self.agents.insert(
|
||||
*agent,
|
||||
Agent {
|
||||
player: priors.get(agent).cloned().unwrap_or_else(|| {
|
||||
player: priors.remove(agent).unwrap_or_else(|| {
|
||||
Player::new(
|
||||
Gaussian::from_ms(self.mu, self.sigma),
|
||||
self.beta,
|
||||
self.gamma,
|
||||
self.drift,
|
||||
)
|
||||
}),
|
||||
..Default::default()
|
||||
message: N_INF,
|
||||
last_time: i64::MIN,
|
||||
},
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
agent::clean(self.agents.values_mut(), true);
|
||||
|
||||
let n = composition.len();
|
||||
let o = if self.time {
|
||||
sort_time(×, false)
|
||||
@@ -315,26 +335,23 @@ impl History {
|
||||
while (!self.time && (self.size > k))
|
||||
|| (self.time && self.batches.len() > k && self.batches[k].time < t)
|
||||
{
|
||||
let b = &mut self.batches[k];
|
||||
let batch = &mut self.batches[k];
|
||||
|
||||
if k > 0 {
|
||||
b.new_forward_info(&self.agents);
|
||||
batch.new_forward_info(&self.agents);
|
||||
}
|
||||
|
||||
let intersect = this_agent
|
||||
.iter()
|
||||
.filter(|&agent| b.skills.contains_key(agent))
|
||||
.cloned()
|
||||
.collect::<Vec<_>>();
|
||||
// TODO: Is it faster to iterate over agents in batch instead?
|
||||
for agent_idx in &this_agent {
|
||||
if let Some(skill) = batch.skills.get_mut(agent_idx) {
|
||||
skill.elapsed =
|
||||
batch::compute_elapsed(self.agents[agent_idx].last_time, batch.time);
|
||||
|
||||
for agent in &intersect {
|
||||
b.skills.get_mut(agent).unwrap().elapsed =
|
||||
batch::compute_elapsed(self.agents[agent].last_time, b.time);
|
||||
let agent = self.agents.get_mut(agent_idx).unwrap();
|
||||
|
||||
let a = self.agents.get_mut(agent).unwrap();
|
||||
|
||||
a.last_time = if self.time { b.time } else { i64::MAX };
|
||||
a.message = b.forward_prior_out(agent);
|
||||
agent.last_time = if self.time { batch.time } else { i64::MAX };
|
||||
agent.message = batch.forward_prior_out(agent_idx);
|
||||
}
|
||||
}
|
||||
|
||||
k += 1;
|
||||
@@ -343,6 +360,7 @@ impl History {
|
||||
let composition = (i..j)
|
||||
.map(|e| composition[o[e]].clone())
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
let results = if results.is_empty() {
|
||||
Vec::new()
|
||||
} else {
|
||||
@@ -356,28 +374,28 @@ impl History {
|
||||
};
|
||||
|
||||
if self.time && self.batches.len() > k && self.batches[k].time == t {
|
||||
let b = &mut self.batches[k];
|
||||
let batch = &mut self.batches[k];
|
||||
batch.add_events(composition, results, weights, &self.agents);
|
||||
|
||||
b.add_events(composition, results, weights, &self.agents);
|
||||
|
||||
for a in b.skills.keys() {
|
||||
let agent = self.agents.get_mut(a).unwrap();
|
||||
for agent_idx in batch.skills.keys() {
|
||||
let agent = self.agents.get_mut(agent_idx).unwrap();
|
||||
|
||||
agent.last_time = if self.time { t } else { i64::MAX };
|
||||
agent.message = b.forward_prior_out(a);
|
||||
agent.message = batch.forward_prior_out(agent_idx);
|
||||
}
|
||||
} else {
|
||||
let b = Batch::new(composition, results, weights, t, self.p_draw, &self.agents);
|
||||
let mut batch: Batch = Batch::new(t, self.p_draw);
|
||||
batch.add_events(composition, results, weights, &self.agents);
|
||||
|
||||
self.batches.insert(k, b);
|
||||
self.batches.insert(k, batch);
|
||||
|
||||
let b = &self.batches[k];
|
||||
let batch = &self.batches[k];
|
||||
|
||||
for a in b.skills.keys() {
|
||||
let agent = self.agents.get_mut(a).unwrap();
|
||||
for agent_idx in batch.skills.keys() {
|
||||
let agent = self.agents.get_mut(agent_idx).unwrap();
|
||||
|
||||
agent.last_time = if self.time { t } else { i64::MAX };
|
||||
agent.message = b.forward_prior_out(a);
|
||||
agent.message = batch.forward_prior_out(agent_idx);
|
||||
}
|
||||
|
||||
k += 1;
|
||||
@@ -387,24 +405,21 @@ impl History {
|
||||
}
|
||||
|
||||
while self.time && self.batches.len() > k {
|
||||
let b = &mut self.batches[k];
|
||||
let batch = &mut self.batches[k];
|
||||
|
||||
b.new_forward_info(&self.agents);
|
||||
batch.new_forward_info(&self.agents);
|
||||
|
||||
let intersect = this_agent
|
||||
.iter()
|
||||
.filter(|&agent| b.skills.contains_key(agent))
|
||||
.cloned()
|
||||
.collect::<Vec<_>>();
|
||||
// TODO: Is it faster to iterate over agents in batch instead?
|
||||
for agent_idx in &this_agent {
|
||||
if let Some(skill) = batch.skills.get_mut(agent_idx) {
|
||||
skill.elapsed =
|
||||
batch::compute_elapsed(self.agents[agent_idx].last_time, batch.time);
|
||||
|
||||
for agent in &intersect {
|
||||
b.skills.get_mut(agent).unwrap().elapsed =
|
||||
batch::compute_elapsed(self.agents[agent].last_time, b.time);
|
||||
let agent = self.agents.get_mut(agent_idx).unwrap();
|
||||
|
||||
let a = self.agents.get_mut(agent).unwrap();
|
||||
|
||||
a.last_time = if self.time { b.time } else { i64::MAX };
|
||||
a.message = b.forward_prior_out(agent);
|
||||
agent.last_time = if self.time { batch.time } else { i64::MAX };
|
||||
agent.message = batch.forward_prior_out(agent_idx);
|
||||
}
|
||||
}
|
||||
|
||||
k += 1;
|
||||
@@ -418,7 +433,7 @@ impl History {
|
||||
mod tests {
|
||||
use approx::assert_ulps_eq;
|
||||
|
||||
use crate::{Game, Gaussian, IndexMap, Player, EPSILON, ITERATIONS, P_DRAW};
|
||||
use crate::{ConstantDrift, EPSILON, Game, Gaussian, ITERATIONS, IndexMap, P_DRAW, Player};
|
||||
|
||||
use super::*;
|
||||
|
||||
@@ -445,7 +460,7 @@ mod tests {
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
0.15 * 25.0 / 3.0,
|
||||
ConstantDrift(0.15 * 25.0 / 3.0),
|
||||
),
|
||||
);
|
||||
}
|
||||
@@ -470,10 +485,11 @@ mod tests {
|
||||
|
||||
let observed = h.batches[1].skills[&a].posterior();
|
||||
|
||||
let w = [vec![1.0], vec![1.0]];
|
||||
let p = Game::new(
|
||||
h.batches[1].events[0].within_priors(false, false, &h.batches[1].skills, &h.agents),
|
||||
vec![0.0, 1.0],
|
||||
vec![],
|
||||
&[0.0, 1.0],
|
||||
&w,
|
||||
P_DRAW,
|
||||
)
|
||||
.posteriors();
|
||||
@@ -506,7 +522,7 @@ mod tests {
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
0.15 * 25.0 / 3.0,
|
||||
ConstantDrift(0.15 * 25.0 / 3.0),
|
||||
),
|
||||
);
|
||||
}
|
||||
@@ -555,7 +571,7 @@ mod tests {
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
);
|
||||
}
|
||||
@@ -613,7 +629,7 @@ mod tests {
|
||||
Player::new(
|
||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||
25.0 / 6.0,
|
||||
25.0 / 300.0,
|
||||
ConstantDrift(25.0 / 300.0),
|
||||
),
|
||||
);
|
||||
}
|
||||
|
||||
97
src/lib.rs
97
src/lib.rs
@@ -8,16 +8,19 @@ pub mod agent;
|
||||
#[cfg(feature = "approx")]
|
||||
mod approx;
|
||||
pub mod batch;
|
||||
pub mod drift;
|
||||
mod game;
|
||||
pub mod gaussian;
|
||||
// mod gaussian2;
|
||||
mod history;
|
||||
mod matrix;
|
||||
mod message;
|
||||
pub mod player;
|
||||
|
||||
pub use drift::{ConstantDrift, Drift};
|
||||
pub use game::Game;
|
||||
pub use gaussian::Gaussian;
|
||||
pub use history::History;
|
||||
use matrix::Matrix;
|
||||
use message::DiffMessage;
|
||||
pub use player::Player;
|
||||
|
||||
@@ -81,7 +84,7 @@ where
|
||||
pub fn key(&self, idx: Index) -> Option<&K> {
|
||||
self.0
|
||||
.iter()
|
||||
.find(|(_, &value)| value == idx)
|
||||
.find(|&(_, value)| *value == idx)
|
||||
.map(|(key, _)| key)
|
||||
}
|
||||
|
||||
@@ -114,11 +117,7 @@ fn erfc(x: f64) -> f64 {
|
||||
|
||||
let r = t * (-z * z - 1.26551223 + t * h).exp();
|
||||
|
||||
if x >= 0.0 {
|
||||
r
|
||||
} else {
|
||||
2.0 - r
|
||||
}
|
||||
if x >= 0.0 { r } else { 2.0 - r }
|
||||
}
|
||||
|
||||
fn erfc_inv(mut y: f64) -> f64 {
|
||||
@@ -146,11 +145,7 @@ fn erfc_inv(mut y: f64) -> f64 {
|
||||
x += err / (FRAC_2_SQRT_PI * (-(x.powi(2))).exp() - x * err)
|
||||
}
|
||||
|
||||
if y < 1.0 {
|
||||
x
|
||||
} else {
|
||||
-x
|
||||
}
|
||||
if y < 1.0 { x } else { -x }
|
||||
}
|
||||
|
||||
fn ppf(p: f64, mu: f64, sigma: f64) -> f64 {
|
||||
@@ -238,9 +233,9 @@ pub(crate) fn sort_time(xs: &[i64], reverse: bool) -> Vec<usize> {
|
||||
let mut x = xs.iter().enumerate().collect::<Vec<_>>();
|
||||
|
||||
if reverse {
|
||||
x.sort_by_key(|(_, &x)| Reverse(x));
|
||||
x.sort_by_key(|&(_, x)| Reverse(x));
|
||||
} else {
|
||||
x.sort_by_key(|(_, &x)| x);
|
||||
x.sort_by_key(|&(_, x)| x);
|
||||
}
|
||||
|
||||
x.into_iter().map(|(i, _)| i).collect()
|
||||
@@ -255,8 +250,72 @@ pub(crate) fn evidence(d: &[DiffMessage], margin: &[f64], tie: &[bool], e: usize
|
||||
}
|
||||
}
|
||||
|
||||
/// Calculates the match quality of the given rating groups. A result is the draw probability in the association
|
||||
pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
|
||||
let flatten_ratings = rating_groups
|
||||
.iter()
|
||||
.flat_map(|group| group.iter())
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
let flatten_weights = vec![1.0; flatten_ratings.len()].into_boxed_slice();
|
||||
|
||||
let length = flatten_ratings.len();
|
||||
|
||||
let mut mean_matrix = Matrix::new(length, 1);
|
||||
|
||||
for (i, rating) in flatten_ratings.iter().enumerate() {
|
||||
mean_matrix[(i, 0)] = rating.mu;
|
||||
}
|
||||
|
||||
let mut variance_matrix = Matrix::new(length, length);
|
||||
|
||||
for (i, rating) in flatten_ratings.iter().enumerate() {
|
||||
variance_matrix[(i, i)] = rating.sigma.powi(2);
|
||||
}
|
||||
|
||||
let mut rotated_a_matrix = Matrix::new(rating_groups.len() - 1, length);
|
||||
|
||||
let mut t = 0;
|
||||
let mut x = 0;
|
||||
|
||||
for (row, group) in rating_groups.windows(2).enumerate() {
|
||||
let current = group[0];
|
||||
let next = group[1];
|
||||
|
||||
for n in t..t + current.len() {
|
||||
rotated_a_matrix[(row, n)] = flatten_weights[n];
|
||||
|
||||
x += 1;
|
||||
}
|
||||
|
||||
t += current.len();
|
||||
|
||||
for n in x..x + next.len() {
|
||||
rotated_a_matrix[(row, n)] = -flatten_weights[n];
|
||||
}
|
||||
|
||||
x += next.len();
|
||||
}
|
||||
|
||||
let a_matrix = rotated_a_matrix.transpose();
|
||||
|
||||
let ata = beta.powi(2) * &rotated_a_matrix * &a_matrix;
|
||||
let atsa = &rotated_a_matrix * &variance_matrix * &a_matrix;
|
||||
|
||||
let start = mean_matrix.transpose() * &a_matrix;
|
||||
let middle = &ata + &atsa;
|
||||
let end = &rotated_a_matrix * &mean_matrix;
|
||||
|
||||
let e_arg = (-0.5 * &start * &middle.inverse() * &end).determinant();
|
||||
let s_arg = ata.determinant() / middle.determinant();
|
||||
|
||||
e_arg.exp() * s_arg.sqrt()
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use ::approx::assert_ulps_eq;
|
||||
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
@@ -268,4 +327,14 @@ mod tests {
|
||||
fn test_sort_time() {
|
||||
assert_eq!(sort_time(&[0, 1, 2, 0], true), vec![2, 1, 0, 3]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_quality() {
|
||||
let a = Gaussian::from_ms(25.0, 3.0);
|
||||
let b = Gaussian::from_ms(25.0, 3.0);
|
||||
|
||||
let q = quality(&[&[a], &[b]], 25.0 / 3.0 / 2.0);
|
||||
|
||||
assert_ulps_eq!(q, 0.8115343414514944, epsilon = 1e-6)
|
||||
}
|
||||
}
|
||||
|
||||
213
src/matrix.rs
Normal file
213
src/matrix.rs
Normal file
@@ -0,0 +1,213 @@
|
||||
use std::ops;
|
||||
|
||||
fn det(m: &[f64], x: usize) -> f64 {
|
||||
if x == 1 {
|
||||
m[0]
|
||||
} else if x == 2 {
|
||||
m[0] * m[3] - m[1] * m[2]
|
||||
} else {
|
||||
let mut d = 0.0;
|
||||
|
||||
for n in 0..x {
|
||||
let ms = m
|
||||
.iter()
|
||||
.enumerate()
|
||||
.skip(x)
|
||||
.filter(|(i, _)| (i % x) != n)
|
||||
.map(|(_, v)| *v)
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
d += (-1.0f64).powi(n as i32) * m[n] * det(&ms, x - 1);
|
||||
}
|
||||
|
||||
d
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Clone, Debug)]
|
||||
pub struct Matrix {
|
||||
data: Box<[f64]>,
|
||||
height: usize,
|
||||
width: usize,
|
||||
}
|
||||
|
||||
impl Matrix {
|
||||
pub fn new(height: usize, width: usize) -> Matrix {
|
||||
Matrix {
|
||||
data: vec![0.0; height * width].into_boxed_slice(),
|
||||
height,
|
||||
width,
|
||||
}
|
||||
}
|
||||
|
||||
pub fn transpose(&self) -> Matrix {
|
||||
let mut matrix = Matrix::new(self.width, self.height);
|
||||
|
||||
for c in 0..self.width {
|
||||
for r in 0..self.height {
|
||||
matrix[(c, r)] = self[(r, c)];
|
||||
}
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
|
||||
pub fn minor(&self, row_n: usize, col_n: usize) -> Matrix {
|
||||
let mut matrix = Matrix::new(self.height - 1, self.width - 1);
|
||||
|
||||
let mut nr = 0;
|
||||
|
||||
for r in 0..self.height {
|
||||
if r == row_n {
|
||||
continue;
|
||||
}
|
||||
|
||||
let mut nc = 0;
|
||||
|
||||
for c in 0..self.width {
|
||||
if c == col_n {
|
||||
continue;
|
||||
}
|
||||
|
||||
matrix[(nr, nc)] = self[(r, c)];
|
||||
|
||||
nc += 1;
|
||||
}
|
||||
|
||||
nr += 1;
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
|
||||
pub fn determinant(&self) -> f64 {
|
||||
debug_assert!(self.width == self.height);
|
||||
|
||||
det(&self.data, self.width)
|
||||
}
|
||||
|
||||
pub fn adjugate(&self) -> Matrix {
|
||||
debug_assert!(self.width == self.height);
|
||||
|
||||
let mut matrix = Matrix::new(self.height, self.width);
|
||||
|
||||
if matrix.height == 2 {
|
||||
matrix[(0, 0)] = self[(1, 1)];
|
||||
matrix[(0, 1)] = -self[(0, 1)];
|
||||
matrix[(1, 0)] = -self[(1, 0)];
|
||||
matrix[(1, 1)] = self[(0, 0)];
|
||||
} else {
|
||||
for r in 0..matrix.height {
|
||||
for c in 0..matrix.width {
|
||||
let sign = if (r + c) % 2 == 0 { 1.0 } else { -1.0 };
|
||||
|
||||
matrix[(r, c)] = self.minor(r, c).determinant() * sign;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
|
||||
pub fn inverse(&self) -> Matrix {
|
||||
let mut matrix = Matrix::new(self.width, self.height);
|
||||
|
||||
if self.height == self.width && self.height == 1 {
|
||||
matrix[(0, 0)] = 1.0 / self[(0, 0)];
|
||||
} else {
|
||||
panic!("eh, okey")
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
}
|
||||
|
||||
impl ops::Index<(usize, usize)> for Matrix {
|
||||
type Output = f64;
|
||||
|
||||
fn index(&self, pos: (usize, usize)) -> &Self::Output {
|
||||
&self.data[(self.width * pos.0) + pos.1]
|
||||
}
|
||||
}
|
||||
|
||||
impl ops::IndexMut<(usize, usize)> for Matrix {
|
||||
fn index_mut(&mut self, pos: (usize, usize)) -> &mut Self::Output {
|
||||
&mut self.data[(self.width * pos.0) + pos.1]
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a> ops::Mul<&'a Matrix> for f64 {
|
||||
type Output = Matrix;
|
||||
|
||||
fn mul(self, rhs: &'a Matrix) -> Matrix {
|
||||
let mut matrix = Matrix::new(rhs.height, rhs.width);
|
||||
|
||||
for r in 0..rhs.height {
|
||||
for c in 0..rhs.width {
|
||||
matrix[(r, c)] = self * rhs[(r, c)];
|
||||
}
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a> ops::Mul<&'a Matrix> for Matrix {
|
||||
type Output = Matrix;
|
||||
|
||||
fn mul(self, rhs: &'a Matrix) -> Matrix {
|
||||
let mut matrix = Matrix::new(self.height, rhs.width);
|
||||
|
||||
for r in 0..matrix.height {
|
||||
for c in 0..matrix.width {
|
||||
let mut value = 0.0;
|
||||
|
||||
for x in 0..self.width {
|
||||
value += self[(r, x)] * rhs[(x, c)];
|
||||
}
|
||||
|
||||
matrix[(r, c)] = value;
|
||||
}
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a> ops::Mul<&'a Matrix> for &'a Matrix {
|
||||
type Output = Matrix;
|
||||
|
||||
fn mul(self, rhs: &'a Matrix) -> Matrix {
|
||||
let mut matrix = Matrix::new(self.height, rhs.width);
|
||||
|
||||
for r in 0..matrix.height {
|
||||
for c in 0..matrix.width {
|
||||
let mut value = 0.0;
|
||||
|
||||
for x in 0..self.width {
|
||||
value += self[(r, x)] * rhs[(x, c)];
|
||||
}
|
||||
|
||||
matrix[(r, c)] = value;
|
||||
}
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a> ops::Add<&'a Matrix> for &'a Matrix {
|
||||
type Output = Matrix;
|
||||
|
||||
fn add(self, rhs: &'a Matrix) -> Matrix {
|
||||
let mut matrix = Matrix::new(self.height, self.width);
|
||||
|
||||
for r in 0..matrix.height {
|
||||
for c in 0..matrix.width {
|
||||
matrix[(r, c)] = self[(r, c)] + rhs[(r, c)];
|
||||
}
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
}
|
||||
@@ -1,5 +1,4 @@
|
||||
use crate::gaussian::Gaussian;
|
||||
use crate::N_INF;
|
||||
use crate::{N_INF, gaussian::Gaussian};
|
||||
|
||||
pub(crate) struct TeamMessage {
|
||||
pub(crate) prior: Gaussian,
|
||||
@@ -15,14 +14,17 @@ impl TeamMessage {
|
||||
}
|
||||
*/
|
||||
|
||||
#[inline]
|
||||
pub(crate) fn posterior_win(&self) -> Gaussian {
|
||||
self.prior * self.likelihood_lose * self.likelihood_draw
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub(crate) fn posterior_lose(&self) -> Gaussian {
|
||||
self.prior * self.likelihood_win * self.likelihood_draw
|
||||
}
|
||||
|
||||
#[inline]
|
||||
pub(crate) fn likelihood(&self) -> Gaussian {
|
||||
self.likelihood_win * self.likelihood_lose * self.likelihood_draw
|
||||
}
|
||||
|
||||
@@ -1,35 +1,32 @@
|
||||
use crate::{gaussian::Gaussian, BETA, GAMMA};
|
||||
use crate::{
|
||||
BETA, GAMMA,
|
||||
drift::{ConstantDrift, Drift},
|
||||
gaussian::Gaussian,
|
||||
};
|
||||
|
||||
#[derive(Clone, Copy, Debug)]
|
||||
pub struct Player {
|
||||
pub struct Player<D: Drift = ConstantDrift> {
|
||||
pub(crate) prior: Gaussian,
|
||||
pub(crate) beta: f64,
|
||||
pub(crate) gamma: f64,
|
||||
// pub(crate) draw: Gaussian,
|
||||
pub(crate) drift: D,
|
||||
}
|
||||
|
||||
impl Player {
|
||||
pub fn new(prior: Gaussian, beta: f64, gamma: f64) -> Self {
|
||||
Self {
|
||||
prior,
|
||||
beta,
|
||||
gamma,
|
||||
// draw: N_INF,
|
||||
}
|
||||
impl<D: Drift> Player<D> {
|
||||
pub fn new(prior: Gaussian, beta: f64, drift: D) -> Self {
|
||||
Self { prior, beta, drift }
|
||||
}
|
||||
|
||||
pub(crate) fn performance(&self) -> Gaussian {
|
||||
self.prior.forget(self.beta, 1)
|
||||
self.prior.forget(self.beta.powi(2))
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for Player {
|
||||
impl Default for Player<ConstantDrift> {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
prior: Gaussian::default(),
|
||||
beta: BETA,
|
||||
gamma: GAMMA,
|
||||
// draw: N_INF,
|
||||
drift: ConstantDrift(GAMMA),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user