10 Commits

22 changed files with 596 additions and 161 deletions

3
.gitignore vendored
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@@ -4,3 +4,6 @@
/temp
.justfile
*.svg
NOTEPAD.md
/.claude

90
CHANGELOG.md Normal file
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@@ -0,0 +1,90 @@
# Changelog
All notable changes to this project will be documented in this file.
## 0.1.0 - 2026-04-23
### Features
- feat: added a Drift trait and a "default" ConstantDrift implementation
### Miscellaneous Tasks
- chore: added cliff.toml, release.toml and rustfmt.toml
- chore: clean up
### Other (unconventional)
- Initial commit.
- Begin working on batch.
- Passing tests for Batch
- Working on History struct. First test is passing.
- More test passing for History
- Added more functions to History
- Remove Display impl, better to use Debug
- Use flatten instead of flat_map
- Handle case where there is no time
- It works, or so it seems
- Use PlayerIndex instead of String
- Inline a lot of functions
- Refactor some code
- Refactor some stuff
- Port from julia version instead
- More things, better things, awesome
- More tests, more code
- More things, more tests
- Fix tests
- More tests
- More tests
- Added builder for History, and start migrating test to use builder instead.
- Update test to use builder
- Remove unused code
- Use and Index struct instead of str and String for player id
- Update example so now it works, and thats, well, good
- Update test to use assert_ulps_eq
- Fixed test
- Change time to use i64 instead of u64
- Small change
- Clean up example
- Update crates and added methods to get a key or all keys in an IndexMap
- Added a get function to IndexMap
- Agents doens't have to be behind a mutable reference in within_prior
- Agents doens't have to be behind a mutable reference in within_priors
- Refactor so we can see if there is any way to improve the performance
- Fix clippy warning
- More refactoring
- Remove warnings and refactor some code
- Added benchmark for Batch
- Added default implementation for TeamMessage
- Remove unused mut reference
- Make it more rusty
- More rustifying
- Small refactor
- Rename d to diff, and t to team
- Added more links to readme
- Fix broken link in README
- Update crates
- Clean up
- Dry my eyes
- Remove unnecessary allocations
- Fix clippy warning
- Refactor history
- Rename variables
- Move stuff around
- Added quality function
- Make quality a free standing function instead
- Improve performance
- Change assert to debug_assert
- Added todo to readme, and documentation for quality function
- Basic test for quality
- Ignore temp folder
- Update edition
- Small changes for new 2024 edition
- remove notepad
- added benchmark
### Styling
- style: cargo fmt
<!-- generated by git-cliff -->

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CLAUDE.md Normal file
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@@ -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
cargo clippy # Lint
cargo bench # Run benchmarks (criterion)
```
The `approx` feature enables `approx::AbsDiffEq` for `Gaussian`:
```bash
cargo test --features approx
```
## 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
```
- **`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.
- **`Player`** (`player.rs`) — static configuration: prior `Gaussian`, `beta` (performance noise), `gamma` (skill drift per time unit).
- **`Gaussian`** (`gaussian.rs`) — core probability type. Stored as natural parameters (`pi = 1/sigma²`, `tau = mu/sigma²`). Arithmetic ops implement message multiplication/division in the factor graph.
- **`message.rs`** — `TeamMessage` and `DiffMessage`: intermediate factor graph messages used inside `Game`.
- **`lib.rs`** — exports the public API (`Game`, `Gaussian`, `History`, `Player`) and standalone functions (`quality()`, `pdf()`, `cdf()`, `erfc()`). Also defines global defaults: `MU=0.0`, `SIGMA=6.0`, `BETA=1.0`, `GAMMA=0.03`, `P_DRAW=0.0`, `EPSILON=1e-6`, `ITERATIONS=30`.
### Key design points
- `History` uses `IndexMap<K>` (defined in `lib.rs`) to map arbitrary player keys to `Agent` state.
- 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]
name = "trueskill-tt"
version = "0.1.0"
edition = "2021"
edition = "2024"
[lib]
bench = false
@@ -10,6 +10,10 @@ bench = false
name = "batch"
harness = false
[[bench]]
name = "gaussian"
harness = false
[dependencies]
approx = { version = "0.5.1", optional = true }

10
Justfile Normal file
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@@ -0,0 +1,10 @@
alias b := bench
store:
cargo bench -- --save-baseline base
bench:
cargo bench -- --baseline base
flame:
cargo flamegraph --root --example atp

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@@ -1,8 +0,0 @@
# History
```rust
let mut history = History::new();
let agent_a = history.new_agent();
let agent_b = history.new_agent_with_prior(Prior::new(Gaussian::default(), BETA, GAMMA));
```

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@@ -11,6 +11,66 @@ 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.
Drift is represented by the `Drift` trait:
```rust
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

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@@ -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()
},
);

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benches/gaussian.rs Normal file
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@@ -0,0 +1,50 @@
use criterion::{Criterion, criterion_group, criterion_main};
use trueskill_tt::gaussian::Gaussian;
fn benchmark_gaussian_arithmetic(criterion: &mut Criterion) {
// Define test Gaussians
let g1 = Gaussian::from_ms(25.0, 25.0 / 3.0);
let g2 = Gaussian::from_ms(0.0, 1.0);
let g3 = Gaussian::from_ms(1.0, 1.0);
// Benchmark addition
criterion.bench_function("Gaussian::add", |bencher| {
bencher.iter(|| g1 + g2);
});
// Benchmark subtraction
criterion.bench_function("Gaussian::sub", |bencher| {
bencher.iter(|| g1 - g3);
});
// Benchmark multiplication
criterion.bench_function("Gaussian::mul", |bencher| {
bencher.iter(|| g1 * g2);
});
// Benchmark division
criterion.bench_function("Gaussian::div", |bencher| {
bencher.iter(|| g1 / g2);
});
// Benchmark natural parameter conversions
criterion.bench_function("Gaussian::pi", |bencher| {
bencher.iter(|| g1.pi());
});
criterion.bench_function("Gaussian::tau", |bencher| {
bencher.iter(|| g1.tau());
});
// Benchmark combined pi/tau operations (used in mul/div)
criterion.bench_function("Gaussian::pi_tau_combined", |bencher| {
bencher.iter(|| {
let pi = g1.pi();
let tau = g1.tau();
(pi, tau)
});
});
}
criterion_group!(benches, benchmark_gaussian_arithmetic);
criterion_main!(benches);

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cliff.toml Normal file
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@@ -0,0 +1,65 @@
# git-cliff ~ configuration file
# https://git-cliff.org/docs/configuration
[changelog]
# A Tera template to be rendered as the changelog's header.
# See https://keats.github.io/tera/docs/#introduction
header = """
# Changelog\n
All notable changes to this project will be documented in this file.\n
"""
# A Tera template to be rendered for each release in the changelog.
# See https://keats.github.io/tera/docs/#introduction
body = """
{% if version %}\
## {{ version | trim_start_matches(pat="v") }} - {{ timestamp | date(format="%Y-%m-%d") }}
{% else %}\
## Unreleased
{% endif %}\
{% for group, commits in commits | group_by(attribute="group") %}
### {{ group | upper_first }}
{% for commit in commits %}
- {{ commit.message | split(pat="\n") | first | trim_end }}\
{% endfor %}
{% endfor %}\n
"""
# A Tera template to be rendered as the changelog's footer.
# See https://keats.github.io/tera/docs/#introduction
footer = """
<!-- generated by git-cliff -->
"""
# Remove leading and trailing whitespaces from the changelog's body.
trim = true
[git]
# Parse commits according to the conventional commits specification.
# See https://www.conventionalcommits.org
conventional_commits = false
# Exclude commits that do not match the conventional commits specification.
filter_unconventional = false
# Split commits on newlines, treating each line as an individual commit.
split_commits = false
# An array of regex based parsers for extracting data from the commit message.
# Assigns commits to groups.
# Optionally sets the commit's scope and can decide to exclude commits from further processing.
commit_parsers = [
{ message = "^feat", group = "Features" },
{ message = "^fix", group = "Bug Fixes" },
{ message = "^doc", group = "Documentation" },
{ message = "^perf", group = "Performance" },
{ message = "^refactor", group = "Refactor" },
{ message = "^style", group = "Styling" },
{ message = "^test", group = "Testing" },
{ message = "^chore\\(release\\): prepare for", skip = true },
{ message = "^chore", group = "Miscellaneous Tasks" },
{ body = ".*security", group = "Security" },
{ body = ".*", group = "Other (unconventional)" },
]
# Exclude commits that are not matched by any commit parser.
filter_commits = false
# Order releases topologically instead of chronologically.
topo_order = false
# Order of commits in each group/release within the changelog.
# Allowed values: newest, oldest
sort_commits = "oldest"

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@@ -159,10 +159,12 @@ fn main() {
}
mod csv {
use std::fs::File;
use std::io::{self, BufRead, BufReader, Lines};
use std::ops;
use std::path::Path;
use std::{
fs::File,
io::{self, BufRead, BufReader, Lines},
ops,
path::Path,
};
pub struct Reader {
header_map: Vec<String>,

2
release.toml Normal file
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@@ -0,0 +1,2 @@
publish = false
pre-release-hook = ["sh", "-c", "git cliff -o ../CHANGELOG.md --tag {{version}} && git add CHANGELOG.md"]

2
rustfmt.toml Normal file
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@@ -0,0 +1,2 @@
imports_granularity = "Crate"
group_imports = "StdExternalCrate"

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@@ -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;

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@@ -1,7 +1,8 @@
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| {
@@ -116,12 +117,12 @@ impl Batch {
}
}
pub 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 mut unique = Vec::with_capacity(10);
@@ -207,7 +208,7 @@ 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();
@@ -229,7 +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;
@@ -259,18 +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;
}
@@ -278,7 +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);
}
@@ -286,12 +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 {
@@ -390,9 +391,8 @@ 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 super::*;
use crate::{IndexMap, agent::Agent, drift::ConstantDrift, player::Player};
#[test]
fn test_one_event_each() {
@@ -414,7 +414,7 @@ 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()
},
@@ -490,7 +490,7 @@ 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()
},
@@ -569,7 +569,7 @@ 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()
},

14
src/drift.rs Normal file
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@@ -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
}
}

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@@ -1,14 +1,16 @@
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<'a> {
teams: Vec<Vec<Player>>,
pub struct Game<'a, D: Drift> {
teams: Vec<Vec<Player<D>>>,
result: &'a [f64],
weights: &'a [Vec<f64>],
p_draw: f64,
@@ -16,9 +18,9 @@ pub struct Game<'a> {
pub(crate) evidence: f64,
}
impl<'a> Game<'a> {
impl<'a, D: Drift> Game<'a, D> {
pub fn new(
teams: Vec<Vec<Player>>,
teams: Vec<Vec<Player<D>>>,
result: &'a [f64],
weights: &'a [Vec<f64>],
p_draw: f64,
@@ -176,7 +178,7 @@ impl<'a> Game<'a> {
.zip(w.iter())
.map(|(p, &w)| {
((m - performance.exclude(p.performance() * w)) * (1.0 / w))
.forget(p.beta, 1)
.forget(p.beta.powi(2))
})
.collect::<Vec<_>>()
})
@@ -201,21 +203,20 @@ impl<'a> Game<'a> {
mod tests {
use ::approx::assert_ulps_eq;
use crate::{Gaussian, Player, GAMMA, N_INF};
use super::*;
use crate::{ConstantDrift, GAMMA, Gaussian, N_INF, Player};
#[test]
fn test_1vs1() {
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 w = [vec![1.0], vec![1.0]];
@@ -228,8 +229,16 @@ 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 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);
@@ -241,8 +250,8 @@ 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 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);
@@ -257,17 +266,17 @@ 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),
)],
];
@@ -309,12 +318,12 @@ 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 w = [vec![1.0], vec![1.0]];
@@ -327,8 +336,16 @@ 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 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);
@@ -346,17 +363,17 @@ 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]];
@@ -376,9 +393,21 @@ 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(
@@ -401,17 +430,33 @@ 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 w = [vec![1.0, 1.0], vec![1.0], vec![1.0, 1.0]];
@@ -433,12 +478,12 @@ 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 w = [w_a, w_b];
@@ -495,8 +540,16 @@ 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 w = [w_a, w_b];
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
@@ -516,8 +569,16 @@ 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 w = [w_a, w_b];
let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0);
@@ -529,14 +590,30 @@ 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];
@@ -628,7 +705,7 @@ mod tests {
vec![Player::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
0.0,
ConstantDrift(0.0),
)],
],
&[1.0, 0.0],

View File

@@ -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(),
}
}
}

View File

@@ -1,25 +1,27 @@
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>>>,
mut priors: HashMap<Index, Player>,
mut priors: HashMap<Index, Player<D>>,
) {
assert!(times.is_empty() || self.time, "length(times)>0 but !h.time");
assert!(
@@ -286,10 +304,11 @@ impl History {
Player::new(
Gaussian::from_ms(self.mu, self.sigma),
self.beta,
self.gamma,
self.drift,
)
}),
..Default::default()
message: N_INF,
last_time: i64::MIN,
},
);
}
@@ -414,9 +433,8 @@ impl History {
mod tests {
use approx::assert_ulps_eq;
use crate::{Game, Gaussian, IndexMap, Player, EPSILON, ITERATIONS, P_DRAW};
use super::*;
use crate::{ConstantDrift, EPSILON, Game, Gaussian, ITERATIONS, IndexMap, P_DRAW, Player};
#[test]
fn test_init() {
@@ -441,7 +459,7 @@ 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),
),
);
}
@@ -503,7 +521,7 @@ 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),
),
);
}
@@ -552,7 +570,7 @@ 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),
),
);
}
@@ -610,7 +628,7 @@ 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),
),
);
}

View File

@@ -1,13 +1,16 @@
use std::borrow::{Borrow, ToOwned};
use std::cmp::Reverse;
use std::collections::HashMap;
use std::f64::consts::{FRAC_1_SQRT_2, FRAC_2_SQRT_PI, SQRT_2};
use std::hash::Hash;
use std::{
borrow::{Borrow, ToOwned},
cmp::Reverse,
collections::HashMap,
f64::consts::{FRAC_1_SQRT_2, FRAC_2_SQRT_PI, SQRT_2},
hash::Hash,
};
pub mod agent;
#[cfg(feature = "approx")]
mod approx;
pub mod batch;
pub mod drift;
mod game;
pub mod gaussian;
mod history;
@@ -15,6 +18,7 @@ mod matrix;
mod message;
pub mod player;
pub use drift::{ConstantDrift, Drift};
pub use game::Game;
pub use gaussian::Gaussian;
pub use history::History;
@@ -82,7 +86,7 @@ where
pub fn key(&self, idx: Index) -> Option<&K> {
self.0
.iter()
.find(|(_, &value)| value == idx)
.find(|&(_, value)| *value == idx)
.map(|(key, _)| key)
}
@@ -115,11 +119,7 @@ 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 {
@@ -147,11 +147,7 @@ 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 {
@@ -239,9 +235,9 @@ 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()

View File

@@ -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,

View File

@@ -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),
}
}
}