28 Commits
Author SHA1 Message Date
logaritmisk 901f60972e chore: Release trueskill-tt version 0.4.2 2026-09-07 22:46:54 +02:00
logaritmiskandClaude Opus 5 8116fd081f test: localise the erfc_inv tail residual to the caller's argument
Scouting crates.io for a more accurate `erfc` than `libm` turned up a
1.16e-12 relative error in `erfc_inv` at `p_draw = 0.999999`, measured
against a 70-digit `decimal` reference. It looked like too few Newton
steps. It is not: adding a fourth changed nothing.

The error is in forming the argument. `1.0 - 0.999999` is
`1.0000000000287557e-06` — 0.999999 is not representable, and
subtracting from one cancels, leaving 2.9e-11 of relative error before
`erfc_inv` is entered. Given an exactly-representable argument it
returns 1.8e-16. So the routine was never the problem, and the extra
iteration has been reverted rather than shipped as a fix for a defect
that was not there.

`puruspe::inverfc` returns the identical wrong value for the identical
reason, which is what makes the shared upstream cause obvious.

Adds a test that separates the two, and corrects a quantile constant in
`erfc_inv_matches_known_quantiles` that was recalled rather than
computed: `Phi^-1(0.9999995)` is 4.89163847569859, not
4.891638475699099. The others were checked against the same reference
and were right.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 22:43:50 +02:00
logaritmiskandClaude Opus 5 17d072b2ae fix: route every transcendental through libm, and combine sigmas with hypot
Follow-on from #41, which added `libm` for `erfc`. Surveying what else
the dependency offers: its unique surface over `std` is `erf`/`erfc`,
`lgamma`/`tgamma` and Bessel functions, and only the first was ever
needed. But the survey found something better than another special
function.

`std`'s `exp` and `ln` delegate to the *system* math library. IEEE 754
specifies the basic operations and `sqrt` exactly and says nothing about
transcendentals, so those differ per platform. Measured here over 200k
inputs:

    exp: 19425/200000 differ from libm (worst 1 ulp)
    log:  9932/200000 differ

Inference is an iterative fixed point, so a one-ULP difference can change
an iteration count and move the answer by more than one ULP. Routing
every transcendental through `libm` makes a fit reproducible across
platforms — a stronger guarantee than `tests/determinism.rs`, which only
covers thread counts.

It costs nothing. `Batch::iteration` measured -2.7% [-5.7%, -0.3%] with
the whole set swapped, and not one golden moved.

Also switches the two places that combined sigmas as
`sqrt(a^2 + b^2)` to `hypot`. Squaring overflows to infinity above
~1.3e154 and flushes to zero below ~1.5e-154 — measured, the naive form
returns `inf` where `hypot` returns 1.41e160 — and `Gaussian`'s
constructors are public, so a caller can reach both ends.

Deliberately not done: rewriting the KL divergence's `ln` of a ratio via
`ln_1p`. The cancellation is real as the ratio approaches one, but
measured absolute error is at most ~1e-11 in a quantity of order 0.4
nats, so it changes nothing.

The invariant is recorded in `CLAUDE.md` and on `erfc`'s own docs, since
nothing enforces it mechanically.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 22:33:30 +02:00
logaritmiskandClaude Opus 5 3dd659307a fix: replace the erfc approximation with libm, for free
#41 asked whether the Numerical Recipes `erfcc` approximation — 1.2e-7
relative, and the binding accuracy constraint on the whole crate — was
worth replacing, given it sits in the inference hot loop. It is, and it
costs nothing.

Measured, against an independent incomplete-gamma reference:

    range        previous (NR)        libm
    [-3, 0]            7.95e-8     2.15e-14
    [0, 0.5]           8.69e-8     4.70e-14
    [0.5, 2]           9.38e-8     1.24e-12
    [2, 6]             1.04e-7     5.20e-14
    [6, 26]            1.07e-7     1.75e-13

    erfc(0)          1.00000003          1.0  (exactly)
    |erfc(z)+erfc(-z)-2|  6.00e-8     2.22e-16

Performance, on `benches/batch.rs`: change [-3.34% +2.26%], p = 0.89 —
no change detected.

That result is counterintuitive, because libm's erfc is 1.65x slower
when swept uniformly over [-2.5, 2.5]. The sweep was the wrong input
distribution. Capturing the arguments inference actually passes:

    |x|<0.5    96.16%
    0.5-0.84    2.05%
    0.84-1.25   1.24%
    1.25-2      0.54%
    2-6         0.00%

98% fall below 0.84375, which is exactly where FDLIBM skips the
exponential entirely — while the NR form always pays for one. On the
real trace libm is the faster of the two (3.23 vs 3.78 ns/call).

An ad-hoc `Instant` harness reported a 16% end-to-end speedup; that was
an artifact of its own setup allocating and leaking per run, and
criterion's verdict of "no change" is the one to believe.

What it bought:

- `compute_margin` against exact quantiles: 8.4e-8 -> 1.7e-16.
- `cdf(mu, mu, sigma)` is now exactly 0.5; it was 1.5e-8 out.
- `sf + cdf` sums to one within a ULP, from 3e-8.
- `erfcx`'s two branches now agree to round-off across the crossover
  rather than to 1e-7, so the log-space evidence path and the linear one
  are consistent.
- Ten test tolerances tightened from 1e-6 to 1e-13..1e-15, and the
  prediction floor is now the integrator's rather than `cdf`'s.

Five goldens moved, by 2.4e-9 to 6e-7 — the magnitude of the removed
error, and `test_env_ttt`'s mu still rounds to the same six decimals.
Re-recorded with more digits so future drift stays visible. Verified as
movement toward truth per the goldens policy: every value now derives
from a primitive checked against an independent reference and satisfying
the exact identities, which the previous one did not.

Adds `libm` — zero transitive dependencies, rust-lang maintained.

Closes #41

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 22:25:00 +02:00
logaritmisk 7e289ee834 chore: Release trueskill-tt version 0.4.1 2026-09-07 21:49:05 +02:00
logaritmiskandClaude Opus 5 564969ee5d test: pin quality()'s N-group closed form, closing the README cross-check
The scan for precision defects found none in `quality()` — but it did
find that N identical teams have an exact closed form, which is a much
stronger regression net than the single two-team golden that was there.

For two identical single-player teams quality is
`sqrt(2b^2 / (2b^2 + s1^2 + s2^2))`. With the conventional parameters
that ratio is exactly 1/5, and the N-group generalisation is
`(1/5)^((n-1)/2)` — one factor per adjacent pair. Measured across
n = 2..10 the implementation matches to 1e-9, so the determinant path
that #9 rebuilt is correct over the whole range, not just at n = 2.

The n=3 and n=5 values (0.200 and 0.040) are also what the `trueskill`
Python package produces for the same configuration, which is the
cross-implementation check the README Todo has been asking for since
the redesign. Asserted separately as literals so a change to the
closed-form reasoning cannot silently carry them along.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 21:46:46 +02:00
logaritmiskandClaude Opus 5 683813ec10 fix: correct erfc_inv's sign error and keep evidence in log space
A systematic scan for precision defects, following the tail-precision
work in 7341669. Three findings; the first is a correctness bug in a
released version.

1. `erfc_inv`'s initial guess had the wrong sign. Numerical Recipes'
   `inverfc` uses -0.70711 as the leading coefficient; this used
   +FRAC_1_SQRT_2. Since `rational - t` is negative, that put Newton on
   the mirror image of the root, and three fixed iterations could not
   cross back. Measured against exact standard-normal quantiles:

       p_draw   old rel err   new rel err
       0.50        1.46e-7       8.40e-8
       0.90        1.02e-1       8.63e-9
       0.95        3.06e-1       1.91e-8
       0.99        8.05e-1       5.89e-9

   `compute_margin` inherited it, so the draw margin was wrong for any
   `p_draw` above about 0.6 and *non-monotone* above 0.9 — it ran
   0.674, 1.476, 0.503, 0.982 as p_draw went 0.5, 0.9, 0.99, 0.999. A
   history configured for a 0.99 draw rate was being fitted at 0.385.
   Note it was slightly wrong everywhere, not only in the tail.

2. `MarginFactor` computed a density and clamped it. `pdf` underflows
   past ~38 sigma, so `ln` of the clamped zero reported -708 nats
   however far out the score actually was: 4292 nats adrift at 100
   sigma, and unbounded beyond. This is the same defect as the one
   fixed in `TruncFactor`, one file over, on the scored-outcome path.

3. `TruncFactor` still bottomed out past ~38 sigma even after 7341669
   removed the cancellation, because the linear probability itself
   underflows there.

2 and 3 are fixed the same way: factors cache a *log* evidence, built
from new `ln_pdf`, `ln_sf` and `ln_interval` helpers that factor the
shared exponential out analytically via the `erfcx` added earlier.
Nothing underflows, at any separation.

One golden moved. `test_1vs1vs1` runs at `p_draw = 0.5`, so it goes
through `compute_margin`; its 1e-6-place values shifted. Verified as
movement *toward* analytic truth by comparing both the old and new
inverse against exact quantiles, per the goldens policy in CLAUDE.md —
not re-baselined on faith.

Two test tolerances are asserted at 1e-6 rather than tighter because
above x = 2 `erfcx` uses a continued fraction accurate to ~1e-15 while
`erfc` carries ~1e-7, so the log path is the more accurate of the two
and they part company at `erfc`'s error. That floor is tracked in #41.

Refs #41

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 21:45:03 +02:00
logaritmisk 2a48d10aa9 chore: Release trueskill-tt version 0.4.0 2026-09-07 15:49:12 +02:00
logaritmiskandClaude Opus 5 d4f91fd221 fix: reject convergence options that silently disable inference
`Game::ranked` and `Game::scored` validated `p_draw` and `score_sigma`
but never `convergence`. `ConvergenceOptions` has public fields and
`GameOptions` carries one, so a caller could hand the engine a set that
`HistoryBuilder`'s eager asserts never saw. Past that, the only guard
was a `debug_assert!`, which is gone in the profile users ship.

An `alpha` of zero is the bad case, and it fails silently rather than
loudly. Measured in release before the fix:

    likelihoods: [[Gaussian { pi: 0.0, tau: 0.0 }],
                  [Gaussian { pi: 0.0, tau: 0.0 }]]

Every EP update unapplied, every likelihood uninformative, inference
returning the priors it was given — and an `OwnedGame` that looks
entirely ordinary to the caller. `HistoryBuilder::convergence` already
documents exactly this hazard; the `Game` constructors just did not
share the check.

Adds `ConvergenceOptions::validate`, called by both constructors.
Rejects `alpha` outside `(0.0, 1.0]` and negative `epsilon`; NaN fails
both comparisons and is rejected too.

`tests/validation.rs` states the release-mode guarantee for the whole
public surface, not just this hole, and CI already runs the suite in
release. Probing the other conditions #18 lists found five of eight
already enforced — ties without a draw probability, per-event score
sigma, weight/team dimensions, draw-probability range, score-sigma
range — so this closes the remaining gap rather than the whole issue.
The engine keeps its `debug_assert!`s as invariant documentation.

Refs #18

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 15:48:31 +02:00
logaritmiskandClaude Opus 5 8c087ad015 fix!: apply competitor configuration whenever it is supplied
`Member::with_prior` and `with_drift_scale` were consumed only on the
branch that *creates* a competitor — `priors.remove` sat inside
`if !self.agents.contains(..)`. Supplying either for a key the history
already knew did nothing at all: no error, no warning, and output
computed from the default prior. A prior applied on a competitor's very
first event and was silently discarded ever after.

Configuration now applies whenever supplied. Two details this forced:

Configuration is tracked per *field* rather than as a merged `Rating`.
A member setting only `drift_scale` must not also assert the default
prior, or it would silently undo a prior seeded on an earlier event.

Slice state has to be refreshed. `drift_scale` is re-derived on every
forward pass, but a prior is written into the competitor's earliest
slice once, at ingestion, and `iteration` refreshes only slices after
the first. Without the refresh a late prior would reach the drift terms
and nothing else — a subtler version of the drop being fixed. This was
caught by a test, not by reading the code.

Conflicting values for one competitor within a single batch are now
`ConflictingCompetitorConfig` rather than resolved by iteration order.
Events in a batch are unordered, so "last one wins" would make the
result depend on traversal — and `tests/ingestion_equivalence.rs` exists
to rule exactly that out. Repeating the same value stays inert, which is
the shape callers get when configuration is a property of the domain.

That invariant turned out to be tested only for *unconfigured*
competitors: every helper in that file built members with `Member::new`.
Extended to cover configured ones, including a check that configuration
changes the fit at all, so the order tests cannot pass vacuously.

`with_prior` had no coverage under `tests/` whatsoever, which is how
this survived. Adds `tests/competitor_config.rs`.

`drift_scale_is_ignored_after_first_appearance` asserted the old
behaviour and now asserts the new one. It was written as a deliberate
change-detector — "moving the capture would be a visible break, not a
silent one" — so it inverted rather than being deleted.

Also removes `InferenceError::ConvergenceFailed` and `NegativePrecision`,
which no code path ever constructed: public variants advertising failure
modes no caller could observe. Partial #20 — its other items were
already resolved, except `Outcome::winner` still panicking.

BREAKING CHANGE: `prior` and `drift_scale` now take effect for
competitors the history already knows, where they were previously
ignored; a batch supplying conflicting values for one competitor is now
an error. `InferenceError::ConvergenceFailed` and
`InferenceError::NegativePrecision` are removed.

Closes #10. Refs #20.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 15:42:31 +02:00
logaritmiskandClaude Opus 5 7341669d1a fix: stop destroying tail precision in evidence and truncation
`erfc` is sound — it holds ~1e-7 *relative* accuracy down to 1e-296 with
no tail degradation. Three expressions built on it threw that away by
subtracting quantities that both approach the same value.

1. `cavity_evidence` computed `1.0 - cdf(margin, ..)`, which is
   algebraically `sf(margin, ..)` and numerically a catastrophe: 7%
   error by eight sigma, and exactly zero past ~8.3, where the true
   probability is 1e-19 and perfectly representable. Clamped, that
   reached `log_evidence` as ln(f64::MIN_POSITIVE) = -708 whatever the
   truth was — off by 665 nats at nine sigma.

   `1 - cdf` is smallest precisely when the result contradicts the
   prior, so the model-comparison number was worst for upsets: the
   observation it exists to notice. Adds `sf`, the survival function,
   computed without the subtraction. The tie branch picks whichever tail
   keeps both of its terms small, for the same reason.

2. `v_w` computed the inverse Mills ratio as `pdf(-a) / cdf(-a)`. Both
   underflow together past about 39 sigma, giving `0 / 0` and putting
   NaN straight into the posterior. Adds `erfcx`, so the shared
   `exp(-alpha^2 / 2)` cancels analytically instead of being evaluated
   twice and divided.

3. With that fixed, `w = v * (v - alpha)` became the next casualty: `v`
   tends to `alpha`, so the gap lost every digit and drove `w` above 1,
   making `sqrt(1 - w)` NaN at alpha = 1e6. The gap now comes from its
   asymptotic series, which forms no difference at all. The tie branch
   had the same defect one expression over — `v * v - u` with both terms
   at 1e18 returned w = -128 — and a far-tail window is
   indistinguishable from a half-line, so it shares the asymptotic.

No public signature changes, and no existing golden moved: every one of
these only alters regions the old code got wrong. The two identity tests
are asserted at 1e-6 rather than tighter because `erfc` is not exactly
antisymmetric — `erfc(z) + erfc(-z)` differs from 2 by ~3e-8, and
`erfc(0)` returns 1.00000003. That floor is tracked separately.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 15:28:35 +02:00
logaritmiskandClaude Opus 5 2fff745c3b feat: let observers be shared, boxed, or borrowed
`History` takes its observer by value and never hands it back, so a
caller who wanted to read what an observer recorded had no way to keep a
handle to it. The natural spelling did not compile:

    let recorder = Arc::new(Recorder::default());
    History::builder().observer(Arc::clone(&recorder))
    // error[E0277]: `Arc<Recorder>: Observer<i64>` is not satisfied

The workaround was for every observer to wrap each of its own fields in
an `Arc` and derive `Clone` — one allocation and one lock per field, a
pattern each implementor had to rediscover, and nothing documenting it.

Adds blanket `Observer` impls for `Arc<O>`, `Box<O>` and `&O`. All are
`?Sized`, so `Arc<dyn Observer<T>>` and `Box<dyn Observer<T>>` work too
and an observer can be chosen at runtime. Also adds
`History::observer()` and `into_observer()`, so a non-shared observer's
state can be inspected in place or reclaimed after `converge` without
needing interior mutability at all.

`tests/observer.rs` is simplified to the shared spelling, so the
recommended pattern is the one demonstrated rather than the workaround.

Closes #40

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 15:13:28 +02:00
logaritmiskandClaude Opus 5 3c2f9ac64c feat: add expected information gain for active matchup selection
`quality()` answers "is this matchup fair". Callers picking which
comparison to run next need "is this matchup informative", and the two
coincide only for two evenly matched competitors. Without a principled
alternative, downstream code was reaching for hand-rolled heuristics
like `quality * sigma_a^2 * sigma_b^2`, which double-counts uncertainty:
the two factors are not independent.

Adds `expected_information_gain`, the outcome-weighted divergence
between current beliefs and the beliefs each result would produce:

    EIG = SUM P(outcome) * KL(posterior_after(outcome) || prior)

Available standalone over `Rating`s, and as
`History::expected_information_gain` using current skills and the
history's own beta, drift and p_draw — so the outcomes it weighs are the
ones that would actually be fitted.

This is the mutual information between the outcome and the skills, which
gives an analytic ceiling: gain cannot exceed the entropy of the thing
being observed, so at most `ln k` nats for k outcomes. That bound is the
sharpest test available, because an acquisition function is unusually
exposed to returning finite, plausible, monotone numbers while being
wrong — it would simply select slightly worse matchups forever. A
prototype of this returned 4.77 nats from a sign error while passing
every monotonicity check; `never_exceeds_the_entropy_of_the_outcome`
catches that class unconditionally.

Measured against the ceiling the values are meaningful rather than
vacuous: 0.382 nats for an even matchup between diffuse priors against
an 0.693 ceiling, falling to 0.013 for a lopsided one and 0.000 for a
hopeless one.

`disagrees_with_the_quality_times_variance_heuristic` pins down that
this is not a monotone transform of the heuristic it replaces — the two
rank a lopsided matchup and a confident even one in opposite orders — so
a later "simplification" cannot quietly revert to it.

Cost is one inference pass per possible outcome, documented on the
public API alongside the shortlist-then-score pattern, so callers do not
discover it in production.

Also folds the duplicated key-gathering in `predict_quality` and
`performances` into one validated `member_skills`.

Refs #39

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 15:08:12 +02:00
logaritmiskandClaude Opus 5 507894dae7 refactor!: close the remaining API gaps from #21
Three unrelated small defects, all requiring signature changes:

- `Game::one_v_one` hardcoded `GameOptions::default()`, so a 1v1 could
  never set `p_draw` or convergence options — and a drawn 1v1 was
  therefore unreachable through it, since the default `p_draw` is zero.
  It now takes `&GameOptions` like every other constructor.

- `Observer::on_batch_processed` was declared on the trait and never
  called from anywhere: implementors wired up a callback that could not
  fire. It is now called after each slice sweep, and renamed
  `on_slice_processed` to match the vocabulary the codebase adopted in
  T2 — the unit of work is a `TimeSlice`, not a batch. A slice is swept
  once travelling backward and once forward, so a multi-slice history
  fires it twice per slice per iteration; the doc comment says so.

- `pub mod factors` sat beside `pub(crate) mod factor`, two module paths
  differing by one character with only one of them importable. The
  public facade is now `graph`.

Tests cover each as a behaviour rather than a compile check: a drawn 1v1
succeeds only when p_draw is supplied, and the observer tests fail if
any callback stops firing.

BREAKING CHANGE: `Game::one_v_one` takes a fourth `&GameOptions`
argument; `Observer::on_batch_processed` is renamed
`on_slice_processed`; the `factors` module is renamed `graph`.

Closes #21

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 14:57:39 +02:00
logaritmiskandClaude Opus 5 bb2a845882 feat!: N-team outcome prediction with draw mass, replacing the 2-team panic
`predict_outcome` asserted `teams.len() == 2` and returned `[p, 1 - p]`,
allocating no probability to a draw even with `p_draw > 0`. For a
draw-enabled model the numbers were simply wrong, at any team count.

It now returns `Result<Prediction, InferenceError>` and supports N teams.

Two algorithms, both deterministic:

- Who finishes first. Performances are independent Gaussians, so this
  separates into a one-dimensional integral per team rather than a
  multivariate orthant probability. Adaptive Gauss-Kronrod evaluates it
  to ~1e-15, matching the exact two-team closed form.
- A specific finishing order. The factor graph only constrains
  rank-adjacent teams, so a full order is a chain of local constraints,
  not a general orthant integral. That chain collapses into a sequential
  recursion over cumulative integrals: O(teams * grid) per order.

Fixed-node Gauss-Hermite is the obvious tool for the first and is a trap:
when a rival's sigma is small the CDF product becomes a step narrower
than the node spacing, and the nodes step over it. Measured 4.4e-4 off
the closed form on a mildly skewed matchup and 1.7e-2 on a small-sigma
one, while still returning something that looks like a probability.
Adaptive refinement is what makes that case safe, and
`win_probabilities_survive_a_rival_with_a_tiny_sigma` pins it down.

The acceptance test is an identity rather than a golden: the outcome
space is exhaustive and disjoint, so the probabilities sum to one. Any
drift is integration error and nothing else. Gauss-Hermite failed it at
4.4e-4; this holds to ~1e-9.

Also from #21: unknown keys are now reported rather than dropped, so a
team of strangers can no longer produce a confident-looking prediction.
`predict_quality` returns `Result` for the same reason.

BREAKING CHANGE: `predict_outcome` returns `Result<Prediction, _>`
instead of `Vec<f64>`; `predict_quality` returns `Result<f64, _>`.

Refs #21, #39

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-07 14:55:11 +02:00
logaritmiskandClaude Opus 5 87fca8dcca docs: correct drifted documentation and compile the README in CI
Four README code blocks no longer compiled: `Player` was renamed `Rating`
in T2, the `Drift` trait gained a `T: Time` parameter and a second method,
and two blocks were missing imports outright. The `Rating` example needed
more than a rename — with the binding unused, `T` is ambiguous because
`ConstantDrift` implements `Drift<T>` for every `T`, so it now carries an
explicit annotation.

Nothing compiled those blocks. `src/lib.rs` gains a `cfg(doctest)` struct
carrying `#[doc = include_str!("../README.md")]`, which turns every `rust`
block into a doctest without displacing the curated crate docs as the
front page. Verified it bites: reintroducing `Player` fails the build with
E0432 rather than shipping. Illustrative blocks are fenced `text` — note
that a bare fence defaults to `rust` under rustdoc, which is how the
`variance_delta = elapsed * γ²` formula became a compile error.

Prose fixes: README claimed `Gaussian::forget` takes a square root (it
works in variance space) and pointed at a `.gamma()` builder method that
does not exist. CLAUDE.md's data-flow diagram spliced the public ingestion
shape into the internal one — `Team` is not in that chain — listed
`cdf()`/`erfc()` as public when they are `pub(crate)` and private, and
called `SkillStore` public when only `CompetitorStore` escapes the crate.

Rustdoc fixes: `EventBuilder::scores_with_sigma` claimed a debug-assert
that `Outcome::scores_with_sigma` never had and whose own docs contradict;
rejection happens at ingestion as `InvalidParameter`. `event.rs` described
`add_events_with_prior` as replaced when it is still the ingestion
chokepoint. `factors.rs` advertised `Game::custom` without noting it is
`#[doc(hidden)]`. Internal T2/T4 milestone labels are dropped from public
items; the ones in the private `time_slice` module are left alone.

Closes #35

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_014b6wy2q8rnFK8U8GPJVQNU
2026-09-01 19:30:32 +02:00
logaritmiskandClaude Opus 5 ef62b57a08 fix(release): skip the changelog hook during a dry run
`just release-plan` is documented as a preview that writes nothing, but
cargo-release runs pre-release hooks during a dry run too. The hook wrote
CHANGELOG.md and `git add`ed it, so the clean-tree check in `just release`
then refused to run — the repo's own two-step release workflow could not
be followed as written.

Guard the hook on DRY_RUN, which cargo-release 1.1.5 exports to the hook
environment (verified by dumping `env` from a throwaway hook; it also sets
CRATE_NAME, PREV_VERSION and NEW_VERSION). The clean-tree check itself is
left alone: it is load-bearing, because publishing is irreversible.

Closes #36

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_014b6wy2q8rnFK8U8GPJVQNU
2026-09-01 19:26:22 +02:00
logaritmisk b2a7ade10c chore: Release trueskill-tt version 0.3.0 2026-09-01 06:34:31 +02:00
logaritmiskandClaude Opus 5 617bc07f6f feat: allow drift to vary per competitor via Member::with_drift_scale
Drift was a property of the History, so every competitor drifted at the
same rate and a fixed reference point could not share a graph with moving
competitors. A bot at a known strength, a rating floor, a course
difficulty — all of them drifted along with the players.

Member::with_drift_scale(s) multiplies the drift *variance* a competitor
accumulates, so s is in the same units as gamma: ConstantDrift(g) at
scale s behaves exactly as ConstantDrift(g * s) would for that competitor.
A scalar rather than a per-competitor Drift keeps History's single D type
parameter untouched and stays Copy. 0.0 pins a competitor still.

The scale lives on Rating, beside the drift it scales, and is applied
only through Rating::drift_variance_delta / drift_variance_for_elapsed.
Making those the sole entry points means a caller cannot reach the raw
drift and silently skip a competitor's scale — the filtered pass was
exactly that bug during development, caught because its test was written
before the wiring.

Like with_prior, the scale is competitor configuration captured at first
appearance rather than a per-event override; a competitor that is static
is static, and a scale that changed between events would make the skill
trajectory hard to interpret. Member's docs claimed prior was a per-event
override, which the code has never done — corrected here.

A negative scale is rejected rather than squared into its absolute value,
and a non-finite one rejected outright, both as InvalidParameter.

None means 1.0, so no existing call site changes and no existing fit
moves. Adding a public field to Member does break struct-literal
construction downstream.

Closes #34

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_014b6wy2q8rnFK8U8GPJVQNU
2026-09-01 06:29:02 +02:00
logaritmiskandClaude Opus 5 1a88678384 refactor!: remove ConvergenceReport::slices_skipped
Closes #33. The field was public, hardcoded to 0 at both construction sites,
and had no route to ever being non-zero.

It was added in T3 as the reporting surface for dirty-bit slice skipping. That
feature is #4, closed as unworkable — the ceiling measured at ~6% against a
projected 5-50x, on top of three independent soundness blockers. #32, which
reattributed the cost to ingestion, is closed too: the re-convergence is
necessary work rather than waste, because appending one event genuinely moves
the involved competitors ~1.2 sigma across their whole history. Nothing left
would ever populate it.

This is the same defect class as #19, where this arc started: a public surface
that looks implemented, reports a plausible value, and is inert. A caller
reading `slices_skipped: 0` reasonably concludes "no slices were skipped this
run", not "this feature does not exist".

Removed rather than documented as reserved. Its only value was as a hook for a
plan that no longer exists, and keeping it preserves the shape of that plan.
Breaking, but ConvergenceReport is returned rather than constructed by callers,
so the only breakage is code reading a constant zero.

Also added a test asserting every remaining field carries real information —
iterations non-zero, final_step finite, log_evidence a finite negative log
probability, and per_iteration_time holding one duration per iteration.
Mutation-proved: pinning per_iteration_time to an empty SmallVec fails it. The
next always-constant member now has to survive an assertion rather than just a
reviewer's attention, which is the actual lesson of #19 and #33.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-28 08:07:41 +02:00
logaritmisk 5f46296671 chore: ignore proptest regression seed files
proptest writes tests/*.proptest-regressions when a property fails, seeding a
replay of that exact case. Useful locally; noise in the repo when the failure
came from a deliberate mutation rather than a real defect.
2026-08-27 18:06:26 +02:00
logaritmiskandClaude Opus 5 2745fbb622 test: add property-based tests, a shared finiteness helper, and boundary inputs
Most of what remained on #26.

**Property tests (`tests/properties.rs`, proptest as a dev-dependency).** Four
invariants over generated 1v1 schedules rather than hand-written fixtures,
which is where this crate's shipped defects actually hid — a linear evidence
product that underflowed only past ~1000 teams, and a batching path no golden
exercised because every golden ingests in one call:

- converged posteriors are always finite with positive sigma
- log-evidence, batch and filtered, is finite and never above zero
- filtered evidence is invariant to whether `converge` has run
- one-at-a-time ingestion reaches the same fixed point as batched

The invariance property was mutation-proved: making `filtered_step` read
`skill.forward` instead of the carried message fails it with
`-1.1038430064192069 -> -1.1135747072822761`.

**Shared finiteness helper (`tests/common/mod.rs`).** `assert_finite` was local
to `degenerate_inputs.rs`. It now also rejects a non-positive sigma, which the
old version let through — `Gaussian::sigma` reports a non-positive precision as
improper rather than trapping, so a collapsed posterior would have passed a
finite-only check.

**Boundary inputs.** Zero and negative weights, out-of-order timestamps, and
extreme beta/sigma combinations. Worth recording that zero weight reaches
`(m - performance.exclude(..)) * (1.0 / w)` — a division by zero — and the
posterior comes out finite anyway; the test pins that rather than asserting
what ought to happen. The weight tests `expect()` the commit rather than
returning early on error, because an early return would have made them vacuous
the moment validation changed. I checked that specifically by turning the
return into a failure and confirming it did not fire.

Not done, and left on #26: benchmark regression gating. Nothing fails on a
regression today; making it fail needs a threshold chosen against how noisy the
shared runner is, which is a policy call rather than a mechanical one.

60 test binaries, up from 56. MSRV 1.85 verified with proptest in the graph.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 18:06:26 +02:00
logaritmiskandClaude Opus 5 6d2573b92e perf: make the per-slice SkillStore compact instead of dense
Closes #17. Each `TimeSlice` owned a `Vec<Skill>` indexed by the GLOBAL
`Index.0`, so a slice's footprint was O(largest index it touches) rather than
O(competitors in it). Two competitors at 19998/19999 reserved 20,000 slots per
slice; the same games between indices 0 and 1 reserved two.

The store is now a compact `Vec<Skill>` plus a `HashMap<Index, u32>` slot map
and a parallel `Vec<Index>` for iteration. The hash is paid once at ingestion:
each event's `Item` caches its slot, and the convergence loop reaches skills
through `at`/`at_mut` by slot, so no hashing enters the hot path — which is the
property the dense layout existed to provide.

Measured on the issue's own workload (200 slices, one 1v1 each, 20,000-key
roster, release, peak RSS):

    indices 0 / 1          52 MB  ->  5.55 MB
    indices 19998 / 19999  309 MB ->  8.39 MB

The 257 MB gap is now 2.8 MB, and that residual is CompetitorStore, which is
also dense over the global index but is a single store for the whole history
rather than one per slice — so it does not multiply. Left alone deliberately.

Benchmarks, against the pre-change code:

    Batch::iteration        +2.4%   (regressed)
    history_converge x3     -18.8%, -21.6%, -21.7%  (improved)

The three convergence benchmarks are the realistic workload and they gain
~20% from the better locality of a compact store. The micro-benchmark loses
2.4% because `Item` grew eight bytes for the cached slot; `agent` cannot be
dropped to compensate, since `within_prior` still needs the global index to
reach the competitor's rating. I judged 2.4% on one micro-benchmark an
acceptable price for ~20% on the real ones plus the memory fix, but it is a
regression against #17's stated "no regression" criterion, so it is called out
rather than buried.

The regression test asserts on a new test-only `allocated_slots()`, not on
`len()`. That distinction is load-bearing: the old dense store reported the
true competitor count from `len()` while allocating max_index+1 slots, so a
test written against `len()` would have passed on the defect. Mutation-proved
by re-adding the dense padding, which fails it.

One coupling is now pinned by a debug_assert: `filtered_step` clones events
whose `Item`s carry slots resolved against the REAL store, so its scratch store
must assign identical slots. It does, because `iter()` yields slot order and
`insert` allocates in call order — but that is an invariant across two types,
so it is asserted rather than left to be rediscovered.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 18:01:29 +02:00
logaritmiskandClaude Opus 5 1ac3b21db5 fix: enforce EventBuilder weight/team length in release
Part of #18. `EventBuilder::weights` guarded the length match with a
`debug_assert!`, so release builds accepted a mismatch, silently dropped the
weights, and ingested the event anyway. That is the exact shape #18 is about:
validation that exists only where it is least needed.

The setters return `Self` to keep the chain fluent, so they cannot return a
`Result`. The builder now records the first failure and `commit` returns it as
`MismatchedShape`. The weights are not applied on mismatch either, so a
partially-weighted team cannot reach the history by another route.

Two tests in tests/degenerate_inputs.rs, whose CI job runs in release — which
is the only place the old behaviour differed.

The second test needed strengthening before it was worth anything. As first
written it committed a ONE-team event, which ingestion rejects for an unrelated
reason, so it passed under a mutation that disabled the whole check. It now
uses two teams, so ingestion would otherwise succeed and the assertion is
actually load-bearing. Both tests were then mutation-proved together: disabling
the error path in `commit` fails both in release.

#18 stays open. The remaining debug_asserts live in `ranked_with_arena` and
`scored_with_arena`, and promoting those means threading `Result` up through
`Event::compute`, `TimeSlice::iteration`, `log_evidence` and `filtered_step` —
which lands on the public API as `log_evidence() -> Result<f64>` and
`filtered_learning_curve() -> Result<...>`. That is a trade-off about what the
query API should look like, not a mechanical change, so it is not mine to
decide.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 17:53:37 +02:00
logaritmiskandClaude Opus 5 4e043364fd perf: stop cloning inference inputs in OwnedGame and ingestion
The last two items on #23.

`OwnedGame::new` and `new_scored` cloned the whole team structure to hand one
copy to `Game` and keep another. But `Game` takes the teams by value and is
dropped at the end of the constructor, so the vec can simply be taken back out
of it — the clone existed only because nobody looked at the lifetime.

`add_events_with_prior` deep-cloned each event's composition, results and
weights when chunking events into per-timestamp groups. Nothing reads those
three after the chunking loop (the agent-collection pass and the tie pre-check
both run before it), so the elements are now moved out with `mem::take`.

That soundness argument rests entirely on `o` being a permutation: visiting an
index twice would take an already-emptied vec and silently produce an event
with no teams rather than failing. Since that would be invisible, there is now
a debug_assert checking the permutation property directly, next to the comment
explaining why the code depends on it.

Verified on 1.85.0 as well as the local toolchain — an MSRV break in this
change would otherwise only surface in CI.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 17:50:39 +02:00
logaritmiskandClaude Opus 5 aff3fb948d refactor!: replace emptiness-as-sentinel with Option for results and weights
Third of the five remaining items on #23.

`add_events_with_prior` and `TimeSlice::add_events` took `Vec<Vec<f64>>` and
`Vec<Vec<Vec<f64>>>` where an empty vec meant "not supplied" — so an empty
outer vec and a genuinely empty event list were the same value, and every
reader had to know which. Both are now `Option`, and the "not supplied"
branches read as `None` arms rather than `is_empty()` checks.

Two things fell out of the change that a sentinel would have hidden:

The tie pre-check iterated `results` directly. Under `Option` it needs
`.iter().flatten()`, which makes explicit that a `None` results list has no
ties to reject — previously an empty vec silently skipped the same loop and
looked identical to "checked, found nothing".

`MismatchedShape.got` could no longer be `results.len()`, because at the point
of the error there may be no vec to take a length from. It is now computed as
`map_or(0, Vec::len)` before the error is built.

MSRV note: my first draft used let-chains for the two validations. Those need
Rust 1.88 and this crate pins 1.85 — it compiled locally on 1.98 and would
have failed only in the MSRV CI job. Rewritten with `is_some_and`, and
verified by installing 1.85.0 and building against it rather than by assuming
the removal was complete.

Breaking: `TimeSlice::add_events` is public.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 17:48:50 +02:00
logaritmiskandClaude Opus 5 06ed24b240 refactor!: make Competitor::message an Option, and compute_elapsed loud
Two of the five remaining items on #23.

`Competitor.message` was a `Gaussian` using the improper `N_INF` as an "unset"
sentinel, so `message != N_INF` meant "has a message" and every reader had to
know that convention. It is now `Option<Gaussian>`, which makes "no message
yet" and "a legitimately improper message" distinguishable at the type level
instead of by float comparison.

Worth noting what the change surfaced: switching the type turned every read
site into a compile error, and there were eight — two in the convergence sweep,
five in ingestion, one in new_backward_info. The last is the interesting one:
`skill.backward = agents[agent].message` needed `unwrap_or(N_INF)` rather than
an unwrap, because an absent message genuinely does mean the improper identity
there. A sentinel-based refactor would have had to find that by reading.

This is a breaking change: `message` is a public field. It rides the next
minor bump.

`compute_elapsed` clamped a negative elapsed to zero silently. Negative elapsed
means slices are being visited out of time order, which would otherwise make
drift *reduce* uncertainty. Release still clamps, so a bad timestamp degrades
to "no drift" rather than corrupting a posterior, but debug now trips — getting
there is a slice-ordering bug, not something callers can cause with ordinary
data.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 17:46:12 +02:00
logaritmiskandClaude Opus 5 9b2c2b38c8 docs: complete the public API documentation contract
Closes the last open item in #25. `cargo clippy -W missing_errors_doc
-W missing_panics_doc -W must_use_candidate -W doc_markdown` went from 56
warnings to zero.

The 13 hand-written sections name the actual variants each function returns
rather than gesturing at "an error". Establishing that meant reading the error
paths — `Game::ranked` alone returns four distinct variants, and `record_draw`
can hit TieWithoutDrawProbability where `record_winner` provably cannot, since
a two-team decisive outcome has nothing to tie. Documenting those as
interchangeable would have been worse than leaving them undocumented, because
a reader would trust it.

Two existing doc comments already described panics in prose but not under a
`# Panics` heading, so neither rustdoc nor clippy surfaced them:
`Outcome::winner` and `EventBuilder::weights`. Both now carry the heading, and
`Outcome::winner` gained the note that it ties every loser, so `n >= 3` needs a
positive p_draw — the crate's easiest error to hit by accident.

The 43 mechanical fixes (31 `#[must_use]` on pure accessors, 11 missing
backticks) were applied with `cargo clippy --fix`. `#[must_use]` on Gaussian's
arithmetic and on `posteriors()` matters: discarding those results is always a
bug, and until now nothing said so.

Also documented why `[profile.release] debug = true` exists — cargo-flamegraph
needs the symbols, and library profile settings are ignored downstream, so it
reads as an oversight without the note.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 17:43:31 +02:00
46 changed files with 5558 additions and 403 deletions
+1
View File
@@ -7,3 +7,4 @@
NOTEPAD.md
/.claude
proptest-regressions/
+87
View File
@@ -2,6 +2,92 @@
All notable changes to this project will be documented in this file.
## 0.4.2 - 2026-09-07
### Bug Fixes
- fix: replace the erfc approximation with libm, for free
- fix: route every transcendental through libm, and combine sigmas with hypot
### Testing
- test: localise the erfc_inv tail residual to the caller's argument
## 0.4.1 - 2026-09-07
### Bug Fixes
- fix: correct erfc_inv's sign error and keep evidence in log space
### Miscellaneous Tasks
- chore: Release trueskill-tt version 0.4.1
### Testing
- test: pin quality()'s N-group closed form, closing the README cross-check
## 0.4.0 - 2026-09-07
### Breaking Changes
- feat!: N-team outcome prediction with draw mass, replacing the 2-team panic
- refactor!: close the remaining API gaps from #21
- fix!: apply competitor configuration whenever it is supplied
### Bug Fixes
- fix(release): skip the changelog hook during a dry run
- fix: stop destroying tail precision in evidence and truncation
- fix: reject convergence options that silently disable inference
### Documentation
- docs: correct drifted documentation and compile the README in CI
### Features
- feat: add expected information gain for active matchup selection
- feat: let observers be shared, boxed, or borrowed
### Miscellaneous Tasks
- chore: Release trueskill-tt version 0.4.0
## 0.3.0 - 2026-09-01
### Breaking Changes
- refactor!: make Competitor::message an Option, and compute_elapsed loud
- refactor!: replace emptiness-as-sentinel with Option for results and weights
- refactor!: remove ConvergenceReport::slices_skipped
### Bug Fixes
- fix: enforce EventBuilder weight/team length in release
### Documentation
- docs: complete the public API documentation contract
### Features
- feat: allow drift to vary per competitor via Member::with_drift_scale
### Miscellaneous Tasks
- chore: ignore proptest regression seed files
- chore: Release trueskill-tt version 0.3.0
### Performance
- perf: stop cloning inference inputs in OwnedGame and ingestion
- perf: make the per-slice SkillStore compact instead of dense
### Testing
- test: add property-based tests, a shared finiteness helper, and boundary inputs
## 0.2.0 - 2026-08-27
### Breaking Changes
@@ -36,6 +122,7 @@ All notable changes to this project will be documented in this file.
- chore: target releases at the private kellnr registry
- chore: keep the 48 MB ATP dataset out of the published crate
- chore: dual-license MIT OR Apache-2.0
- chore: Release trueskill-tt version 0.2.0
### Performance
+28 -8
View File
@@ -32,8 +32,17 @@ evidence both forward and backward across a history.
### Data flow
Ingestion (public types, `event.rs`):
```
History → TimeSlice[] → Event[] → Team[] → Item[]
Event<T, K> → Team<K>[] Member<K>[]
```
`History::add_events` flattens that into indices; teams survive only as
grouping, not as a value. Inference then runs on the internal shapes:
```
History → TimeSlice[] → Event[] → Item[]
Game (factor graph) → Schedule → BuiltinFactor[]
```
@@ -45,9 +54,12 @@ History → TimeSlice[] → Event[] → Team[] → Item[]
- **`TimeSlice`** (`time_slice.rs`) — all events at one time. Owns a
`SkillStore` and a `ScratchArena`; `iteration()` sweeps its events, using
`ColorGroups` to partition independent ones.
- **`Event`** (`time_slice.rs`) — one match. `compute()` runs inference reading
skills immutably; `apply()` folds the result back. The split is what lets a
color group run in parallel with no `unsafe`.
- **`Event`** — two distinct types, do not confuse them. The *public* ingestion
`Event<T, K>` is in `event.rs` (with `Team`/`Member`); the *internal*
`pub(crate) Event` in `time_slice.rs` is one match during inference, where
`compute()` runs inference reading skills immutably and `apply()` folds the
result back. That split is what lets a color group run in parallel with no
`unsafe`.
- **`Game`** (`game.rs`) — a single match's factor graph. `run_chain` builds the
diff chain between rank-adjacent teams and drives it to convergence.
- **`Gaussian`** (`gaussian.rs`) — natural parameters (`pi = 1/sigma²`,
@@ -61,14 +73,16 @@ History → TimeSlice[] → Event[] → Team[] → Item[]
the only implementation.
- **`Competitor`** (`competitor.rs`) — per-history temporal state (`message`,
`last_time`). **`Rating`** (`rating.rs`) — static config (prior, `beta`, drift).
- **`storage/`** — `SkillStore` (per slice) and `CompetitorStore` (per history),
both dense `Vec`s indexed by `Index`.
- **`storage/`** — `SkillStore` (per slice, `pub(crate)`) and `CompetitorStore`
(per history, public), both indexed by `Index`. The module is `pub`, but only
`CompetitorStore` is reachable from outside the crate.
- **`KeyTable`** (`key_table.rs`) — user key ↔ `Index`, both directions O(1).
- **`Drift`** (`drift.rs`) / **`Time`** (`time.rs`) — traits. `Time` is a *trait*
(`i64`, `Untimed`), not an enum.
- **`lib.rs`** — public exports, global defaults (`MU`, `SIGMA`, `BETA`,
`GAMMA`, `P_DRAW`, `EPSILON`, `ITERATIONS`), and the standalone `quality()`,
`cdf()`, `erfc()`.
`GAMMA`, `P_DRAW`, `EPSILON`, `ITERATIONS`), and the standalone `quality()`.
The `cdf()` / `erfc()` helpers live here too but are `pub(crate)` and private
respectively — not public API.
### Invariants worth knowing
@@ -83,6 +97,12 @@ History → TimeSlice[] → Event[] → Team[] → Item[]
chain underflows to zero, and `ln(0)` is `-inf`.
- **Colors are contiguous.** `recompute_color_groups` reorders events so each
color occupies one range; `ColorGroups::groups_are_contiguous` asserts it.
- **Transcendentals go through `libm`, not `std`.** IEEE 754 pins the basic
operations and `sqrt` but says nothing about `exp`/`log`/`erf`, and `std`
delegates to the *system* math library — measured, `f64::exp` and `libm::exp`
disagree on 9.7% of inputs by one ULP. Since inference is an iterative fixed
point, one ULP can change an iteration count. Use `libm::exp` / `libm::log` in
inference code; `f64::sqrt` is fine (IEEE specifies it). Tests may use either.
- **The crate is `#![forbid(unsafe_code)]`.** Keep it that way.
- **Ingestion order must not change the answer.** Events added one at a time
must converge to the same fixed point as the same events batched — see
+7 -1
View File
@@ -1,6 +1,6 @@
[package]
name = "trueskill-tt"
version = "0.2.0"
version = "0.4.2"
edition = "2024"
rust-version = "1.85"
description = "TrueSkill Through Time: Bayesian skill rating that tracks how skill evolves over time, via Gaussian message passing"
@@ -51,6 +51,7 @@ harness = false
[dependencies]
approx = { version = "0.5.1", optional = true }
libm = "0.2.16"
rayon = { version = "1", optional = true }
smallvec = "1"
@@ -62,9 +63,14 @@ rayon = ["dep:rayon"]
criterion = "0.5"
plotters = { version = "0.3", default-features = false, features = ["svg_backend", "all_elements", "all_series"] }
plotters-backend = "0.3"
proptest = "1.11.0"
time = { version = "0.3", features = ["parsing"] }
trueskill-tt = { path = ".", features = ["approx"] }
# Debug symbols in release are for `just flame` (cargo-flamegraph), which needs
# them to symbolicate. Profile settings in a library are ignored by downstream
# consumers, so these only affect local builds — this is deliberate, not an
# oversight.
[profile.release]
debug = true
+166 -24
View File
@@ -13,64 +13,136 @@ Rust port of [TrueSkillThroughTime.py](https://github.com/glandfried/TrueSkillTh
## 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.
Skill drift models how a competitor's true skill can change between appearances.
Each time they reappear 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:
Drift is represented by the `Drift` trait (`src/drift.rs`), generic over the
history's time type:
```rust
pub trait Drift: Copy + Debug {
fn variance_delta(&self, elapsed: i64) -> f64;
```text
pub trait Drift<T: Time>: Copy + Debug + Send + Sync {
fn variance_delta(&self, from: &T, to: &T) -> f64;
fn variance_for_elapsed(&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)`.
Both methods return the amount to add to `σ²`, not to `σ`. `variance_delta`
works from two timestamps; `variance_for_elapsed` takes an already-computed
elapsed count, and is used on the paths that cache it. `Gaussian::forget`
applies the result entirely in variance space — `from_mv(mu, variance() +
variance_delta)` — taking no square root.
That block is a quotation rather than a doctest. The custom-drift example below
is compiled by CI, so it is what actually pins the signature.
### ConstantDrift
The built-in `ConstantDrift` implements a linear random walk — skill uncertainty grows proportionally to time:
The built-in `ConstantDrift` implements a linear random walk — skill uncertainty
grows proportionally to time:
```
```text
variance_delta = elapsed * γ²
```
This is the standard TrueSkill Through Time model. Use it by passing a `ConstantDrift(gamma)` when constructing a `Player`:
This is the standard TrueSkill Through Time model. Pass a `ConstantDrift(gamma)`
when constructing a `Rating`:
```rust
use trueskill_tt::{Player, Gaussian, drift::ConstantDrift};
use trueskill_tt::{ConstantDrift, Gaussian, Rating};
// 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));
// gamma = 0.1 means skill can shift ~0.1 per time unit.
let rating: Rating<i64, ConstantDrift> =
Rating::new(Gaussian::from_ms(0.0, 6.0), 1.0, ConstantDrift(0.1));
assert_eq!(rating.drift().0, 0.1);
```
The type annotation is load-bearing: `ConstantDrift` implements `Drift<T>` for
every `T: Time`, so without it `T` is ambiguous.
### 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):
Implement `Drift<T>` to express any other model. For example, a drift that
saturates after a long absence, with uncertainty growing as the square root of
elapsed time instead of linearly:
```rust
use trueskill_tt::drift::Drift;
use trueskill_tt::{Drift, Gaussian, History, Rating, Time};
#[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
impl<T: Time> Drift<T> for SqrtDrift {
fn variance_delta(&self, from: &T, to: &T) -> f64 {
let elapsed = from.elapsed_to(to).max(0) as f64;
elapsed.sqrt() * self.gamma * self.gamma
}
fn variance_for_elapsed(&self, elapsed: i64) -> f64 {
(elapsed.max(0) as f64).sqrt() * self.gamma * self.gamma
}
}
let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, SqrtDrift { gamma: 0.5 });
// On a single Rating:
let rating: Rating<i64, SqrtDrift> =
Rating::new(Gaussian::from_ms(0.0, 6.0), 1.0, SqrtDrift { gamma: 0.5 });
// Or for a whole History, via the builder:
let history = History::builder().drift(SqrtDrift { gamma: 0.5 }).build();
assert_eq!(rating.beta(), 1.0);
assert_eq!(history.log_evidence(), 0.0);
```
To use a custom drift type with `History`, use the `.drift()` builder method instead of `.gamma()`:
`HistoryBuilder::drift` is the only way to set a history's drift model; there is
no `gamma()` shorthand. The default is `ConstantDrift(GAMMA)`.
### Per-competitor drift
A `History` has one drift model, but individual competitors can scale it.
`Member::with_drift_scale(s)` multiplies the drift *variance* that competitor
accumulates, so `s` is in the same units as `gamma`: `ConstantDrift(g)` at
scale `s` behaves exactly as `ConstantDrift(g * s)` would, for that competitor
alone.
`0.0` pins a competitor still. That is what makes a **fixed reference point**
expressible in the same graph as moving competitors — a bot at a known
strength, a rating floor, a course difficulty:
```rust
let h = History::builder()
.drift(SqrtDrift { gamma: 0.5 })
.build();
use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
let mut h = History::builder().drift(ConstantDrift(0.1)).build();
h.add_events(vec![Event {
time: 0,
teams: [
Team::with_members([Member::new("player")]),
// A course does not improve. Pin it, and the round's evidence
// lands on the player instead of being split between the two.
Team::with_members([Member::new("layout_7").with_drift_scale(0.0)]),
]
.into_iter()
.collect(),
outcome: Outcome::winner(0, 2),
}])
.unwrap();
h.converge().unwrap();
```
Like `with_prior`, the scale is **competitor configuration captured at first
appearance** — setting it on a key the history already knows has no effect. It
must be finite and non-negative; ingestion otherwise fails with
`InferenceError::InvalidParameter`.
Note that the fluent `EventBuilder` (`h.event(t).team([...])`) sets weights but
not `drift_scale` or `prior`; those need the typed `Event` / `Team` / `Member`
shape shown above.
## Scored outcomes
Use `Outcome::scores([...])` when you have continuous per-team scores rather
@@ -80,7 +152,7 @@ soft Gaussian evidence about the latent performance diff. Configure
(smaller σ = more trust).
```rust
use trueskill_tt::{History, Outcome};
use trueskill_tt::History;
let mut h = History::builder().score_sigma(2.0).build();
h.event(1)
@@ -92,6 +164,75 @@ h.event(1)
h.converge().unwrap();
```
## Prediction
`predict_outcome` gives the full distribution over finishing orders. Each entry
is a rank vector in the same shape `Outcome::ranking` takes — equal ranks mean a
tie — so an outcome feeds straight back into inference.
```rust
use trueskill_tt::History;
let mut h = History::builder().p_draw(0.1).build();
h.record_winner(&"alice", &"bob", 1).unwrap();
h.converge().unwrap();
let p = h.predict_outcome(&[&[&"alice"], &[&"bob"]]).unwrap();
// Probabilities are exhaustive and disjoint, so they sum to one.
assert!((p.total() - 1.0).abs() < 1e-6);
let (best, likelihood) = p.most_likely().unwrap();
println!("most likely: {best:?} at {likelihood:.3}");
println!("draw: {:.3}", p.probability_of(&[0, 0]));
```
Supports any number of teams. Because the outcome space grows factorially, the
full distribution is capped at `MAX_PREDICTED_TEAMS`; two cheaper entry points
stay available at any size:
- `predict_win_probabilities(teams)``P(team i finishes strictly first)`,
quadratic in team count.
- `predict_ranking(teams, ranks)` — one specific finishing order.
Unknown keys are an error, not a silent omission: a team the history has never
seen cannot produce a confident-looking probability.
## Which match to play next
`quality()` measures whether a matchup is *fair*. That is not the same as
whether it is *informative*, and the two only coincide for two evenly matched
competitors. When each observation costs something, ask
`expected_information_gain` instead — the outcome-weighted divergence between
what you believe now and what you would believe afterwards.
```rust
use trueskill_tt::History;
let mut h = History::builder().build();
for t in 1..=10 {
h.record_winner(&"veteran", &"regular", t).unwrap();
h.record_winner(&"regular", &"veteran", t + 100).unwrap();
}
h.record_winner(&"veteran", &"newcomer", 500).unwrap();
h.converge().unwrap();
let settled = h.expected_information_gain(&[&[&"veteran"], &[&"regular"]]).unwrap();
let unknown = h.expected_information_gain(&[&[&"veteran"], &[&"newcomer"]]).unwrap();
// Playing the newcomer teaches you more than replaying a settled rivalry.
assert!(unknown > settled);
```
The result is in nats, and is bounded by the entropy of the outcome: at most
`ln 2 ≈ 0.693` for a two-way result, `ln 3` once draws are possible, `ln k` for
`k` outcomes. A value near zero means you already know how it ends.
This costs one full inference pass **per possible outcome**, so it is far more
expensive than `quality()`. Scoring every pairing among `n` competitors is
`O(n² × outcomes)` passes — shortlist with `quality()` or
`predict_win_probabilities` first, then score only the shortlist.
## Todo
- [x] Implement approx for Gaussian
@@ -100,7 +241,8 @@ h.converge().unwrap();
- [x] Add examples (`examples/atp.rs`, `examples/scored.rs`)
- [x] Add Observer (`Observer` / `NullObserver`)
- [x] Benchmark the inference loop (`benches/batch.rs`, `benches/history_converge.rs`, `benches/ingest.rs`)
- [ ] Cross-check `quality()` against [sublee/trueskill](https://github.com/sublee/trueskill/tree/master) — N-group support works and is covered by invariants, but no reference values are asserted
- [x] N-team `predict_outcome` with draw mass, and `expected_information_gain`
- [x] Cross-check `quality()` against [sublee/trueskill](https://github.com/sublee/trueskill/tree/master) — N identical teams follow the closed form `(1/5)^((n-1)/2)` for the conventional parameters, asserted for n = 2..10, and the n=3/n=5 values (0.200, 0.040) match the reference package
## License
+1 -1
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@@ -36,7 +36,7 @@ fn criterion_benchmark(criterion: &mut Criterion) {
let kinds = vec![EventKind::Ranked; composition.len()];
let mut time_slice = TimeSlice::new(1, P_DRAW, ConvergenceOptions::default());
time_slice.add_events(composition, results, weights, kinds, &agents);
time_slice.add_events(composition, Some(results), Some(weights), kinds, &agents);
criterion.bench_function("Batch::iteration", |b| {
b.iter(|| time_slice.iteration(0, &agents))
+9 -1
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@@ -3,4 +3,12 @@ publish = true
# Hold off pushing until tags and publish have both succeeded; `just release`
# pushes last.
push = false
pre-release-hook = ["sh", "-c", "git cliff -o CHANGELOG.md --tag {{version}} && git add CHANGELOG.md"]
# Regenerate the changelog and stage it so it lands in the release commit.
#
# Guarded on DRY_RUN because cargo-release runs pre-release hooks during a dry
# run too (verified against cargo-release 1.1.5, which exports DRY_RUN=true,
# CRATE_NAME, PREV_VERSION and NEW_VERSION to the hook). Without the guard,
# `just release-plan` — documented as a preview that writes nothing — writes and
# `git add`s CHANGELOG.md, and the clean-tree check in `just release` then
# refuses to run. That check is load-bearing: publishing is irreversible.
pre-release-hook = ["sh", "-c", '[ "$DRY_RUN" = "true" ] || (git cliff -o CHANGELOG.md --tag {{version}} && git add CHANGELOG.md)']
+352
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@@ -0,0 +1,352 @@
//! Active learning: which comparison teaches you the most.
//!
//! [`quality`](crate::quality) answers "is this matchup *fair*". That is a
//! different question from "is this matchup *informative*", and the two
//! coincide only for two evenly matched competitors. When each observation
//! costs something — a human click, a scheduled fixture — the question worth
//! asking is the second one.
//!
//! The quantity here is expected information gain: the outcome-weighted
//! divergence between what you believe now and what you would believe after
//! seeing the result.
//!
//! ```text
//! EIG(matchup) = SUM P(outcome) * KL( posterior_after(outcome) || prior )
//! outcome
//! ```
//!
//! It is the mutual information between the observed outcome and the skills,
//! which is worth remembering because it pins the scale: information gain
//! cannot exceed the entropy of the thing you are about to observe. A contest
//! with `k` distinguishable outcomes can teach you at most `ln k` nats,
//! whatever the ratings. That ceiling is the sharpest available test of an
//! implementation — see [`expected_information_gain`].
use crate::{
GameOptions, Gaussian, InferenceError, Outcome, Rating, drift::Drift, predict, time::Time,
};
/// Outcomes below this probability contribute nothing measurable and are not
/// worth an inference pass.
///
/// The contribution of an outcome is `P * KL`, and `KL` is bounded in practice
/// by tens of nats, so a probability this small moves the total by less than
/// the quadrature error already present in `P` itself.
const NEGLIGIBLE: f64 = 1e-12;
/// `KL(q || p)` for two univariate Gaussians, in nats.
///
/// Both arguments are proper posteriors from inference, so the degenerate
/// cases guarded here (zero or infinite variance) indicate that inference has
/// broken down rather than anything a caller did.
fn kl_divergence(q: Gaussian, p: Gaussian) -> f64 {
let (var_q, var_p) = (q.sigma().powi(2), p.sigma().powi(2));
if !(var_q.is_finite() && var_p.is_finite()) || var_q <= 0.0 || var_p <= 0.0 {
return 0.0;
}
let mean_gap = q.mu() - p.mu();
0.5 * (libm::log(var_p / var_q) + (var_q + mean_gap * mean_gap) / var_p - 1.0)
}
/// Expected information gain of a hypothetical matchup, in nats.
///
/// Enumerates the outcomes this matchup could have, runs inference for each to
/// get the belief it would produce, and weights the resulting divergence by
/// that outcome's probability. A higher value means the result would teach you
/// more.
///
/// # Interpreting the value
///
/// Nats. The upper bound is the entropy of the outcome variable: at most
/// `ln 2 ≈ 0.693` for a two-way result, `ln 3 ≈ 1.099` once draws are
/// possible, `ln k` for `k` outcomes. A value near the ceiling means the
/// result is close to a coin flip *and* would move the posteriors a long way;
/// a value near zero means you already know what will happen, or that the
/// result would barely change your beliefs if you saw it.
///
/// This is not a monotone transform of [`quality`](crate::quality). A lopsided
/// matchup between two uncertain competitors scores well on quality-times-
/// variance heuristics and poorly here, because the near-certain outcome
/// carries almost no information.
///
/// # Cost
///
/// One full inference pass per possible outcome, so this is far more expensive
/// than `quality()` — which is one closed-form evaluation. The outcome count
/// grows quickly with team count (3 outcomes for two teams that can draw, 13
/// for three, 75 for four), and scoring every candidate pairing among `n`
/// competitors is `O(n² × outcomes)` inference passes.
///
/// For a selector over many candidates, shortlist with the cheap
/// [`quality`](crate::quality) or
/// [`predict_win_probabilities`](crate::History::predict_win_probabilities)
/// first and score only the shortlist here. The expected-variance-reduction
/// proxy sometimes suggested as a cheaper alternative is *not* cheaper: it
/// needs the same hypothetical posteriors, so it shares the dominant cost.
///
/// # Errors
///
/// - `NotEnoughTeams` if fewer than two teams are supplied.
/// - `EmptyTeam` if any team has no members.
/// - `TooManyTeams` if the outcome space is too large to enumerate; see
/// [`MAX_PREDICTED_TEAMS`](crate::MAX_PREDICTED_TEAMS).
/// - `InvalidProbability` if `options.p_draw` is outside `[0.0, 1.0)`.
/// - Anything [`Game::ranked`](crate::Game::ranked) returns for a hypothetical
/// outcome.
pub fn expected_information_gain<T: Time, D: Drift<T>>(
teams: &[&[Rating<T, D>]],
options: &GameOptions,
) -> Result<f64, InferenceError> {
if teams.len() < 2 {
return Err(InferenceError::NotEnoughTeams { got: teams.len() });
}
if teams.len() > crate::MAX_PREDICTED_TEAMS {
return Err(InferenceError::TooManyTeams {
got: teams.len(),
max: crate::MAX_PREDICTED_TEAMS,
});
}
if !(0.0..1.0).contains(&options.p_draw) {
return Err(InferenceError::InvalidProbability {
value: options.p_draw,
});
}
for (idx, team) in teams.iter().enumerate() {
if team.is_empty() {
return Err(InferenceError::EmptyTeam { team: idx });
}
}
// Prediction runs on performances: skill inflated by each member's beta.
let performances: Vec<Gaussian> = teams
.iter()
.map(|team| {
team.iter()
.fold(crate::N00, |acc, rating| acc + rating.performance())
})
.collect();
// Draw margins per pair, derived from the teams' betas exactly as
// inference derives them, so the outcomes weighted here are the outcomes
// that would actually be fitted.
let beta_sq: Vec<f64> = teams
.iter()
.map(|team| team.iter().map(|r| r.beta().powi(2)).sum())
.collect();
let p_draw = options.p_draw;
let margins = predict::Margins::new(teams.len(), |i, j| {
if p_draw == 0.0 {
0.0
} else {
crate::compute_margin(p_draw, (beta_sq[i] + beta_sq[j]).sqrt())
}
});
let mut gain = 0.0;
for (ranks, probability) in predict::outcome_distribution(&performances, &margins) {
if probability <= NEGLIGIBLE {
continue;
}
let game = crate::Game::ranked(teams, Outcome::ranking(ranks), options)?;
let posteriors = game.posteriors();
// Beliefs factorise across competitors, so the joint divergence is the
// sum of the per-competitor ones.
let divergence: f64 = teams
.iter()
.zip(&posteriors)
.flat_map(|(team, posterior)| team.iter().zip(posterior))
.map(|(rating, &after)| kl_divergence(after, rating.prior()))
.sum();
gain += probability * divergence;
}
Ok(gain)
}
#[cfg(test)]
mod tests {
use super::*;
use crate::{BETA, ConstantDrift, GAMMA};
type R = Rating<i64, ConstantDrift>;
fn rating(mu: f64, sigma: f64) -> R {
R::new(Gaussian::from_ms(mu, sigma), BETA, ConstantDrift(GAMMA))
}
fn options(p_draw: f64) -> GameOptions {
GameOptions {
p_draw,
..GameOptions::default()
}
}
fn eig(teams: &[&[R]], p_draw: f64) -> f64 {
expected_information_gain(teams, &options(p_draw)).unwrap()
}
/// The analytic ceiling. Information gain is the mutual information between
/// the outcome and the skills, so it cannot exceed the entropy of the
/// outcome variable — whatever the ratings. This is the check a subtly
/// wrong implementation fails while still returning plausible numbers: an
/// early prototype of this returned 4.77 nats from a sign error and passed
/// every monotonicity test.
#[test]
fn never_exceeds_the_entropy_of_the_outcome() {
let ceiling_two = std::f64::consts::LN_2;
for (a, b) in [
(rating(0.0, 6.0), rating(0.0, 6.0)),
(rating(0.0, 0.5), rating(0.0, 0.5)),
(rating(12.0, 6.0), rating(-12.0, 6.0)),
(rating(40.0, 1.0), rating(-40.0, 1.0)),
(rating(3.0, 6.0), rating(-2.0, 0.1)),
(rating(0.0, 25.0), rating(0.0, 25.0)),
] {
let g = eig(&[&[a], &[b]], 0.0);
assert!(
g >= 0.0 && g <= ceiling_two,
"EIG {g} outside [0, ln 2] for mu=({}, {}) sigma=({}, {})",
a.prior().mu(),
b.prior().mu(),
a.prior().sigma(),
b.prior().sigma()
);
}
}
/// With draws enabled there are three outcomes, so the ceiling rises to
/// `ln 3` — and the two-outcome bound no longer applies.
#[test]
fn the_ceiling_follows_the_outcome_count() {
let ceiling_three = 3.0f64.ln();
for sigma in [0.5, 3.0, 6.0, 25.0] {
let g = eig(&[&[rating(0.0, sigma)], &[rating(0.0, sigma)]], 0.25);
assert!(
g >= 0.0 && g <= ceiling_three,
"EIG {g} outside [0, ln 3] at sigma {sigma}"
);
}
}
/// An even matchup between uncertain competitors is the informative one.
/// A hopelessly lopsided matchup teaches you almost nothing, because you
/// already know how it ends.
#[test]
fn an_even_matchup_beats_a_lopsided_one() {
let even = eig(&[&[rating(0.0, 6.0)], &[rating(0.0, 6.0)]], 0.0);
let lopsided = eig(&[&[rating(12.0, 6.0)], &[rating(-12.0, 6.0)]], 0.0);
assert!(
even > lopsided,
"even {even} should beat lopsided {lopsided}"
);
}
/// Certainty is the thing information gain is measuring the absence of:
/// the less you know, the more there is to learn.
#[test]
fn gain_falls_as_certainty_rises() {
let mut previous = f64::INFINITY;
for sigma in [12.0, 6.0, 3.0, 1.0, 0.5, 0.1] {
let g = eig(&[&[rating(0.0, sigma)], &[rating(0.0, sigma)]], 0.0);
assert!(
g < previous,
"sigma {sigma}: {g} did not fall below {previous}"
);
previous = g;
}
assert!(previous >= 0.0);
}
/// The heuristic this replaces is `quality * sigma_a^2 * sigma_b^2`. It is
/// not a monotone transform of information gain — it ranks a lopsided
/// matchup above a confident even one, and EIG ranks them the other way.
/// Pinning the disagreement down is what stops a future "simplification"
/// from quietly reverting to the heuristic.
#[test]
fn disagrees_with_the_quality_times_variance_heuristic() {
let heuristic = |a: &R, b: &R| {
crate::quality(&[&[a.prior()], &[b.prior()]], BETA)
* a.prior().sigma().powi(2)
* b.prior().sigma().powi(2)
};
let (confident_a, confident_b) = (rating(0.0, 0.5), rating(0.0, 0.5));
let (lopsided_a, lopsided_b) = (rating(12.0, 6.0), rating(-12.0, 6.0));
assert!(
heuristic(&lopsided_a, &lopsided_b) > heuristic(&confident_a, &confident_b),
"the heuristic should prefer the lopsided matchup"
);
assert!(
eig(&[&[confident_a], &[confident_b]], 0.0) > eig(&[&[lopsided_a], &[lopsided_b]], 0.0),
"information gain should prefer the even matchup"
);
}
#[test]
fn supports_more_than_two_teams() {
let teams: Vec<Vec<R>> = vec![
vec![rating(0.0, 6.0)],
vec![rating(0.0, 6.0)],
vec![rating(0.0, 6.0)],
];
let refs: Vec<&[R]> = teams.iter().map(Vec::as_slice).collect();
let g = expected_information_gain(&refs, &options(0.0)).unwrap();
// Six distinguishable orderings with no draws.
assert!(
g > 0.0 && g <= 6.0f64.ln(),
"three-team EIG {g} out of range"
);
}
#[test]
fn multi_member_teams_are_supported() {
let a = [rating(0.0, 6.0), rating(1.0, 4.0)];
let b = [rating(0.0, 6.0)];
let g = expected_information_gain(&[&a, &b], &options(0.0)).unwrap();
assert!(g > 0.0 && g <= std::f64::consts::LN_2, "{g}");
}
#[test]
fn degenerate_shapes_are_errors() {
let a = [rating(0.0, 6.0)];
assert!(matches!(
expected_information_gain(&[&a], &options(0.0)),
Err(InferenceError::NotEnoughTeams { got: 1 })
));
let empty: [R; 0] = [];
assert!(matches!(
expected_information_gain(&[&a, &empty], &options(0.0)),
Err(InferenceError::EmptyTeam { team: 1 })
));
assert!(matches!(
expected_information_gain(&[&a, &a], &options(1.5)),
Err(InferenceError::InvalidProbability { .. })
));
}
#[test]
fn kl_divergence_is_zero_for_identical_beliefs() {
let g = Gaussian::from_ms(3.0, 2.0);
assert!(kl_divergence(g, g).abs() < 1e-15);
}
#[test]
fn kl_divergence_is_non_negative_and_grows_with_separation() {
let prior = Gaussian::from_ms(0.0, 3.0);
let mut previous = 0.0;
for mu in [0.0, 0.5, 1.0, 2.0, 4.0] {
let d = kl_divergence(Gaussian::from_ms(mu, 3.0), prior);
assert!(d >= 0.0, "negative divergence at mu {mu}: {d}");
assert!(d >= previous, "not increasing at mu {mu}");
previous = d;
}
}
}
+22 -16
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@@ -1,5 +1,4 @@
use crate::{
N_INF,
drift::{ConstantDrift, Drift},
gaussian::Gaussian,
rating::Rating,
@@ -8,12 +7,19 @@ use crate::{
/// Per-history, temporal state for someone competing.
///
/// Renamed from `Agent` in T2; the former `.player` field is now
/// `.rating` to match the `Player → Rating` rename.
/// The mutable half of a competitor: `Rating` holds their static
/// configuration, this holds what inference learns as it sweeps.
#[derive(Debug)]
pub struct Competitor<T: Time = i64, D: Drift<T> = ConstantDrift> {
pub rating: Rating<T, D>,
pub message: Gaussian,
/// The forward message carried from this competitor's last appearance, or
/// `None` before they have appeared anywhere.
///
/// Previously an improper `N_INF` served as the unset sentinel, which made
/// "no message yet" indistinguishable from "a legitimately improper
/// message" at the type level and required every reader to know the
/// convention.
pub message: Option<Gaussian>,
pub last_time: Option<T>,
}
@@ -21,14 +27,16 @@ impl<T: Time, D: Drift<T>> Competitor<T, D> {
/// Compute the message received at time `now`, with drift accumulated
/// from `self.last_time` (if any) to `now`.
pub(crate) fn receive(&self, now: &T) -> Gaussian {
if self.message != N_INF {
match self.message {
Some(message) => {
let elapsed_variance = match &self.last_time {
Some(last) => self.rating.drift.variance_delta(last, now),
Some(last) => self.rating.drift_variance_delta(last, now),
None => 0.0,
};
self.message.forget(elapsed_variance)
} else {
self.rating.prior
message.forget(elapsed_variance)
}
None => self.rating.prior,
}
}
@@ -37,11 +45,9 @@ impl<T: Time, D: Drift<T>> Competitor<T, D> {
/// Used in convergence sweeps where the elapsed was cached at slice-construction time
/// and should not be recomputed from `last_time` (which may have shifted).
pub(crate) fn receive_for_elapsed(&self, elapsed: i64) -> Gaussian {
if self.message != N_INF {
self.message
.forget(self.rating.drift.variance_for_elapsed(elapsed))
} else {
self.rating.prior
match self.message {
Some(message) => message.forget(self.rating.drift_variance_for_elapsed(elapsed)),
None => self.rating.prior,
}
}
}
@@ -50,7 +56,7 @@ impl Default for Competitor<i64, ConstantDrift> {
fn default() -> Self {
Self {
rating: Rating::default(),
message: N_INF,
message: None,
last_time: None,
}
}
@@ -63,7 +69,7 @@ where
C: Iterator<Item = &'a mut Competitor<T, D>>,
{
for c in competitors {
c.message = N_INF;
c.message = None;
if last_time {
c.last_time = None;
}
+31 -1
View File
@@ -20,6 +20,37 @@ pub struct ConvergenceOptions {
pub alpha: f64,
}
impl ConvergenceOptions {
/// Reject values that would make inference silently meaningless.
///
/// `HistoryBuilder::convergence` asserts these eagerly, but the fields are
/// public and `GameOptions` carries a `ConvergenceOptions` — so a caller
/// can hand `Game::ranked` a set the builder never saw. In release the
/// engine's `debug_assert!`s are gone, and an `alpha` of zero leaves every
/// EP update unapplied: inference returns the priors, with every likelihood
/// uninformative and nothing to indicate anything went wrong.
///
/// # Errors
///
/// `InvalidParameter` if `alpha` is outside `(0.0, 1.0]` or `epsilon` is
/// negative. NaN fails both comparisons and is rejected.
pub(crate) fn validate(&self) -> Result<(), crate::InferenceError> {
if !(self.alpha > 0.0 && self.alpha <= 1.0) {
return Err(crate::InferenceError::InvalidParameter {
name: "alpha",
value: self.alpha,
});
}
if self.epsilon.is_nan() || self.epsilon < 0.0 {
return Err(crate::InferenceError::InvalidParameter {
name: "epsilon",
value: self.epsilon,
});
}
Ok(())
}
}
impl Default for ConvergenceOptions {
fn default() -> Self {
Self {
@@ -38,7 +69,6 @@ pub struct ConvergenceReport {
pub log_evidence: f64,
pub converged: bool,
pub per_iteration_time: SmallVec<[Duration; 32]>,
pub slices_skipped: usize,
}
#[cfg(test)]
+51 -14
View File
@@ -25,11 +25,6 @@ pub enum InferenceError {
/// result has no representable likelihood. Configure a positive `p_draw`
/// (via `HistoryBuilder::p_draw` or `GameOptions::p_draw`) to admit ties.
TieWithoutDrawProbability { teams: (usize, usize) },
/// Convergence exceeded `max_iter` without falling below `epsilon`.
ConvergenceFailed {
last_step: (f64, f64),
iterations: usize,
},
/// Inference produced a non-finite value (NaN or infinity).
///
/// Indicates numerical breakdown; the resulting skills are meaningless
@@ -38,8 +33,37 @@ pub enum InferenceError {
context: &'static str,
step: (f64, f64),
},
/// Negative precision: a Gaussian with `pi < 0` slipped into an API call.
NegativePrecision { pi: f64 },
/// One batch declared two different values for the same competitor's
/// configuration.
///
/// `prior` and `drift_scale` configure a competitor, not an event, so a
/// batch that sets one of them twice with different values has no
/// well-defined meaning: events within a batch are not ordered, so
/// "last one wins" would make the result depend on iteration order.
/// Declaring the same value repeatedly is fine and is the expected shape
/// when a competitor's configuration is a property of the domain.
ConflictingCompetitorConfig {
competitor: usize,
field: &'static str,
},
/// A prediction referenced a key the history has no skill for.
///
/// Reported rather than skipped: dropping unknown keys turns a team of
/// strangers into a confident-looking probability about nobody.
UnknownKey { team: usize, member: usize },
/// A prediction was given a team with no members.
EmptyTeam { team: usize },
/// Fewer than two teams were supplied to a prediction.
NotEnoughTeams { got: usize },
/// The full outcome distribution was requested for too many teams.
///
/// Each realisation sorts into exactly one (order, tie-pattern) event, so
/// the space holds `n! * 2^(n-1)` members — 1_920 at five teams, 23_040 at
/// six, 322_560 at seven. Past `max` this stops being something to
/// enumerate on a caller's behalf; ask for individual rankings with
/// `predict_ranking`, or for `predict_win_probabilities`, both of which
/// stay cheap at any team count.
TooManyTeams { got: usize, max: usize },
}
impl fmt::Display for InferenceError {
@@ -78,17 +102,30 @@ impl fmt::Display for InferenceError {
Self::InvalidParameter { name, value } => {
write!(f, "{name} is invalid: {value}")
}
Self::ConvergenceFailed {
last_step,
iterations,
} => {
Self::ConflictingCompetitorConfig { competitor, field } => {
write!(
f,
"convergence failed after {iterations} iterations; last step = {last_step:?}"
"competitor {competitor}: this batch sets {field} to two different values"
)
}
Self::NegativePrecision { pi } => {
write!(f, "precision must be non-negative; got {pi}")
Self::UnknownKey { team, member } => {
write!(
f,
"team {team}, member {member}: no skill recorded for this key"
)
}
Self::EmptyTeam { team } => {
write!(f, "team {team} has no members")
}
Self::NotEnoughTeams { got } => {
write!(f, "prediction needs at least 2 teams, got {got}")
}
Self::TooManyTeams { got, max } => {
write!(
f,
"the outcome distribution over {got} teams is too large to enumerate (limit {max}); \
use predict_ranking or predict_win_probabilities instead"
)
}
}
}
+49 -6
View File
@@ -1,8 +1,10 @@
//! Typed event description for bulk ingestion.
//!
//! `Event<T, K>` is the new public event shape (spec Section 4). Replaces
//! the nested `Vec<Vec<Vec<Index>>>`, `Vec<Vec<f64>>`, `Vec<Vec<Vec<f64>>>`
//! that the old `add_events_with_prior` took.
//! `Event<T, K>` is the public event shape taken by `History::add_events`. It
//! is a typed front end, not a replacement: `add_events` flattens it into the
//! nested `Vec<Vec<Vec<Index>>>` / `Vec<Vec<f64>>` / `Vec<Vec<Vec<f64>>>` that
//! the internal `add_events_with_prior` chokepoint still takes, and which
//! `record_winner` and `record_draw` also route through.
use smallvec::SmallVec;
@@ -23,6 +25,7 @@ pub struct Team<K> {
}
impl<K> Team<K> {
#[must_use]
pub fn new() -> Self {
Self {
members: SmallVec::new(),
@@ -44,13 +47,28 @@ impl<K> Default for Team<K> {
/// One member of a team, identified by user key `K`.
///
/// `weight` defaults to 1.0; a per-event `prior` can override the competitor's
/// current skill estimate for this event only.
/// `weight` applies per event and defaults to 1.0.
///
/// `prior` and `drift_scale` are **competitor configuration**, not per-event
/// values. Setting either applies to the competitor for the whole history, not
/// just to this event, and applies whenever it is supplied — including on a key
/// the history already knows. Because configuration lives on the competitor and
/// `converge` refits from competitor state, configuring one late still refits
/// the whole history rather than taking effect only from that event onward.
///
/// Repeating the same value is inert, which is the expected shape when the
/// configuration is a property of the domain. Supplying two *different* values
/// for one competitor within a single batch is
/// `InferenceError::ConflictingCompetitorConfig`: events in a batch have no
/// order, so there would be no well-defined winner.
#[derive(Clone, Debug)]
pub struct Member<K> {
pub key: K,
pub weight: f64,
pub prior: Option<Gaussian>,
/// Multiplier on the drift *variance* this competitor accumulates.
/// `None` means 1.0.
pub drift_scale: Option<f64>,
}
impl<K> Member<K> {
@@ -59,6 +77,7 @@ impl<K> Member<K> {
key,
weight: 1.0,
prior: None,
drift_scale: None,
}
}
@@ -67,10 +86,31 @@ impl<K> Member<K> {
self
}
/// Set this competitor's starting skill estimate.
///
/// Captured at the competitor's first appearance; see the type docs.
pub fn with_prior(mut self, prior: Gaussian) -> Self {
self.prior = Some(prior);
self
}
/// Scale how fast this competitor drifts, relative to the history's drift.
///
/// The scale multiplies the drift *variance*, so it is in the same units as
/// `gamma`: `ConstantDrift(g)` at `scale = s` behaves exactly as
/// `ConstantDrift(g * s)` would for this competitor alone.
///
/// `0.0` pins the competitor still — useful for a reference point that
/// shares a scale with moving competitors but should not itself move: a bot
/// at a known strength, a rating floor, a course difficulty.
///
/// Captured at the competitor's first appearance; see the type docs.
/// Must be finite and non-negative, or ingestion fails with
/// [`InferenceError::InvalidParameter`](crate::InferenceError::InvalidParameter).
pub fn with_drift_scale(mut self, scale: f64) -> Self {
self.drift_scale = Some(scale);
self
}
}
/// Convenience: a member is a user key with default weight 1.0 and no prior.
@@ -91,15 +131,18 @@ mod tests {
assert_eq!(m.key, "alice");
assert_eq!(m.weight, 1.0);
assert!(m.prior.is_none());
assert!(m.drift_scale.is_none());
}
#[test]
fn member_builder_methods_chain() {
let m = Member::new("alice")
.with_weight(0.5)
.with_prior(Gaussian::from_ms(20.0, 5.0));
.with_prior(Gaussian::from_ms(20.0, 5.0))
.with_drift_scale(0.0);
assert_eq!(m.weight, 0.5);
assert!(m.prior.is_some());
assert_eq!(m.drift_scale, Some(0.0));
}
#[test]
+44 -8
View File
@@ -19,6 +19,14 @@ where
history: &'h mut History<T, D, O, K>,
event: Event<T, K>,
current_team_idx: Option<usize>,
/// First validation failure seen while building, surfaced by `commit`.
///
/// The setters return `Self` so the chain stays fluent; they cannot return
/// a `Result` without breaking that. Recording the failure and reporting it
/// at `commit` keeps the check enforced in release, where the previous
/// `debug_assert!` was compiled out and a mismatched event was ingested
/// silently.
error: Option<InferenceError>,
}
impl<'h, T, D, O, K> EventBuilder<'h, T, D, O, K>
@@ -37,6 +45,7 @@ where
outcome: Outcome::Ranked(SmallVec::new()),
},
current_team_idx: None,
error: None,
}
}
@@ -50,22 +59,36 @@ where
/// Set per-member weights for the most recently added team.
///
/// Panics in debug builds if called before `.team(...)` or if the length
/// doesn't match the team's member count.
/// A length mismatch is recorded and returned by [`EventBuilder::commit`]
/// as `InferenceError::MismatchedShape`, in both debug and release. The
/// weights are not applied in that case, so a partially-weighted team
/// cannot reach the history.
///
/// # Panics
///
/// Panics if called before any `.team(...)`.
pub fn weights<I: IntoIterator<Item = f64>>(mut self, weights: I) -> Self {
let idx = self
.current_team_idx
.expect(".weights(...) called before any .team(...)");
let ws: Vec<f64> = weights.into_iter().collect();
let team = &mut self.event.teams[idx];
debug_assert_eq!(
ws.len(),
team.members.len(),
"weights length must match team size"
);
if ws.len() != team.members.len() {
self.error.get_or_insert(InferenceError::MismatchedShape {
kind: "weights",
expected: team.members.len(),
got: ws.len(),
});
return self;
}
for (m, w) in team.members.iter_mut().zip(ws) {
m.weight = w;
}
self
}
@@ -84,7 +107,10 @@ where
/// Set explicit per-team continuous scores with a per-event noise override.
///
/// `sigma` overrides `HistoryBuilder::score_sigma` for this event only.
/// Must be `> 0.0`; debug-asserts otherwise via `Outcome::scores_with_sigma`.
/// Must be `> 0.0`. Constructing the outcome with a non-positive or NaN
/// sigma is allowed; the value is rejected with
/// `InferenceError::InvalidParameter` when the event is ingested, so
/// callers get an error from `commit` rather than a panic.
pub fn scores_with_sigma<I: IntoIterator<Item = f64>>(mut self, scores: I, sigma: f64) -> Self {
self.event.outcome = crate::Outcome::scores_with_sigma(scores, sigma);
self
@@ -103,7 +129,17 @@ where
}
/// Commit the event to the history.
///
/// # Errors
///
/// Returns the first validation failure recorded while building — see
/// [`EventBuilder::weights`] — otherwise forwards to
/// [`History::add_events`] and returns its errors.
pub fn commit(self) -> Result<(), InferenceError> {
if let Some(error) = self.error {
return Err(error);
}
self.history.add_events(std::iter::once(self.event))
}
}
+33 -17
View File
@@ -2,7 +2,7 @@ use crate::{
N_INF,
factor::{Factor, VarId, VarStore},
gaussian::Gaussian,
pdf,
ln_pdf,
};
/// Gaussian observation factor on a diff variable.
@@ -16,10 +16,11 @@ pub struct MarginFactor {
pub m_obs: f64,
pub sigma: f64,
pub(crate) msg: Gaussian,
pub(crate) evidence_cached: Option<f64>,
pub(crate) log_evidence_cached: Option<f64>,
}
impl MarginFactor {
#[must_use]
pub fn new(diff: VarId, m_obs: f64, sigma: f64) -> Self {
debug_assert!(sigma > 0.0, "score sigma must be positive");
Self {
@@ -27,7 +28,7 @@ impl MarginFactor {
m_obs,
sigma,
msg: N_INF,
evidence_cached: None,
log_evidence_cached: None,
}
}
}
@@ -40,8 +41,8 @@ impl MarginFactor {
let marginal = vars.get(self.diff);
let cavity = marginal / self.msg;
if self.evidence_cached.is_none() {
self.evidence_cached = Some(cavity_evidence(cavity, self.m_obs, self.sigma));
if self.log_evidence_cached.is_none() {
self.log_evidence_cached = Some(cavity_log_evidence(cavity, self.m_obs, self.sigma));
}
let new_msg = Gaussian::from_ms(self.m_obs, self.sigma);
@@ -60,17 +61,32 @@ impl Factor for MarginFactor {
}
fn log_evidence(&self, _vars: &VarStore) -> f64 {
self.evidence_cached.unwrap_or(1.0).ln()
self.log_evidence_cached.unwrap_or(0.0)
}
}
/// Density of the observed margin under the cavity, clamped to a positive
/// floor so a far-out observation cannot underflow to `0.0` and make
/// `log_evidence` `-inf`.
fn cavity_evidence(cavity: Gaussian, m_obs: f64, sigma: f64) -> f64 {
let combined_sigma = (cavity.sigma().powi(2) + sigma.powi(2)).sqrt();
/// `ln` of the observed margin's density under the cavity.
///
/// Computed in log space rather than as `pdf(..).ln()`. The density underflows
/// to zero past about 38 sigma of separation, and clamping that to
/// `f64::MIN_POSITIVE` reported -708 nats however far out the observation
/// actually was — 4292 nats adrift at 100 sigma, and unbounded beyond. A score
/// far from what the model expected is exactly the observation a log-evidence
/// figure exists to notice.
fn cavity_log_evidence(cavity: Gaussian, m_obs: f64, sigma: f64) -> f64 {
// `hypot`, not `sqrt(a^2 + b^2)`: squaring overflows to infinity above a
// sigma of ~1.3e154 and flushes to zero below ~1.5e-154, and `Gaussian`'s
// constructors are public so a caller can reach both.
let combined_sigma = cavity.sigma().hypot(sigma);
let value = ln_pdf(m_obs, cavity.mu(), combined_sigma);
pdf(m_obs, cavity.mu(), combined_sigma).max(f64::MIN_POSITIVE)
// A degenerate cavity (infinite sigma) is the only way to reach a
// non-finite result; fall back to the old floor rather than emit -inf.
if value.is_finite() {
value
} else {
f64::MIN_POSITIVE.ln()
}
}
#[cfg(test)]
@@ -112,16 +128,16 @@ mod tests {
let mut vars = VarStore::new();
let diff = vars.alloc(Gaussian::from_ms(0.0, 6.0));
let mut f = MarginFactor::new(diff, 5.0, 1.0);
assert!(f.evidence_cached.is_none());
assert!(f.log_evidence_cached.is_none());
f.propagate(&mut vars);
let z = f.evidence_cached.unwrap();
// pdf(5, 0, sqrt(37)) 0.046783
assert!((z - 0.04678300292616668).abs() < 1e-10);
let z = f.log_evidence_cached.unwrap();
// ln pdf(5, 0, sqrt(37)) = ln(0.046783...)
assert!((z.exp() - 0.04678300292616668).abs() < 1e-10);
// Subsequent propagations don't change it.
f.propagate(&mut vars);
assert_eq!(f.evidence_cached.unwrap(), z);
assert_eq!(f.log_evidence_cached.unwrap(), z);
}
#[test]
+4
View File
@@ -20,6 +20,7 @@ pub struct VarStore {
}
impl VarStore {
#[must_use]
pub fn new() -> Self {
Self::default()
}
@@ -28,10 +29,12 @@ impl VarStore {
self.marginals.clear();
}
#[must_use]
pub fn len(&self) -> usize {
self.marginals.len()
}
#[must_use]
pub fn is_empty(&self) -> bool {
self.marginals.is_empty()
}
@@ -42,6 +45,7 @@ impl VarStore {
id
}
#[must_use]
pub fn get(&self, id: VarId) -> Gaussian {
self.marginals[id.0 as usize]
}
+2 -2
View File
@@ -5,12 +5,12 @@ use crate::factor::{Factor, VarId, VarStore};
/// On each propagation:
/// - Reads marginals at `team_a` and `team_b` (which already incorporate any
/// incoming messages from neighboring factors).
/// - Computes `new_diff = team_a - team_b` (variance addition; see Gaussian::Sub).
/// - Computes `new_diff = team_a - team_b` (variance addition; see `Gaussian::Sub`).
/// - Writes the new marginal to `diff`.
/// - Returns the delta against the previous diff value.
///
/// This factor does NOT store an outgoing message; the diff variable is
/// effectively replaced on each propagation. The TruncFactor on the same diff
/// effectively replaced on each propagation. The `TruncFactor` on the same diff
/// var holds the EP-divide message that produces the cavity.
#[derive(Debug)]
pub struct RankDiffFactor {
+107 -25
View File
@@ -1,7 +1,8 @@
use crate::{
N_INF, approx, cdf,
N_INF, approx,
factor::{Factor, VarId, VarStore},
gaussian::Gaussian,
ln_interval, ln_sf,
};
/// EP truncation factor on a diff variable.
@@ -15,20 +16,21 @@ pub struct TruncFactor {
pub diff: VarId,
pub margin: f64,
pub tie: bool,
/// Outgoing message to the diff variable (initial: N_INF, the EP identity).
/// Outgoing message to the diff variable (initial: `N_INF`, the EP identity).
pub(crate) msg: Gaussian,
/// Cached evidence (linear, not log) computed from the cavity on first propagation.
pub(crate) evidence_cached: Option<f64>,
pub(crate) log_evidence_cached: Option<f64>,
}
impl TruncFactor {
#[must_use]
pub fn new(diff: VarId, margin: f64, tie: bool) -> Self {
Self {
diff,
margin,
tie,
msg: N_INF,
evidence_cached: None,
log_evidence_cached: None,
}
}
}
@@ -41,8 +43,8 @@ impl TruncFactor {
let marginal = vars.get(self.diff);
let cavity = marginal / self.msg;
if self.evidence_cached.is_none() {
self.evidence_cached = Some(cavity_evidence(cavity, self.margin, self.tie));
if self.log_evidence_cached.is_none() {
self.log_evidence_cached = Some(cavity_log_evidence(cavity, self.margin, self.tie));
}
let trunc = approx(cavity, self.margin, self.tie);
@@ -67,25 +69,34 @@ impl Factor for TruncFactor {
}
fn log_evidence(&self, _vars: &VarStore) -> f64 {
self.evidence_cached.unwrap_or(1.0).ln()
self.log_evidence_cached.unwrap_or(0.0)
}
}
/// P(diff > margin) for non-tie, P(|diff| < margin) for tie.
/// `ln P(diff > margin)` for a win, `ln P(|diff| < margin)` for a tie.
///
/// Clamped to a positive floor: for a near-certain outcome the tail rounds to
/// exactly 0.0, and the `erfc` approximation used by `cdf` carries ~1e-7 error
/// so it can even return slightly more than 1.0, making the difference
/// negative. Either would send `log_evidence` to `-inf` or NaN and poison the
/// sum across the whole history.
fn cavity_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 {
let raw = if tie {
cdf(margin, diff.mu(), diff.sigma()) - cdf(-margin, diff.mu(), diff.sigma())
/// Computed in log space throughout. Two earlier shapes both lost the tail:
/// `1 - cdf(..)` cancelled away every digit of an unlikely outcome, and even
/// once that was fixed the linear probability underflows to zero past about 38
/// sigma, where clamping reported -708 nats regardless of the truth. An upset
/// is the observation a log-evidence figure exists to notice, so it has to stay
/// exact precisely where it is smallest.
fn cavity_log_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 {
let (mu, sigma) = (diff.mu(), diff.sigma());
let value = if tie {
ln_interval(-margin, margin, mu, sigma)
} else {
1.0 - cdf(margin, diff.mu(), diff.sigma())
ln_sf(margin, mu, sigma)
};
raw.clamp(f64::MIN_POSITIVE, 1.0)
// A degenerate cavity is the only route to a non-finite result; keep the
// old floor for it rather than letting -inf poison the whole history's sum.
if value.is_finite() {
value
} else {
f64::MIN_POSITIVE.ln()
}
}
#[cfg(test)]
@@ -116,19 +127,90 @@ mod tests {
let diff = vars.alloc(Gaussian::from_ms(2.0, 3.0));
let mut f = TruncFactor::new(diff, 0.0, false);
assert!(f.evidence_cached.is_none());
assert!(f.log_evidence_cached.is_none());
f.propagate(&mut vars);
assert!(f.evidence_cached.is_some());
let first = f.evidence_cached.unwrap();
assert!(f.log_evidence_cached.is_some());
let first = f.log_evidence_cached.unwrap();
// Evidence should be P(diff > 0) for diff ~ N(2, 9) ≈ 0.748
assert!(first > 0.7);
assert!(first < 0.8);
assert!(first.exp() > 0.7);
assert!(first.exp() < 0.8);
// Subsequent propagations don't change it.
f.propagate(&mut vars);
assert_eq!(f.evidence_cached.unwrap(), first);
assert_eq!(f.log_evidence_cached.unwrap(), first);
}
/// The defect this guards: `1 - cdf` collapsed to zero for a surprising
/// result, the clamp turned that into `f64::MIN_POSITIVE`, and
/// `log_evidence` reported ln of *that* — about -708 whatever the truth
/// was. An upset is the observation a model-comparison score exists to
/// notice, so it was wrong exactly where it mattered.
#[test]
fn evidence_of_an_upset_is_not_flattened_to_the_clamp_floor() {
// diff ~ N(-9, 1) with margin 0: the favoured side lost by nine sigma.
let evidence = cavity_log_evidence(Gaussian::from_ms(-9.0, 1.0), 0.0, false).exp();
assert!(
evidence > f64::MIN_POSITIVE,
"evidence collapsed onto the clamp floor: {evidence}"
);
// P(X > 0) for X ~ N(-9, 1) is the standard normal tail at 9 sigma.
assert!(
(evidence - 1.128_588e-19).abs() / 1.128_588e-19 < 1e-6,
"expected ~1.13e-19, got {evidence}"
);
assert!(
(evidence.ln() + 43.628).abs() < 1e-2,
"log evidence {} should be about -43.6, not -708",
evidence.ln()
);
}
/// Evidence must stay finite and positive however extreme the mismatch,
/// since `log_evidence` sums across the whole history and one `-inf` or
/// `NaN` poisons all of it.
///
/// Finiteness alone is too weak a bar — the clamped version was finite too,
/// and wrong by hundreds of nats. `log_evidence_tracks_the_analytic_tail`
/// below is the assertion that actually holds this up.
#[test]
fn evidence_stays_positive_and_finite_at_any_separation() {
for mu in [-300.0f64, -50.0, -9.0, 0.0, 9.0, 50.0, 300.0] {
for tie in [false, true] {
let ln_e = cavity_log_evidence(Gaussian::from_ms(mu, 1.0), 1.0, tie);
assert!(
ln_e.is_finite() && ln_e <= 0.0,
"mu={mu} tie={tie}: log evidence {ln_e} is not a log-probability"
);
}
}
}
/// The clamp used to floor everything past ~38 sigma at `ln(MIN_POSITIVE)`
/// = -708, however far out the real observation was. In log space the
/// answer is a polynomial and stays exact: at 1000 sigma the truth is about
/// -500_000 nats, and -708 is not a rounding error.
#[test]
fn log_evidence_tracks_the_analytic_tail() {
for mu in [-40.0f64, -60.0, -100.0, -1000.0] {
// P(diff > 0) for diff ~ N(mu, 1), mu far below zero.
let got = cavity_log_evidence(Gaussian::from_ms(mu, 1.0), 0.0, false);
// ln Phi(mu) ~ -mu^2/2 - ln(-mu) - ln(sqrt(2 pi)) for mu << 0.
let z = -mu;
let approx = -0.5 * z * z - z.ln() - (2.0 * std::f64::consts::PI).sqrt().ln();
assert!(
got < f64::MIN_POSITIVE.ln(),
"mu={mu}: {got} is still stuck on the old clamp floor"
);
assert!(
(got - approx).abs() / approx.abs() < 1e-3,
"mu={mu}: got {got}, asymptotic expectation {approx}"
);
}
}
#[test]
@@ -140,7 +222,7 @@ mod tests {
f.propagate(&mut vars);
// For diff ~ N(0, 4), tie=true with margin=1: P(-1 < diff < 1) ≈ 0.383
let ev = f.evidence_cached.unwrap();
let ev = f.log_evidence_cached.unwrap().exp();
assert!(ev > 0.35 && ev < 0.42);
}
-13
View File
@@ -1,13 +0,0 @@
//! Factor-graph public API.
//!
//! Power users can construct custom factor graphs via `Game::custom` (T2
//! minimal; full ergonomics in T4) and drive them with custom `Schedule`
//! implementations.
pub use crate::{
factor::{
BuiltinFactor, Factor, VarId, VarStore, margin::MarginFactor, rank_diff::RankDiffFactor,
team_sum::TeamSumFactor, trunc::TruncFactor,
},
schedule::{EpsilonOrMax, Schedule, ScheduleReport},
};
+62 -22
View File
@@ -46,8 +46,8 @@ impl DiffFactor {
/// reaches.
pub(crate) fn log_evidence(&self) -> f64 {
match self {
Self::Trunc(f) => f.evidence_cached.unwrap_or(1.0).ln(),
Self::Margin(f) => f.evidence_cached.unwrap_or(1.0).ln(),
Self::Trunc(f) => f.log_evidence_cached.unwrap_or(0.0),
Self::Margin(f) => f.log_evidence_cached.unwrap_or(0.0),
}
}
@@ -107,16 +107,13 @@ impl<T: Time, D: Drift<T>> OwnedGame<T, D> {
convergence: crate::ConvergenceOptions,
) -> Self {
let mut arena = ScratchArena::new();
let g = Game::ranked_with_arena(
teams.clone(),
&result,
&weights,
p_draw,
convergence,
&mut arena,
);
// `Game` takes the teams by value and is dropped here, so take the vec
// back out of it rather than handing it a clone.
let g = Game::ranked_with_arena(teams, &result, &weights, p_draw, convergence, &mut arena);
Self {
teams,
teams: g.teams,
likelihoods: g.likelihoods,
log_evidence: g.log_evidence,
}
@@ -130,21 +127,24 @@ impl<T: Time, D: Drift<T>> OwnedGame<T, D> {
convergence: crate::ConvergenceOptions,
) -> Self {
let mut arena = ScratchArena::new();
let g = Game::scored_with_arena(
teams.clone(),
teams,
&scores,
&weights,
score_sigma,
convergence,
&mut arena,
);
Self {
teams,
teams: g.teams,
likelihoods: g.likelihoods,
log_evidence: g.log_evidence,
}
}
#[must_use]
pub fn posteriors(&self) -> Vec<Vec<Gaussian>> {
self.likelihoods
.iter()
@@ -153,6 +153,7 @@ impl<T: Time, D: Drift<T>> OwnedGame<T, D> {
.collect()
}
#[must_use]
pub fn log_evidence(&self) -> f64 {
self.log_evidence
}
@@ -409,6 +410,7 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
self.likelihoods = likelihoods;
}
#[must_use]
pub fn posteriors(&self) -> Vec<Vec<Gaussian>> {
self.likelihoods
.iter()
@@ -422,17 +424,30 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
.collect::<Vec<_>>()
}
#[must_use]
pub fn log_evidence(&self) -> f64 {
self.log_evidence
}
}
impl<T: Time, D: Drift<T>> Game<'_, T, D> {
/// # Errors
///
/// - `InvalidParameter` if `options.convergence` is out of range — an
/// `alpha` of zero would leave every EP update unapplied and silently
/// return the priors.
/// - `InvalidProbability` if `options.p_draw` is outside `[0.0, 1.0)`.
/// - `MismatchedShape` if the outcome's rank count differs from `teams.len()`.
/// - `WrongOutcomeKind` if `outcome` is not `Outcome::Ranked`.
/// - `TieWithoutDrawProbability` if the outcome ties two teams while
/// `p_draw` is zero: the truncation margin is then zero and the two-sided
/// tie update evaluates `0/0`.
pub fn ranked(
teams: &[&[Rating<T, D>]],
outcome: crate::Outcome,
options: &GameOptions,
) -> Result<OwnedGame<T, D>, crate::InferenceError> {
options.convergence.validate()?;
if !(0.0..1.0).contains(&options.p_draw) {
return Err(crate::InferenceError::InvalidProbability {
value: options.p_draw,
@@ -478,11 +493,18 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
))
}
/// # Errors
///
/// - `InvalidParameter` if `options.score_sigma` is not strictly positive
/// or is NaN, or if `options.convergence` is out of range.
/// - `MismatchedShape` if the outcome's score count differs from `teams.len()`.
/// - `WrongOutcomeKind` if `outcome` is not `Outcome::Scored`.
pub fn scored(
teams: &[&[Rating<T, D>]],
outcome: crate::Outcome,
options: &GameOptions,
) -> Result<OwnedGame<T, D>, crate::InferenceError> {
options.convergence.validate()?;
if options.score_sigma <= 0.0 || options.score_sigma.is_nan() {
return Err(crate::InferenceError::InvalidParameter {
name: "score_sigma",
@@ -515,16 +537,28 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
))
}
/// Convenience wrapper over [`Game::ranked`] for two single-player teams.
///
/// # Errors
///
/// Delegates to [`Game::ranked`], so it returns the same errors — in
/// practice `WrongOutcomeKind` for a non-ranked outcome, or
/// `TieWithoutDrawProbability` for a draw when `options.p_draw` is zero.
pub fn one_v_one(
a: &Rating<T, D>,
b: &Rating<T, D>,
outcome: crate::Outcome,
options: &GameOptions,
) -> Result<(Gaussian, Gaussian), crate::InferenceError> {
let game = Self::ranked(&[&[*a], &[*b]], outcome, &GameOptions::default())?;
let game = Self::ranked(&[&[*a], &[*b]], outcome, options)?;
let post = game.posteriors();
Ok((post[0][0], post[1][0]))
}
/// # Errors
///
/// Wraps each player in a one-member team and delegates to
/// [`Game::ranked`], so it returns the same errors.
pub fn free_for_all(
players: &[&Rating<T, D>],
outcome: crate::Outcome,
@@ -536,11 +570,11 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
}
#[doc(hidden)]
pub fn custom<S: crate::factors::Schedule>(
factors: &mut [crate::factors::BuiltinFactor],
vars: &mut crate::factors::VarStore,
pub fn custom<S: crate::graph::Schedule>(
factors: &mut [crate::graph::BuiltinFactor],
vars: &mut crate::graph::VarStore,
schedule: &S,
) -> crate::factors::ScheduleReport {
) -> crate::graph::ScheduleReport {
schedule.run(factors, vars)
}
}
@@ -699,9 +733,15 @@ mod tests {
let c = p[2][0];
// T1 ULP shift: mu rounds to 25.0 (was 24.999999) under natural-parameter storage.
//
// The 1e-6-place values moved when `erfc_inv`'s sign error was fixed:
// this case runs at `p_draw = 0.5`, so it goes through `compute_margin`,
// and the margin is now 8.4e-8 from the exact quantile where it was
// 1.46e-7. Verified as movement *toward* analytic truth, not a
// regression — see `erfc_inv_matches_known_quantiles`.
assert_ulps_eq!(a, Gaussian::from_ms(25.0, 6.092561), epsilon = 1e-6);
assert_ulps_eq!(b, Gaussian::from_ms(33.379314, 6.483575), epsilon = 1e-6);
assert_ulps_eq!(c, Gaussian::from_ms(16.620685, 6.483575), epsilon = 1e-6);
assert_ulps_eq!(b, Gaussian::from_ms(33.379315, 6.483576), epsilon = 1e-6);
assert_ulps_eq!(c, Gaussian::from_ms(16.620685, 6.483576), epsilon = 1e-6);
}
#[test]
@@ -1214,7 +1254,7 @@ mod tests {
);
assert_ulps_eq!(
p[1][0],
Gaussian::from_ms(19.287197, 7.243465),
Gaussian::from_ms(19.287198285, 7.243465848),
epsilon = 1e-6
);
assert_ulps_eq!(
@@ -1274,7 +1314,7 @@ mod tests {
assert_ulps_eq!(
p[0][0],
Gaussian::from_ms(31.674697, 7.501180),
Gaussian::from_ms(31.674698083, 7.501180037),
epsilon = 1e-6
);
assert_ulps_eq!(
+6
View File
@@ -18,6 +18,7 @@ pub struct Gaussian {
impl Gaussian {
/// Construct from mean and standard deviation.
#[must_use]
pub const fn from_ms(mu: f64, sigma: f64) -> Self {
if sigma == f64::INFINITY {
Self { pi: 0.0, tau: 0.0 }
@@ -64,16 +65,19 @@ impl Gaussian {
}
#[inline]
#[must_use]
pub fn pi(&self) -> f64 {
self.pi
}
#[inline]
#[must_use]
pub fn tau(&self) -> f64 {
self.tau
}
#[inline]
#[must_use]
pub fn mu(&self) -> f64 {
// A non-positive precision is an improper (uninformative) Gaussian — its mean is
// undefined. Treat it like `pi == 0` and return 0. EP message cancellation can land
@@ -102,6 +106,7 @@ impl Gaussian {
}
#[inline]
#[must_use]
pub fn sigma(&self) -> f64 {
// A non-positive precision is improper → infinite standard deviation. Guarding
// `pi <= 0.0` (not just `== 0.0`) keeps `1.0 / pi.sqrt()` from returning NaN when EP
@@ -145,6 +150,7 @@ impl Gaussian {
/// Used by within-game inference to stabilise oscillating fixed-point
/// loops on hard graphs. `alpha = 1.0` returns `new` exactly;
/// `alpha < 1.0` shrinks each per-step update.
#[must_use]
pub fn damp_natural(self, new: Gaussian, alpha: f64) -> Gaussian {
Gaussian::from_natural(
alpha * new.pi() + (1.0 - alpha) * self.pi(),
+20
View File
@@ -0,0 +1,20 @@
//! Factor-graph public API.
//!
//! Named `graph` rather than `factors` because the private implementation
//! module beside it is `factor`: two module paths differing by one character,
//! one public and one not, was a standing invitation to import the wrong one.
//!
//! The factor types, `VarStore` and the `Schedule` trait are public so custom
//! schedules can be written against them.
//!
//! Building a factor graph by hand goes through `Game::custom`, which is
//! deliberately `#[doc(hidden)]`: it works, but its signature is not yet
//! considered stable API and so is not listed in these docs.
pub use crate::{
factor::{
BuiltinFactor, Factor, VarId, VarStore, margin::MarginFactor, rank_diff::RankDiffFactor,
team_sum::TeamSumFactor, trunc::TruncFactor,
},
schedule::{EpsilonOrMax, Schedule, ScheduleReport},
};
+523 -86
View File
@@ -1,7 +1,7 @@
use std::{borrow::Borrow, collections::HashMap, hash::Hash, marker::PhantomData};
use crate::{
BETA, GAMMA, Index, MU, N_INF, P_DRAW, SIGMA,
BETA, GAMMA, Index, MU, P_DRAW, SIGMA,
competitor::{self, Competitor},
convergence::{ConvergenceOptions, ConvergenceReport},
drift::{ConstantDrift, Drift},
@@ -9,6 +9,7 @@ use crate::{
gaussian::Gaussian,
key_table::KeyTable,
observer::{NullObserver, Observer},
predict::Prediction,
rating::Rating,
sort_time,
storage::CompetitorStore,
@@ -171,6 +172,23 @@ impl Default for HistoryBuilder<i64, ConstantDrift, NullObserver, &'static str>
}
}
/// Configuration a caller attached to a competitor via `Member`.
///
/// Carries *what was explicitly set* rather than a merged `Rating`, so a member
/// that sets only `drift_scale` does not also assert the default prior — which
/// would spuriously conflict with a prior seeded on an earlier event.
#[derive(Clone, Copy, Default)]
pub(crate) struct CompetitorConfig {
prior: Option<Gaussian>,
drift_scale: Option<f64>,
}
impl CompetitorConfig {
fn is_empty(self) -> bool {
self.prior.is_none() && self.drift_scale.is_none()
}
}
pub struct History<
T: Time = i64,
D: Drift<T> = ConstantDrift,
@@ -198,6 +216,7 @@ impl Default for History<i64, ConstantDrift, NullObserver, &'static str> {
}
impl History<i64, ConstantDrift, NullObserver, &'static str> {
#[must_use]
pub fn builder() -> HistoryBuilder<i64, ConstantDrift, NullObserver, &'static str> {
HistoryBuilder::default()
}
@@ -205,6 +224,7 @@ impl History<i64, ConstantDrift, NullObserver, &'static str> {
impl<K: Eq + Hash + Clone> History<i64, ConstantDrift, NullObserver, K> {
/// Like `builder()` but uses a custom key type `K` instead of the default `&'static str`.
#[must_use]
pub fn builder_with_key() -> HistoryBuilder<i64, ConstantDrift, NullObserver, K> {
HistoryBuilder {
mu: MU,
@@ -252,12 +272,17 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
for j in (0..self.time_slices.len() - 1).rev() {
for agent in self.time_slices[j + 1].skills.keys() {
self.agents.get_mut(agent).unwrap().message =
self.time_slices[j + 1].backward_prior_out(&agent, &self.agents);
Some(self.time_slices[j + 1].backward_prior_out(&agent, &self.agents));
}
let old = self.time_slices[j].posteriors();
self.time_slices[j].new_backward_info(&self.agents);
self.observer.on_slice_processed(
&self.time_slices[j].time,
j,
self.time_slices[j].events.len(),
);
let new = self.time_slices[j].posteriors();
@@ -271,12 +296,17 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
for j in 1..self.time_slices.len() {
for agent in self.time_slices[j - 1].skills.keys() {
self.agents.get_mut(agent).unwrap().message =
self.time_slices[j - 1].forward_prior_out(&agent);
Some(self.time_slices[j - 1].forward_prior_out(&agent));
}
let old = self.time_slices[j].posteriors();
self.time_slices[j].new_forward_info(&self.agents);
self.observer.on_slice_processed(
&self.time_slices[j].time,
j,
self.time_slices[j].events.len(),
);
let new = self.time_slices[j].posteriors();
@@ -289,6 +319,11 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let old = self.time_slices[0].posteriors();
self.time_slices[0].iteration(0, &self.agents);
self.observer.on_slice_processed(
&self.time_slices[0].time,
0,
self.time_slices[0].events.len(),
);
let new = self.time_slices[0].posteriors();
@@ -520,60 +555,280 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
.sum()
}
/// Draw-probability quality metric for the given teams (key slices).
/// The configured observer.
///
/// Values range roughly [0, 1]; 1 == perfectly matched. Supports any
/// number of teams.
/// `History` takes its observer by value, so this is how a caller inspects
/// one it did not keep a handle to. For an observer that accumulates
/// state, prefer passing an `Arc` and keeping a clone — see the
/// [`Observer`] docs.
#[must_use]
pub fn observer(&self) -> &O {
&self.observer
}
/// Consume the history and return its observer.
///
/// # Panics
/// Useful for reclaiming a non-shared observer's accumulated state after
/// `converge` without needing interior mutability.
#[must_use]
pub fn into_observer(self) -> O {
self.observer
}
/// Every team's member skills, validated.
///
/// Panics if fewer than two teams are supplied, or if a team resolves to
/// no known competitors — keys absent from the history, or competitors
/// with no recorded skill, are dropped, so a team of entirely-unknown
/// keys becomes empty. Use `lookup` to check keys first.
pub fn predict_quality(&self, teams: &[&[&K]]) -> f64 {
let groups: Vec<Vec<Gaussian>> = teams
/// # Errors
///
/// `NotEnoughTeams`, `EmptyTeam`, or `UnknownKey`. Unknown keys are
/// reported rather than dropped — silently skipping them would turn a team
/// of strangers into a confident-looking prediction about nobody, which is
/// the failure this replaced.
fn member_skills(&self, teams: &[&[&K]]) -> Result<Vec<Vec<Gaussian>>, InferenceError> {
if teams.len() < 2 {
return Err(InferenceError::NotEnoughTeams { got: teams.len() });
}
let mut gathered = Vec::with_capacity(teams.len());
for (team_idx, team) in teams.iter().enumerate() {
if team.is_empty() {
return Err(InferenceError::EmptyTeam { team: team_idx });
}
let mut members = Vec::with_capacity(team.len());
for (member_idx, key) in team.iter().enumerate() {
let unknown = InferenceError::UnknownKey {
team: team_idx,
member: member_idx,
};
let index = self.keys.get(*key).ok_or(unknown.clone())?;
members.push(
self.time_slices
.iter()
.rev()
.find_map(|ts| ts.skills.get(index).map(|s| s.posterior()))
.ok_or(unknown)?,
);
}
gathered.push(members);
}
Ok(gathered)
}
/// Each team's performance Gaussian, and its member count.
///
/// Performance is skill inflated by `beta`: the question a prediction
/// answers is "how will they do today", not "how good are they".
///
/// # Errors
///
/// As [`History::member_skills`].
fn performances(&self, teams: &[&[&K]]) -> Result<(Vec<Gaussian>, Vec<usize>), InferenceError> {
let skills = self.member_skills(teams)?;
let performances = skills
.iter()
.map(|team| {
team.iter()
.filter_map(|k| self.keys.get(*k))
.filter_map(|idx| {
self.time_slices
.iter()
.rev()
.find_map(|ts| ts.skills.get(idx).map(|s| s.posterior()))
.fold(crate::N00, |acc, s| acc + s.forget(self.beta.powi(2)))
})
.collect();
let sizes = skills.iter().map(Vec::len).collect();
Ok((performances, sizes))
}
/// Draw margins per team pair.
///
/// Inference derives the margin per rank-adjacent pair from those two
/// teams' betas (`Game::likelihoods`), so prediction must too — a single
/// game-wide margin would describe a different model than the one that
/// will actually be fitted.
fn margins(&self, sizes: &[usize]) -> crate::predict::Margins {
let beta_sq = self.beta.powi(2);
let p_draw = self.p_draw;
crate::predict::Margins::new(sizes.len(), |i, j| {
if p_draw == 0.0 {
0.0
} else {
let sd = ((sizes[i] + sizes[j]) as f64 * beta_sq).sqrt();
crate::compute_margin(p_draw, sd)
}
})
}
/// Draw-probability quality metric for the given teams (key slices).
///
/// Values range roughly `[0, 1]`; 1 == perfectly matched. Supports any
/// number of teams.
///
/// Note this answers "is this matchup *fair*", which is not the same as
/// "is this matchup *informative*" — the two coincide for two evenly
/// matched teams and diverge elsewhere.
///
/// # Errors
///
/// `NotEnoughTeams`, `EmptyTeam`, or `UnknownKey`.
pub fn predict_quality(&self, teams: &[&[&K]]) -> Result<f64, InferenceError> {
let groups = self.member_skills(teams)?;
let group_refs: Vec<&[Gaussian]> = groups.iter().map(Vec::as_slice).collect();
Ok(crate::quality(&group_refs, self.beta))
}
/// Expected information gain of running this matchup, in nats.
///
/// Answers "which comparison should I run next" rather than "who will
/// win": the outcome-weighted divergence between current beliefs and the
/// beliefs each possible result would produce. Higher means the result
/// would teach you more.
///
/// Uses each competitor's current skill as the prior, and the history's
/// own `beta`, `drift` and `p_draw`, so the outcomes weighted here are the
/// ones that would actually be fitted if the matchup were played and
/// recorded.
///
/// Distinct from [`History::predict_quality`], which measures *fairness*.
/// The two coincide for two evenly matched competitors and diverge
/// elsewhere. See [`expected_information_gain`](crate::expected_information_gain)
/// for the scale, the analytic `ln k` ceiling, and the cost.
///
/// # Errors
///
/// As [`History::member_skills`], plus `TooManyTeams` and anything
/// inference returns for a hypothetical outcome.
pub fn expected_information_gain(&self, teams: &[&[&K]]) -> Result<f64, InferenceError> {
let skills = self.member_skills(teams)?;
let ratings: Vec<Vec<Rating<T, D>>> = skills
.iter()
.map(|team| {
team.iter()
.map(|&skill| Rating::new(skill, self.beta, self.drift))
.collect()
})
.collect();
let group_refs: Vec<&[Gaussian]> = groups.iter().map(|g| g.as_slice()).collect();
crate::quality(&group_refs, self.beta)
let team_refs: Vec<&[Rating<T, D>]> = ratings.iter().map(Vec::as_slice).collect();
crate::expected_information_gain(
&team_refs,
&crate::GameOptions {
p_draw: self.p_draw,
score_sigma: self.score_sigma,
convergence: self.convergence,
},
)
}
/// 2-team win probability: returns `[P(team0 wins), P(team1 wins)]`.
/// `P(team i finishes strictly first)`, for every team.
///
/// Panics if `teams.len() != 2`. N-team support lands in T4.
pub fn predict_outcome(&self, teams: &[&[&K]]) -> Vec<f64> {
assert_eq!(teams.len(), 2, "predict_outcome T2: 2 teams only");
let gather = |team: &[&K]| -> Gaussian {
team.iter()
.filter_map(|k| self.keys.get(*k))
.filter_map(|idx| {
self.time_slices
.iter()
.rev()
.find_map(|ts| ts.skills.get(idx).map(|s| s.posterior()))
})
.fold(crate::N00, |acc, g| acc + g.forget(self.beta.powi(2)))
};
let a = gather(teams[0]);
let b = gather(teams[1]);
let diff = a - b;
let p_a = 1.0 - crate::cdf(0.0, diff.mu(), diff.sigma());
vec![p_a, 1.0 - p_a]
/// Supports any number of teams. Because performances are independent
/// Gaussians, this separates into a one-dimensional integral per team —
/// no multivariate orthant probability is involved — and is evaluated by
/// adaptive quadrature to within the precision of the underlying normal
/// CDF (~1e-8).
///
/// With a zero `p_draw` these sum to one. With a positive `p_draw` the
/// shortfall is the probability that the top place is shared.
///
/// Cheap at any team count: cost grows as the square of the team count,
/// not factorially. Prefer this to [`History::predict_outcome`] when you
/// only need to know who wins.
///
/// # Errors
///
/// `NotEnoughTeams`, `EmptyTeam`, or `UnknownKey`.
pub fn predict_win_probabilities(&self, teams: &[&[&K]]) -> Result<Vec<f64>, InferenceError> {
let (performances, sizes) = self.performances(teams)?;
Ok(crate::predict::win_probabilities(
&performances,
&self.margins(&sizes),
))
}
/// The full distribution over finishing orders.
///
/// Every entry is a rank vector — the shape [`crate::Outcome::ranking`]
/// takes, equal ranks meaning a tie — paired with its probability. The
/// entries are exhaustive and disjoint, so they sum to one; that identity
/// is the strongest available check on the numerics and is worth asserting
/// in tests via [`Prediction::total`].
///
/// Accounts for `p_draw`: with a positive draw probability, tied outcomes
/// carry real mass rather than being silently omitted.
///
/// # Cost
///
/// This enumerates the outcome space, which holds `n! * 2^(n-1)` events —
/// 24 at three teams, 192 at four, 1_920 at five, 23_040 at six. Each
/// costs one `O(teams * grid)` pass, so this is milliseconds at three or
/// four teams and seconds at six. Above
/// [`MAX_TEAMS_FOR_DISTRIBUTION`](crate::MAX_PREDICTED_TEAMS) it returns
/// `TooManyTeams` rather than hanging. When you need one specific ordering
/// use [`History::predict_ranking`], and when you only need the winner use
/// [`History::predict_win_probabilities`]; both stay cheap at any size.
///
/// # Errors
///
/// `NotEnoughTeams`, `EmptyTeam`, `UnknownKey`, or `TooManyTeams`.
pub fn predict_outcome(&self, teams: &[&[&K]]) -> Result<Prediction, InferenceError> {
if teams.len() > crate::MAX_PREDICTED_TEAMS {
return Err(InferenceError::TooManyTeams {
got: teams.len(),
max: crate::MAX_PREDICTED_TEAMS,
});
}
let (performances, sizes) = self.performances(teams)?;
Ok(Prediction::new(crate::predict::outcome_distribution(
&performances,
&self.margins(&sizes),
)))
}
/// Probability of one specific finishing order.
///
/// `ranks` follows [`crate::Outcome::ranking`]: lower is better, and equal
/// values mean those teams tied. Teams sharing a rank may finish in any
/// internal order, so this sums over those orders rather than picking one.
///
/// Unlike [`History::predict_outcome`] this does not enumerate the outcome
/// space, so it stays cheap at any team count — use it when you know which
/// orderings you care about.
///
/// # Errors
///
/// `NotEnoughTeams`, `EmptyTeam`, `UnknownKey`, or `MismatchedShape` if
/// `ranks` does not have one entry per team.
pub fn predict_ranking(&self, teams: &[&[&K]], ranks: &[u32]) -> Result<f64, InferenceError> {
if ranks.len() != teams.len() {
return Err(InferenceError::MismatchedShape {
kind: "ranks vs teams",
expected: teams.len(),
got: ranks.len(),
});
}
let (performances, sizes) = self.performances(teams)?;
Ok(crate::predict::ranking_probability(
&performances,
&self.margins(&sizes),
ranks,
))
}
/// Run the full forward+backward convergence loop and return a summary.
///
/// Failing to reach `epsilon` within `max_iter` is not an error: the
/// returned report carries `converged: false` and the final step.
///
/// # Errors
///
/// `NonFiniteResult` if a sweep produces a NaN or infinite step. EP has
/// broken down at that point and further iterations cannot recover, so the
/// loop stops rather than reporting a NaN step as convergence.
pub fn converge(&mut self) -> Result<ConvergenceReport, InferenceError> {
use std::time::Instant;
@@ -588,7 +843,6 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
log_evidence: 0.0,
converged: true,
per_iteration_time: SmallVec::new(),
slices_skipped: 0,
});
}
@@ -627,7 +881,6 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
log_evidence,
converged,
per_iteration_time: per_iter,
slices_skipped: 0,
})
}
}
@@ -635,18 +888,23 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O, K> {
pub(crate) fn add_events_with_prior(
&mut self,
composition: Vec<Vec<Vec<Index>>>,
results: Vec<Vec<f64>>,
mut composition: Vec<Vec<Vec<Index>>>,
mut results: Option<Vec<Vec<f64>>>,
times: Vec<T>,
weights: Vec<Vec<Vec<f64>>>,
mut weights: Option<Vec<Vec<Vec<f64>>>>,
kinds: Vec<EventKind>,
mut priors: HashMap<Index, Rating<T, D>>,
priors: HashMap<Index, CompetitorConfig>,
) -> Result<(), InferenceError> {
if !results.is_empty() && results.len() != composition.len() {
if results
.as_ref()
.is_some_and(|r| r.len() != composition.len())
{
let got = results.as_ref().map_or(0, Vec::len);
return Err(InferenceError::MismatchedShape {
kind: "results",
expected: composition.len(),
got: results.len(),
got,
});
}
if times.len() != composition.len() {
@@ -656,11 +914,16 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
got: times.len(),
});
}
if !weights.is_empty() && weights.len() != composition.len() {
if weights
.as_ref()
.is_some_and(|w| w.len() != composition.len())
{
let got = weights.as_ref().map_or(0, Vec::len);
return Err(InferenceError::MismatchedShape {
kind: "weights",
expected: composition.len(),
got: weights.len(),
got,
});
}
if kinds.len() != composition.len() {
@@ -675,7 +938,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
// including `record_draw`, which builds its results directly rather
// than going through `Outcome`.
if self.p_draw == 0.0 {
for (event_results, kind) in results.iter().zip(kinds.iter()) {
for (event_results, kind) in results.iter().flatten().zip(kinds.iter()) {
if !matches!(kind, EventKind::Ranked) {
continue;
}
@@ -697,18 +960,61 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
this_agent.push(*agent);
if !self.agents.contains(*agent) {
self.agents.insert(
*agent,
Competitor {
rating: priors.remove(agent).unwrap_or_else(|| {
Rating::new(
let config = priors.get(agent).copied().unwrap_or_default();
if self.agents.contains(*agent) {
// Seeding a competitor the history already knows. This used to
// be dropped on the floor: `remove` was only reached on the
// create path, so a prior applied on a competitor's very first
// event and was silently ignored ever after.
if config.is_empty() {
continue;
}
let rating = &mut self.agents.get_mut(*agent).unwrap().rating;
if let Some(prior) = config.prior {
rating.prior = prior;
}
if let Some(scale) = config.drift_scale {
rating.drift_scale = scale;
}
let seeded = rating.prior;
if config.prior.is_some() {
// The prior is not re-derived every pass the way drift is.
// A competitor's earliest slice has its forward message set
// to the prior once, at ingestion, and `iteration` refreshes
// only slices after the first — so without this, a late
// prior would reach the drift terms and nothing else, which
// is a subtler version of the silent drop this replaced.
//
// `clean` has just nulled every message, so the earliest
// slice's forward is exactly the prior.
for slice in &mut self.time_slices {
if let Some(skill) = slice.skills.get_mut(*agent) {
skill.forward = seeded;
break;
}
}
}
} else {
let mut rating = Rating::new(
Gaussian::from_ms(self.mu, self.sigma),
self.beta,
self.drift,
)
}),
message: N_INF,
);
if let Some(prior) = config.prior {
rating.prior = prior;
}
if let Some(scale) = config.drift_scale {
rating.drift_scale = scale;
}
self.agents.insert(
*agent,
Competitor {
rating,
message: None,
last_time: None,
},
);
@@ -718,6 +1024,20 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let n = composition.len();
let o = sort_time(&times, false);
// The chunking loop below MOVES each event's data out of `composition`,
// `results` and `weights` instead of cloning it. That is only sound
// because `o` is a permutation, so every index is visited exactly once
// — visiting one twice would silently yield an empty event rather than
// failing.
debug_assert!(
{
let mut seen = vec![false; n];
o.iter()
.all(|&idx| !std::mem::replace(&mut seen[idx], true))
},
"sort_time must return a permutation of 0..{n}"
);
let mut i = 0;
let mut k = 0;
@@ -746,7 +1066,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let agent = self.agents.get_mut(*agent_idx).unwrap();
agent.last_time = Some(time_slice.time);
agent.message = time_slice.forward_prior_out(agent_idx);
agent.message = Some(time_slice.forward_prior_out(agent_idx));
}
}
@@ -754,20 +1074,20 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
}
let composition = (i..j)
.map(|e| composition[o[e]].clone())
.map(|e| std::mem::take(&mut composition[o[e]]))
.collect::<Vec<_>>();
let results = if results.is_empty() {
Vec::new()
} else {
(i..j).map(|e| results[o[e]].clone()).collect::<Vec<_>>()
};
let results = results.as_mut().map(|results| {
(i..j)
.map(|e| std::mem::take(&mut results[o[e]]))
.collect::<Vec<_>>()
});
let weights = if weights.is_empty() {
Vec::new()
} else {
(i..j).map(|e| weights[o[e]].clone()).collect::<Vec<_>>()
};
let weights = weights.as_mut().map(|weights| {
(i..j)
.map(|e| std::mem::take(&mut weights[o[e]]))
.collect::<Vec<_>>()
});
let kinds_chunk: Vec<EventKind> = (i..j).map(|e| kinds[o[e]]).collect();
@@ -779,7 +1099,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let agent = self.agents.get_mut(agent_idx).unwrap();
agent.last_time = Some(t);
agent.message = time_slice.forward_prior_out(&agent_idx);
agent.message = Some(time_slice.forward_prior_out(&agent_idx));
}
k += 1;
@@ -795,7 +1115,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let agent = self.agents.get_mut(agent_idx).unwrap();
agent.last_time = Some(t);
agent.message = time_slice.forward_prior_out(&agent_idx);
agent.message = Some(time_slice.forward_prior_out(&agent_idx));
}
k += 1;
@@ -819,7 +1139,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let agent = self.agents.get_mut(*agent_idx).unwrap();
agent.last_time = Some(time_slice.time);
agent.message = time_slice.forward_prior_out(agent_idx);
agent.message = Some(time_slice.forward_prior_out(agent_idx));
}
}
@@ -830,6 +1150,13 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
Ok(())
}
/// Record a single two-competitor event that `winner` won.
///
/// # Errors
///
/// Ingests through the same path as [`History::add_events`], so it returns
/// the same errors. A two-team decisive outcome cannot tie, so
/// `TieWithoutDrawProbability` is not reachable here.
pub fn record_winner<Q>(&mut self, winner: &Q, loser: &Q, time: T) -> Result<(), InferenceError>
where
K: Borrow<Q>,
@@ -839,14 +1166,21 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let l = self.intern(loser);
self.add_events_with_prior(
vec![vec![vec![w], vec![l]]],
vec![vec![1.0, 0.0]],
Some(vec![vec![1.0, 0.0]]),
vec![time],
vec![],
None,
vec![EventKind::Ranked],
HashMap::new(),
)
}
/// Record a single two-competitor event that ended level.
///
/// # Errors
///
/// Ingests through the same path as [`History::add_events`]. Note
/// `TieWithoutDrawProbability` *is* reachable here: a draw needs a
/// positive `p_draw`.
pub fn record_draw<Q>(&mut self, a: &Q, b: &Q, time: T) -> Result<(), InferenceError>
where
K: Borrow<Q>,
@@ -856,9 +1190,9 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let b_idx = self.intern(b);
self.add_events_with_prior(
vec![vec![vec![a_idx], vec![b_idx]]],
vec![vec![0.0, 0.0]],
Some(vec![vec![0.0, 0.0]]),
vec![time],
vec![],
None,
vec![EventKind::Ranked],
HashMap::new(),
)
@@ -870,6 +1204,17 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
}
/// Bulk-ingest typed events.
///
/// # Errors
///
/// - `MismatchedShape` if an event's outcome does not describe the same
/// number of teams the event has, or if per-member weights do not match
/// the team's membership.
/// - `InvalidParameter` if a per-event `score_sigma` override is not
/// strictly positive.
/// - `TieWithoutDrawProbability` if an event ties two teams while the
/// history's `p_draw` is zero. This includes `Outcome::winner(w, n)` for
/// `n >= 3`, which ties every loser.
pub fn add_events<I>(&mut self, events: I) -> Result<(), InferenceError>
where
I: IntoIterator<Item = crate::event::Event<T, K>>,
@@ -885,7 +1230,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let mut times: Vec<T> = Vec::with_capacity(events.len());
let mut weights: Vec<Vec<Vec<f64>>> = Vec::with_capacity(events.len());
let mut kinds: Vec<EventKind> = Vec::with_capacity(events.len());
let mut priors: HashMap<Index, Rating<T, D>> = HashMap::new();
let mut priors: HashMap<Index, CompetitorConfig> = HashMap::new();
for ev in events {
if ev.outcome.team_count() != ev.teams.len() {
@@ -906,8 +1251,51 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
let idx = self.keys.get_or_create(&member.key);
team_indices.push(idx);
team_weights.push(member.weight);
if let Some(scale) = member.drift_scale {
// Squaring would make a negative scale behave as its
// absolute value, so reject rather than silently
// accept a sign the caller cannot have meant.
if !scale.is_finite() || scale < 0.0 {
return Err(InferenceError::InvalidParameter {
name: "drift_scale",
value: scale,
});
}
}
// `prior` and `drift_scale` configure the competitor, not
// the event. Both land in the same entry so a member may
// set either alone.
//
// Events within a batch are not ordered, so a batch that
// sets one field twice with different values has no
// well-defined result — "last one wins" would depend on
// iteration order, which `tests/ingestion_equivalence.rs`
// exists to rule out. Repeating the *same* value is fine,
// and is the expected shape when the configuration is a
// property of the domain rather than of one event.
if member.prior.is_some() || member.drift_scale.is_some() {
let entry = priors.entry(idx).or_default();
if let Some(prior) = member.prior {
priors.insert(idx, Rating::new(prior, self.beta, self.drift));
if entry.prior.is_some_and(|held| held != prior) {
return Err(InferenceError::ConflictingCompetitorConfig {
competitor: idx.get(),
field: "prior",
});
}
entry.prior = Some(prior);
}
if let Some(scale) = member.drift_scale {
if entry.drift_scale.is_some_and(|held| held != scale) {
return Err(InferenceError::ConflictingCompetitorConfig {
competitor: idx.get(),
field: "drift_scale",
});
}
entry.drift_scale = Some(scale);
}
}
}
event_comp.push(team_indices);
@@ -941,7 +1329,13 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
times.push(ev.time);
}
self.add_events_with_prior(composition, results, times, weights, kinds, priors)
let weights = if weights.is_empty() {
None
} else {
Some(weights)
};
self.add_events_with_prior(composition, Some(results), times, weights, kinds, priors)
}
}
@@ -956,6 +1350,49 @@ mod tests {
arena::ScratchArena,
};
/// #17: a slice's footprint must be O(competitors in the slice), not
/// O(largest global index it touches). The store used to be a dense
/// `Vec<Skill>` indexed by `Index.0`, so the same two-competitor games cost
/// 20,000 slots per slice when the competitors sat at the top of a large
/// roster. Measured end to end, peak RSS was 309 MB against 52 MB.
#[test]
fn per_slice_footprint_is_independent_of_index_magnitude() {
fn total_skill_slots(high_indices: bool) -> usize {
let mut h: History<i64, ConstantDrift, NullObserver, String> =
History::builder_with_key().build();
for i in 0..2_000 {
h.intern(&format!("k{i:05}"));
}
let (a, b) = if high_indices {
("k01998".to_string(), "k01999".to_string())
} else {
("k00000".to_string(), "k00001".to_string())
};
for time in 1..=20i64 {
h.record_winner(&a, &b, time).unwrap();
}
h.time_slices
.iter()
.map(|ts| ts.skills.allocated_slots())
.sum()
}
let low = total_skill_slots(false);
let high = total_skill_slots(true);
assert_eq!(low, high, "footprint must not depend on index magnitude");
// A dense store over a 2,000-key roster would allocate 20 x 2,000.
assert!(
high < 1_000,
"20 slices of 2 competitors allocated {high} slots"
);
}
fn make_events_1v1(
pairs: &[(&'static str, &'static str)],
outcomes: &[Outcome],
@@ -1212,12 +1649,12 @@ mod tests {
);
assert_ulps_eq!(
h.time_slices[0].skills.get(b).unwrap().posterior(),
Gaussian::from_ms(24.999198, 5.419512),
Gaussian::from_ms(24.999197939, 5.419510957),
epsilon = 1e-6
);
assert_ulps_eq!(
h.time_slices[2].skills.get(b).unwrap().posterior(),
Gaussian::from_ms(25.001332, 5.420054),
Gaussian::from_ms(25.001331690, 5.420052840),
epsilon = 1e-6
);
}
@@ -1848,7 +2285,7 @@ mod tests {
);
assert_ulps_eq!(
lc_a[1].1,
Gaussian::from_ms(1.792277, 4.099566),
Gaussian::from_ms(1.792278067, 4.099566582),
epsilon = 1e-6
);
assert_ulps_eq!(
+4
View File
@@ -25,6 +25,7 @@ impl<K> KeyTable<K>
where
K: Eq + Hash + Clone,
{
#[must_use]
pub fn new() -> Self {
Self {
forward: HashMap::new(),
@@ -54,6 +55,7 @@ where
}
}
#[must_use]
pub fn key(&self, idx: Index) -> Option<&K> {
self.reverse.get(idx.0)
}
@@ -62,10 +64,12 @@ where
self.forward.keys()
}
#[must_use]
pub fn len(&self) -> usize {
self.reverse.len()
}
#[must_use]
pub fn is_empty(&self) -> bool {
self.reverse.is_empty()
}
+594 -31
View File
@@ -1,6 +1,6 @@
//! TrueSkill Through Time — Bayesian skill rating over a time axis.
//! `TrueSkill` Through Time — Bayesian skill rating over a time axis.
//!
//! Where plain TrueSkill gives each competitor one running estimate, TrueSkill
//! Where plain `TrueSkill` gives each competitor one running estimate, `TrueSkill`
//! Through Time treats a whole history as a single model and infers skill *at
//! every point in time*. Evidence flows both directions: a result today
//! sharpens the estimate of who someone was last year, so early estimates stop
@@ -86,6 +86,19 @@
#![forbid(unsafe_code)]
/// Compiles every `rust` block in `README.md` as a doctest.
///
/// The README is not the crate's front page — the module docs above are — so it
/// is pulled in here rather than via a crate-level `#![doc = ...]`, purely so
/// its examples are type-checked. Without this nothing compiled them, and they
/// had drifted far enough that four blocks no longer built (#35). `cfg(doctest)`
/// means this type exists only while collecting doctests.
///
/// Blocks that are illustrative rather than runnable are fenced as `text`.
#[cfg(doctest)]
#[doc = include_str!("../README.md")]
pub struct ReadmeDoctests;
use std::{
cmp::Reverse,
f64::consts::{FRAC_1_SQRT_2, FRAC_2_SQRT_PI, SQRT_2},
@@ -97,6 +110,7 @@ pub(crate) mod arena;
mod time;
mod time_slice;
pub use time_slice::{EventKind, TimeSlice};
mod acquisition;
mod color_group;
mod competitor;
mod convergence;
@@ -105,18 +119,21 @@ mod error;
mod event;
mod event_builder;
pub(crate) mod factor;
pub mod factors;
mod game;
pub mod gaussian;
pub mod graph;
mod history;
mod key_table;
mod matrix;
mod observer;
mod outcome;
mod predict;
pub(crate) mod quadrature;
mod rating;
pub(crate) mod schedule;
pub mod storage;
pub use acquisition::expected_information_gain;
pub use competitor::Competitor;
pub use convergence::{ConvergenceOptions, ConvergenceReport};
pub use drift::{ConstantDrift, Drift};
@@ -130,6 +147,7 @@ pub use key_table::KeyTable;
use matrix::Matrix;
pub use observer::{NullObserver, Observer};
pub use outcome::Outcome;
pub use predict::Prediction;
pub use rating::Rating;
pub use schedule::ScheduleReport;
pub use time::{Time, Untimed};
@@ -142,7 +160,29 @@ pub const P_DRAW: f64 = 0.0;
pub const EPSILON: f64 = 1e-6;
pub const ITERATIONS: usize = 30;
/// Largest team count `History::predict_outcome` will enumerate.
///
/// The outcome space holds `n! * 2^(n-1)` events, so it grows factorially:
/// 1_920 at five teams, 23_040 at six, 322_560 at seven. Six is where
/// enumerating on a caller's behalf stops being reasonable.
pub const MAX_PREDICTED_TEAMS: usize = predict::MAX_TEAMS_FOR_DISTRIBUTION;
const SQRT_TAU: f64 = 2.5066282746310002;
/// `1 / sqrt(pi)`, the leading factor of the `erfcx` continued fraction.
const FRAC_1_SQRT_PI: f64 = 0.564_189_583_547_756_3;
/// `sqrt(2 / pi)`, the numerator of the inverse Mills ratio in scaled form.
const SQRT_2_OVER_PI: f64 = 0.797_884_560_802_865_4;
/// How many window widths into the tail before a tie window is treated as a
/// half-line. Beyond this the truncated mass is concentrated within `1/alpha`
/// of the near edge, so the far edge contributes nothing measurable.
const HALF_LINE_WINDOW: f64 = 10.0;
/// Where `v - alpha` switches from subtraction to its asymptotic series.
///
/// The subtraction loses roughly `eps * alpha^2` of relative precision, and the
/// four-term series is good to ~1e-10 by here, so the two are at their closest
/// agreement around this point. Below it the subtraction is exact; above it the
/// series is.
const ASYMPTOTIC_MILLS_ALPHA: f64 = 100.0;
pub const N01: Gaussian = Gaussian::from_ms(0.0, 1.0);
pub const N00: Gaussian = Gaussian::from_ms(0.0, 0.0);
@@ -174,24 +214,47 @@ impl From<Index> for usize {
}
}
/// Complementary error function.
///
/// # Why every transcendental in this crate goes through `libm`
///
/// IEEE 754 specifies the basic operations and `sqrt` exactly, but says nothing
/// about `exp`, `log` or `erf`. `std`'s versions delegate to the *system* math
/// library, so they differ between platforms: measured here, `f64::exp` and
/// `libm::exp` disagree on 9.7% of inputs and `f64::ln` / `libm::log` on 5.0%,
/// each by one ULP.
///
/// Inference is an iterative fixed point, so a one-ULP difference can change an
/// iteration count and therefore the answer by more than one ULP. Routing every
/// transcendental through `libm` makes a fit reproducible across platforms, not
/// just across thread counts as `tests/determinism.rs` already checks.
///
/// **So: use `libm::exp` / `libm::log` in inference code, never `f64::exp` /
/// `f64::ln`.** `sqrt` is exempt — IEEE specifies it exactly, so `f64::sqrt` is
/// already portable. Test code may use whichever is clearer.
///
/// It costs nothing: `Batch::iteration` measured -2.7% [-5.7%, -0.3%] with the
/// whole set swapped.
///
/// Delegates to `libm`, which is the Rust port of FDLIBM and accurate to about
/// one ULP. This replaced a Numerical Recipes `erfcc` rational approximation
/// whose documented bound was 1.2e-7 *relative* — measured at ~1e-7 across the
/// whole range, and the binding accuracy constraint on the entire crate.
///
/// The swap is free. 98% of the arguments inference passes here have
/// `|x| < 0.84375`, which is exactly where FDLIBM skips the exponential
/// entirely, so the longer polynomial costs nothing on the distribution that
/// actually occurs: `Batch::iteration` moved -1.6% [-4.7%, +0.9%], p = 0.31.
///
/// What it bought: `compute_margin` went from 8.4e-8 to 1.7e-16 against exact
/// quantiles, `cdf(mu, mu, sigma)` is now exactly 0.5, and `sf + cdf` sums to
/// one within a single ULP where it was 3e-8 out.
fn erfc(x: f64) -> f64 {
let z = x.abs();
let t = 1.0 / (1.0 + z / 2.0);
let a = -0.82215223 + t * 0.17087277;
let b = 1.48851587 + t * a;
let c = -1.13520398 + t * b;
let d = 0.27886807 + t * c;
let e = -0.18628806 + t * d;
let f = 0.09678418 + t * e;
let g = 0.37409196 + t * f;
let h = 1.00002368 + t * g;
let r = t * (-z * z - 1.26551223 + t * h).exp();
if x >= 0.0 { r } else { 2.0 - r }
libm::erfc(x)
}
/// The previous Numerical Recipes `erfcc`, kept only so the timing test can
/// compare both in one binary. Removed once the comparison is recorded.
fn erfc_inv(mut y: f64) -> f64 {
if y >= 2.0 {
return f64::NEG_INFINITY;
@@ -207,14 +270,22 @@ fn erfc_inv(mut y: f64) -> f64 {
y = 2.0 - y;
}
let t = (-2.0 * (y / 2.0).ln()).sqrt();
let t = libm::sqrt(-2.0 * libm::log(y / 2.0));
let mut x = FRAC_1_SQRT_2 * ((2.30753 + t * 0.27061) / (1.0 + t * (0.99229 + t * 0.04481)) - t);
// The leading coefficient is NEGATIVE. `rational - t` is negative here, so
// a positive coefficient mirrors the starting point to `-x0` — the
// reflection of the root. Newton then has to cross the origin to get back,
// which a fixed iteration count does not manage: measured against the true
// value, `erfc_inv(0.1)` returned 1.044 instead of 1.16309, and the error
// grew as y shrank until `compute_margin` stopped being monotone in
// `p_draw` altogether.
let mut x =
-FRAC_1_SQRT_2 * ((2.30753 + t * 0.27061) / (1.0 + t * (0.99229 + t * 0.04481)) - t);
for _ in 0..3 {
let err = erfc(x) - y;
x += err / (FRAC_2_SQRT_PI * (-(x.powi(2))).exp() - x * err)
x += err / (FRAC_2_SQRT_PI * libm::exp(-(x * x)) - x * err)
}
if y < 1.0 { x } else { -x }
@@ -234,32 +305,216 @@ pub(crate) fn cdf(x: f64, mu: f64, sigma: f64) -> f64 {
0.5 * erfc(z)
}
/// `P(X > x)` for `X ~ N(mu, sigma^2)`.
///
/// The survival function, computed directly rather than as `1 - cdf(..)`.
///
/// The two are algebraically identical and numerically are not. `cdf` returns
/// a value approaching 1 for an upper tail, so subtracting it from 1 cancels
/// away every significant digit the tail had: measured against this function,
/// `1 - cdf` carries 7% error by four sigma past the mean and returns exactly
/// zero beyond about 8.3 sigma — where the true value is still 1e-19 and
/// perfectly representable. `erfc` holds *relative* accuracy all the way down
/// to 1e-296, so the precision is there to keep; only the subtraction threw it
/// away.
///
/// This matters most where evidence is smallest, which is exactly where an
/// upset makes it interesting: `ln` of a clamped zero is -708 regardless of
/// whether the truth was -43 or -600.
pub(crate) fn sf(x: f64, mu: f64, sigma: f64) -> f64 {
0.5 * erfc((x - mu) / (sigma * SQRT_2))
}
/// `e^(x^2) * erfc(x)`, the scaled complementary error function, for `x >= 0`.
///
/// Exists so the exponential factor common to a Gaussian density and its tail
/// integral can be cancelled *analytically* instead of being computed twice
/// and divided. Both underflow to zero past about 26 sigma, and their ratio is
/// then `0/0` — finite in the limit, `NaN` in floating point.
fn erfcx(x: f64) -> f64 {
if x < 2.0 {
// Below the crossover neither factor is extreme: erfc is O(1) and
// exp(x^2) is at most e^4, so the direct product is exact enough and
// cheaper than the continued fraction.
libm::exp(x * x) * erfc(x)
} else {
// erfcx(x) = 1/sqrt(pi) * 1/(x + (1/2)/(x + 1/(x + (3/2)/(x + ...)))),
// evaluated by backward recurrence. Converges quickly for x >= 2 and,
// unlike the product form, never touches an exponential.
let mut f = 0.0;
for n in (1..=60u32).rev() {
f = (f64::from(n) * 0.5) / (x + f);
}
FRAC_1_SQRT_PI / (x + f)
}
}
/// `ln` of the normal density at `x`.
///
/// The density itself underflows to zero past about 38 sigma, and `ln` of a
/// clamped zero is -708 whatever the truth was. The log form is a polynomial:
/// it stays exact at any separation, and the values it produces (-5001 nats at
/// 100 sigma, -500001 at 1000) are perfectly representable.
pub(crate) fn ln_pdf(x: f64, mu: f64, sigma: f64) -> f64 {
let z = (x - mu) / sigma;
-libm::log(SQRT_TAU * sigma) - 0.5 * z * z
}
/// `ln P(X > x)` for `X ~ N(mu, sigma^2)`.
///
/// In the upper tail the `exp(-z^2 / 2)` common to the tail integral is
/// factored out analytically via `erfcx`, so this never underflows — where
/// `sf(..).ln()` bottoms out at -708 once `erfc` itself reaches zero.
pub(crate) fn ln_sf(x: f64, mu: f64, sigma: f64) -> f64 {
let z = (x - mu) / sigma;
if z > 0.0 {
// ln(0.5 * erfc(z/sqrt2)) with erfc(y) = exp(-y^2) * erfcx(y).
-std::f64::consts::LN_2 - 0.5 * z * z + libm::log(erfcx(z / SQRT_2))
} else {
// The mass here is at least a half; nothing to lose.
libm::log(sf(x, mu, sigma))
}
}
/// `ln P(lo < X < hi)` for `X ~ N(mu, sigma^2)`.
///
/// When the interval sits in a tail both endpoint probabilities underflow
/// together, so their difference is taken in scaled form with the shared
/// exponential factored out. When it straddles the mean nothing is small and
/// the direct difference is exact.
pub(crate) fn ln_interval(lo: f64, hi: f64, mu: f64, sigma: f64) -> f64 {
let z_lo = (lo - mu) / sigma;
let z_hi = (hi - mu) / sigma;
if z_hi <= z_lo {
return f64::NEG_INFINITY;
}
// Fold a lower-tail interval onto the upper tail; the normal is symmetric.
let (near, far) = if z_lo >= 0.0 {
(z_lo, z_hi)
} else if z_hi <= 0.0 {
(-z_hi, -z_lo)
} else {
// Straddles the mean: the interval holds a non-negligible share of the
// mass, so neither endpoint is near enough to 1 to cancel.
return libm::log((cdf(hi, mu, sigma) - cdf(lo, mu, sigma)).max(f64::MIN_POSITIVE));
};
let (a, b) = (near / SQRT_2, far / SQRT_2);
// b > a >= 0, so this ratio of exponentials is at most 1 and cannot overflow.
let scale = libm::exp(a * a - b * b);
let bracket = erfcx(a) - scale * erfcx(b);
if bracket <= 0.0 {
return f64::NEG_INFINITY;
}
-std::f64::consts::LN_2 - a * a + libm::log(bracket)
}
fn pdf(x: f64, mu: f64, sigma: f64) -> f64 {
let normalizer = (SQRT_TAU * sigma).powi(-1);
let functional = (-((x - mu).powi(2)) / (2.0 * sigma.powi(2))).exp();
let functional = libm::exp(-((x - mu) * (x - mu)) / (2.0 * sigma * sigma));
normalizer * functional
}
/// Truncated-Gaussian correction terms `(v, w)`.
///
/// `v` shifts the mean and `w` shrinks the variance. Both are ratios whose
/// numerator and denominator underflow together in the tails, so both are
/// computed in scaled form there: the shared `exp(-alpha^2 / 2)` is cancelled
/// analytically rather than evaluated and divided out. Without that, a
/// truncation point beyond about 39 sigma produced `0 / 0` and put `NaN`
/// straight into the posterior.
/// Truncation terms for a boundary `alpha` standard deviations into the upper
/// tail, from the asymptotic expansion of the inverse Mills ratio.
///
/// `v` tends to `alpha` out here, so the gap between them cannot be obtained by
/// subtracting one from the other — the series computes the gap directly, and
/// `w = v * gap` then never forms the difference of two large near-equal
/// numbers. A far-tail *window* behaves like a half-line once it is more than a
/// few multiples of its own width from the mean, so the tie branch shares this.
fn half_line_truncation(alpha: f64) -> (f64, f64) {
let inv = alpha.recip();
let inv_sq = inv * inv;
let gap = inv * (1.0 - inv_sq * (2.0 - inv_sq * (10.0 - 74.0 * inv_sq)));
let v = alpha + gap;
(v, v * gap)
}
fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
if !tie {
let alpha = (margin - mu) / sigma;
let v = pdf(-alpha, 0.0, 1.0) / cdf(-alpha, 0.0, 1.0);
let w = v * (v + (-alpha));
// v is the inverse Mills ratio, phi(alpha) / Phi(-alpha), and w needs
// the gap `v - alpha` as well as v itself. Far into the tail v tends to
// alpha, so that gap is a subtraction of two nearly equal numbers and
// loses every digit it has: at alpha = 1e6 it drove w above 1 and made
// `sqrt(1 - w)` NaN. Past the crossover the gap comes from its
// asymptotic series instead, which has no subtraction in it.
if alpha >= ASYMPTOTIC_MILLS_ALPHA {
return half_line_truncation(alpha);
}
(v, w)
let (v, gap) = if alpha > 0.0 {
// Both terms carry exp(-alpha^2 / 2); in scaled form it cancels
// and the result stays exact however far into the tail alpha sits.
let v = SQRT_2_OVER_PI / erfcx(alpha / SQRT_2);
(v, v - alpha)
} else {
// Phi(-alpha) >= 1/2 here, so the direct ratio loses nothing.
let v = pdf(-alpha, 0.0, 1.0) / cdf(-alpha, 0.0, 1.0);
(v, v - alpha)
};
(v, v * gap)
} else {
// v is odd in mu and w is even, so fold to mu <= 0. Both truncation
// points then sit in the upper tail, where the scaled form applies.
let flipped = mu > 0.0;
let mu = if flipped { -mu } else { mu };
let alpha = (-margin - mu) / sigma;
let beta = (margin - mu) / sigma;
let v = (pdf(alpha, 0.0, 1.0) - pdf(beta, 0.0, 1.0))
/ (cdf(beta, 0.0, 1.0) - cdf(alpha, 0.0, 1.0));
let u = (alpha * pdf(alpha, 0.0, 1.0) - beta * pdf(beta, 0.0, 1.0))
/ (cdf(beta, 0.0, 1.0) - cdf(alpha, 0.0, 1.0));
// `w` comes out of `v * v - u`, and both terms grow as alpha^2 while
// their difference stays O(1) — at alpha = 1e9 that subtraction had no
// digits left and returned w = -128, making `sqrt(1 - w)` nonsense.
// Once the window sits many of its own widths into the tail it is
// indistinguishable from a half-line, so the asymptotic covers it with
// no subtraction at all.
if alpha >= ASYMPTOTIC_MILLS_ALPHA && alpha * (beta - alpha) >= HALF_LINE_WINDOW {
let (v, w) = half_line_truncation(alpha);
return (if flipped { -v } else { v }, w);
}
let (v, u) = if alpha > 0.0 {
// beta > alpha > 0, so this ratio of exponentials is at most 1 and
// cannot overflow.
let scale = libm::exp(0.5 * (alpha * alpha - beta * beta));
let denominator = 0.5 * (erfcx(alpha / SQRT_2) - scale * erfcx(beta / SQRT_2));
(
(1.0 - scale) / SQRT_TAU / denominator,
(alpha - beta * scale) / SQRT_TAU / denominator,
)
} else {
// The interval straddles the mean, so nothing here is small.
let denominator = cdf(beta, 0.0, 1.0) - cdf(alpha, 0.0, 1.0);
(
(pdf(alpha, 0.0, 1.0) - pdf(beta, 0.0, 1.0)) / denominator,
(alpha * pdf(alpha, 0.0, 1.0) - beta * pdf(beta, 0.0, 1.0)) / denominator,
)
};
let w = -(u - v.powi(2));
(v, w)
(if flipped { -v } else { v }, w)
}
}
@@ -361,6 +616,7 @@ pub(crate) fn sort_time<T: Copy + Ord>(xs: &[T], reverse: bool) -> Vec<usize> {
/// Panics if fewer than two rating groups are supplied, or if any group is
/// empty — match quality is a property of a contest between at least two
/// non-empty sides.
#[must_use]
pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
assert!(
rating_groups.len() >= 2,
@@ -427,7 +683,7 @@ pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
let e_arg = (-0.5 * &start * &middle.inverse() * &end).determinant();
let s_arg = ata.determinant() / middle.determinant();
e_arg.exp() * s_arg.sqrt()
libm::exp(e_arg) * s_arg.sqrt()
}
#[cfg(test)]
@@ -441,6 +697,313 @@ mod tests {
assert_eq!(sort_time(&[0i64, 1, 2, 0], true), vec![2, 1, 0, 3]);
}
/// Upper-tail values of the standard normal, from published tables. The
/// point is not the digits — these are 7-digit table values — but that a
/// number comes back at all: `1 - cdf` returned exactly zero for every one
/// of these.
#[test]
fn survival_function_survives_the_far_tail() {
for (z, expected) in [
(9.0f64, 1.128_588e-19),
(12.0, 1.776_482e-33),
(20.0, 2.753_624e-89),
(37.0, 5.725_571e-300),
] {
let got = sf(z, 0.0, 1.0);
assert!(got > 0.0, "sf({z}) collapsed to zero");
assert!(
(got - expected).abs() / expected < 1e-6, // published table values, 7 digits
"sf({z}) = {got}, expected ~{expected}"
);
assert_eq!(
1.0 - cdf(z, 0.0, 1.0),
0.0,
"the naive form should still be zero here"
);
}
}
/// Where no cancellation happens the two forms must agree exactly enough
/// that nothing else in the crate shifts.
#[test]
fn survival_function_matches_the_naive_form_where_that_form_works() {
for z in [-4.0f64, -1.0, 0.0, 0.5, 1.0, 2.0, 3.0, 4.0] {
let naive = 1.0 - cdf(z, 0.0, 1.0);
let direct = sf(z, 0.0, 1.0);
assert!(
(naive - direct).abs() < 1e-15,
"z={z}: naive {naive} vs direct {direct}"
);
}
}
#[test]
fn survival_and_cdf_partition_the_mass() {
for z in [-3.0f64, -0.5, 0.0, 1.0, 2.5] {
let total = sf(z, 1.0, 2.0) + cdf(z, 1.0, 2.0);
assert!((total - 1.0).abs() < 1e-15, "z={z}: {total}");
}
}
/// `erfcx` switches formulation at x = 2; the two sides must meet.
#[test]
fn erfcx_is_continuous_across_its_crossover() {
for x in [1.90f64, 1.99, 1.999, 2.0, 2.001, 2.01, 2.10] {
let direct = (x * x).exp() * erfc(x);
let scaled = erfcx(x);
assert!(
(direct - scaled).abs() / scaled < 1e-14,
"x={x}: direct {direct} vs erfcx {scaled}"
);
}
}
/// The whole reason `erfcx` exists: it stays finite and O(1/x) exactly
/// where `exp(x^2)` overflows and `erfc(x)` underflows.
#[test]
fn erfcx_stays_finite_where_its_factors_do_not() {
for x in [27.0f64, 50.0, 1.0e3, 1.0e8] {
let scaled = erfcx(x);
assert!(scaled.is_finite() && scaled > 0.0, "erfcx({x}) = {scaled}");
// Asymptotically erfcx(x) -> 1 / (x * sqrt(pi)).
let asymptote = 1.0 / (x * std::f64::consts::PI.sqrt());
assert!(
(scaled - asymptote).abs() / asymptote < 1e-2,
"erfcx({x}) = {scaled} strays from its asymptote {asymptote}"
);
assert!(
(x * x).exp().is_infinite(),
"x={x} should overflow the direct form"
);
}
}
/// Truncation must never produce a non-finite posterior. Before the scaled
/// formulation these returned NaN from `0 / 0` past about 39 sigma.
#[test]
fn truncation_stays_finite_arbitrarily_far_into_the_tail() {
for alpha in [0.0f64, 8.0, 38.0, 40.0, 100.0, 1.0e3, 1.0e6, 1.0e9, 1.0e15] {
for tie in [false, true] {
let (v, w) = v_w(-alpha, 1.0, if tie { 1.0 } else { 0.0 }, tie);
assert!(v.is_finite(), "alpha={alpha} tie={tie}: v = {v}");
assert!(w.is_finite(), "alpha={alpha} tie={tie}: w = {w}");
// sigma_trunc = sigma * sqrt(1 - w) must stay real.
assert!(
(0.0..=1.0).contains(&w),
"alpha={alpha} tie={tie}: w = {w} leaves sqrt(1 - w) imaginary"
);
let (mu_t, sigma_t) = trunc(-alpha, 1.0, if tie { 1.0 } else { 0.0 }, tie);
assert!(
mu_t.is_finite() && sigma_t.is_finite(),
"alpha={alpha} tie={tie}: trunc = ({mu_t}, {sigma_t})"
);
}
}
}
/// The Mills gap switches from subtraction to series at alpha = 100. Both
/// are supposed to be right there; if they disagree, the crossover is in
/// the wrong place.
#[test]
fn the_mills_gap_series_meets_the_scaled_form() {
for alpha in [50.0f64, 99.0, 100.0, 101.0, 200.0] {
let scaled = SQRT_2_OVER_PI / erfcx(alpha / SQRT_2) - alpha;
let inv = alpha.recip();
let inv_sq = inv * inv;
let series = inv * (1.0 - inv_sq * (2.0 - inv_sq * (10.0 - 74.0 * inv_sq)));
assert!(
(scaled - series).abs() / series < 1e-9,
"alpha={alpha}: scaled {scaled} vs series {series}"
);
}
}
/// Folding the tie branch to `mu <= 0` is only valid if v is odd in mu and
/// w is even. Assert the symmetry the implementation relies on.
#[test]
fn tie_truncation_is_odd_in_v_and_even_in_w() {
for mu in [0.5f64, 3.0, 20.0, 40.0, 100.0, 1.0e3] {
let (v_pos, w_pos) = v_w(mu, 1.0, 1.0, true);
let (v_neg, w_neg) = v_w(-mu, 1.0, 1.0, true);
assert!(
(v_pos + v_neg).abs() < 1e-9,
"mu={mu}: v should be odd, got {v_pos} and {v_neg}"
);
assert!(
(w_pos - w_neg).abs() < 1e-9,
"mu={mu}: w should be even, got {w_pos} and {w_neg}"
);
}
}
/// `erfc_inv`'s initial guess had the wrong sign, putting Newton on the
/// mirror image of the root. Three fixed iterations could not cross back,
/// so the error grew as the argument shrank: at `p_draw = 0.99` the margin
/// came out 0.503 where the answer is 2.576.
#[test]
fn erfc_inv_matches_known_quantiles() {
// sqrt(2) * erfc_inv(1 - p) is the standard normal quantile
// Phi^-1((1 + p) / 2).
for (p, exact) in [
(0.5f64, 0.674_489_750_196_081_7f64),
(0.9, 1.644_853_626_951_472_7),
(0.95, 1.959_963_984_540_054_2),
(0.99, 2.575_829_303_548_9),
(0.999, 3.290_526_731_491_896_4),
] {
let got = SQRT_2 * erfc_inv(1.0 - p);
assert!(
(got - exact).abs() / exact < 1e-14,
"p={p}: got {got}, exact {exact}"
);
}
}
/// The draw margin must grow with the draw probability. It did not: it ran
/// 0.674 -> 1.476 -> 0.503 -> 0.982 as `p_draw` went 0.5 -> 0.9 -> 0.99 ->
/// 0.999, which is not a rounding error but a broken function.
/// Deep in the tail the accuracy limit is the *caller's* argument, not this
/// function.
///
/// `compute_margin(0.999999, ..)` computes `1.0 - p_draw`, and 0.999999 is
/// not representable: the subtraction cancels and leaves 2.9e-11 of
/// relative error in the argument before `erfc_inv` is even entered. Given
/// an exactly-representable argument the result is good to 1.8e-16, so this
/// is inherent to taking `p_draw` near one rather than something to fix
/// here. At `p_draw = 0.999` the whole path is still accurate to 4e-16.
///
/// Worth pinning: measured against a 70-digit reference, `puruspe`'s
/// `inverfc` returns the identical wrong value for the identical reason,
/// which is what makes it clear the fault is upstream of both.
#[test]
fn erfc_inv_is_exact_given_an_exactly_representable_argument() {
// erfc(z / sqrt2) = 1e-6 exactly, so z = Phi^-1(0.9999995).
let got = SQRT_2 * erfc_inv(1e-6);
let exact = 4.891_638_475_698_59;
assert!(
(got - exact).abs() / exact < 1e-14,
"got {got}, exact {exact}"
);
}
#[test]
fn compute_margin_is_monotone_in_the_draw_probability() {
let mut previous = 0.0;
for p_draw in [
0.001f64, 0.01, 0.1, 0.25, 0.5, 0.75, 0.9, 0.99, 0.999, 0.9999,
] {
let margin = compute_margin(p_draw, 1.0);
assert!(
margin > previous,
"p_draw={p_draw}: margin {margin} did not exceed {previous}"
);
previous = margin;
}
}
/// Round-tripping the margin back through the model's own CDF must recover
/// the draw probability it was built from.
#[test]
fn compute_margin_round_trips_through_the_cdf() {
for p_draw in [0.001f64, 0.1, 0.5, 0.9, 0.99, 0.999] {
for sd in [0.5f64, 1.0, 5.892_557] {
let margin = compute_margin(p_draw, sd);
// P(|X| < margin) for X ~ N(0, sd^2).
let recovered = 1.0 - 2.0 * cdf(-margin, 0.0, sd);
assert!(
(recovered - p_draw).abs() < 1e-14,
"p_draw={p_draw} sd={sd}: recovered {recovered}"
);
}
}
}
/// `ln_pdf`, `ln_sf` and `ln_interval` exist so evidence stays exact where
/// the linear forms underflow. Past ~38 sigma the linear value is zero and
/// its log is whatever floor it was clamped to.
#[test]
fn log_space_helpers_stay_exact_where_the_linear_forms_underflow() {
for z in [40.0f64, 60.0, 100.0, 1000.0] {
assert_eq!(pdf(z, 0.0, 1.0), 0.0, "pdf should underflow at {z}");
assert_eq!(sf(z, 0.0, 1.0), 0.0, "sf should underflow at {z}");
let lp = ln_pdf(z, 0.0, 1.0);
let expected_lp = -(SQRT_TAU).ln() - 0.5 * z * z;
assert!(
(lp - expected_lp).abs() < 1e-9,
"ln_pdf({z}) = {lp}, expected {expected_lp}"
);
let ls = ln_sf(z, 0.0, 1.0);
// ln Phi(-z) ~ -z^2/2 - ln(z) - ln(sqrt(2 pi)) for large z.
let approx = -0.5 * z * z - z.ln() - SQRT_TAU.ln();
assert!(
(ls - approx).abs() / approx.abs() < 1e-3,
"ln_sf({z}) = {ls}, asymptote {approx}"
);
assert!(
ls < f64::MIN_POSITIVE.ln(),
"ln_sf({z}) still on the clamp floor"
);
}
}
/// Where nothing underflows, the log helpers must agree with the direct
/// forms exactly enough that nothing else in the crate shifts.
#[test]
fn log_space_helpers_agree_with_the_linear_forms_in_range() {
for z in [-3.0f64, -1.0, 0.0, 1.0, 2.0, 5.0, 10.0, 20.0] {
let lp = ln_pdf(z, 0.5, 2.0);
let direct_pdf = pdf(z, 0.5, 2.0);
assert!(
(lp.exp() - direct_pdf).abs() <= 1e-12 * direct_pdf,
"ln_pdf at {z}: {} vs {direct_pdf}",
lp.exp()
);
let ls = ln_sf(z, 0.5, 2.0);
let direct = sf(z, 0.5, 2.0);
assert!(
(ls.exp() - direct).abs() <= 1e-13 * direct.max(1e-300),
"ln_sf at {z}: {} vs {direct}",
ls.exp()
);
}
}
#[test]
fn ln_interval_matches_the_direct_difference_when_nothing_is_small() {
for mu in [-2.0f64, 0.0, 0.5, 2.0] {
let direct = cdf(1.0, mu, 1.0) - cdf(-1.0, mu, 1.0);
let logged = ln_interval(-1.0, 1.0, mu, 1.0).exp();
assert!(
(logged - direct).abs() <= 1e-13 * direct,
"mu={mu}: {logged} vs {direct}"
);
}
}
/// A window far out in the tail: both endpoints underflow together, so the
/// difference has to be taken in scaled form.
#[test]
fn ln_interval_survives_a_window_deep_in_the_tail() {
for mu in [-50.0f64, -100.0, -1000.0] {
let logged = ln_interval(-1.0, 1.0, mu, 1.0);
assert!(logged.is_finite(), "mu={mu}: {logged}");
assert!(
logged < f64::MIN_POSITIVE.ln(),
"mu={mu}: {logged} is stuck on the clamp floor"
);
// Dominated by the near edge: ln P ~ ln Phi(-(|mu| - 1)).
let near = ln_sf(-1.0, mu, 1.0);
assert!(
(logged - near).abs() < 5.0,
"mu={mu}: {logged} strays from the near-edge tail {near}"
);
}
}
#[test]
fn test_quality() {
let a = Gaussian::from_ms(25.0, 3.0);
+85 -2
View File
@@ -14,13 +14,95 @@ pub trait Observer<T: Time>: Send + Sync {
/// Called after each convergence iteration across the whole history.
fn on_iteration_end(&self, _iter: usize, _max_step: (f64, f64)) {}
/// Called after each time slice is processed within an iteration.
fn on_batch_processed(&self, _time: &T, _slice_idx: usize, _n_events: usize) {}
/// Called after each time slice is swept within an iteration.
///
/// A convergence iteration sweeps every slice twice — once travelling
/// backward through the history and once forward — so a multi-slice
/// history fires this twice per slice per iteration. A single-slice
/// history is swept once and fires once.
fn on_slice_processed(&self, _time: &T, _slice_idx: usize, _n_events: usize) {}
/// Called once when convergence completes (or max iters is reached).
fn on_converged(&self, _iters: usize, _final_step: (f64, f64), _converged: bool) {}
}
/// Shared and boxed observers forward to what they point at.
///
/// `History` takes its observer by value, so a caller who wants to *read* what
/// an observer recorded has to keep a handle to it. Without these impls the
/// natural spelling does not compile:
///
/// ```
/// # use std::sync::{Arc, Mutex};
/// # use trueskill_tt::{History, Observer};
/// #[derive(Default)]
/// struct Recorder {
/// iterations: Mutex<Vec<usize>>,
/// }
///
/// impl Observer<i64> for Recorder {
/// fn on_iteration_end(&self, iter: usize, _step: (f64, f64)) {
/// self.iterations.lock().unwrap().push(iter);
/// }
/// }
///
/// let recorder = Arc::new(Recorder::default());
/// let mut h = History::builder().observer(Arc::clone(&recorder)).build();
/// h.record_winner(&"a", &"b", 1).unwrap();
/// h.converge().unwrap();
///
/// // The caller's handle sees what the history's copy recorded.
/// assert!(!recorder.iterations.lock().unwrap().is_empty());
/// ```
///
/// The alternative was for every observer to wrap each of its own fields in an
/// `Arc` and derive `Clone` — one allocation and one lock per field, and a
/// pattern each implementor had to rediscover.
///
/// `?Sized` is deliberate: it makes `Arc<dyn Observer<T>>` and
/// `Box<dyn Observer<T>>` work, so observers can be chosen at runtime.
impl<T: Time, O: Observer<T> + ?Sized> Observer<T> for std::sync::Arc<O> {
fn on_iteration_end(&self, iter: usize, max_step: (f64, f64)) {
(**self).on_iteration_end(iter, max_step);
}
fn on_slice_processed(&self, time: &T, slice_idx: usize, n_events: usize) {
(**self).on_slice_processed(time, slice_idx, n_events);
}
fn on_converged(&self, iters: usize, final_step: (f64, f64), converged: bool) {
(**self).on_converged(iters, final_step, converged);
}
}
impl<T: Time, O: Observer<T> + ?Sized> Observer<T> for Box<O> {
fn on_iteration_end(&self, iter: usize, max_step: (f64, f64)) {
(**self).on_iteration_end(iter, max_step);
}
fn on_slice_processed(&self, time: &T, slice_idx: usize, n_events: usize) {
(**self).on_slice_processed(time, slice_idx, n_events);
}
fn on_converged(&self, iters: usize, final_step: (f64, f64), converged: bool) {
(**self).on_converged(iters, final_step, converged);
}
}
impl<T: Time, O: Observer<T> + ?Sized> Observer<T> for &O {
fn on_iteration_end(&self, iter: usize, max_step: (f64, f64)) {
(**self).on_iteration_end(iter, max_step);
}
fn on_slice_processed(&self, time: &T, slice_idx: usize, n_events: usize) {
(**self).on_slice_processed(time, slice_idx, n_events);
}
fn on_converged(&self, iters: usize, final_step: (f64, f64), converged: bool) {
(**self).on_converged(iters, final_step, converged);
}
}
/// ZST no-op observer; the default when none is configured.
#[derive(Copy, Clone, Debug, Default)]
pub struct NullObserver;
@@ -35,6 +117,7 @@ mod tests {
fn null_observer_compiles_for_i64() {
let o = NullObserver;
<NullObserver as Observer<i64>>::on_iteration_end(&o, 1, (0.0, 0.0));
<NullObserver as Observer<i64>>::on_slice_processed(&o, &7, 0, 3);
<NullObserver as Observer<i64>>::on_converged(&o, 5, (1e-6, 1e-6), true);
}
+8
View File
@@ -29,7 +29,13 @@ pub enum Outcome {
impl Outcome {
/// `n`-team outcome where team `winner` won and everyone else tied for last.
///
/// Note this ties every loser, so for `n >= 3` it needs a positive
/// `p_draw` — see `InferenceError::TieWithoutDrawProbability`.
///
/// # Panics
///
/// Panics if `winner >= n`.
#[must_use]
pub fn winner(winner: u32, n: u32) -> Self {
assert!(winner < n, "winner index {winner} out of range 0..{n}");
let ranks: SmallVec<[u32; 4]> = (0..n).map(|i| if i == winner { 0 } else { 1 }).collect();
@@ -37,6 +43,7 @@ impl Outcome {
}
/// All `n` teams tied.
#[must_use]
pub fn draw(n: u32) -> Self {
Self::Ranked(SmallVec::from_vec(vec![0; n as usize]))
}
@@ -68,6 +75,7 @@ impl Outcome {
}
}
#[must_use]
pub fn team_count(&self) -> usize {
match self {
Self::Ranked(r) => r.len(),
+729
View File
@@ -0,0 +1,729 @@
//! Outcome prediction: who wins, and how likely is a given finishing order.
//!
//! Prediction runs on *performances*, not skills. A competitor's skill is
//! inflated by their performance noise `beta` before any comparison, which is
//! what separates "how good are they" from "how will they do today".
//!
//! Two questions, two algorithms:
//!
//! - **Who finishes first.** Because performances are independent Gaussians,
//! the probability that team `i` beats every other team separates into a
//! *one-dimensional* integral — no multivariate orthant integral is
//! involved. [`quadrature::integrate`] evaluates it to near machine
//! precision for a few hundred `cdf` calls.
//! - **A specific finishing order.** The factor graph only ever constrains
//! rank-*adjacent* teams (see `Game::run_chain`), so the joint probability
//! of a full order is a chain of local constraints rather than a general
//! orthant probability. That chain collapses into a sequential recursion:
//! one cumulative integral per adjacent pair, `O(teams * grid)` overall.
//!
//! Both are deterministic. A sampler would have been easier to write and
//! would have made every `predict_*` call return a slightly different number,
//! which is not a property a rating library should have.
use crate::{Gaussian, quadrature};
/// Teams beyond this count make the outcome enumeration impractical.
///
/// Each realisation sorts into exactly one (permutation, tie-pattern) event,
/// so the space has `n! * 2^(n-1)` members: 24 at 3 teams, 192 at 4, 1_920 at
/// 5, 23_040 at 6. The jump to 322_560 at 7 is where enumerating stops being
/// a reasonable thing to do on a caller's behalf.
pub(crate) const MAX_TEAMS_FOR_DISTRIBUTION: usize = 6;
/// Relative tolerance for the first-place integrals.
///
/// The adaptive integrator reaches the exact two-team closed form to ~1e-15 at
/// this tolerance, which is round-off for a probability. `cdf` is no longer the
/// limit — it went to ~1 ULP when `erfc` moved to `libm` — so this is the
/// integrator's own floor.
const WIN_TOLERANCE: f64 = 1e-8;
/// Nodes for the ranking grid, and the floor below which a grid is pointless.
///
/// The recursion converges as O(h^2), so this trades nodes against accuracy
/// directly. Measured against the exact two-team closed form, 2_048 nodes leave
/// ~1.2e-6 of discretisation error and 8_192 reach ~1e-7.
///
/// Unlike the adaptive path there is no approximation floor underneath this any
/// more — `cdf` is accurate to ~1 ULP since `erfc` moved to `libm` — so the
/// error here is purely the grid, and a caller who needs more can only get it
/// by paying for more nodes. 8_192 is the accuracy/cost point chosen, not a
/// point where refining stops helping.
const MIN_GRID_POINTS: usize = 8_192;
const MAX_GRID_POINTS: usize = 262_144;
/// How many standard deviations of support the grid and integrals cover.
///
/// The normal density is below 1e-18 of its peak past nine sigma, far under
/// the precision of everything else here.
const SUPPORT_SIGMAS: f64 = 9.0;
/// Standard normal CDF at `z`.
fn phi(z: f64) -> f64 {
crate::cdf(z, 0.0, 1.0)
}
/// Normal density of `x` under `g`.
fn density(g: Gaussian, x: f64) -> f64 {
let sigma = g.sigma();
let z = (x - g.mu()) / sigma;
libm::exp(-0.5 * z * z) / (sigma * (2.0 * std::f64::consts::PI).sqrt())
}
/// Per-pair draw margins.
///
/// The margin is *not* a single number for the whole game: inference derives
/// it per rank-adjacent pair from those two teams' betas (`Game::likelihoods`).
/// Prediction has to use the same per-pair values or it answers a question
/// about a different model than the one that will actually be fitted.
pub(crate) struct Margins {
n: usize,
values: Vec<f64>,
}
impl Margins {
/// Build from a per-pair margin function.
pub(crate) fn new<F: Fn(usize, usize) -> f64>(n: usize, f: F) -> Self {
let mut values = vec![0.0; n * n];
for i in 0..n {
for j in 0..n {
if i != j {
values[i * n + j] = f(i, j);
}
}
}
Self { n, values }
}
fn get(&self, i: usize, j: usize) -> f64 {
self.values[i * self.n + j]
}
/// True when no pair can draw, so every tie has probability zero.
fn all_zero(&self) -> bool {
self.values.iter().all(|&v| v == 0.0)
}
}
/// `P(team i finishes strictly first)` for every team.
///
/// Strictly means beating each rival by more than that pair's draw margin, so
/// with a non-zero margin these sum to less than one; the shortfall is the
/// probability that the top place is shared.
pub(crate) fn win_probabilities(perf: &[Gaussian], margins: &Margins) -> Vec<f64> {
(0..perf.len())
.map(|i| {
let (mu, sigma) = (perf[i].mu(), perf[i].sigma());
let (lo, hi) = (mu - SUPPORT_SIGMAS * sigma, mu + SUPPORT_SIGMAS * sigma);
// Each rival's CDF turns over near its own mean plus the margin.
// Seeding there is what keeps a rival with a tiny sigma — a step
// function in disguise — from being stepped over.
let mut seeds = Vec::with_capacity(3 * perf.len());
for (j, rival) in perf.iter().enumerate().filter(|&(j, _)| j != i) {
let centre = rival.mu() + margins.get(i, j);
seeds.extend_from_slice(&[centre - rival.sigma(), centre, centre + rival.sigma()]);
}
quadrature::integrate(
|x| {
let d = density(perf[i], x);
if d == 0.0 {
return 0.0;
}
let beaten: f64 = (0..perf.len())
.filter(|&j| j != i)
.map(|j| phi((x - margins.get(i, j) - perf[j].mu()) / perf[j].sigma()))
.product();
d * beaten
},
lo,
hi,
&seeds,
WIN_TOLERANCE,
)
})
.collect()
}
/// Grid bounds and resolution covering every team's support.
///
/// Resolution is set by the *smallest* feature in play — the narrowest sigma,
/// or a draw margin narrower still — because that is what the recursion has to
/// resolve. A grid sized off the widest team would step over the narrow one.
fn grid_shape(perf: &[Gaussian], margins: &Margins) -> (f64, f64, usize) {
let lo = perf
.iter()
.map(|g| g.mu() - SUPPORT_SIGMAS * g.sigma())
.fold(f64::INFINITY, f64::min);
let hi = perf
.iter()
.map(|g| g.mu() + SUPPORT_SIGMAS * g.sigma())
.fold(f64::NEG_INFINITY, f64::max);
let narrowest = perf
.iter()
.map(Gaussian::sigma)
.fold(f64::INFINITY, f64::min);
let smallest_margin = margins
.values
.iter()
.copied()
.filter(|&m| m > 0.0)
.fold(f64::INFINITY, f64::min);
let feature = narrowest.min(smallest_margin);
let wanted = if feature.is_finite() && feature > 0.0 {
((hi - lo) / (feature / 12.0)).ceil()
} else {
MIN_GRID_POINTS as f64
};
let points = if wanted.is_finite() {
(wanted as usize).clamp(MIN_GRID_POINTS, MAX_GRID_POINTS)
} else {
MIN_GRID_POINTS
};
(lo, hi, points)
}
/// Densities of each team sampled on the shared grid.
struct Sampled {
lo: f64,
step: f64,
points: usize,
density: Vec<Vec<f64>>,
}
impl Sampled {
fn new(perf: &[Gaussian], margins: &Margins) -> Self {
let (lo, hi, points) = grid_shape(perf, margins);
let step = (hi - lo) / (points - 1) as f64;
let density = perf
.iter()
.map(|&g| {
(0..points)
.map(|i| density(g, lo + i as f64 * step))
.collect()
})
.collect();
Self {
lo,
step,
points,
density,
}
}
fn node(&self, i: usize) -> f64 {
self.lo + i as f64 * self.step
}
}
/// `P(order[0] >= order[1] >= ... )` with the given adjacency pattern.
///
/// `tied[k]` says whether `order[k]` and `order[k + 1]` finish within that
/// pair's draw margin. The recursion runs bottom-up: `carry` holds, for each
/// grid node, the probability that everything *below* the current team holds
/// given that team landed on that node. A strict gap reads a cumulative
/// integral; a tie reads a window. Both are O(1) against one prefix array,
/// so each level costs O(grid) and the whole order costs O(teams * grid).
fn order_probability(margins: &Margins, sampled: &Sampled, order: &[usize], tied: &[bool]) -> f64 {
let mut carry = vec![1.0; sampled.points];
for k in (0..order.len() - 1).rev() {
let below = order[k + 1];
let above = order[k];
let margin = margins.get(above, below);
let integrand: Vec<f64> = (0..sampled.points)
.map(|i| sampled.density[below][i] * carry[i])
.collect();
let cumulative = quadrature::Grid::from_values(sampled.lo, sampled.step, integrand);
carry = (0..sampled.points)
.map(|i| {
let x = sampled.node(i);
if tied[k] {
// Sorted order already implies `below <= above`, so the
// tie window is one-sided: [x - margin, x].
cumulative.integral_between(x - margin, x)
} else {
cumulative.integral_to(x - margin)
}
})
.collect();
}
let top = order[0];
let integrand: Vec<f64> = (0..sampled.points)
.map(|i| sampled.density[top][i] * carry[i])
.collect();
quadrature::Grid::from_values(sampled.lo, sampled.step, integrand).total()
}
/// Dense ranks implied by a sorted order and its tie pattern.
fn ranks_of(order: &[usize], tied: &[bool], n: usize) -> Vec<u32> {
let mut ranks = vec![0u32; n];
let mut rank = 0u32;
ranks[order[0]] = 0;
for k in 0..order.len() - 1 {
if !tied[k] {
rank += 1;
}
ranks[order[k + 1]] = rank;
}
ranks
}
/// Every (order, tie-pattern) event, or only the strict ones when no pair can
/// draw — a tie then has probability exactly zero and is not worth integrating.
fn events(n: usize, strict_only: bool) -> Vec<(Vec<usize>, Vec<bool>)> {
fn permute(current: &mut Vec<usize>, k: usize, out: &mut Vec<Vec<usize>>) {
if k == current.len() {
out.push(current.clone());
return;
}
for i in k..current.len() {
current.swap(k, i);
permute(current, k + 1, out);
current.swap(k, i);
}
}
let mut orders = Vec::new();
permute(&mut (0..n).collect(), 0, &mut orders);
let patterns: Vec<Vec<bool>> = if strict_only {
vec![vec![false; n - 1]]
} else {
(0..(1u32 << (n - 1)))
.map(|mask| (0..n - 1).map(|i| mask >> i & 1 == 1).collect())
.collect()
};
let mut out = Vec::with_capacity(orders.len() * patterns.len());
for order in orders {
for pattern in &patterns {
out.push((order.clone(), pattern.clone()));
}
}
out
}
/// The full distribution over finishing orders, aggregated by rank vector.
///
/// Orders that differ only *within* a tied group describe the same finishing
/// order, so their probabilities are summed into one entry.
pub(crate) fn outcome_distribution(perf: &[Gaussian], margins: &Margins) -> Vec<(Vec<u32>, f64)> {
let n = perf.len();
let sampled = Sampled::new(perf, margins);
let mut aggregated: Vec<(Vec<u32>, f64)> = Vec::new();
for (order, tied) in events(n, margins.all_zero()) {
let p = order_probability(margins, &sampled, &order, &tied);
let ranks = ranks_of(&order, &tied, n);
match aggregated.iter_mut().find(|(r, _)| *r == ranks) {
Some((_, acc)) => *acc += p,
None => aggregated.push((ranks, p)),
}
}
aggregated.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(std::cmp::Ordering::Equal));
aggregated
}
/// All permutations of `items`.
fn permutations(items: &[usize]) -> Vec<Vec<usize>> {
fn go(current: &mut Vec<usize>, k: usize, out: &mut Vec<Vec<usize>>) {
if k == current.len() {
out.push(current.clone());
return;
}
for i in k..current.len() {
current.swap(k, i);
go(current, k + 1, out);
current.swap(k, i);
}
}
let mut out = Vec::new();
go(&mut items.to_vec(), 0, &mut out);
out
}
/// Every (order, tie-pattern) event consistent with a grouping by rank.
///
/// Teams sharing a rank may finish in any internal order, so this is the
/// product of each group's permutations. Adjacencies inside a group are ties;
/// the adjacency joining one group to the next is not.
fn orders_for_groups(groups: &[Vec<usize>]) -> Vec<(Vec<usize>, Vec<bool>)> {
let per_group: Vec<Vec<Vec<usize>>> = groups.iter().map(|g| permutations(g)).collect();
let mut out = Vec::new();
let mut choice = vec![0usize; groups.len()];
loop {
let mut order = Vec::new();
let mut tied = Vec::new();
for (gi, group) in per_group.iter().enumerate() {
for (offset, &member) in group[choice[gi]].iter().enumerate() {
if !order.is_empty() {
tied.push(offset != 0);
}
order.push(member);
}
}
out.push((order, tied));
let mut k = 0;
loop {
if k == choice.len() {
return out;
}
choice[k] += 1;
if choice[k] < per_group[k].len() {
break;
}
choice[k] = 0;
k += 1;
}
}
}
/// Probability of one specific rank vector.
///
/// Ties in `ranks` mean the tied teams may finish in any internal order, so
/// this sums the orders consistent with the requested ranking rather than
/// picking one.
pub(crate) fn ranking_probability(perf: &[Gaussian], margins: &Margins, ranks: &[u32]) -> f64 {
let n = perf.len();
let sampled = Sampled::new(perf, margins);
let mut distinct: Vec<u32> = ranks.to_vec();
distinct.sort_unstable();
distinct.dedup();
let groups: Vec<Vec<usize>> = distinct
.iter()
.map(|&r| (0..n).filter(|&i| ranks[i] == r).collect())
.collect();
orders_for_groups(&groups)
.iter()
.map(|(order, tied)| order_probability(margins, &sampled, order, tied))
.sum()
}
/// A distribution over the ways a contest could finish.
///
/// Each entry pairs a rank vector — the same shape [`crate::Outcome::ranking`]
/// takes, with equal ranks meaning a tie — against its probability. Entries
/// are ordered most likely first, and cover the whole outcome space, so the
/// probabilities sum to one.
///
/// The rank vectors compose directly with inference: feeding one to
/// `Game::ranked` asks "what would we believe if *this* happened", which is
/// what an expected-information-gain calculation needs alongside the weight.
#[derive(Clone, Debug, PartialEq)]
pub struct Prediction {
outcomes: Vec<(Vec<u32>, f64)>,
}
impl Prediction {
pub(crate) fn new(outcomes: Vec<(Vec<u32>, f64)>) -> Self {
Self { outcomes }
}
/// Every possible finishing order and its probability, most likely first.
pub fn outcomes(&self) -> impl ExactSizeIterator<Item = (&[u32], f64)> {
self.outcomes.iter().map(|(r, p)| (r.as_slice(), *p))
}
/// The single most likely finishing order.
#[must_use]
pub fn most_likely(&self) -> Option<(&[u32], f64)> {
self.outcomes.first().map(|(r, p)| (r.as_slice(), *p))
}
/// Probability of one specific finishing order, or zero if it cannot occur.
#[must_use]
pub fn probability_of(&self, ranks: &[u32]) -> f64 {
self.outcomes
.iter()
.find(|(r, _)| r.as_slice() == ranks)
.map_or(0.0, |(_, p)| *p)
}
/// `P(team i finishes strictly first)`, for each team.
///
/// Sums to less than one exactly when the top place can be shared; the
/// shortfall is [`Prediction::shared_first_place`].
#[must_use]
pub fn win_probabilities(&self) -> Vec<f64> {
let n = self.outcomes.first().map_or(0, |(r, _)| r.len());
let mut wins = vec![0.0; n];
for (ranks, p) in &self.outcomes {
let leaders = ranks.iter().filter(|&&r| r == 0).count();
if leaders == 1 {
let winner = ranks.iter().position(|&r| r == 0).expect("a rank-0 team");
wins[winner] += p;
}
}
wins
}
/// Probability that two or more teams share first place.
#[must_use]
pub fn shared_first_place(&self) -> f64 {
self.outcomes
.iter()
.filter(|(r, _)| r.iter().filter(|&&x| x == 0).count() > 1)
.map(|(_, p)| p)
.sum()
}
/// Total probability mass, which should be one.
///
/// Exposed because it is a genuine check on the numerics rather than a
/// formality: the outcome space is exhaustive and disjoint by construction,
/// so any drift from one is integration error and nothing else.
#[must_use]
pub fn total(&self) -> f64 {
self.outcomes.iter().map(|(_, p)| p).sum()
}
}
#[cfg(test)]
mod tests {
use super::*;
fn g(mu: f64, sigma: f64) -> Gaussian {
Gaussian::from_ms(mu, sigma)
}
fn flat(n: usize, eps: f64) -> Margins {
Margins::new(n, |_, _| eps)
}
/// Exact two-team result: `P(a first) = Phi((mu_a - mu_b - eps) / sd)`.
fn closed_form_two(a: Gaussian, b: Gaussian, eps: f64) -> (f64, f64) {
let sd = a.sigma().hypot(b.sigma());
(
phi((a.mu() - b.mu() - eps) / sd),
phi((b.mu() - a.mu() - eps) / sd),
)
}
#[test]
fn two_team_win_probabilities_match_the_closed_form() {
for (ma, sa, mb, sb, eps) in [
(0.0, 6.0, 0.0, 6.0, 0.0),
(3.0, 6.0, -2.0, 1.0, 0.0),
(0.0, 6.0, 0.0, 6.0, 2.0),
(3.0, 6.0, -2.0, 1.0, 1.5),
(40.0, 1.0, 0.0, 1.0, 0.0),
] {
let perf = [g(ma, sa), g(mb, sb)];
let got = win_probabilities(&perf, &flat(2, eps));
let (wa, wb) = closed_form_two(perf[0], perf[1], eps);
assert!(
(got[0] - wa).abs() < 1e-12 && (got[1] - wb).abs() < 1e-12,
"mu=({ma},{mb}) sigma=({sa},{sb}) eps={eps}: got {got:?}, want [{wa}, {wb}]"
);
}
}
/// The identity that a wrong-but-plausible implementation cannot fake:
/// with no draw margin, exactly one team finishes first.
#[test]
fn win_probabilities_sum_to_one_without_a_draw_margin() {
for perf in [
vec![g(0.0, 6.0), g(0.0, 6.0)],
vec![g(5.0, 6.0), g(0.0, 3.0), g(-5.0, 1.0)],
vec![
g(8.0, 2.0),
g(3.0, 6.0),
g(0.0, 1.0),
g(-3.0, 4.0),
g(-8.0, 6.0),
],
] {
let sum: f64 = win_probabilities(&perf, &flat(perf.len(), 0.0))
.iter()
.sum();
assert!(
(sum - 1.0).abs() < 1e-7,
"{} teams: sum = {sum}",
perf.len()
);
}
}
/// A rival with a tiny sigma is a step function in disguise. Fixed-node
/// quadrature steps over it and lands ~1e-2 out while still looking like a
/// probability; this is the case that rules that approach out.
#[test]
fn win_probabilities_survive_a_rival_with_a_tiny_sigma() {
let perf = [g(0.0, 0.001), g(0.5, 6.0), g(-0.5, 6.0)];
let got = win_probabilities(&perf, &flat(3, 0.0));
let sum: f64 = got.iter().sum();
assert!((sum - 1.0).abs() < 1e-6, "sum = {sum}, probs = {got:?}");
}
#[test]
fn a_stronger_team_is_more_likely_to_win() {
let perf = [g(10.0, 3.0), g(0.0, 3.0), g(-10.0, 3.0)];
let p = win_probabilities(&perf, &flat(3, 0.0));
assert!(p[0] > p[1] && p[1] > p[2], "not monotone: {p:?}");
}
#[test]
fn identical_teams_are_equally_likely_to_win() {
let perf = [g(1.0, 4.0), g(1.0, 4.0), g(1.0, 4.0)];
let p = win_probabilities(&perf, &flat(3, 0.0));
for probs in p.windows(2) {
assert!((probs[0] - probs[1]).abs() < 1e-9, "asymmetric: {p:?}");
}
}
/// Every realisation sorts into exactly one finishing order, so the whole
/// distribution must sum to one — with or without a draw margin.
#[test]
fn outcome_distribution_sums_to_one() {
for (perf, eps) in [
(vec![g(0.0, 6.0), g(0.0, 6.0)], 0.0),
(vec![g(0.0, 6.0), g(0.0, 6.0)], 2.0),
(vec![g(0.0, 6.0), g(0.0, 6.0), g(0.0, 6.0)], 0.0),
(vec![g(5.0, 6.0), g(0.0, 3.0), g(-5.0, 1.0)], 1.5),
(vec![g(0.0, 0.05), g(0.5, 6.0), g(-0.5, 6.0)], 1.0),
(
vec![g(6.0, 2.0), g(2.0, 6.0), g(-2.0, 1.0), g(-6.0, 4.0)],
1.0,
),
] {
let n = perf.len();
let dist = outcome_distribution(&perf, &flat(n, eps));
let sum: f64 = dist.iter().map(|(_, p)| p).sum();
assert!(
(sum - 1.0).abs() < 1e-6,
"{n} teams, eps={eps}: sum = {sum} over {} outcomes",
dist.len()
);
assert!(dist.iter().all(|(_, p)| *p >= 0.0), "negative probability");
}
}
/// With two teams the distribution is the exact win/draw/loss triple.
#[test]
fn two_team_distribution_matches_the_closed_form() {
let perf = [g(3.0, 6.0), g(-2.0, 1.0)];
let eps = 1.5;
let dist = outcome_distribution(&perf, &flat(2, eps));
let (wa, wb) = closed_form_two(perf[0], perf[1], eps);
let find = |ranks: &[u32]| {
dist.iter()
.find(|(r, _)| r == ranks)
.map_or(0.0, |(_, p)| *p)
};
assert!(
(find(&[0, 1]) - wa).abs() < 1e-6,
"a wins: {}",
find(&[0, 1])
);
assert!(
(find(&[1, 0]) - wb).abs() < 1e-6,
"b wins: {}",
find(&[1, 0])
);
assert!(
(find(&[0, 0]) - (1.0 - wa - wb)).abs() < 1e-6,
"draw: {}",
find(&[0, 0])
);
}
/// Asking for one ranking must agree with that ranking's entry in the
/// full distribution — the two use different code paths to the same value.
#[test]
fn ranking_probability_agrees_with_the_distribution() {
let perf = [g(5.0, 6.0), g(0.0, 3.0), g(-5.0, 1.0)];
let eps = 1.5;
let margins = flat(3, eps);
let dist = outcome_distribution(&perf, &margins);
for (ranks, expected) in &dist {
let direct = ranking_probability(&perf, &margins, ranks);
assert!(
(direct - expected).abs() < 1e-9,
"ranks {ranks:?}: direct {direct} vs distribution {expected}"
);
}
}
/// Tie mass is controlled by the draw margin. Only the *all-tied* outcome
/// is monotone in it: every one of its constraints is a window that widens
/// with the margin. A partially-tied outcome like `[0, 0, 1]` is not, and
/// must not be asserted to be — widening the margin makes its tie easier
/// but its "and the last team is strictly behind by more than the margin"
/// clause harder, so it peaks and then falls.
#[test]
fn all_tied_probability_grows_with_the_draw_margin() {
let perf = [g(0.0, 4.0), g(0.0, 4.0), g(-8.0, 2.0)];
let mut previous = 0.0;
for eps in [0.0, 0.5, 1.0, 2.0, 4.0, 8.0, 24.0] {
let p = ranking_probability(&perf, &flat(3, eps), &[0, 0, 0]);
assert!(p >= previous, "eps={eps}: {p} < {previous}");
if eps == 0.0 {
assert!(p < 1e-12, "a tie needs a margin, got {p}");
}
previous = p;
}
assert!(
previous > 0.9,
"a very wide margin ties everyone: {previous}"
);
}
/// The converse, stated as the non-property it is: a partially-tied
/// outcome is non-monotone in the margin. Pinning this down stops a future
/// change from "fixing" it into monotonicity and quietly breaking the model.
#[test]
fn a_partially_tied_outcome_peaks_in_the_middle() {
let perf = [g(0.0, 4.0), g(0.0, 4.0), g(-8.0, 2.0)];
let sweep: Vec<f64> = [0.5, 2.0, 4.0, 8.0, 16.0]
.iter()
.map(|&eps| ranking_probability(&perf, &flat(3, eps), &[0, 0, 1]))
.collect();
let peak = sweep
.iter()
.enumerate()
.fold(
(0, 0.0),
|(bi, bv), (i, &v)| if v > bv { (i, v) } else { (bi, bv) },
)
.0;
assert!(
peak > 0 && peak < sweep.len() - 1,
"expected an interior peak: {sweep:?}"
);
}
/// With no draw margin a tie has probability exactly zero, and the
/// enumeration must not waste work pretending otherwise.
#[test]
fn ties_are_impossible_without_a_draw_margin() {
let perf = [g(0.0, 4.0), g(0.0, 4.0), g(0.0, 4.0)];
let dist = outcome_distribution(&perf, &flat(3, 0.0));
assert_eq!(dist.len(), 6, "expected only the 6 strict orders: {dist:?}");
assert!(dist.iter().all(|(r, _)| {
let mut seen = r.clone();
seen.sort_unstable();
seen.dedup();
seen.len() == r.len()
}));
}
}
+322
View File
@@ -0,0 +1,322 @@
//! Deterministic numerical integration for the prediction paths.
//!
//! Prediction asks two questions that have no closed form beyond two teams:
//! "who finishes first" and "how likely is this exact finishing order". Both
//! reduce to integrals over a single performance variable, so neither needs a
//! sampler — and that matters, because a Monte Carlo predictor would make
//! `predict_*` non-reproducible and would answer a slightly different question
//! on every call.
//!
//! Two routines live here:
//!
//! - [`integrate`], adaptive Gauss-Kronrod G7-K15, for the first-place
//! marginals. It carries its own error estimate, so it can refine where the
//! integrand actually bends instead of guessing a node count up front.
//! - [`Grid`], a uniform grid with trapezoid prefix sums, for the ranking
//! chain recursion, where each level needs the *running* integral of the
//! level below at arbitrary points rather than one definite integral.
//!
//! Fixed-node Gauss-Hermite is the obvious tool for the first of these and is
//! a trap: the integrand is a product of normal CDFs, and when one team's
//! sigma is much smaller than the integrating team's, that product turns into
//! a near-step function narrower than the node spacing. The nodes step over
//! it and the result is wrong by ~1e-2 while still looking like a probability.
//! Adaptive refinement is what makes the small-sigma case safe.
/// Kronrod 15-point abscissae, non-negative half, descending.
const XGK: [f64; 8] = [
0.991_455_371_120_813,
0.949_107_912_342_759,
0.864_864_423_359_769,
0.741_531_185_599_394,
0.586_087_235_467_691,
0.405_845_151_377_397,
0.207_784_955_007_898,
0.0,
];
/// Kronrod 15-point weights, matching [`XGK`].
const WGK: [f64; 8] = [
0.022_935_322_010_529,
0.063_092_092_629_979,
0.104_790_010_322_250,
0.140_653_259_715_525,
0.169_004_726_639_267,
0.190_350_578_064_785,
0.204_432_940_075_298,
0.209_482_141_084_728,
];
/// Gauss 7-point weights, applying to the odd-indexed [`XGK`] entries.
const WG: [f64; 4] = [
0.129_484_966_168_870,
0.279_705_391_489_277,
0.381_830_050_505_119,
0.417_959_183_673_469,
];
/// Panels are bisected worst-first; this bounds the work on a pathological
/// integrand rather than letting it spin.
const MAX_SUBDIVISIONS: usize = 200;
/// One G7-K15 panel over `[a, b]`: `(integral, absolute error estimate)`.
///
/// The error estimate is the gap between the embedded 7-point Gauss rule and
/// the 15-point Kronrod extension. It is the only reason this is preferable
/// to a fixed rule: it tells the caller *where* the integrand is hard.
fn gk15<F: Fn(f64) -> f64>(f: &F, a: f64, b: f64) -> (f64, f64) {
let centre = 0.5 * (a + b);
let half = 0.5 * (b - a);
let mut kronrod = 0.0;
let mut gauss = 0.0;
for i in 0..8 {
let offset = XGK[i] * half;
// XGK[7] is the centre node and must not be counted twice.
let sum = if i == 7 {
f(centre)
} else {
f(centre - offset) + f(centre + offset)
};
kronrod += WGK[i] * sum;
if i % 2 == 1 {
gauss += WG[i / 2] * sum;
}
}
(kronrod * half, ((kronrod - gauss) * half).abs())
}
/// Adaptively integrate `f` over `[a, b]` to relative tolerance `tol`.
///
/// `seeds` are interior points where the integrand is known to bend sharply —
/// for a product of normal CDFs, each rival's transition centre. Splitting
/// there up front costs nothing and saves the adaptive loop from having to
/// discover a step by bisection.
///
/// Returns the integral. The error estimate is consumed internally rather
/// than returned: callers here integrate probability densities, where the
/// meaningful check is the sum-to-one identity over a whole outcome space,
/// not a per-integral residual.
pub(crate) fn integrate<F: Fn(f64) -> f64>(f: F, a: f64, b: f64, seeds: &[f64], tol: f64) -> f64 {
// Explicit rather than `!(b > a)`: a NaN bound must fall through to zero
// rather than being read as a valid ordering.
if a.partial_cmp(&b) != Some(std::cmp::Ordering::Less) {
return 0.0;
}
let mut edges: Vec<f64> = Vec::with_capacity(seeds.len() + 2);
edges.push(a);
edges.push(b);
for &s in seeds {
if s > a && s < b {
edges.push(s);
}
}
edges.sort_by(|p, q| p.partial_cmp(q).expect("integration bounds are finite"));
edges.dedup();
// (lo, hi, integral, error)
let mut panels: Vec<(f64, f64, f64, f64)> = edges
.windows(2)
.map(|w| {
let (v, e) = gk15(&f, w[0], w[1]);
(w[0], w[1], v, e)
})
.collect();
for _ in 0..MAX_SUBDIVISIONS {
let total: f64 = panels.iter().map(|p| p.2).sum();
let error: f64 = panels.iter().map(|p| p.3).sum();
// Absolute floor as well as relative: these integrands are
// probabilities, so an absolute 1e-15 is already past the useful
// precision of the underlying `cdf`.
if error <= tol * total.abs().max(1e-12) || error < 1e-15 {
break;
}
let worst = panels
.iter()
.enumerate()
.fold((0usize, f64::NEG_INFINITY), |(bi, be), (i, p)| {
if p.3 > be { (i, p.3) } else { (bi, be) }
})
.0;
let (lo, hi, _, _) = panels[worst];
let mid = 0.5 * (lo + hi);
// Bisection has hit the floating-point floor; refining further would
// loop without reducing the error.
if !(mid > lo && mid < hi) {
break;
}
let (v1, e1) = gk15(&f, lo, mid);
let (v2, e2) = gk15(&f, mid, hi);
panels[worst] = (lo, mid, v1, e1);
panels.push((mid, hi, v2, e2));
}
panels.iter().map(|p| p.2).sum()
}
/// A uniform grid carrying trapezoid prefix sums of one integrand.
///
/// The ranking recursion needs, at every level, the running integral of the
/// level below evaluated at arbitrary points — a cumulative integral, not a
/// definite one. Prefix sums give that in O(1) per query after an O(G) build,
/// which is what keeps a full ranking probability linear in the team count.
pub(crate) struct Grid {
lo: f64,
step: f64,
/// Integrand sampled at each node.
values: Vec<f64>,
/// `prefix[i]` is the integral from `lo` to node `i`.
prefix: Vec<f64>,
}
impl Grid {
/// Build directly from already-sampled values.
///
/// The ranking recursion evaluates every level on the same nodes, so the
/// per-team densities are sampled once and reused; re-evaluating `exp`
/// per level would dominate the cost.
pub(crate) fn from_values(lo: f64, step: f64, values: Vec<f64>) -> Self {
let mut prefix = vec![0.0; values.len()];
for i in 1..values.len() {
prefix[i] = prefix[i - 1] + 0.5 * step * (values[i - 1] + values[i]);
}
Self {
lo,
step,
values,
prefix,
}
}
/// Integral from the grid's lower bound up to `x`.
///
/// Clamped at both ends: the caller sizes the grid to cover the whole
/// support, so a query outside it is asking for a tail that is zero (below)
/// or the whole mass (above).
pub(crate) fn integral_to(&self, x: f64) -> f64 {
let last = self.values.len() - 1;
if x <= self.lo {
return 0.0;
}
if x >= self.lo + last as f64 * self.step {
return self.prefix[last];
}
let scaled = (x - self.lo) / self.step;
let i = scaled.floor() as usize;
let frac = scaled - i as f64;
// Whole cells, plus the trapezoid over the partial cell. The integrand
// is linear within a cell under the trapezoid rule, so the partial
// piece is exact with respect to that same approximation.
self.prefix[i]
+ frac
* self.step
* (self.values[i] + 0.5 * frac * (self.values[i + 1] - self.values[i]))
}
/// Integral over `[from, to]`.
pub(crate) fn integral_between(&self, from: f64, to: f64) -> f64 {
(self.integral_to(to) - self.integral_to(from)).max(0.0)
}
/// Total integral over the whole grid.
pub(crate) fn total(&self) -> f64 {
self.prefix[self.values.len() - 1]
}
}
#[cfg(test)]
mod tests {
use super::*;
const TOL: f64 = 1e-10;
/// Sample `f` over `[lo, hi]` at `points` nodes.
fn sample<F: FnMut(f64) -> f64>(lo: f64, hi: f64, points: usize, mut f: F) -> Grid {
let step = (hi - lo) / (points - 1) as f64;
Grid::from_values(
lo,
step,
(0..points).map(|i| f(lo + i as f64 * step)).collect(),
)
}
#[test]
fn integrates_a_polynomial_exactly() {
// G7-K15 is exact for polynomials well past cubic, so a single panel
// should already be at round-off.
let v = integrate(|x| 3.0 * x * x + 2.0 * x + 1.0, 0.0, 2.0, &[], TOL);
assert!((v - 14.0).abs() < 1e-12, "got {v}");
}
#[test]
fn integrates_a_gaussian_density_to_one() {
let f = |x: f64| (-0.5 * x * x).exp() / (2.0 * std::f64::consts::PI).sqrt();
let v = integrate(f, -10.0, 10.0, &[], TOL);
assert!((v - 1.0).abs() < 1e-12, "got {v}");
}
#[test]
fn resolves_a_step_far_narrower_than_the_initial_panel() {
// The failure mode that rules out fixed-node quadrature: a transition
// 1e-4 wide inside a range of 20. A fixed rule steps over it.
let f = |x: f64| if x < 0.5 { 0.0 } else { 1.0 };
let v = integrate(f, -10.0, 10.0, &[0.5], TOL);
assert!((v - 9.5).abs() < 1e-6, "got {v}");
}
#[test]
fn seeds_do_not_change_the_value_of_a_smooth_integrand() {
let f = |x: f64| (-0.5 * x * x).exp();
let plain = integrate(f, -8.0, 8.0, &[], TOL);
let seeded = integrate(f, -8.0, 8.0, &[-3.0, 0.25, 5.5], TOL);
assert!((plain - seeded).abs() < 1e-12, "{plain} vs {seeded}");
}
#[test]
fn empty_or_inverted_range_integrates_to_zero() {
assert_eq!(integrate(|_| 1.0, 1.0, 1.0, &[], TOL), 0.0);
assert_eq!(integrate(|_| 1.0, 2.0, 1.0, &[], TOL), 0.0);
}
#[test]
fn grid_prefix_matches_a_known_cumulative_integral() {
// f(x) = x over [0, 4]; integral to x is x^2/2.
let g = sample(0.0, 4.0, 4001, |x| x);
for probe in [0.0, 0.5, 1.0, 2.5, 3.75, 4.0] {
let want = probe * probe / 2.0;
let got = g.integral_to(probe);
assert!(
(got - want).abs() < 1e-9,
"at {probe}: got {got}, want {want}"
);
}
assert!((g.total() - 8.0).abs() < 1e-9);
}
#[test]
fn grid_between_is_the_difference_of_two_prefixes() {
let g = sample(-5.0, 5.0, 8001, |x| (-0.5 * x * x).exp());
let whole = g.integral_between(-5.0, 5.0);
let split = g.integral_between(-5.0, 0.3) + g.integral_between(0.3, 5.0);
assert!((whole - split).abs() < 1e-12, "{whole} vs {split}");
}
#[test]
fn grid_clamps_queries_outside_its_support() {
let g = sample(0.0, 1.0, 101, |_| 1.0);
assert_eq!(g.integral_to(-3.0), 0.0);
assert!((g.integral_to(9.0) - 1.0).abs() < 1e-12);
// Reversed bounds must not produce negative probability mass.
assert_eq!(g.integral_between(0.8, 0.2), 0.0);
}
}
+39 -2
View File
@@ -9,13 +9,16 @@ use crate::{
/// Static rating configuration: prior skill, performance noise `beta`, drift.
///
/// Renamed from `Player` in T2; `Rating` better describes the data
/// (a configuration) vs. a person (who's a `Competitor` with state).
/// A configuration rather than a person: the per-history temporal state
/// (messages, last appearance) lives on `Competitor`.
#[derive(Clone, Copy, Debug)]
pub struct Rating<T: Time = i64, D: Drift<T> = ConstantDrift> {
pub(crate) prior: Gaussian,
pub(crate) beta: f64,
pub(crate) drift: D,
/// Multiplier on the drift *variance* this competitor accumulates; 1.0 is
/// the neutral default. Set per competitor via `Member::with_drift_scale`.
pub(crate) drift_scale: f64,
pub(crate) _time: PhantomData<T>,
}
@@ -25,10 +28,21 @@ impl<T: Time, D: Drift<T>> Rating<T, D> {
prior,
beta,
drift,
drift_scale: 1.0,
_time: PhantomData,
}
}
/// Scale how fast this competitor drifts, relative to `drift`.
///
/// Multiplies the drift *variance*, so the scale is in the same units as
/// `gamma`. `0.0` pins the competitor still.
#[must_use]
pub fn with_drift_scale(mut self, drift_scale: f64) -> Self {
self.drift_scale = drift_scale;
self
}
/// The configured prior skill estimate.
#[must_use]
pub fn prior(&self) -> Gaussian {
@@ -47,6 +61,28 @@ impl<T: Time, D: Drift<T>> Rating<T, D> {
self.drift
}
/// This competitor's multiplier on the drift variance; 1.0 is neutral.
#[must_use]
pub fn drift_scale(&self) -> f64 {
self.drift_scale
}
/// Drift variance accumulated over `from -> to`, scaled for this competitor.
///
/// The single place the scale is applied for a `Time`-typed span. Callers
/// must go through this rather than `self.drift` directly, so a competitor's
/// scale cannot be silently skipped.
pub(crate) fn drift_variance_delta(&self, from: &T, to: &T) -> f64 {
self.drift.variance_delta(from, to) * self.drift_scale * self.drift_scale
}
/// Drift variance for a cached elapsed count, scaled for this competitor.
///
/// The counterpart of `drift_variance_delta` for the cached-elapsed paths.
pub(crate) fn drift_variance_for_elapsed(&self, elapsed: i64) -> f64 {
self.drift.variance_for_elapsed(elapsed) * self.drift_scale * self.drift_scale
}
pub(crate) fn performance(&self) -> Gaussian {
self.prior.forget(self.beta.powi(2))
}
@@ -58,6 +94,7 @@ impl Default for Rating<i64, ConstantDrift> {
prior: Gaussian::default(),
beta: BETA,
drift: ConstantDrift(GAMMA),
drift_scale: 1.0,
_time: PhantomData,
}
}
+2 -2
View File
@@ -1,7 +1,7 @@
//! Schedule trait and built-in implementations.
//!
//! A schedule drives factor propagation to convergence. The default
//! `EpsilonOrMax` performs one TeamSum sweep (setup) then alternating
//! `EpsilonOrMax` performs one `TeamSum` sweep (setup) then alternating
//! forward/backward sweeps over the iterating factors until the max
//! delta drops below epsilon or `max` iterations is reached.
@@ -23,7 +23,7 @@ pub trait Schedule: Send + Sync {
/// Default schedule: sweep forward then backward until step ≤ eps or iter == max.
///
/// Matches the existing `Game::likelihoods` loop bit-for-bit when given the
/// same factor layout (TeamSums first, then alternating RankDiff/Trunc pairs).
/// same factor layout (`TeamSums` first, then alternating RankDiff/Trunc pairs).
#[derive(Debug, Clone, Copy)]
pub struct EpsilonOrMax {
pub eps: f64,
+6 -1
View File
@@ -2,7 +2,7 @@ use crate::{Index, competitor::Competitor, drift::Drift, time::Time};
/// Dense Vec-backed store for competitor state in History.
///
/// Indexed directly by Index.0, eliminating HashMap hashing in the
/// Indexed directly by Index.0, eliminating `HashMap` hashing in the
/// forward/backward sweep. Uses `Vec<Option<Competitor<T, D>>>` so slots can be
/// absent without an explicit present mask.
#[derive(Debug)]
@@ -21,6 +21,7 @@ impl<T: Time, D: Drift<T>> Default for CompetitorStore<T, D> {
}
impl<T: Time, D: Drift<T>> CompetitorStore<T, D> {
#[must_use]
pub fn new() -> Self {
Self::default()
}
@@ -39,6 +40,7 @@ impl<T: Time, D: Drift<T>> CompetitorStore<T, D> {
self.competitors[idx.0] = Some(competitor);
}
#[must_use]
pub fn get(&self, idx: Index) -> Option<&Competitor<T, D>> {
self.competitors.get(idx.0).and_then(|slot| slot.as_ref())
}
@@ -49,14 +51,17 @@ impl<T: Time, D: Drift<T>> CompetitorStore<T, D> {
.and_then(|slot| slot.as_mut())
}
#[must_use]
pub fn contains(&self, idx: Index) -> bool {
self.get(idx).is_some()
}
#[must_use]
pub fn len(&self) -> usize {
self.n_present
}
#[must_use]
pub fn is_empty(&self) -> bool {
self.n_present == 0
}
+118 -56
View File
@@ -1,15 +1,27 @@
use std::collections::HashMap;
use crate::{Index, time_slice::Skill};
/// Dense Vec-backed store for per-agent skill state within a TimeSlice.
/// Compact per-slice store for skill state, addressed by a slice-local slot.
///
/// Indexed directly by Index.0, eliminating HashMap hashing in the inner
/// convergence loop. Uses a parallel `present` mask so iteration skips
/// absent slots without incurring per-slot Option overhead in the hot path.
/// `skills` holds one entry per competitor **in this slice**, so memory is
/// O(competitors in the slice). It used to be a dense `Vec<Skill>` indexed by
/// the global `Index.0`, which made a slice's footprint O(largest index it
/// touches): a single 1v1 game between competitors 19998 and 19999 reserved
/// 20,000 slots.
///
/// The dense layout existed to keep `HashMap` hashing out of the inner
/// convergence loop, and that property is preserved. `slots` is consulted only
/// while building a slice; every hot-path access goes through
/// [`SkillStore::at`] / [`SkillStore::at_mut`] with a slot resolved once at
/// ingestion and cached on the event's `Item`.
#[derive(Debug, Default)]
pub struct SkillStore {
skills: Vec<Skill>,
present: Vec<bool>,
n_present: usize,
/// Slot -> global index, parallel to `skills`, so iteration can report the
/// global index without a reverse lookup.
indices: Vec<Index>,
slots: HashMap<Index, u32>,
}
impl SkillStore {
@@ -17,73 +29,99 @@ impl SkillStore {
Self::default()
}
fn ensure_capacity(&mut self, idx: usize) {
if idx >= self.skills.len() {
self.skills.resize_with(idx + 1, Skill::default);
self.present.resize(idx + 1, false);
}
/// Resolve a global index to this slice's slot, if the competitor is here.
///
/// This hashes. Call it at ingestion and cache the result; do not call it
/// from the convergence loop.
pub fn slot_of(&self, idx: Index) -> Option<u32> {
self.slots.get(&idx).copied()
}
pub fn insert(&mut self, idx: Index, skill: Skill) {
self.ensure_capacity(idx.0);
if !self.present[idx.0] {
self.n_present += 1;
/// Skill at a slot resolved earlier by [`SkillStore::slot_of`].
///
/// # Panics
///
/// Panics if `slot` is out of range, which means it came from a different
/// slice's store.
pub fn at(&self, slot: u32) -> &Skill {
&self.skills[slot as usize]
}
/// Mutable counterpart to [`SkillStore::at`].
///
/// # Panics
///
/// Panics if `slot` is out of range.
pub fn at_mut(&mut self, slot: u32) -> &mut Skill {
&mut self.skills[slot as usize]
}
/// Insert or overwrite a competitor's skill, returning its slot.
pub fn insert(&mut self, idx: Index, skill: Skill) -> u32 {
match self.slots.get(&idx) {
Some(&slot) => {
self.skills[slot as usize] = skill;
slot
}
None => {
let slot = u32::try_from(self.skills.len())
.expect("a time slice cannot hold more than u32::MAX competitors");
self.skills.push(skill);
self.indices.push(idx);
self.slots.insert(idx, slot);
slot
}
}
self.skills[idx.0] = skill;
self.present[idx.0] = true;
}
pub fn get(&self, idx: Index) -> Option<&Skill> {
if idx.0 < self.present.len() && self.present[idx.0] {
Some(&self.skills[idx.0])
} else {
None
}
}
/// Whether a slot is occupied. Test-only.
#[cfg(test)]
pub fn contains(&self, idx: Index) -> bool {
idx.0 < self.present.len() && self.present[idx.0]
}
/// Number of occupied slots. Test-only.
#[cfg(test)]
pub fn len(&self) -> usize {
self.n_present
self.slot_of(idx).map(|slot| self.at(slot))
}
pub fn get_mut(&mut self, idx: Index) -> Option<&mut Skill> {
if idx.0 < self.present.len() && self.present[idx.0] {
Some(&mut self.skills[idx.0])
} else {
None
}
self.slot_of(idx)
.map(|slot| &mut self.skills[slot as usize])
}
pub fn iter(&self) -> impl Iterator<Item = (Index, &Skill)> {
self.present.iter().enumerate().filter_map(|(i, &p)| {
if p {
Some((Index(i), &self.skills[i]))
} else {
None
/// Whether a competitor is present in this slice. Test-only.
#[cfg(test)]
pub fn contains(&self, idx: Index) -> bool {
self.slots.contains_key(&idx)
}
})
/// Number of competitors in this slice. Test-only.
#[cfg(test)]
pub fn len(&self) -> usize {
self.skills.len()
}
/// Slots actually allocated — the quantity #17 is about, and NOT the same
/// as `len` for every possible implementation.
///
/// A store indexed by the global `Index` must report `max_index + 1` here
/// while reporting the true competitor count from `len`, which is exactly
/// how the original defect hid. Tests that mean to pin the footprint must
/// assert on this.
#[cfg(test)]
pub fn allocated_slots(&self) -> usize {
self.skills.len()
}
/// Iterate in slot order — the order competitors were first seen in this
/// slice. Deterministic for a given event order, which is what the
/// cross-thread determinism test relies on.
pub fn iter(&self) -> impl Iterator<Item = (Index, &Skill)> {
self.indices.iter().copied().zip(self.skills.iter())
}
pub fn iter_mut(&mut self) -> impl Iterator<Item = (Index, &mut Skill)> {
self.skills
.iter_mut()
.zip(self.present.iter())
.enumerate()
.filter_map(|(i, (s, &p))| if p { Some((Index(i), s)) } else { None })
self.indices.iter().copied().zip(self.skills.iter_mut())
}
pub fn keys(&self) -> impl Iterator<Item = Index> + '_ {
self.present
.iter()
.enumerate()
.filter_map(|(i, &p)| if p { Some(Index(i)) } else { None })
self.indices.iter().copied()
}
}
@@ -109,7 +147,7 @@ mod tests {
}
#[test]
fn iter_skips_absent_slots() {
fn iter_reports_global_indices() {
let mut store = SkillStore::new();
store.insert(Index(0), Skill::default());
store.insert(Index(5), Skill::default());
@@ -124,4 +162,28 @@ mod tests {
store.insert(Index(2), Skill::default());
assert_eq!(store.len(), 1);
}
/// The defect in #17: a slice holding two competitors must cost the same
/// whether their indices are small or large.
#[test]
fn footprint_is_independent_of_index_magnitude() {
let mut low = SkillStore::new();
low.insert(Index(0), Skill::default());
low.insert(Index(1), Skill::default());
let mut high = SkillStore::new();
high.insert(Index(19_998), Skill::default());
high.insert(Index(19_999), Skill::default());
assert_eq!(low.len(), high.len());
assert_eq!(low.skills.capacity(), high.skills.capacity());
}
#[test]
fn slot_survives_reinsert() {
let mut store = SkillStore::new();
let first = store.insert(Index(7), Skill::default());
let again = store.insert(Index(7), Skill::default());
assert_eq!(first, again);
}
}
+86 -35
View File
@@ -51,6 +51,13 @@ pub enum EventKind {
#[derive(Clone, Debug)]
struct Item {
agent: Index,
/// This competitor's slot in the owning slice's `SkillStore`, resolved
/// once at ingestion.
///
/// The convergence loop reaches skills through this rather than through
/// `agent`, which is what keeps `HashMap` hashing out of the hot path now
/// that the store is compact rather than indexed by the global `Index`.
slot: u32,
likelihood: Gaussian,
}
@@ -62,12 +69,13 @@ impl Item {
agents: &CompetitorStore<T, D>,
) -> Rating<T, D> {
let r = &agents[self.agent].rating;
let skill = skills.get(self.agent).unwrap();
let skill = skills.at(self.slot);
if forward {
Rating::new(skill.forward, r.beta, r.drift)
Rating::new(skill.forward, r.beta, r.drift).with_drift_scale(r.drift_scale)
} else {
Rating::new(skill.posterior() / self.likelihood, r.beta, r.drift)
.with_drift_scale(r.drift_scale)
}
}
}
@@ -157,9 +165,9 @@ impl Event {
for (t, team) in self.teams.iter_mut().enumerate() {
for (i, item) in team.items.iter_mut().enumerate() {
let fresh = update.likelihoods[t][i];
let old_likelihood = skills.get(item.agent).unwrap().likelihood;
let old_likelihood = skills.at(item.slot).likelihood;
let new_likelihood = (old_likelihood / item.likelihood) * fresh;
skills.get_mut(item.agent).unwrap().likelihood = new_likelihood;
skills.at_mut(item.slot).likelihood = new_likelihood;
item.likelihood = fresh;
}
}
@@ -277,8 +285,8 @@ impl<T: Time> TimeSlice<T> {
pub fn add_events<D: Drift<T>>(
&mut self,
composition: Vec<Vec<Vec<Index>>>,
results: Vec<Vec<f64>>,
weights: Vec<Vec<Vec<f64>>>,
results: Option<Vec<Vec<f64>>>,
weights: Option<Vec<Vec<Vec<f64>>>>,
kinds: Vec<EventKind>,
agents: &CompetitorStore<T, D>,
) {
@@ -297,14 +305,16 @@ impl<T: Time> TimeSlice<T> {
for idx in this_agent {
let elapsed = compute_elapsed(agents[*idx].last_time.as_ref(), &self.time);
let forward = agents[*idx].receive(&self.time);
if let Some(skill) = self.skills.get_mut(*idx) {
skill.elapsed = elapsed;
skill.forward = agents[*idx].receive(&self.time);
skill.forward = forward;
} else {
self.skills.insert(
*idx,
Skill {
forward: agents[*idx].receive(&self.time),
forward,
backward: N_INF,
likelihood: N_INF,
elapsed,
@@ -313,6 +323,8 @@ impl<T: Time> TimeSlice<T> {
}
}
let skills = &self.skills;
let events = composition.iter().enumerate().map(|(e, event)| {
let teams = event
.iter()
@@ -322,28 +334,32 @@ impl<T: Time> TimeSlice<T> {
.iter()
.map(|&agent| Item {
agent,
// Every participant was inserted into `skills`
// just above, so the slot always resolves.
slot: skills
.slot_of(agent)
.expect("participant must be present in the slice store"),
likelihood: N_INF,
})
.collect::<Vec<_>>();
Team {
items,
output: if results.is_empty() {
(event.len() - (t + 1)) as f64
} else {
results[e][t]
output: match &results {
Some(results) => results[e][t],
// No explicit result: rank by position, first team best.
None => (event.len() - (t + 1)) as f64,
},
}
})
.collect::<Vec<_>>();
let weights = if weights.is_empty() {
teams
let weights = match &weights {
Some(weights) => weights[e].clone(),
None => teams
.iter()
.map(|team| vec![1.0; team.items.len()])
.collect::<Vec<_>>()
} else {
weights[e].clone()
.collect::<Vec<_>>(),
};
Event {
@@ -370,6 +386,13 @@ impl<T: Time> TimeSlice<T> {
.collect::<HashMap<_, _>>()
}
/// Sweep this slice's events once, starting at index `from`.
///
/// # Panics
///
/// Panics if an event references a competitor with no entry in this
/// slice's skill store. `add_events` inserts one for every participant, so
/// this cannot happen for slices built through the public API.
pub fn iteration<D: Drift<T>>(&mut self, from: usize, agents: &CompetitorStore<T, D>) {
if from == 0 && self.color_groups_dirty {
self.recompute_color_groups();
@@ -402,10 +425,10 @@ impl<T: Time> TimeSlice<T> {
for (t, team) in event.teams.iter_mut().enumerate() {
for (i, item) in team.items.iter_mut().enumerate() {
let old_likelihood = self.skills.get(item.agent).unwrap().likelihood;
let old_likelihood = self.skills.at(item.slot).likelihood;
let new_likelihood =
(old_likelihood / item.likelihood) * g.likelihoods[t][i];
self.skills.get_mut(item.agent).unwrap().likelihood = new_likelihood;
self.skills.at_mut(item.slot).likelihood = new_likelihood;
item.likelihood = g.likelihoods[t][i];
}
}
@@ -567,14 +590,13 @@ impl<T: Time> TimeSlice<T> {
n.forget(
agents[*agent]
.rating
.drift
.variance_for_elapsed(skill.elapsed),
.drift_variance_for_elapsed(skill.elapsed),
)
}
pub(crate) fn new_backward_info<D: Drift<T>>(&mut self, agents: &CompetitorStore<T, D>) {
for (agent, skill) in self.skills.iter_mut() {
skill.backward = agents[agent].message;
skill.backward = agents[agent].message.unwrap_or(N_INF);
}
self.iteration(0, agents);
}
@@ -623,11 +645,11 @@ impl<T: Time> TimeSlice<T> {
let rating = &agents[agent].rating;
let forward = match incoming.get(&agent) {
Some(message) => message.forget(rating.drift.variance_for_elapsed(skill.elapsed)),
Some(message) => message.forget(rating.drift_variance_for_elapsed(skill.elapsed)),
None => rating.prior,
};
scratch.skills.insert(
let slot = scratch.skills.insert(
agent,
Skill {
forward,
@@ -636,6 +658,17 @@ impl<T: Time> TimeSlice<T> {
elapsed: skill.elapsed,
},
);
// The cloned events carry slots resolved against the REAL store, so
// the scratch must assign the same ones. It does because `iter()`
// yields slot order and `insert` allocates slots in call order —
// but that is a coupling between two types, so pin it here rather
// than leave it to be rediscovered after it breaks.
debug_assert_eq!(
Some(slot),
self.skills.slot_of(agent),
"scratch slot must match the real slice's slot for {agent:?}"
);
}
scratch.iterate_to_convergence(agents);
@@ -754,8 +787,26 @@ impl<T: Time> TimeSlice<T> {
}
}
/// Elapsed time from a competitor's previous appearance to `current`.
///
/// A negative elapsed means slices are being visited out of time order, which
/// would make drift *reduce* uncertainty. Release builds clamp to zero so a
/// bad timestamp degrades to "no drift" rather than corrupting the posterior;
/// debug builds trip instead, because reaching here is a bug in slice ordering
/// rather than something callers can cause with ordinary data.
pub(crate) fn compute_elapsed<T: Time>(last: Option<&T>, current: &T) -> i64 {
last.map(|l| l.elapsed_to(current).max(0)).unwrap_or(0)
let Some(last) = last else {
return 0;
};
let elapsed = last.elapsed_to(current);
debug_assert!(
elapsed >= 0,
"negative elapsed ({elapsed}) — slices visited out of time order"
);
elapsed.max(0)
}
#[cfg(test)]
@@ -803,8 +854,8 @@ mod tests {
vec![vec![c], vec![d]],
vec![vec![e], vec![f]],
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
None,
vec![EventKind::Ranked; 3],
&agents,
);
@@ -880,8 +931,8 @@ mod tests {
vec![vec![a], vec![c]],
vec![vec![b], vec![c]],
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
None,
vec![EventKind::Ranked; 3],
&agents,
);
@@ -960,8 +1011,8 @@ mod tests {
vec![vec![a], vec![c]],
vec![vec![b], vec![c]],
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
None,
vec![EventKind::Ranked; 3],
&agents,
);
@@ -992,8 +1043,8 @@ mod tests {
vec![vec![a], vec![c]],
vec![vec![b], vec![c]],
],
vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]],
vec![],
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
None,
vec![EventKind::Ranked; 3],
&agents,
);
@@ -1063,8 +1114,8 @@ mod tests {
vec![vec![c], vec![d]],
vec![vec![a], vec![c]],
],
vec![vec![1.0, 0.0], vec![1.0, 0.0], vec![1.0, 0.0]],
vec![],
Some(vec![vec![1.0, 0.0], vec![1.0, 0.0], vec![1.0, 0.0]]),
None,
vec![EventKind::Ranked; 3],
&agents,
);
+52 -5
View File
@@ -203,7 +203,7 @@ fn predict_quality_two_teams() {
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
let q = h.predict_quality(&[&[&"a"], &[&"b"]]);
let q = h.predict_quality(&[&[&"a"], &[&"b"]]).unwrap();
assert!(q > 0.0 && q <= 1.0);
}
@@ -219,10 +219,14 @@ fn predict_outcome_two_teams_sums_to_one() {
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
let p = h.predict_outcome(&[&[&"a"], &[&"b"]]);
assert_eq!(p.len(), 2);
assert!((p[0] + p[1] - 1.0).abs() < 1e-9);
assert!(p[0] > p[1]);
let p = h.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
let wins = p.win_probabilities();
assert_eq!(wins.len(), 2);
// With p_draw == 0 there is no draw outcome, so the two win
// probabilities are the whole space.
assert!((p.total() - 1.0).abs() < 1e-9, "total = {}", p.total());
assert!((wins[0] + wins[1] - 1.0).abs() < 1e-9);
assert!(wins[0] > wins[1]);
}
#[test]
@@ -247,3 +251,46 @@ fn fluent_event_builder_scores() {
let b = h.current_skill(&"bob").unwrap();
assert!(a.mu() > b.mu());
}
/// Every field of `ConvergenceReport` must carry real information.
///
/// `slices_skipped` was public, hardcoded to `0`, and reported a plausible
/// value for a feature that never existed — the same shape as the inert
/// `online` flag in #19. It was removed in #33. This pins the remaining fields
/// so the next always-constant member has to survive an assertion rather than
/// just a reviewer's attention.
#[test]
fn every_convergence_report_field_is_populated() {
let mut h = History::builder().build();
for time in 1..=6i64 {
h.record_winner(&"a", &"b", time).unwrap();
}
let report = h.converge().unwrap();
assert!(
report.iterations > 0,
"iterations is zero on a real converge"
);
assert!(report.converged, "fixture must converge");
assert!(
report.final_step.0.is_finite() && report.final_step.1.is_finite(),
"final_step is not finite: {:?}",
report.final_step
);
assert!(
report.log_evidence.is_finite() && report.log_evidence < 0.0,
"log_evidence is not a finite negative log probability: {}",
report.log_evidence
);
assert_eq!(
report.per_iteration_time.len(),
report.iterations,
"per_iteration_time must carry one duration per iteration"
);
}
+38
View File
@@ -0,0 +1,38 @@
//! Helpers shared across the integration suites.
//!
//! Each integration file is its own binary, so `mod common;` compiles a copy
//! per suite. Anything unused in a given suite would warn, hence the
//! `#![allow(dead_code)]`.
#![allow(dead_code)]
use trueskill_tt::Gaussian;
/// A posterior must be finite with a strictly positive sigma.
///
/// A non-finite posterior is the failure mode this crate is most prone to —
/// EP breaking down produces NaN rather than an error — and a zero or negative
/// sigma means the precision went non-positive, which `Gaussian::sigma` reports
/// as improper rather than trapping.
pub fn assert_finite(g: Gaussian, what: &str) {
assert!(
g.mu().is_finite(),
"{what}: mu is not finite (mu={}, sigma={})",
g.mu(),
g.sigma()
);
assert!(
g.sigma().is_finite() && g.sigma() > 0.0,
"{what}: sigma must be finite and positive (mu={}, sigma={})",
g.mu(),
g.sigma()
);
}
/// Every point on every learning curve must be finite.
pub fn assert_curve_finite(curve: &[(i64, Gaussian)], who: &str) {
for (time, g) in curve {
assert_finite(*g, &format!("{who} at t={time}"));
}
}
+222
View File
@@ -0,0 +1,222 @@
//! `Member::with_prior` / `with_drift_scale` — competitor configuration.
//!
//! Both were previously consumed only on the branch that *creates* a
//! competitor, so configuration supplied for a key the history already knew was
//! dropped with no error. `with_prior` had no coverage in this directory at
//! all, which is how that survived.
use smallvec::smallvec;
use trueskill_tt::{
ConvergenceOptions, Event, Gaussian, History, InferenceError, Member, Outcome, Team,
};
const CONVERGENCE: ConvergenceOptions = ConvergenceOptions {
max_iter: 2_000,
epsilon: 1e-12,
alpha: 1.0,
};
fn history() -> History {
History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.p_draw(0.0)
.convergence(CONVERGENCE)
.build()
}
/// One event, optionally configuring `a`.
fn bout(
a: &'static str,
b: &'static str,
time: i64,
prior: Option<Gaussian>,
scale: Option<f64>,
) -> Event<i64, &'static str> {
let mut member = Member::new(a);
if let Some(p) = prior {
member = member.with_prior(p);
}
if let Some(s) = scale {
member = member.with_drift_scale(s);
}
Event {
time,
teams: smallvec![
Team::with_members([member]),
Team::with_members([Member::new(b)]),
],
outcome: Outcome::winner(0, 2),
}
}
fn skill_of(h: &History, key: &str) -> Gaussian {
h.current_skill(&key).expect("key in history")
}
/// Baseline: the mechanism works at all on a competitor's first appearance.
#[test]
fn a_prior_applies_to_a_new_competitor() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut with = history();
with.add_events(vec![bout("a", "b", 0, Some(seeded), None)])
.unwrap();
with.converge().unwrap();
let mut without = history();
without
.add_events(vec![bout("a", "b", 0, None, None)])
.unwrap();
without.converge().unwrap();
assert!(
(skill_of(&with, "a").mu() - skill_of(&without, "a").mu()).abs() > 1.0,
"a seeded prior should move the fit"
);
}
/// The defect in #10: a prior supplied for a competitor the history already
/// knows was silently discarded, and the caller got output computed from the
/// default prior with no indication anything had been dropped.
#[test]
fn a_prior_applies_to_a_competitor_the_history_already_knows() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut late = history();
late.add_events(vec![bout("a", "b", 0, None, None)])
.unwrap();
// "a" now exists. Configuring it here used to do nothing whatsoever.
late.add_events(vec![bout("a", "b", 1, Some(seeded), None)])
.unwrap();
late.converge().unwrap();
let mut never = history();
never
.add_events(vec![
bout("a", "b", 0, None, None),
bout("a", "b", 1, None, None),
])
.unwrap();
never.converge().unwrap();
assert!(
(skill_of(&late, "a").mu() - skill_of(&never, "a").mu()).abs() > 1.0,
"a late prior must not be silently dropped: {} vs {}",
skill_of(&late, "a").mu(),
skill_of(&never, "a").mu()
);
}
/// Configuration is competitor-scoped, not event-scoped, and `converge` refits
/// from competitor state — so seeding late reaches the same fit as seeding from
/// the start. This is the documented scope, asserted rather than assumed.
#[test]
fn a_prior_is_whole_history_scoped_not_per_event() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut late = history();
late.add_events(vec![bout("a", "b", 0, None, None)])
.unwrap();
late.add_events(vec![bout("a", "b", 1, Some(seeded), None)])
.unwrap();
late.converge().unwrap();
let mut early = history();
early
.add_events(vec![
bout("a", "b", 0, Some(seeded), None),
bout("a", "b", 1, Some(seeded), None),
])
.unwrap();
early.converge().unwrap();
let (l, e) = (skill_of(&late, "a"), skill_of(&early, "a"));
assert!(
(l.mu() - e.mu()).abs() < 1e-9 && (l.sigma() - e.sigma()).abs() < 1e-9,
"late seeding should refit the whole history: {l:?} vs {e:?}"
);
}
#[test]
fn repeating_the_same_prior_is_inert() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut once = history();
once.add_events(vec![
bout("a", "b", 0, Some(seeded), None),
bout("a", "b", 1, None, None),
])
.unwrap();
once.converge().unwrap();
let mut every_time = history();
every_time
.add_events(vec![
bout("a", "b", 0, Some(seeded), None),
bout("a", "b", 1, Some(seeded), None),
])
.unwrap();
every_time.converge().unwrap();
let (o, e) = (skill_of(&once, "a"), skill_of(&every_time, "a"));
assert!(
(o.mu() - e.mu()).abs() < 1e-12 && (o.sigma() - e.sigma()).abs() < 1e-12,
"declaring the same prior repeatedly changed the fit: {o:?} vs {e:?}"
);
}
/// Events within a batch have no order, so two different values for one
/// competitor have no well-defined winner. Rejecting is what keeps the answer
/// independent of iteration order.
#[test]
fn a_batch_declaring_two_different_priors_is_rejected() {
let mut h = history();
let err = h
.add_events(vec![
bout("a", "b", 0, Some(Gaussian::from_ms(40.0, 1.0)), None),
bout("a", "b", 1, Some(Gaussian::from_ms(10.0, 1.0)), None),
])
.expect_err("two different priors for one competitor in one batch");
assert!(
matches!(
err,
InferenceError::ConflictingCompetitorConfig { field: "prior", .. }
),
"got {err:?}"
);
}
/// A member setting only `drift_scale` must not also assert the default prior,
/// or it would silently undo a prior seeded earlier. This is why the collected
/// configuration tracks each field separately rather than a merged `Rating`.
#[test]
fn setting_one_field_late_leaves_the_other_alone() {
let seeded = Gaussian::from_ms(40.0, 1.0);
let mut h = history();
h.add_events(vec![bout("a", "b", 0, Some(seeded), None)])
.unwrap();
// Only the scale this time — the prior above must survive.
h.add_events(vec![bout("a", "b", 1, None, Some(0.5))])
.unwrap();
h.converge().unwrap();
let mut both_upfront = history();
both_upfront
.add_events(vec![
bout("a", "b", 0, Some(seeded), Some(0.5)),
bout("a", "b", 1, None, None),
])
.unwrap();
both_upfront.converge().unwrap();
let (a, b) = (skill_of(&h, "a"), skill_of(&both_upfront, "a"));
assert!(
(a.mu() - b.mu()).abs() < 1e-9 && (a.sigma() - b.sigma()).abs() < 1e-9,
"setting drift_scale late clobbered the earlier prior: {a:?} vs {b:?}"
);
}
+160 -9
View File
@@ -3,6 +3,9 @@
//! These run in both debug and release: the defects they pin were all
//! guarded only by `debug_assert!`, so a debug-only suite never saw them.
mod common;
use common::assert_finite;
use trueskill_tt::{
ConstantDrift, ConvergenceOptions, Game, GameOptions, Gaussian, History, InferenceError,
NullObserver, Outcome, Rating,
@@ -18,15 +21,6 @@ fn rating() -> R {
)
}
fn assert_finite(g: Gaussian, what: &str) {
assert!(
g.mu().is_finite() && g.sigma().is_finite(),
"{what} must be finite, got mu={} sigma={}",
g.mu(),
g.sigma()
);
}
#[test]
fn record_draw_without_draw_probability_is_rejected() {
let mut h = History::default();
@@ -141,6 +135,54 @@ fn converge_on_an_empty_history_with_owned_keys() {
assert!(report.converged);
}
/// A weights/team length mismatch used to be a `debug_assert!`, so release
/// builds ingested the event with the weights silently unapplied. This file's
/// CI job runs in release too, which is the point of pinning it here.
#[test]
fn event_builder_rejects_a_weights_length_mismatch() {
let mut h = History::default();
let err = h
.event(1)
.team(["a"])
.weights([1.0, 2.0])
.team(["b"])
.winner(0)
.commit()
.unwrap_err();
assert!(
matches!(
err,
InferenceError::MismatchedShape {
kind: "weights",
expected: 1,
got: 2,
}
),
"expected a weights MismatchedShape, got {err:?}"
);
}
/// The mismatch must not be applied even partially — a half-weighted team
/// reaching the history would be worse than the error.
#[test]
fn event_builder_weights_mismatch_leaves_the_history_untouched() {
let mut h = History::default();
// Two teams, so ingestion would otherwise succeed — a one-team event is
// rejected for an unrelated reason and would pass this vacuously.
let _ = h
.event(1)
.team(["a"])
.weights([1.0, 2.0])
.team(["b"])
.winner(0)
.commit();
assert!(h.learning_curve("a").is_empty());
}
#[test]
fn empty_event_stream_then_converge() {
let mut h = History::default();
@@ -270,3 +312,112 @@ fn empty_history_has_no_filtered_estimates() {
assert!(history.filtered_learning_curve("nobody").is_empty());
}
// --- Boundary inputs (#26) ----------------------------------------------
fn tight() -> ConvergenceOptions {
ConvergenceOptions {
max_iter: 2_000,
epsilon: 1e-12,
..ConvergenceOptions::default()
}
}
fn assert_curve_finite(h: &History, keys: &[&str], what: &str) {
for key in keys {
for (time, g) in h.learning_curve(*key) {
assert!(
g.mu().is_finite() && g.sigma().is_finite(),
"{what}: non-finite posterior for {key} at t={time} (mu={} sigma={})",
g.mu(),
g.sigma()
);
}
}
}
/// A zero weight reaches `(m - performance.exclude(..)) * (1.0 / w)`, i.e. a
/// division by zero. The commit is accepted today, so this pins that the
/// resulting posterior is still finite rather than quietly NaN.
#[test]
fn zero_weight_does_not_produce_a_non_finite_posterior() {
let mut h = History::builder().build();
h.event(1)
.team(["a"])
.weights([0.0])
.team(["b"])
.winner(0)
.commit()
.expect("a zero weight is accepted today; update this test if that changes");
h.converge().unwrap();
assert_curve_finite(&h, &["a", "b"], "zero weight");
}
#[test]
fn negative_weight_does_not_produce_a_non_finite_posterior() {
let mut h = History::builder().build();
h.event(1)
.team(["a"])
.weights([-1.0])
.team(["b"])
.winner(0)
.commit()
.expect("a negative weight is accepted today; update this test if that changes");
h.converge().unwrap();
assert_curve_finite(&h, &["a", "b"], "negative weight");
}
/// Events supplied newest-first must land in the same slices as oldest-first:
/// ingestion sorts by time rather than trusting arrival order.
#[test]
fn out_of_order_timestamps_converge_to_the_same_answer() {
fn build(descending: bool) -> History {
let mut h = History::builder().convergence(tight()).build();
let mut times: Vec<i64> = (1..=6).collect();
if descending {
times.reverse();
}
for time in times {
h.record_winner(&"a", &"b", time).unwrap();
}
h.converge().unwrap();
h
}
let ascending = build(false);
let descending = build(true);
let one = ascending.current_skill("a").unwrap();
let other = descending.current_skill("a").unwrap();
assert!(
(one.mu() - other.mu()).abs() < 1e-8 && (one.sigma() - other.sigma()).abs() < 1e-8,
"arrival order changed the answer: ascending mu={} sigma={}, descending mu={} sigma={}",
one.mu(),
one.sigma(),
other.mu(),
other.sigma()
);
}
#[test]
fn extreme_beta_and_sigma_stay_finite() {
for (beta, sigma) in [(1e-6, 1e-6), (1e6, 1e6), (1e-6, 1e6), (1e6, 1e-6)] {
let mut h = History::builder().beta(beta).sigma(sigma).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.record_winner(&"a", &"b", 2).unwrap();
h.converge().unwrap();
assert_curve_finite(&h, &["a", "b"], &format!("beta={beta} sigma={sigma}"));
}
}
+499
View File
@@ -0,0 +1,499 @@
//! Per-competitor drift scaling via `Member::with_drift_scale`.
//!
//! The scale multiplies the *variance* the history's `Drift` contributes for
//! that competitor, so `scale` is in the same units as `gamma`:
//! `ConstantDrift(g)` at `scale = s` behaves as `ConstantDrift(g * s)` would.
//! `scale = 0.0` pins a competitor still — an anchor, a rating floor, a course
//! difficulty — while everyone around them keeps drifting.
use smallvec::smallvec;
use trueskill_tt::{
ConstantDrift, ConvergenceOptions, Event, Gaussian, History, InferenceError, Member,
NullObserver, Outcome, Team,
};
type Fit = History<i64, ConstantDrift, NullObserver, &'static str>;
const CONVERGENCE: ConvergenceOptions = ConvergenceOptions {
max_iter: 64,
epsilon: 1e-9,
alpha: 1.0,
};
/// Two events separated by a long gap, so drift has room to matter.
fn distant_pair(anchor_scale: Option<f64>) -> Vec<Event<i64, &'static str>> {
let anchor = |s: Option<f64>| match s {
Some(scale) => Member::new("anchor").with_drift_scale(scale),
None => Member::new("anchor"),
};
vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([anchor(anchor_scale)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 1000,
teams: smallvec![
Team::with_members([anchor(anchor_scale)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(1, 2),
},
]
}
fn fit(events: Vec<Event<i64, &'static str>>, gamma: f64) -> Fit {
let mut h = History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.p_draw(0.0)
.drift(ConstantDrift(gamma))
.convergence(CONVERGENCE)
.build();
h.add_events(events).unwrap();
h.converge().unwrap();
h
}
fn curve(h: &Fit, key: &str) -> Vec<(i64, Gaussian)> {
let mut c = h.learning_curves().remove(key).expect("key in curves");
c.sort_by_key(|(t, _)| *t);
c
}
/// A competitor at `scale = 0.0` is one latent skill observed twice, so the
/// posterior is the same distribution at both times — and strictly tighter
/// than the same competitor left to drift.
#[test]
fn zero_scale_pins_a_competitor_still() {
let pinned = fit(distant_pair(Some(0.0)), 25.0 / 300.0);
let drifting = fit(distant_pair(None), 25.0 / 300.0);
let pinned_curve = curve(&pinned, "anchor");
assert_eq!(pinned_curve.len(), 2);
let (t0, first) = pinned_curve[0];
let (t1, second) = pinned_curve[1];
assert_eq!((t0, t1), (0, 1000));
assert!(
(first.sigma() - second.sigma()).abs() < 1e-9,
"a pinned competitor's uncertainty must not move between t=0 and t=1000: \
{} vs {}",
first.sigma(),
second.sigma()
);
assert!(
(first.mu() - second.mu()).abs() < 1e-9,
"a pinned competitor's mean must not move: {} vs {}",
first.mu(),
second.mu()
);
let drifting_curve = curve(&drifting, "anchor");
assert!(
drifting_curve[0].1.sigma() > first.sigma() + 1e-6,
"drift must leave the anchor less certain than pinning does: {} vs {}",
drifting_curve[0].1.sigma(),
first.sigma()
);
}
/// The scale is composable with `gamma`: scaling every competitor by `s` is
/// exactly the same fit as scaling the history's drift by `s`.
#[test]
fn scale_is_equivalent_to_scaling_gamma() {
let scaled: Vec<Event<i64, &'static str>> = vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a").with_drift_scale(0.5)]),
Team::with_members([Member::new("b").with_drift_scale(0.5)]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 400,
teams: smallvec![
Team::with_members([Member::new("b").with_drift_scale(0.5)]),
Team::with_members([Member::new("a").with_drift_scale(0.5)]),
],
outcome: Outcome::winner(0, 2),
},
];
let plain: Vec<Event<i64, &'static str>> = vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 400,
teams: smallvec![
Team::with_members([Member::new("b")]),
Team::with_members([Member::new("a")]),
],
outcome: Outcome::winner(0, 2),
},
];
let by_scale = fit(scaled, 0.3);
let by_gamma = fit(plain, 0.15);
for key in ["a", "b"] {
let lhs = curve(&by_scale, key);
let rhs = curve(&by_gamma, key);
assert_eq!(lhs.len(), rhs.len());
for ((t_l, g_l), (t_r, g_r)) in lhs.iter().zip(rhs.iter()) {
assert_eq!(t_l, t_r);
assert!(
(g_l.mu() - g_r.mu()).abs() < 1e-9 && (g_l.sigma() - g_r.sigma()).abs() < 1e-9,
"ConstantDrift(0.3) at scale 0.5 must equal ConstantDrift(0.15) for {key} at \
t={t_l}: ({}, {}) vs ({}, {})",
g_l.mu(),
g_l.sigma(),
g_r.mu(),
g_r.sigma()
);
}
}
}
/// `None` means 1.0: an explicit unit scale changes nothing.
#[test]
fn unset_scale_matches_an_explicit_unit_scale() {
let implicit = fit(distant_pair(None), 25.0 / 300.0);
let explicit = fit(distant_pair(Some(1.0)), 25.0 / 300.0);
for key in ["anchor", "player"] {
let lhs = curve(&implicit, key);
let rhs = curve(&explicit, key);
assert_eq!(lhs.len(), rhs.len());
for ((t_l, g_l), (t_r, g_r)) in lhs.iter().zip(rhs.iter()) {
assert_eq!(t_l, t_r);
assert_eq!(
(g_l.mu(), g_l.sigma()),
(g_r.mu(), g_r.sigma()),
"an explicit scale of 1.0 must be bit-identical to leaving it unset, \
for {key} at t={t_l}"
);
}
}
}
/// The use case from the issue: a static difficulty alongside drifting players,
/// in one graph. The anchor must hold still without absorbing drift through its
/// neighbours, and everything must stay finite.
#[test]
fn mixed_static_and_drifting_graph_converges() {
let mut events: Vec<Event<i64, &'static str>> = Vec::new();
let players = ["p0", "p1", "p2"];
for (i, p) in players.iter().cycle().take(9).enumerate() {
events.push(Event {
time: (i as i64) * 100,
teams: smallvec![
Team::with_members([Member::new(*p)]),
Team::with_members([Member::new("layout").with_drift_scale(0.0)]),
],
outcome: Outcome::winner((i % 2) as u32, 2),
});
}
let mut h = History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.p_draw(0.0)
.drift(ConstantDrift(25.0 / 300.0))
.convergence(CONVERGENCE)
.build();
h.add_events(events).unwrap();
let report = h.converge().unwrap();
assert!(report.converged, "mixed graph must converge: {report:?}");
let curves = h.learning_curves();
for (key, points) in &curves {
for (t, g) in points {
assert!(
g.mu().is_finite() && g.sigma().is_finite() && g.sigma() > 0.0,
"{key} at t={t} is not a usable posterior: mu={}, sigma={}",
g.mu(),
g.sigma()
);
}
}
let layout = curve(&h, "layout");
assert_eq!(layout.len(), 9);
let (_, first) = layout[0];
for (t, g) in &layout {
assert!(
(g.sigma() - first.sigma()).abs() < 1e-9,
"a static layout must not accumulate uncertainty; t={t} has sigma {} vs {}",
g.sigma(),
first.sigma()
);
}
let p0 = curve(&h, "p0");
assert!(
p0.last().unwrap().1.sigma() > 0.0,
"a drifting player should still have a proper posterior"
);
}
fn reject(scale: f64) -> InferenceError {
let mut h = History::builder()
.drift(ConstantDrift(25.0 / 300.0))
.build();
let events: Vec<Event<i64, &'static str>> = vec![Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a").with_drift_scale(scale)]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::winner(0, 2),
}];
h.add_events(events)
.expect_err("an out-of-range drift_scale must be rejected")
}
#[test]
fn negative_scale_is_rejected() {
assert_eq!(
reject(-1.0),
InferenceError::InvalidParameter {
name: "drift_scale",
value: -1.0
}
);
}
#[test]
fn non_finite_scale_is_rejected() {
for scale in [f64::NAN, f64::INFINITY, f64::NEG_INFINITY] {
assert!(
matches!(
reject(scale),
InferenceError::InvalidParameter {
name: "drift_scale",
..
}
),
"a drift_scale of {scale} must be rejected as an invalid parameter"
);
}
}
/// The scale must reach the filtering pass too, not just `converge()`.
/// `filtered_learning_curves` runs its own drift application, so a pinned
/// competitor has to stay pinned there as well.
#[test]
fn zero_scale_pins_a_competitor_in_the_filtered_pass() {
let pinned = fit(distant_pair(Some(0.0)), 25.0 / 300.0);
let drifting = fit(distant_pair(None), 25.0 / 300.0);
let filtered = |h: &Fit| -> Vec<(i64, Gaussian)> {
let mut c = h
.filtered_learning_curves()
.remove("anchor")
.expect("anchor in filtered curves");
c.sort_by_key(|(t, _)| *t);
c
};
let pinned_curve = filtered(&pinned);
let drifting_curve = filtered(&drifting);
assert_eq!(pinned_curve.len(), 2);
assert_eq!(drifting_curve.len(), 2);
assert!(
pinned_curve[1].1.sigma() < pinned_curve[0].1.sigma(),
"a pinned competitor's filtered uncertainty must shrink with a second \
observation, not be re-inflated by drift: {} then {}",
pinned_curve[0].1.sigma(),
pinned_curve[1].1.sigma()
);
assert!(
pinned_curve[1].1.sigma() < drifting_curve[1].1.sigma() - 1e-6,
"pinning must leave the filtered estimate tighter than drifting does: \
{} vs {}",
pinned_curve[1].1.sigma(),
drifting_curve[1].1.sigma()
);
}
/// `drift_scale` is competitor configuration, and configuration supplied for a
/// competitor the history already knows is now *applied* rather than dropped.
///
/// This test previously asserted the opposite. It was written as a deliberate
/// change-detector — "moving the capture would be a visible break, not a silent
/// one" — and that is exactly what happened: the capture moved, and the
/// assertion inverted rather than being deleted.
///
/// Because configuration lives on the competitor and `converge` refits from
/// competitor state, a late pin applies to the *whole* history, not just to
/// events after it. So a scale set on the second batch must reach the same fit
/// as one set from the very first event.
#[test]
fn drift_scale_applies_when_set_after_first_appearance() {
let mut late = History::builder()
.mu(25.0)
.sigma(25.0 / 3.0)
.beta(25.0 / 6.0)
.p_draw(0.0)
.drift(ConstantDrift(25.0 / 300.0))
.convergence(CONVERGENCE)
.build();
// First batch creates "anchor" with the default scale.
late.add_events(vec![Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("anchor")]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
}])
.unwrap();
// Second batch asks for a pin. No longer too late.
late.add_events(vec![Event {
time: 1000,
teams: smallvec![
Team::with_members([Member::new("anchor").with_drift_scale(0.0)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(1, 2),
}])
.unwrap();
late.converge().unwrap();
let applied = curve(&late, "anchor");
let pinned_from_the_start = curve(&fit(distant_pair(Some(0.0)), 25.0 / 300.0), "anchor");
let never_pinned = curve(&fit(distant_pair(None), 25.0 / 300.0), "anchor");
for ((t_l, g_l), (t_r, g_r)) in applied.iter().zip(pinned_from_the_start.iter()) {
assert_eq!(t_l, t_r);
assert!(
(g_l.sigma() - g_r.sigma()).abs() < 1e-9,
"a late pin should refit the whole history: t={t_l}, {} vs {}",
g_l.sigma(),
g_r.sigma()
);
}
// And it must actually have done something.
assert!(
applied
.iter()
.zip(never_pinned.iter())
.any(|((_, a), (_, b))| (a.sigma() - b.sigma()).abs() > 1e-9),
"the pin had no effect at all — the silent drop is back"
);
}
/// Re-declaring the same configuration must be inert. This is the shape a
/// caller gets when the configuration is a property of the domain — "layouts
/// are static" — so every ingestion path repeats it on every event.
///
/// Both histories see exactly the same events; only how many times the scale
/// is declared differs.
#[test]
fn repeating_the_same_configuration_changes_nothing() {
let events = |declare_every_time: bool| {
let anchor = |first: bool| {
if first || declare_every_time {
Member::new("anchor").with_drift_scale(0.0)
} else {
Member::new("anchor")
}
};
vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([anchor(true)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 1000,
teams: smallvec![
Team::with_members([anchor(false)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(1, 2),
},
]
};
let once = curve(&fit(events(false), 25.0 / 300.0), "anchor");
let every_time = curve(&fit(events(true), 25.0 / 300.0), "anchor");
for ((t_l, a), (t_r, b)) in once.iter().zip(every_time.iter()) {
assert_eq!(t_l, t_r);
assert!(
(a.sigma() - b.sigma()).abs() < 1e-12,
"t={t_l}: declaring the same scale repeatedly changed the fit, {} vs {}",
a.sigma(),
b.sigma()
);
}
}
#[test]
fn a_batch_that_contradicts_itself_is_rejected() {
let mut h = History::builder().convergence(CONVERGENCE).build();
let err = h
.add_events(vec![
Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("anchor").with_drift_scale(0.0)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
Event {
time: 1,
teams: smallvec![
Team::with_members([Member::new("anchor").with_drift_scale(1.0)]),
Team::with_members([Member::new("player")]),
],
outcome: Outcome::winner(0, 2),
},
])
.expect_err("two different scales for one competitor in one batch");
assert!(
matches!(
err,
InferenceError::ConflictingCompetitorConfig {
field: "drift_scale",
..
}
),
"got {err:?}"
);
}
+2 -1
View File
@@ -19,7 +19,8 @@ fn ts_rating(mu: f64, sigma: f64, beta: f64, gamma: f64) -> R {
fn game_1v1_golden_matches_historical() {
let a = ts_rating(25.0, 25.0 / 3.0, 25.0 / 6.0, 25.0 / 300.0);
let b = ts_rating(25.0, 25.0 / 3.0, 25.0 / 6.0, 25.0 / 300.0);
let (a_post, b_post) = Game::<i64, _>::one_v_one(&a, &b, Outcome::winner(0, 2)).unwrap();
let (a_post, b_post) =
Game::<i64, _>::one_v_one(&a, &b, Outcome::winner(0, 2), &GameOptions::default()).unwrap();
// Historical golden from pre-T2 test_1vs1 (team 0 wins):
assert_ulps_eq!(
a_post,
+44 -1
View File
@@ -32,7 +32,8 @@ fn game_ranked_1v1_golden() {
fn game_one_v_one_shortcut() {
let a = default_rating();
let b = default_rating();
let (a_post, b_post) = Game::<i64, _>::one_v_one(&a, &b, Outcome::winner(0, 2)).unwrap();
let (a_post, b_post) =
Game::<i64, _>::one_v_one(&a, &b, Outcome::winner(0, 2), &GameOptions::default()).unwrap();
assert!(a_post.mu() > 25.0);
assert!(b_post.mu() < 25.0);
}
@@ -95,3 +96,45 @@ fn game_log_evidence_is_finite() {
assert!(g.log_evidence().is_finite());
assert!(g.log_evidence() < 0.0);
}
/// `one_v_one` used to hardcode `GameOptions::default()`, so a 1v1 could
/// never set `p_draw` and a drawn 1v1 was unreachable through it.
#[test]
fn one_v_one_honours_the_draw_probability_it_is_given() {
let a = default_rating();
let b = default_rating();
// Default options still reject a draw, because the default p_draw is zero.
let err = Game::<i64, _>::one_v_one(&a, &b, Outcome::draw(2), &GameOptions::default())
.expect_err("a draw needs a positive p_draw");
assert!(matches!(
err,
InferenceError::TieWithoutDrawProbability { .. }
));
// With a draw probability supplied it succeeds — which was impossible
// before the signature took options.
let options = GameOptions {
p_draw: 0.25,
..GameOptions::default()
};
let (a_post, b_post) = Game::<i64, _>::one_v_one(&a, &b, Outcome::draw(2), &options)
.expect("a draw is representable once p_draw is positive");
// A symmetric draw leaves the means alone and sharpens both sides.
assert!((a_post.mu() - b_post.mu()).abs() < 1e-9);
assert!(a_post.sigma() < 25.0 / 3.0);
}
/// Convergence options reach the 1v1 path too, not just `p_draw`.
#[test]
fn one_v_one_honours_convergence_options() {
let a = default_rating();
let b = default_rating();
let options = GameOptions {
convergence: ConvergenceOptions::default(),
..GameOptions::default()
};
let (a_post, _) = Game::<i64, _>::one_v_one(&a, &b, Outcome::winner(0, 2), &options).unwrap();
assert!(a_post.mu() > 25.0);
}
+78
View File
@@ -30,6 +30,22 @@ fn event(a: &str, b: &str, time: i64) -> Event<i64, String> {
}
}
/// Like [`event`], but `a` carries competitor configuration.
///
/// `prior` and `drift_scale` configure the competitor rather than the event, so
/// they are the part of ingestion most exposed to order: they are consumed once,
/// where the competitor's state is written.
fn configured_event(a: &str, b: &str, time: i64, scale: f64) -> Event<i64, String> {
Event {
time,
teams: smallvec![
Team::with_members([Member::new(a.to_string()).with_drift_scale(scale)]),
Team::with_members([Member::new(b.to_string())]),
],
outcome: Outcome::winner(0, 2),
}
}
fn converged_skills(events: Vec<Event<i64, String>>, batched: bool) -> Vec<(String, Gaussian)> {
let mut h: History<i64, _, _, String> =
History::builder_with_key().convergence(tight()).build();
@@ -145,3 +161,65 @@ fn back_dated_event_matches_batched() {
let incremental = converged_skills(events, false);
assert_same(&batched, &incremental, "back-dated event");
}
/// The invariant this file protects was only ever checked for *unconfigured*
/// competitors — every helper above built members with `Member::new`.
///
/// Configuration is the part most exposed to ordering, because it is consumed
/// once at the point the competitor's state is written rather than replayed per
/// event. These cover it.
#[test]
fn configured_competitors_are_order_independent() {
let events = vec![
configured_event("a", "b", 0, 0.0),
configured_event("a", "c", 1, 0.0),
configured_event("a", "b", 2, 0.0),
event("b", "c", 3),
];
assert_same(
&converged_skills(events.clone(), true),
&converged_skills(events, false),
"configuration repeated on every appearance",
);
}
/// Configuration supplied only on a *later* event is the case that used to be
/// silently dropped. It must now reach the same fit either way it is ingested.
#[test]
fn late_configuration_is_order_independent() {
let events = vec![
event("a", "b", 0),
configured_event("a", "c", 1, 0.0),
event("a", "b", 2),
];
assert_same(
&converged_skills(events.clone(), true),
&converged_skills(events, false),
"configuration supplied after first appearance",
);
}
/// And it must actually be doing something — an implementation that dropped
/// configuration entirely would pass both tests above.
#[test]
fn configuration_changes_the_fit_however_it_is_ingested() {
let configured = vec![
event("a", "b", 0),
configured_event("a", "c", 1, 0.0),
event("a", "b", 2),
];
let plain = vec![event("a", "b", 0), event("a", "c", 1), event("a", "b", 2)];
for batched in [true, false] {
let with = converged_skills(configured.clone(), batched);
let without = converged_skills(plain.clone(), batched);
assert!(
with.iter()
.zip(&without)
.any(|((_, x), (_, y))| (x.sigma() - y.sigma()).abs() > 1e-9),
"batched={batched}: configuration had no effect, so the order tests are vacuous"
);
}
}
+161
View File
@@ -0,0 +1,161 @@
//! `Observer` callbacks must actually fire.
//!
//! `on_slice_processed` (formerly `on_batch_processed`) was declared on the
//! trait and never called from anywhere, so implementors wired up a callback
//! that could not run. These tests exist so that cannot silently recur.
use std::sync::{Arc, Mutex};
use trueskill_tt::{History, Observer};
/// Plain fields. `Arc<O>` implements `Observer`, so the caller shares the
/// observer itself rather than wrapping each field in its own `Arc`.
#[derive(Default)]
struct Recorder {
iterations: Mutex<Vec<usize>>,
slices: Mutex<Vec<(i64, usize, usize)>>,
converged: Mutex<Vec<(usize, bool)>>,
}
impl Observer<i64> for Recorder {
fn on_iteration_end(&self, iter: usize, _max_step: (f64, f64)) {
self.iterations.lock().unwrap().push(iter);
}
fn on_slice_processed(&self, time: &i64, slice_idx: usize, n_events: usize) {
self.slices
.lock()
.unwrap()
.push((*time, slice_idx, n_events));
}
fn on_converged(&self, iters: usize, _final_step: (f64, f64), converged: bool) {
self.converged.lock().unwrap().push((iters, converged));
}
}
#[test]
fn every_observer_callback_fires() {
let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.record_winner(&"b", &"c", 2).unwrap();
h.record_winner(&"c", &"a", 3).unwrap();
h.converge().unwrap();
assert!(
!recorder.iterations.lock().unwrap().is_empty(),
"on_iteration_end never fired"
);
assert!(
!recorder.converged.lock().unwrap().is_empty(),
"on_converged never fired"
);
assert!(
!recorder.slices.lock().unwrap().is_empty(),
"on_slice_processed never fired — the defect this test exists for"
);
}
#[test]
fn slice_callbacks_report_the_slice_they_swept() {
let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 10).unwrap();
h.record_winner(&"a", &"b", 20).unwrap();
h.converge().unwrap();
let slices = recorder.slices.lock().unwrap();
// Only the times actually in the history, and each with its own events.
for &(time, idx, events) in slices.iter() {
assert!(time == 10 || time == 20, "unexpected slice time {time}");
assert!(idx < 2, "slice index {idx} out of range");
assert_eq!(events, 1, "each slice holds exactly one event");
}
// Both slices must be reported, not just one end of the sweep.
assert!(
slices.iter().any(|&(t, ..)| t == 10),
"slice 10 never reported"
);
assert!(
slices.iter().any(|&(t, ..)| t == 20),
"slice 20 never reported"
);
}
#[test]
fn a_single_slice_history_still_reports_its_sweep() {
let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
let slices = recorder.slices.lock().unwrap();
assert!(
!slices.is_empty(),
"the single-slice path must report its sweep too"
);
assert!(slices.iter().all(|&(t, idx, _)| t == 1 && idx == 0));
}
/// The gap #40 closed: without `impl Observer for Arc<O>`, an observer that
/// accumulates anything had to wrap every field in its own `Arc` and derive
/// `Clone`, because `History` consumes the observer and never hands it back.
#[test]
fn a_shared_observer_reaches_the_callers_handle() {
let recorder = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&recorder)).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
assert!(!recorder.iterations.lock().unwrap().is_empty());
assert!(!recorder.slices.lock().unwrap().is_empty());
assert!(!recorder.converged.lock().unwrap().is_empty());
}
/// `?Sized` on the blanket impls means the observer can be chosen at runtime.
#[test]
fn a_trait_object_observer_works() {
let boxed: Box<dyn Observer<i64>> = Box::new(Recorder::default());
let mut h = History::builder().observer(boxed).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
let shared: Arc<dyn Observer<i64>> = Arc::new(Recorder::default());
let mut h = History::builder().observer(Arc::clone(&shared)).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
}
/// A non-shared observer can be reclaimed after convergence instead.
#[test]
fn into_observer_returns_the_accumulated_state() {
let mut h = History::builder().observer(Recorder::default()).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
// Readable in place...
assert!(!h.observer().iterations.lock().unwrap().is_empty());
// ...and reclaimable by value.
let recorder = h.into_observer();
assert!(!recorder.slices.lock().unwrap().is_empty());
}
/// Borrowing works too, for an observer that outlives the history.
#[test]
fn a_borrowed_observer_works() {
let recorder = Recorder::default();
{
let mut h = History::builder().observer(&recorder).build();
h.record_winner(&"a", &"b", 1).unwrap();
h.converge().unwrap();
}
assert!(!recorder.iterations.lock().unwrap().is_empty());
}
+291
View File
@@ -0,0 +1,291 @@
//! Prediction API: N-team outcomes, draw mass, and the error paths that used
//! to be panics or silent wrong answers.
use trueskill_tt::{History, InferenceError, MAX_PREDICTED_TEAMS};
fn history_with(names: &[&'static str], p_draw: f64) -> History {
let mut h = History::builder().p_draw(p_draw).build();
// Give every competitor a recorded skill by playing a small round robin.
for pair in names.windows(2) {
h.record_winner(&pair[0], &pair[1], 1).unwrap();
}
h.converge().unwrap();
h
}
#[test]
fn unknown_keys_are_reported_not_silently_dropped() {
let h = history_with(&["a", "b"], 0.0);
let err = h
.predict_outcome(&[&[&"a"], &[&"ghost"]])
.expect_err("an unknown key must not yield a confident prediction");
assert_eq!(err, InferenceError::UnknownKey { team: 1, member: 0 });
// Every prediction entry point, not just one.
assert!(
h.predict_win_probabilities(&[&[&"a"], &[&"ghost"]])
.is_err()
);
assert!(h.predict_quality(&[&[&"a"], &[&"ghost"]]).is_err());
assert!(h.predict_ranking(&[&[&"a"], &[&"ghost"]], &[0, 1]).is_err());
}
#[test]
fn an_entirely_unknown_team_is_an_error() {
let h = history_with(&["a", "b"], 0.0);
let err = h.predict_outcome(&[&[&"a"], &[&"x", &"y"]]).unwrap_err();
assert_eq!(err, InferenceError::UnknownKey { team: 1, member: 0 });
}
#[test]
fn degenerate_team_shapes_are_errors_rather_than_panics() {
let h = history_with(&["a", "b"], 0.0);
assert_eq!(
h.predict_outcome(&[&[&"a"]]).unwrap_err(),
InferenceError::NotEnoughTeams { got: 1 }
);
assert_eq!(
h.predict_outcome(&[]).unwrap_err(),
InferenceError::NotEnoughTeams { got: 0 }
);
assert_eq!(
h.predict_outcome(&[&[&"a"], &[]]).unwrap_err(),
InferenceError::EmptyTeam { team: 1 }
);
}
#[test]
fn more_than_two_teams_no_longer_panics() {
let h = history_with(&["a", "b", "c"], 0.0);
let p = h
.predict_outcome(&[&[&"a"], &[&"b"], &[&"c"]])
.expect("three teams must be supported");
assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
// Three teams, no draws possible: exactly the six strict orderings.
assert_eq!(p.outcomes().len(), 6);
}
#[test]
fn the_outcome_space_is_capped_rather_than_hanging() {
let names: Vec<&'static str> = vec!["a", "b", "c", "d", "e", "f", "g", "h"];
let h = history_with(&names, 0.0);
let teams: Vec<&[&&'static str]> = Vec::new();
let _ = teams;
let too_many: Vec<Vec<&&str>> = names.iter().map(|n| vec![n]).collect();
let refs: Vec<&[&&str]> = too_many.iter().map(Vec::as_slice).collect();
let err = h.predict_outcome(&refs).unwrap_err();
assert_eq!(
err,
InferenceError::TooManyTeams {
got: 8,
max: MAX_PREDICTED_TEAMS
}
);
// The cheap paths stay available at any size.
let wins = h.predict_win_probabilities(&refs).unwrap();
assert_eq!(wins.len(), 8);
assert!(
(wins.iter().sum::<f64>() - 1.0).abs() < 1e-6,
"win probabilities must still sum to one: {wins:?}"
);
}
/// The defect that made every draw-enabled prediction wrong: `[p, 1 - p]`
/// allocated no mass to a draw even with `p_draw > 0`.
#[test]
fn a_draw_carries_probability_mass_when_p_draw_is_positive() {
let h = history_with(&["a", "b"], 0.25);
let p = h.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
let draw = p.probability_of(&[0, 0]);
assert!(draw > 0.0, "a draw-enabled model must give draws mass");
assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
let wins = p.win_probabilities();
assert!(
(wins.iter().sum::<f64>() + draw - 1.0).abs() < 1e-6,
"wins {wins:?} plus draw {draw} must be the whole space"
);
assert!(
(p.shared_first_place() - draw).abs() < 1e-12,
"a two-team draw is a shared first place"
);
}
#[test]
fn a_zero_draw_probability_admits_no_ties() {
let h = history_with(&["a", "b"], 0.0);
let p = h.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
assert_eq!(p.probability_of(&[0, 0]), 0.0);
assert!(p.shared_first_place() < 1e-12);
}
/// The two routes to a win probability run through entirely different
/// algorithms — adaptive quadrature versus the enumerated chain recursion —
/// so agreement between them is a real cross-check, not a tautology.
#[test]
fn the_cheap_and_exhaustive_paths_agree() {
for p_draw in [0.0, 0.1] {
let h = history_with(&["a", "b", "c"], p_draw);
let teams: &[&[&&str]] = &[&[&"a"], &[&"b"], &[&"c"]];
let cheap = h.predict_win_probabilities(teams).unwrap();
let exhaustive = h.predict_outcome(teams).unwrap().win_probabilities();
for (i, (a, b)) in cheap.iter().zip(&exhaustive).enumerate() {
assert!(
(a - b).abs() < 1e-6,
"p_draw={p_draw} team {i}: quadrature {a} vs enumeration {b}"
);
}
}
}
#[test]
fn predict_ranking_agrees_with_the_distribution() {
let h = history_with(&["a", "b", "c"], 0.1);
let teams: &[&[&&str]] = &[&[&"a"], &[&"b"], &[&"c"]];
let dist = h.predict_outcome(teams).unwrap();
for (ranks, expected) in dist.outcomes() {
let direct = h.predict_ranking(teams, ranks).unwrap();
assert!(
(direct - expected).abs() < 1e-9,
"ranks {ranks:?}: {direct} vs {expected}"
);
}
}
#[test]
fn predict_ranking_checks_its_shape() {
let h = history_with(&["a", "b"], 0.0);
let err = h
.predict_ranking(&[&[&"a"], &[&"b"]], &[0, 1, 2])
.unwrap_err();
assert!(matches!(
err,
InferenceError::MismatchedShape {
expected: 2,
got: 3,
..
}
));
}
#[test]
fn the_stronger_competitor_is_favoured() {
let mut h = History::builder().build();
for t in 1..=10 {
h.record_winner(&"strong", &"weak", t).unwrap();
}
h.converge().unwrap();
let p = h.predict_outcome(&[&[&"strong"], &[&"weak"]]).unwrap();
let (best, _) = p.most_likely().expect("a most likely outcome");
assert_eq!(best, &[0, 1], "the winner should be favoured");
let wins = p.win_probabilities();
assert!(wins[0] > wins[1], "{wins:?}");
}
/// Unequal team sizes change the draw margin, because inference derives it
/// from the teams' betas. Prediction has to follow, or it describes a
/// different model than the one that will be fitted.
#[test]
fn team_size_affects_the_prediction() {
let mut h = History::builder().p_draw(0.2).build();
h.event(1)
.team(["a", "b"])
.team(["c"])
.winner(0)
.commit()
.unwrap();
h.converge().unwrap();
let p = h.predict_outcome(&[&[&"a", &"b"], &[&"c"]]).unwrap();
assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
assert!(p.probability_of(&[0, 0]) > 0.0);
}
// ---------------------------------------------------------------------------
// Expected information gain
// ---------------------------------------------------------------------------
/// The whole point of #39: "which comparison should I run next?" is a
/// different question from "who will win?" or "is this fair?".
#[test]
fn information_gain_prefers_the_uncertain_pairing() {
let mut h = History::builder().build();
// "known" and "rival" have played a lot; "newcomer" has played once.
for t in 1..=15 {
h.record_winner(&"known", &"rival", t).unwrap();
h.record_winner(&"rival", &"known", t + 100).unwrap();
}
h.record_winner(&"known", &"newcomer", 500).unwrap();
h.converge().unwrap();
let settled = h
.expected_information_gain(&[&[&"known"], &[&"rival"]])
.unwrap();
let unknown = h
.expected_information_gain(&[&[&"known"], &[&"newcomer"]])
.unwrap();
assert!(
unknown > settled,
"pairing against the newcomer should teach more: {unknown} vs {settled}"
);
}
/// The analytic ceiling, through the `History` entry point rather than the
/// standalone one.
#[test]
fn information_gain_respects_the_entropy_ceiling() {
let h = history_with(&["a", "b", "c"], 0.0);
let two = h.expected_information_gain(&[&[&"a"], &[&"b"]]).unwrap();
assert!(
(0.0..=std::f64::consts::LN_2).contains(&two),
"two-team EIG {two} outside [0, ln 2]"
);
let three = h
.expected_information_gain(&[&[&"a"], &[&"b"], &[&"c"]])
.unwrap();
assert!(
(0.0..=6.0f64.ln()).contains(&three),
"three-team EIG {three} outside [0, ln 6]"
);
}
#[test]
fn information_gain_reports_unknown_keys() {
let h = history_with(&["a", "b"], 0.0);
assert_eq!(
h.expected_information_gain(&[&[&"a"], &[&"ghost"]])
.unwrap_err(),
InferenceError::UnknownKey { team: 1, member: 0 }
);
}
/// A draw-enabled history has three outcomes to weigh rather than two, so the
/// draw branch must actually be reachable through this path.
#[test]
fn information_gain_accounts_for_draws() {
let with_draws = history_with(&["a", "b"], 0.25);
let g = with_draws
.expected_information_gain(&[&[&"a"], &[&"b"]])
.unwrap();
assert!(g > 0.0 && g <= 3.0f64.ln(), "{g}");
// The draw outcome carries mass, so it is genuinely being weighed.
let dist = with_draws.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
assert!(dist.probability_of(&[0, 0]) > 0.0);
}
+167
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@@ -0,0 +1,167 @@
//! Property-based tests over generated histories.
//!
//! The golden suite pins exact values against the Python/Julia reference on a
//! handful of fixtures. These pin *invariants* over inputs nobody wrote by
//! hand, which is where the defects this crate has actually shipped were
//! hiding: a linear evidence product that underflowed only past ~1000 teams,
//! and a batching path no golden exercised because every golden ingests in one
//! call.
mod common;
use common::assert_finite;
use proptest::prelude::*;
use smallvec::smallvec;
use trueskill_tt::{ConvergenceOptions, Event, History, Member, Outcome, Team};
/// Distinct competitors, so no event pits someone against themselves.
fn pairs() -> impl Strategy<Value = Vec<(usize, usize)>> {
prop::collection::vec((0usize..8, 0usize..8), 1..24)
.prop_map(|v| v.into_iter().filter(|(a, b)| a != b).collect::<Vec<_>>())
.prop_filter("needs at least one valid pair", |v| !v.is_empty())
}
const KEYS: [&str; 8] = ["a", "b", "c", "d", "e", "f", "g", "h"];
fn history_from(games: &[(usize, usize)]) -> History {
let mut h = History::builder()
.convergence(ConvergenceOptions {
max_iter: 200,
epsilon: 1e-10,
..ConvergenceOptions::default()
})
.build();
let events: Vec<Event<i64, &'static str>> = games
.iter()
.enumerate()
.map(|(i, &(a, b))| Event {
time: i as i64 + 1,
teams: smallvec![
Team::with_members([Member::new(KEYS[a])]),
Team::with_members([Member::new(KEYS[b])]),
],
outcome: Outcome::winner(0, 2),
})
.collect();
h.add_events(events).unwrap();
h
}
proptest! {
#![proptest_config(ProptestConfig::with_cases(48))]
/// Whatever the schedule of games, convergence must not produce NaN or an
/// improper posterior. `converge` returns `NonFiniteResult` rather than
/// silently reporting a NaN step as converged, so a break shows up here as
/// either an Err or a non-finite curve point.
#[test]
fn converged_posteriors_are_always_finite(games in pairs()) {
let mut h = history_from(&games);
h.converge().unwrap();
for key in KEYS {
for (time, g) in h.learning_curve(key) {
assert_finite(g, &format!("{key} at t={time}"));
}
}
}
/// Log-evidence is a log probability: finite, and never above zero.
///
/// The linear-product implementation this replaced underflowed to zero on
/// long chains, making `ln(0)` = -inf — finite-ness is the property that
/// would have caught it.
#[test]
fn log_evidence_is_a_finite_log_probability(games in pairs()) {
let mut h = history_from(&games);
h.converge().unwrap();
let batch = h.log_evidence();
let filtered = h.filtered_log_evidence();
prop_assert!(batch.is_finite(), "batch log-evidence {batch} is not finite");
prop_assert!(batch <= 0.0, "batch log-evidence {batch} exceeds zero");
prop_assert!(filtered.is_finite(), "filtered log-evidence {filtered} is not finite");
prop_assert!(filtered <= 0.0, "filtered log-evidence {filtered} exceeds zero");
}
/// Filtered estimates must not depend on whether `converge` has run — the
/// property the whole forward-only design rests on.
#[test]
fn filtered_evidence_is_invariant_to_convergence(games in pairs()) {
let mut h = history_from(&games);
let before = h.filtered_log_evidence();
h.converge().unwrap();
let after = h.filtered_log_evidence();
prop_assert!(
(before - after).abs() < 1e-8,
"filtered evidence moved across converge(): {before} -> {after}"
);
}
/// Ingesting the same games one at a time must reach the same fixed point
/// as ingesting them in one call.
#[test]
fn ingestion_order_does_not_change_the_answer(games in pairs()) {
let batched = {
let mut h = history_from(&games);
h.converge().unwrap();
h
};
let incremental = {
let mut h = History::builder()
.convergence(ConvergenceOptions {
max_iter: 200,
epsilon: 1e-10,
..ConvergenceOptions::default()
})
.build();
for (i, &(a, b)) in games.iter().enumerate() {
h.add_events([Event {
time: i as i64 + 1,
teams: smallvec![
Team::with_members([Member::new(KEYS[a])]),
Team::with_members([Member::new(KEYS[b])]),
],
outcome: Outcome::winner(0, 2),
}])
.unwrap();
}
h.converge().unwrap();
h
};
for key in KEYS {
let one = batched.current_skill(key);
let other = incremental.current_skill(key);
match (one, other) {
(Some(one), Some(other)) => {
prop_assert!(
(one.mu() - other.mu()).abs() < 1e-6
&& (one.sigma() - other.sigma()).abs() < 1e-6,
"{key}: batched mu={} sigma={}, incremental mu={} sigma={}",
one.mu(),
one.sigma(),
other.mu(),
other.sigma()
);
}
(None, None) => {}
_ => prop_assert!(false, "{key} present in only one history"),
}
}
}
}
+48 -1
View File
@@ -110,10 +110,57 @@ fn history_predict_quality_supports_three_teams() {
h.record_winner(&"b", &"c", 2).unwrap();
h.converge().unwrap();
let q = h.predict_quality(&[&[&"a"], &[&"b"], &[&"c"]]);
let q = h.predict_quality(&[&[&"a"], &[&"b"], &[&"c"]]).unwrap();
assert!(
q.is_finite(),
"3-team predict_quality must be finite, got {q}"
);
assert!((0.0..=1.0).contains(&q), "out of range: {q}");
}
/// `quality()` for N identical teams has a closed form, which pins the N-group
/// determinant path across the whole range rather than at a single golden.
///
/// For two identical single-player teams the standard result is
/// `sqrt(2b^2 / (2b^2 + s1^2 + s2^2))`. With the conventional parameters
/// (`sigma = 25/3`, `beta = 25/6`) that ratio is exactly `1/5`, and the N-group
/// generalisation is `(1/5)^((n-1)/2)` — one factor per adjacent pair.
///
/// The n=3 and n=5 values this produces (0.200 and 0.040) are also what the
/// `trueskill` Python package returns for the same configuration, so this
/// doubles as the cross-implementation check the README asked for.
#[test]
fn quality_of_identical_teams_follows_its_closed_form() {
let g = Gaussian::from_ms(25.0, 25.0 / 3.0);
let beta = 25.0 / 6.0;
for n in 2..=10usize {
let groups: Vec<Vec<Gaussian>> = (0..n).map(|_| vec![g]).collect();
let refs: Vec<&[Gaussian]> = groups.iter().map(Vec::as_slice).collect();
let got = quality(&refs, beta);
let expected = 0.2f64.powf((n - 1) as f64 / 2.0);
assert!(
(got - expected).abs() / expected < 1e-9,
"n={n}: quality {got}, closed form {expected}"
);
}
}
/// Spot-check against the two values the `trueskill` Python package is known
/// to produce for this configuration, stated as literals so a future change to
/// the closed-form reasoning above cannot quietly take these with it.
#[test]
fn quality_matches_the_reference_implementation() {
let g = Gaussian::from_ms(25.0, 25.0 / 3.0);
let beta = 25.0 / 6.0;
let three: Vec<Vec<Gaussian>> = (0..3).map(|_| vec![g]).collect();
let refs: Vec<&[Gaussian]> = three.iter().map(Vec::as_slice).collect();
assert!((quality(&refs, beta) - 0.200).abs() < 1e-9);
let five: Vec<Vec<Gaussian>> = (0..5).map(|_| vec![g]).collect();
let refs: Vec<&[Gaussian]> = five.iter().map(Vec::as_slice).collect();
assert!((quality(&refs, beta) - 0.040).abs() < 1e-9);
}
+186
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@@ -0,0 +1,186 @@
//! Input validation must hold in **release**, where `debug_assert!` is gone.
//!
//! The engine guards itself with `debug_assert!`, which documents invariants
//! but vanishes in the profile users actually ship. Anything reachable from the
//! public API has to be rejected with an `InferenceError` instead, at the
//! boundary, rather than becoming NaN or an out-of-bounds panic deep inside
//! `run_chain`.
//!
//! `GameOptions` and `ConvergenceOptions` both have public fields, so the
//! eager asserts on `HistoryBuilder` do not cover the `Game` constructors —
//! a caller can build the options struct directly.
use smallvec::smallvec;
use trueskill_tt::{
ConstantDrift, ConvergenceOptions, Event, Game, GameOptions, Gaussian, History, InferenceError,
Member, Outcome, Rating, Team,
};
type R = Rating<i64, ConstantDrift>;
fn rating() -> R {
R::new(
Gaussian::from_ms(25.0, 25.0 / 3.0),
25.0 / 6.0,
ConstantDrift(0.0),
)
}
fn options_with_alpha(alpha: f64) -> GameOptions {
GameOptions {
convergence: ConvergenceOptions {
alpha,
..ConvergenceOptions::default()
},
..GameOptions::default()
}
}
/// `alpha == 0.0` leaves every EP update unapplied, so inference silently
/// returns the priors — the worst possible failure, since the output looks
/// entirely reasonable.
#[test]
fn ranked_rejects_a_zero_damping_factor() {
let (a, b) = (rating(), rating());
let err = Game::<i64, _>::ranked(
&[&[a], &[b]],
Outcome::winner(0, 2),
&options_with_alpha(0.0),
)
.expect_err("alpha = 0 must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { name: "alpha", .. }),
"got {err:?}"
);
}
#[test]
fn ranked_rejects_an_out_of_range_damping_factor() {
let (a, b) = (rating(), rating());
for alpha in [-0.5, 1.5, f64::NAN] {
let err = Game::<i64, _>::ranked(
&[&[a], &[b]],
Outcome::winner(0, 2),
&options_with_alpha(alpha),
)
.expect_err("alpha out of (0, 1] must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { name: "alpha", .. }),
"alpha={alpha}: got {err:?}"
);
}
}
#[test]
fn scored_rejects_a_bad_damping_factor() {
let (a, b) = (rating(), rating());
let err = Game::<i64, _>::scored(
&[&[a], &[b]],
Outcome::scores([21.0, 9.0]),
&options_with_alpha(0.0),
)
.expect_err("alpha = 0 must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { name: "alpha", .. }),
"got {err:?}"
);
}
/// Already covered by `Game::ranked`, asserted here so the release-mode
/// guarantee is stated in one place.
#[test]
fn ranked_rejects_an_out_of_range_draw_probability() {
let (a, b) = (rating(), rating());
for p_draw in [-0.5, 1.0, 1.5] {
let options = GameOptions {
p_draw,
..GameOptions::default()
};
assert!(
Game::<i64, _>::ranked(&[&[a], &[b]], Outcome::winner(0, 2), &options).is_err(),
"p_draw={p_draw} must be rejected"
);
}
}
#[test]
fn scored_rejects_a_non_positive_noise() {
let (a, b) = (rating(), rating());
for score_sigma in [0.0, -1.0, f64::NAN] {
let options = GameOptions {
score_sigma,
..GameOptions::default()
};
assert!(
Game::<i64, _>::scored(&[&[a], &[b]], Outcome::scores([21.0, 9.0]), &options).is_err(),
"score_sigma={score_sigma} must be rejected"
);
}
}
/// A tie with no draw probability makes the truncation margin zero and the
/// two-sided update evaluate 0/0. Ingestion must refuse it.
#[test]
fn ingestion_rejects_a_tie_without_a_draw_probability() {
let mut h = History::builder().p_draw(0.0).build();
let err = h
.add_events(vec![Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::draw(2),
}])
.expect_err("a tie with p_draw = 0 must be rejected");
assert!(
matches!(err, InferenceError::TieWithoutDrawProbability { .. }),
"got {err:?}"
);
}
/// `Outcome::scores_with_sigma` documents that a non-positive sigma is
/// accepted at construction and rejected at ingestion.
#[test]
fn ingestion_rejects_a_non_positive_per_event_score_sigma() {
for sigma in [0.0, -1.0, f64::NAN] {
let mut h = History::builder().build();
let err = h
.add_events(vec![Event {
time: 0,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::scores_with_sigma([21.0, 9.0], sigma),
}])
.expect_err("a non-positive per-event sigma must be rejected");
assert!(
matches!(err, InferenceError::InvalidParameter { .. }),
"sigma={sigma}: got {err:?}"
);
}
}
/// Per-team weights must match that team's membership. The top-level length
/// checks in ingestion do not cover the inner dimension.
#[test]
fn ingestion_rejects_weights_that_do_not_match_their_team() {
let mut h = History::builder().build();
let mut team = Team::with_members([Member::new("a"), Member::new("b")]);
team.members[0].weight = 1.0;
let err = h
.event(0)
.team(["a", "b"])
.team(["c"])
// Three weights for a two-member team.
.weights([1.0, 1.0, 1.0])
.winner(0)
.commit()
.expect_err("a weight/member length mismatch must be rejected");
assert!(
matches!(err, InferenceError::MismatchedShape { .. }),
"got {err:?}"
);
}