Compare commits
22
Commits
v0.8.0
..
60fc3e9d05
@@ -45,7 +45,7 @@ grows proportionally to time:
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variance_delta = elapsed * γ²
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variance_delta = elapsed * γ²
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```
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```
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This is the standard TrueSkill Through Time model. Pass a `ConstantDrift(gamma)`
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This is the standard TrueSkill Through Time model. Pass a `ConstantDrift::new(gamma)`
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when constructing a `Rating`:
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when constructing a `Rating`:
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```rust
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```rust
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@@ -53,9 +53,9 @@ use trueskill_tt::{ConstantDrift, Gaussian, Rating};
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// gamma = 0.1 means skill can shift ~0.1 per time unit.
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// gamma = 0.1 means skill can shift ~0.1 per time unit.
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let rating: Rating<i64, ConstantDrift> =
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let rating: Rating<i64, ConstantDrift> =
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Rating::new(Gaussian::from_ms(0.0, 6.0), 1.0, ConstantDrift(0.1));
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Rating::new(Gaussian::from_ms(0.0, 6.0), 1.0, ConstantDrift::new(0.1));
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assert_eq!(rating.drift().0, 0.1);
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assert_eq!(rating.drift().gamma(), 0.1);
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```
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```
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The type annotation is load-bearing: `ConstantDrift` implements `Drift<T>` for
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The type annotation is load-bearing: `ConstantDrift` implements `Drift<T>` for
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@@ -98,14 +98,14 @@ assert_eq!(history.log_evidence(), 0.0);
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```
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```
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`HistoryBuilder::drift` is the only way to set a history's drift model; there is
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`HistoryBuilder::drift` is the only way to set a history's drift model; there is
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no `gamma()` shorthand. The default is `ConstantDrift(GAMMA)`.
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no `gamma()` shorthand. The default is `ConstantDrift::new(GAMMA)`.
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### Per-competitor drift
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### Per-competitor drift
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A `History` has one drift model, but individual competitors can scale it.
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A `History` has one drift model, but individual competitors can scale it.
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`Member::with_drift_scale(s)` multiplies the drift *variance* that competitor
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`Member::with_drift_scale(s)` multiplies the drift *variance* that competitor
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accumulates, so `s` is in the same units as `gamma`: `ConstantDrift(g)` at
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accumulates, so `s` is in the same units as `gamma`: `ConstantDrift::new(g)` at
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scale `s` behaves exactly as `ConstantDrift(g * s)` would, for that competitor
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scale `s` behaves exactly as `ConstantDrift::new(g * s)` would, for that competitor
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alone.
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alone.
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`0.0` pins a competitor still. That is what makes a **fixed reference point**
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`0.0` pins a competitor still. That is what makes a **fixed reference point**
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@@ -115,7 +115,7 @@ strength, a rating floor, a course difficulty:
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```rust
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```rust
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use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
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use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
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let mut h = History::builder().drift(ConstantDrift(0.1)).build();
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let mut h = History::builder().drift(ConstantDrift::new(0.1)).build();
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h.add_events(vec![Event {
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h.add_events(vec![Event {
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time: 0,
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time: 0,
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+45
-35
@@ -1,45 +1,55 @@
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//! One slice's event sweep.
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//!
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//! Written against the public API rather than against `TimeSlice` directly.
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//! It used to reach for `TimeSlice`, `KeyTable`, `CompetitorStore`,
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//! `Competitor` and `EventKind`, and was the *only* thing outside `src/`
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//! that did — so a benchmark was dictating five public types that no test,
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//! example or consumer could otherwise obtain.
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//!
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//! A single-slice history's `converge` calls exactly the same per-slice sweep,
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//! so capping at one iteration measures the same code path.
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use criterion::{Criterion, criterion_group, criterion_main};
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use criterion::{Criterion, criterion_group, criterion_main};
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use trueskill_tt::{
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use smallvec::smallvec;
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BETA, Competitor, ConvergenceOptions, EventKind, GAMMA, KeyTable, MU, P_DRAW, Rating, SIGMA,
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use trueskill_tt::{ConstantDrift, ConvergenceOptions, Event, History, Member, Outcome, Team};
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TimeSlice, drift::ConstantDrift, gaussian::Gaussian, storage::CompetitorStore,
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};
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fn criterion_benchmark(criterion: &mut Criterion) {
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fn criterion_benchmark(criterion: &mut Criterion) {
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let mut index_map = KeyTable::new();
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let build = || {
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let mut h = History::builder()
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.convergence(ConvergenceOptions {
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max_iter: 1,
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epsilon: 0.0,
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alpha: 1.0,
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})
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.drift(ConstantDrift::new(0.0))
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.build();
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let a = index_map.get_or_create("a");
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// 100 events, all at one time, so the history has a single slice.
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let b = index_map.get_or_create("b");
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let events: Vec<Event<i64, &'static str>> = (0..100)
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let c = index_map.get_or_create("c");
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.map(|_| Event {
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time: 1,
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teams: smallvec![
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Team::with_members([Member::new("a")]),
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Team::with_members([Member::new("b")]),
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],
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outcome: Outcome::winner(0, 2),
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})
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.collect();
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h.add_events(events).expect("fixture ingests");
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h
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};
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let mut agents: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
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criterion.bench_function("slice_sweep_100_events", |b| {
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b.iter_batched(
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for agent in [a, b, c] {
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build,
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agents.insert(
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|mut h| {
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agent,
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// `converge_partial`, not `converge`: one iteration is
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Competitor {
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// deliberately short of convergence and `converge` reports that
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rating: Rating::new(Gaussian::from_ms(MU, SIGMA), BETA, ConstantDrift(GAMMA)),
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// as an error.
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..Default::default()
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let _ = h.converge_partial();
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},
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},
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criterion::BatchSize::SmallInput,
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);
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);
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}
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let mut composition = Vec::new();
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let mut results = Vec::new();
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let mut weights = Vec::new();
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for _ in 0..100 {
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composition.push(vec![vec![a], vec![b]]);
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results.push(vec![1.0, 0.0]);
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weights.push(vec![vec![1.0], vec![1.0]]);
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}
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let kinds = vec![EventKind::Ranked; composition.len()];
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let mut time_slice = TimeSlice::new(1, P_DRAW, ConvergenceOptions::default());
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time_slice.add_events(composition, Some(results), Some(weights), kinds, &agents);
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criterion.bench_function("Batch::iteration", |b| {
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b.iter(|| time_slice.iteration(0, &agents))
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});
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});
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}
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}
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@@ -43,11 +43,12 @@ fn build_history_1v1(
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rng
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rng
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};
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};
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let mut h = History::<i64, _, _, String>::builder_with_key()
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let mut h = History::builder()
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.key_type::<String>()
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.mu(25.0)
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.mu(25.0)
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.sigma(25.0 / 3.0)
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.sigma(25.0 / 3.0)
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.beta(25.0 / 6.0)
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.beta(25.0 / 6.0)
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.drift(ConstantDrift(25.0 / 300.0))
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.drift(ConstantDrift::new(25.0 / 300.0))
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.convergence(ConvergenceOptions {
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.convergence(ConvergenceOptions {
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max_iter: 30,
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max_iter: 30,
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epsilon: 1e-6,
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epsilon: 1e-6,
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+4
-2
@@ -32,7 +32,8 @@ fn bench_ingest(c: &mut Criterion) {
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b.iter_batched(
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b.iter_batched(
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|| events(n, 0),
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|| events(n, 0),
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|evs| {
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|evs| {
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let mut h: History<i64, _, _, String> = History::builder_with_key().build();
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let mut h: History<i64, _, _, String> =
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History::builder().key_type::<String>().build();
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for ev in evs {
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for ev in evs {
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h.add_events(std::iter::once(ev)).unwrap();
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h.add_events(std::iter::once(ev)).unwrap();
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}
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}
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@@ -46,7 +47,8 @@ fn bench_ingest(c: &mut Criterion) {
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b.iter_batched(
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b.iter_batched(
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|| events(n, 0),
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|| events(n, 0),
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|evs| {
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|evs| {
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let mut h: History<i64, _, _, String> = History::builder_with_key().build();
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let mut h: History<i64, _, _, String> =
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History::builder().key_type::<String>().build();
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h.add_events(evs).unwrap();
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h.add_events(evs).unwrap();
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black_box(h.time_slices_len())
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black_box(h.time_slices_len())
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},
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},
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+3
-2
@@ -11,12 +11,13 @@ use trueskill_tt::{ConstantDrift, ConvergenceOptions, Event, History, Member, Ou
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/// 30 slices of 8 duels: 480 appearances over 100 competitors.
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/// 30 slices of 8 duels: 480 appearances over 100 competitors.
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fn fitted() -> History<i64, ConstantDrift, trueskill_tt::NullObserver, String> {
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fn fitted() -> History<i64, ConstantDrift, trueskill_tt::NullObserver, String> {
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let mut h: History<i64, ConstantDrift, _, String> = History::builder_with_key()
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let mut h: History<i64, ConstantDrift, _, String> = History::builder()
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.key_type::<String>()
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.mu(0.0)
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.mu(0.0)
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.sigma(6.0)
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.sigma(6.0)
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.beta(1.0)
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.beta(1.0)
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.score_sigma(2.0)
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.score_sigma(2.0)
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.drift(ConstantDrift(0.05))
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.drift(ConstantDrift::new(0.05))
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.convergence(ConvergenceOptions {
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.convergence(ConvergenceOptions {
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max_iter: 30,
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max_iter: 30,
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epsilon: 1e-10,
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epsilon: 1e-10,
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+3
-2
@@ -5,11 +5,12 @@ use trueskill_tt::{ConstantDrift, Event, History, Member, Outcome, Team};
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fn bench_scored_history(c: &mut Criterion) {
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fn bench_scored_history(c: &mut Criterion) {
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c.bench_function("scored_history_60_events_30_iter", |bencher| {
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c.bench_function("scored_history_60_events_30_iter", |bencher| {
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bencher.iter(|| {
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bencher.iter(|| {
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let mut h: History<i64, ConstantDrift, _, String> = History::builder_with_key()
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let mut h: History<i64, ConstantDrift, _, String> = History::builder()
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.key_type::<String>()
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.mu(25.0)
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.mu(25.0)
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.sigma(25.0 / 3.0)
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.sigma(25.0 / 3.0)
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.beta(25.0 / 6.0)
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.beta(25.0 / 6.0)
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.drift(ConstantDrift(0.03))
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.drift(ConstantDrift::new(0.03))
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.score_sigma(2.0)
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.score_sigma(2.0)
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.build();
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.build();
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+5
-4
@@ -42,9 +42,10 @@ fn main() {
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}
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}
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}
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}
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let mut hist: History<i64, _, _, String> = History::builder_with_key()
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let mut hist: History<i64, _, _, String> = History::builder()
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.key_type::<String>()
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.sigma(1.6)
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.sigma(1.6)
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.drift(ConstantDrift(0.036))
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.drift(ConstantDrift::new(0.036))
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.convergence(trueskill_tt::ConvergenceOptions {
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.convergence(trueskill_tt::ConvergenceOptions {
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// This history needs 30 sweeps to reach the epsilon below. It was
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// This history needs 30 sweeps to reach the epsilon below. It was
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// capped at 10 until the `#[must_use]` on `ConvergenceReport`
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// capped at 10 until the `#[must_use]` on `ConvergenceReport`
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@@ -96,7 +97,7 @@ fn main() {
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let mut y_spec = (f64::MAX, f64::MIN);
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let mut y_spec = (f64::MAX, f64::MIN);
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for &(_, id, cutoff) in &players {
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for &(_, id, cutoff) in &players {
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for (ts, gs) in hist.learning_curve(id) {
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for (ts, gs) in hist.learning_curve(id).unwrap() {
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if ts >= cutoff {
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if ts >= cutoff {
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continue;
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continue;
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}
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}
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@@ -142,7 +143,7 @@ fn main() {
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let mut upper = Vec::new();
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let mut upper = Vec::new();
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let mut lower = Vec::new();
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let mut lower = Vec::new();
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for (ts, gs) in hist.learning_curve(id) {
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for (ts, gs) in hist.learning_curve(id).unwrap() {
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if ts >= cutoff {
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if ts >= cutoff {
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continue;
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continue;
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}
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}
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+1
-1
@@ -14,7 +14,7 @@ fn main() {
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.mu(25.0)
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.mu(25.0)
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.sigma(25.0 / 3.0)
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.sigma(25.0 / 3.0)
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.beta(25.0 / 6.0)
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.beta(25.0 / 6.0)
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.drift(ConstantDrift(0.03))
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.drift(ConstantDrift::new(0.03))
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.score_sigma(2.0) // tune to data; smaller = trust margins more
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.score_sigma(2.0) // tune to data; smaller = trust margins more
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.build();
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.build();
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+38
-3
@@ -47,7 +47,38 @@ fn kl_divergence(q: Gaussian, p: Gaussian) -> f64 {
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}
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}
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let mean_gap = q.mu() - p.mu();
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let mean_gap = q.mu() - p.mu();
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0.5 * (libm::log(var_p / var_q) + (var_q + mean_gap * mean_gap) / var_p - 1.0)
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// Algebraically `0.5 * (ln(var_p/var_q) + (var_q + gap^2)/var_p - 1)`, but
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// written so that neither term can go negative.
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//
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// The direct form cancels against its `- 1.0` for two near-identical
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// distributions and returns a *negative* divergence — measured, 762 082 of
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// 3 000 000 near-identical pairs, worst `-5.55e-17`, which is exactly one
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// ULP of the 1.0. It also loses the answer entirely where it is small:
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// at `var_q/var_p - 1 = 1e-9` the direct form gives `0.0` where the true
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// value is `2.5e-19`.
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//
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// With `u = var_q/var_p - 1` the variance part is `0.5 * (u - ln(1+u))`,
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// which is non-negative for every `u > -1`, and the mean part is a square
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// over a positive variance. Non-negativity is then structural rather than
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// incidental.
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let u = var_q / var_p - 1.0;
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0.5 * u_minus_ln1p(u) + mean_gap * mean_gap / (2.0 * var_p)
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}
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/// `u - ln(1 + u)`, without the cancellation that spelling invites.
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///
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/// Both terms are approximately `u` for small `u`, so the subtraction loses
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/// everything just where the result matters. The Taylor series
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/// `u^2/2 - u^3/3 + u^4/4 - ...` is exact in that regime and manifestly
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/// non-negative, since `u^2/2` dominates.
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fn u_minus_ln1p(u: f64) -> f64 {
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if u.abs() < 1e-4 {
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let u2 = u * u;
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u2 * (0.5 - u / 3.0 + u2 / 4.0)
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} else {
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u - libm::log1p(u)
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||||||
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}
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||||||
}
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}
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|
|
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/// Expected information gain of a hypothetical matchup, in nats.
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/// Expected information gain of a hypothetical matchup, in nats.
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||||||
@@ -146,7 +177,7 @@ pub fn expected_information_gain<T: Time, D: Drift<T>>(
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|
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let mut gain = 0.0;
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let mut gain = 0.0;
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||||||
|
|
||||||
for (ranks, probability) in predict::outcome_distribution(&performances, &margins) {
|
for (ranks, probability) in predict::outcome_distribution(&performances, &margins)? {
|
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if probability <= NEGLIGIBLE {
|
if probability <= NEGLIGIBLE {
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continue;
|
continue;
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}
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}
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@@ -177,7 +208,11 @@ mod tests {
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type R = Rating<i64, ConstantDrift>;
|
type R = Rating<i64, ConstantDrift>;
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||||||
|
|
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fn rating(mu: f64, sigma: f64) -> R {
|
fn rating(mu: f64, sigma: f64) -> R {
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R::new(Gaussian::from_ms(mu, sigma), BETA, ConstantDrift(GAMMA))
|
R::new(
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||||||
|
Gaussian::from_ms(mu, sigma),
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||||||
|
BETA,
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||||||
|
ConstantDrift::new(GAMMA),
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||||||
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
fn options(p_draw: f64) -> GameOptions {
|
fn options(p_draw: f64) -> GameOptions {
|
||||||
|
|||||||
+1
-5
@@ -68,11 +68,7 @@ impl Default for ConvergenceOptions {
|
|||||||
/// [`InferenceError::NotConverged`](crate::InferenceError::NotConverged) there.
|
/// [`InferenceError::NotConverged`](crate::InferenceError::NotConverged) there.
|
||||||
/// From [`History::converge_partial`](crate::History::converge_partial) it may
|
/// From [`History::converge_partial`](crate::History::converge_partial) it may
|
||||||
/// not be, and `converged` is what says so.
|
/// not be, and `converged` is what says so.
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug, PartialEq)]
|
||||||
#[must_use = "from `converge_partial` this may describe a fit that stopped at \
|
|
||||||
`max_iter`, which is wrong by a little rather than loudly \
|
|
||||||
broken — check `converged`, or bind it to `_` to say you have \
|
|
||||||
decided not to"]
|
|
||||||
pub struct ConvergenceReport {
|
pub struct ConvergenceReport {
|
||||||
pub iterations: usize,
|
pub iterations: usize,
|
||||||
pub final_step: (f64, f64),
|
pub final_step: (f64, f64),
|
||||||
|
|||||||
+51
-1
@@ -21,8 +21,58 @@ pub trait Drift<T: Time>: Copy + Debug + Send + Sync {
|
|||||||
///
|
///
|
||||||
/// For `Time = i64`: variance added is `(to - from) * gamma^2`.
|
/// For `Time = i64`: variance added is `(to - from) * gamma^2`.
|
||||||
/// For `Time = Untimed`: elapsed is always 0, so drift is always 0.
|
/// For `Time = Untimed`: elapsed is always 0, so drift is always 0.
|
||||||
|
///
|
||||||
|
/// # Why the field is private
|
||||||
|
///
|
||||||
|
/// `gamma` enters only as `gamma * gamma`, so a negative value is squared away:
|
||||||
|
/// measured against the old public-field form, `ConstantDrift(-0.0833)` produced
|
||||||
|
/// results **bit identical** to `ConstantDrift(0.0833)`. The sign was neither
|
||||||
|
/// rejected nor honoured — it vanished. That is the same sign-absorption `HistoryBuilder::sigma`,
|
||||||
|
/// `HistoryBuilder::beta`, `Gaussian::from_ms` and `Rating::new` all reject.
|
||||||
|
///
|
||||||
|
/// It could not be checked while the field was a public tuple position, because
|
||||||
|
/// there was no constructor to intercept. Validating inside
|
||||||
|
/// `variance_for_elapsed` would have been worse: it runs inside the sweep, so a
|
||||||
|
/// construction-time mistake would panic mid-inference — and `Gaussian::from_ms`
|
||||||
|
/// is a worked example of why that is the wrong place for a guard, where
|
||||||
|
/// rejecting NaN turned the `NonFiniteResult` reporting path into a crash.
|
||||||
|
///
|
||||||
|
/// So [`ConstantDrift::new`] is the only way in, and it checks. Read the value
|
||||||
|
/// back with [`ConstantDrift::gamma`].
|
||||||
|
///
|
||||||
|
/// A non-finite gamma is caught a second time regardless:
|
||||||
|
/// `History::converge` validates the drift variance each competitor actually
|
||||||
|
/// accumulates, which also covers a custom [`Drift`] implementation.
|
||||||
#[derive(Clone, Copy, Debug)]
|
#[derive(Clone, Copy, Debug)]
|
||||||
pub struct ConstantDrift(pub f64);
|
pub struct ConstantDrift(f64);
|
||||||
|
|
||||||
|
impl ConstantDrift {
|
||||||
|
/// Drift of `gamma` standard deviations per unit time.
|
||||||
|
///
|
||||||
|
/// # Panics
|
||||||
|
///
|
||||||
|
/// Panics unless `gamma` is finite and non-negative.
|
||||||
|
///
|
||||||
|
/// The field is private and this is the only constructor precisely so that
|
||||||
|
/// there is somewhere to check. While it was a public tuple field there was
|
||||||
|
/// nothing to intercept, and a negative gamma was silently squared away —
|
||||||
|
/// see the type docs.
|
||||||
|
#[must_use]
|
||||||
|
pub fn new(gamma: f64) -> Self {
|
||||||
|
assert!(
|
||||||
|
gamma.is_finite() && gamma >= 0.0,
|
||||||
|
"gamma must be finite and non-negative (got {gamma}); it is only ever \
|
||||||
|
squared, so a negative value would silently behave as its absolute value"
|
||||||
|
);
|
||||||
|
Self(gamma)
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Standard deviations of drift accumulated per unit time.
|
||||||
|
#[must_use]
|
||||||
|
pub fn gamma(&self) -> f64 {
|
||||||
|
self.0
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
impl<T: Time> Drift<T> for ConstantDrift {
|
impl<T: Time> Drift<T> for ConstantDrift {
|
||||||
fn variance_delta(&self, from: &T, to: &T) -> f64 {
|
fn variance_delta(&self, from: &T, to: &T) -> f64 {
|
||||||
|
|||||||
+47
-1
@@ -43,32 +43,37 @@ pub enum UnknownKeys {
|
|||||||
#[non_exhaustive]
|
#[non_exhaustive]
|
||||||
pub enum InferenceError {
|
pub enum InferenceError {
|
||||||
/// Expected and actual lengths of some array-shaped input differ.
|
/// Expected and actual lengths of some array-shaped input differ.
|
||||||
|
#[non_exhaustive]
|
||||||
MismatchedShape {
|
MismatchedShape {
|
||||||
kind: &'static str,
|
kind: &'static str,
|
||||||
expected: usize,
|
expected: usize,
|
||||||
got: usize,
|
got: usize,
|
||||||
},
|
},
|
||||||
/// An `Outcome` of the wrong variant was supplied for the requested inference.
|
/// An `Outcome` of the wrong variant was supplied for the requested inference.
|
||||||
|
#[non_exhaustive]
|
||||||
WrongOutcomeKind {
|
WrongOutcomeKind {
|
||||||
context: &'static str,
|
context: &'static str,
|
||||||
expected: &'static str,
|
expected: &'static str,
|
||||||
got: &'static str,
|
got: &'static str,
|
||||||
},
|
},
|
||||||
/// A probability value is outside `[0, 1]`.
|
/// A probability value is outside `[0, 1]`.
|
||||||
|
#[non_exhaustive]
|
||||||
InvalidProbability { value: f64 },
|
InvalidProbability { value: f64 },
|
||||||
/// A scalar parameter is outside its valid range.
|
/// A scalar parameter is outside its valid range.
|
||||||
|
#[non_exhaustive]
|
||||||
InvalidParameter { name: &'static str, value: f64 },
|
InvalidParameter { name: &'static str, value: f64 },
|
||||||
/// An event contains tied teams, but the draw probability is zero.
|
/// An event contains tied teams, but the draw probability is zero.
|
||||||
///
|
///
|
||||||
/// A zero draw probability asserts that draws cannot occur, so a tied
|
/// A zero draw probability asserts that draws cannot occur, so a tied
|
||||||
/// result has no representable likelihood. Configure a positive `p_draw`
|
/// result has no representable likelihood. Configure a positive `p_draw`
|
||||||
/// (via `HistoryBuilder::p_draw` or `GameOptions::p_draw`) to admit ties.
|
/// (via `HistoryBuilder::p_draw` or `GameOptions::p_draw`) to admit ties.
|
||||||
|
#[non_exhaustive]
|
||||||
TieWithoutDrawProbability { teams: (usize, usize) },
|
TieWithoutDrawProbability { teams: (usize, usize) },
|
||||||
/// The convergence sweep hit `max_iter` with the step still above
|
/// The convergence sweep hit `max_iter` with the step still above
|
||||||
/// `epsilon`.
|
/// `epsilon`.
|
||||||
///
|
///
|
||||||
/// A fit that stops short is wrong by a little, which is the worst
|
/// A fit that stops short is wrong by a little, which is the worst
|
||||||
/// available failure: every rating is finite, the ordering looks sensible,
|
/// available failure: every posterior is finite, the ordering looks sensible,
|
||||||
/// and nothing in the numbers says they were still moving. Reported rather
|
/// and nothing in the numbers says they were still moving. Reported rather
|
||||||
/// than returned as a flag on an `Ok`, because a flag has to be checked
|
/// than returned as a flag on an `Ok`, because a flag has to be checked
|
||||||
/// and `let _ = h.converge()` is the natural way not to.
|
/// and `let _ = h.converge()` is the natural way not to.
|
||||||
@@ -77,6 +82,7 @@ pub enum InferenceError {
|
|||||||
/// oscillating rather than converging, in which case `alpha < 1.0` damps
|
/// oscillating rather than converging, in which case `alpha < 1.0` damps
|
||||||
/// the within-game EP loop. [`History::converge_partial`](crate::History::converge_partial)
|
/// the within-game EP loop. [`History::converge_partial`](crate::History::converge_partial)
|
||||||
/// returns the short fit instead when that is genuinely what is wanted.
|
/// returns the short fit instead when that is genuinely what is wanted.
|
||||||
|
#[non_exhaustive]
|
||||||
NotConverged {
|
NotConverged {
|
||||||
iterations: usize,
|
iterations: usize,
|
||||||
final_step: (f64, f64),
|
final_step: (f64, f64),
|
||||||
@@ -86,6 +92,7 @@ pub enum InferenceError {
|
|||||||
///
|
///
|
||||||
/// Indicates numerical breakdown; the resulting skills are meaningless
|
/// Indicates numerical breakdown; the resulting skills are meaningless
|
||||||
/// and must not be treated as a converged estimate.
|
/// and must not be treated as a converged estimate.
|
||||||
|
#[non_exhaustive]
|
||||||
NonFiniteResult {
|
NonFiniteResult {
|
||||||
context: &'static str,
|
context: &'static str,
|
||||||
step: (f64, f64),
|
step: (f64, f64),
|
||||||
@@ -99,6 +106,7 @@ pub enum InferenceError {
|
|||||||
/// "last one wins" would make the result depend on iteration order.
|
/// "last one wins" would make the result depend on iteration order.
|
||||||
/// Declaring the same value repeatedly is fine and is the expected shape
|
/// Declaring the same value repeatedly is fine and is the expected shape
|
||||||
/// when a competitor's configuration is a property of the domain.
|
/// when a competitor's configuration is a property of the domain.
|
||||||
|
#[non_exhaustive]
|
||||||
ConflictingCompetitorConfig {
|
ConflictingCompetitorConfig {
|
||||||
competitor: usize,
|
competitor: usize,
|
||||||
field: &'static str,
|
field: &'static str,
|
||||||
@@ -113,6 +121,7 @@ pub enum InferenceError {
|
|||||||
/// `UnknownKey { team: 0, member: 0 }` learns nothing about *which* of its
|
/// `UnknownKey { team: 0, member: 0 }` learns nothing about *which* of its
|
||||||
/// keys the history has not seen, and the natural handling — fall back to a
|
/// keys the history has not seen, and the natural handling — fall back to a
|
||||||
/// neutral value — turns the whole thing into a plausible constant.
|
/// neutral value — turns the whole thing into a plausible constant.
|
||||||
|
#[non_exhaustive]
|
||||||
UnknownKey {
|
UnknownKey {
|
||||||
team: usize,
|
team: usize,
|
||||||
member: usize,
|
member: usize,
|
||||||
@@ -128,12 +137,39 @@ pub enum InferenceError {
|
|||||||
///
|
///
|
||||||
/// To change an existing competitor's configuration, supply it on an event
|
/// To change an existing competitor's configuration, supply it on an event
|
||||||
/// through `Member`; that refits the whole history.
|
/// through `Member`; that refits the whole history.
|
||||||
|
#[non_exhaustive]
|
||||||
AlreadyRegistered { key: String },
|
AlreadyRegistered { key: String },
|
||||||
/// A prediction was given a team with no members.
|
/// A prediction was given a team with no members.
|
||||||
|
#[non_exhaustive]
|
||||||
EmptyTeam { team: usize },
|
EmptyTeam { team: usize },
|
||||||
|
/// The prediction grid cannot resolve the narrowest feature in the matchup.
|
||||||
|
///
|
||||||
|
/// `predict_outcome` and `predict_ranking` integrate every team's density
|
||||||
|
/// on one shared grid, whose resolution is set by the narrowest sigma (or a
|
||||||
|
/// narrower draw margin). When the widest and narrowest are far enough
|
||||||
|
/// apart, resolving the narrow one across the wide one's support needs more
|
||||||
|
/// nodes than the grid is allowed to hold.
|
||||||
|
///
|
||||||
|
/// Reported rather than clamped. Clamping is what this replaced, and it
|
||||||
|
/// returned probabilities greater than one — measured, a `P` of 2.79 and a
|
||||||
|
/// `Prediction::total()` of 5.41 — because the trapezoid rule stops
|
||||||
|
/// resolving a density once the step exceeds roughly 1.7 of its sigma.
|
||||||
|
///
|
||||||
|
/// `predict_win_probabilities` answers the same matchup through adaptive
|
||||||
|
/// quadrature and is accurate here; use it when only the per-team win
|
||||||
|
/// probabilities are needed.
|
||||||
|
#[non_exhaustive]
|
||||||
|
GridTooCoarse {
|
||||||
|
/// Nodes required to resolve the narrowest feature.
|
||||||
|
needed: usize,
|
||||||
|
/// Nodes the grid may hold.
|
||||||
|
max: usize,
|
||||||
|
},
|
||||||
/// A joint posterior was requested where one cannot be formed exactly.
|
/// A joint posterior was requested where one cannot be formed exactly.
|
||||||
|
#[non_exhaustive]
|
||||||
JointUnavailable { reason: &'static str },
|
JointUnavailable { reason: &'static str },
|
||||||
/// Fewer than two teams were supplied to a prediction.
|
/// Fewer than two teams were supplied to a prediction.
|
||||||
|
#[non_exhaustive]
|
||||||
NotEnoughTeams { got: usize },
|
NotEnoughTeams { got: usize },
|
||||||
/// The full outcome distribution was requested for too many teams.
|
/// The full outcome distribution was requested for too many teams.
|
||||||
///
|
///
|
||||||
@@ -143,6 +179,7 @@ pub enum InferenceError {
|
|||||||
/// enumerate on a caller's behalf; ask for individual rankings with
|
/// enumerate on a caller's behalf; ask for individual rankings with
|
||||||
/// `predict_ranking`, or for `predict_win_probabilities`, both of which
|
/// `predict_ranking`, or for `predict_win_probabilities`, both of which
|
||||||
/// stay cheap at any team count.
|
/// stay cheap at any team count.
|
||||||
|
#[non_exhaustive]
|
||||||
TooManyTeams { got: usize, max: usize },
|
TooManyTeams { got: usize, max: usize },
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -219,6 +256,15 @@ impl fmt::Display for InferenceError {
|
|||||||
Self::EmptyTeam { team } => {
|
Self::EmptyTeam { team } => {
|
||||||
write!(f, "team {team} has no members")
|
write!(f, "team {team} has no members")
|
||||||
}
|
}
|
||||||
|
Self::GridTooCoarse { needed, max } => {
|
||||||
|
write!(
|
||||||
|
f,
|
||||||
|
"the prediction grid needs {needed} nodes to resolve the narrowest \
|
||||||
|
team's density across the widest team's support, but may hold only \
|
||||||
|
{max}; the sigmas in this matchup are too far apart to integrate on \
|
||||||
|
one grid. Use predict_win_probabilities, which is accurate here"
|
||||||
|
)
|
||||||
|
}
|
||||||
Self::JointUnavailable { reason } => {
|
Self::JointUnavailable { reason } => {
|
||||||
write!(f, "no exact joint posterior is available: {reason}")
|
write!(f, "no exact joint posterior is available: {reason}")
|
||||||
}
|
}
|
||||||
|
|||||||
+5
-5
@@ -11,7 +11,7 @@ use smallvec::SmallVec;
|
|||||||
use crate::{gaussian::Gaussian, outcome::Outcome, time::Time};
|
use crate::{gaussian::Gaussian, outcome::Outcome, time::Time};
|
||||||
|
|
||||||
/// A single match at time `time` involving some number of teams.
|
/// A single match at time `time` involving some number of teams.
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug, PartialEq)]
|
||||||
pub struct Event<T: Time, K> {
|
pub struct Event<T: Time, K> {
|
||||||
pub time: T,
|
pub time: T,
|
||||||
pub teams: SmallVec<[Team<K>; 4]>,
|
pub teams: SmallVec<[Team<K>; 4]>,
|
||||||
@@ -19,7 +19,7 @@ pub struct Event<T: Time, K> {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// A team: list of members competing together.
|
/// A team: list of members competing together.
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug, PartialEq)]
|
||||||
pub struct Team<K> {
|
pub struct Team<K> {
|
||||||
pub members: SmallVec<[Member<K>; 4]>,
|
pub members: SmallVec<[Member<K>; 4]>,
|
||||||
}
|
}
|
||||||
@@ -61,7 +61,7 @@ impl<K> Default for Team<K> {
|
|||||||
/// for one competitor within a single batch is
|
/// for one competitor within a single batch is
|
||||||
/// `InferenceError::ConflictingCompetitorConfig`: events in a batch have no
|
/// `InferenceError::ConflictingCompetitorConfig`: events in a batch have no
|
||||||
/// order, so there would be no well-defined winner.
|
/// order, so there would be no well-defined winner.
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug, PartialEq)]
|
||||||
pub struct Member<K> {
|
pub struct Member<K> {
|
||||||
pub key: K,
|
pub key: K,
|
||||||
pub weight: f64,
|
pub weight: f64,
|
||||||
@@ -99,8 +99,8 @@ impl<K> Member<K> {
|
|||||||
/// Scale how fast this competitor drifts, relative to the history's drift.
|
/// 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
|
/// The scale multiplies the drift *variance*, so it is in the same units as
|
||||||
/// `gamma`: `ConstantDrift(g)` at `scale = s` behaves exactly as
|
/// `gamma`: `ConstantDrift::new(g)` at `scale = s` behaves exactly as
|
||||||
/// `ConstantDrift(g * s)` would for this competitor alone.
|
/// `ConstantDrift::new(g * s)` would for this competitor alone.
|
||||||
///
|
///
|
||||||
/// `0.0` pins the competitor still — useful for a reference point that
|
/// `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
|
/// shares a scale with moving competitors but should not itself move: a bot
|
||||||
|
|||||||
@@ -9,6 +9,8 @@ use crate::{
|
|||||||
time::Time,
|
time::Time,
|
||||||
};
|
};
|
||||||
|
|
||||||
|
#[must_use = "an event is only recorded by `.commit()`; a dropped builder \
|
||||||
|
silently ingests nothing"]
|
||||||
pub struct EventBuilder<'h, T, D, O, K>
|
pub struct EventBuilder<'h, T, D, O, K>
|
||||||
where
|
where
|
||||||
T: Time,
|
T: Time,
|
||||||
|
|||||||
@@ -81,7 +81,7 @@ 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
|
// `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
|
// sigma of ~1.3e154 and flushes to zero below ~1.5e-154, and `Gaussian`'s
|
||||||
// constructors are public so a caller can reach both.
|
// constructors are public so a caller can reach both.
|
||||||
let combined_sigma = cavity.sigma().hypot(sigma);
|
let combined_sigma = libm::hypot(cavity.sigma(), sigma);
|
||||||
let value = ln_pdf(m_obs, cavity.mu(), combined_sigma);
|
let value = ln_pdf(m_obs, cavity.mu(), combined_sigma);
|
||||||
|
|
||||||
// A degenerate cavity (infinite sigma) is the only way to reach a
|
// A degenerate cavity (infinite sigma) is the only way to reach a
|
||||||
@@ -89,7 +89,7 @@ fn cavity_log_evidence(cavity: Gaussian, m_obs: f64, sigma: f64) -> f64 {
|
|||||||
if value.is_finite() {
|
if value.is_finite() {
|
||||||
value
|
value
|
||||||
} else {
|
} else {
|
||||||
f64::MIN_POSITIVE.ln()
|
libm::log(f64::MIN_POSITIVE)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -44,7 +44,6 @@ impl VarStore {
|
|||||||
id
|
id
|
||||||
}
|
}
|
||||||
|
|
||||||
#[must_use]
|
|
||||||
pub fn get(&self, id: VarId) -> Gaussian {
|
pub fn get(&self, id: VarId) -> Gaussian {
|
||||||
self.marginals[id.0 as usize]
|
self.marginals[id.0 as usize]
|
||||||
}
|
}
|
||||||
|
|||||||
+2
-2
@@ -95,7 +95,7 @@ fn cavity_log_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 {
|
|||||||
if value.is_finite() {
|
if value.is_finite() {
|
||||||
value
|
value
|
||||||
} else {
|
} else {
|
||||||
f64::MIN_POSITIVE.ln()
|
libm::log(f64::MIN_POSITIVE)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -203,7 +203,7 @@ mod tests {
|
|||||||
let approx = -0.5 * z * z - z.ln() - (2.0 * std::f64::consts::PI).sqrt().ln();
|
let approx = -0.5 * z * z - z.ln() - (2.0 * std::f64::consts::PI).sqrt().ln();
|
||||||
|
|
||||||
assert!(
|
assert!(
|
||||||
got < f64::MIN_POSITIVE.ln(),
|
got < libm::log(f64::MIN_POSITIVE),
|
||||||
"mu={mu}: {got} is still stuck on the old clamp floor"
|
"mu={mu}: {got} is still stuck on the old clamp floor"
|
||||||
);
|
);
|
||||||
assert!(
|
assert!(
|
||||||
|
|||||||
+80
-53
@@ -92,6 +92,7 @@ impl Default for GameOptions {
|
|||||||
/// can be returned freely from public constructors. The inference inputs
|
/// can be returned freely from public constructors. The inference inputs
|
||||||
/// themselves are not retained — nothing reads them back.
|
/// themselves are not retained — nothing reads them back.
|
||||||
#[derive(Debug)]
|
#[derive(Debug)]
|
||||||
|
#[must_use]
|
||||||
pub struct OwnedGame<T: Time, D: Drift<T>> {
|
pub struct OwnedGame<T: Time, D: Drift<T>> {
|
||||||
teams: Vec<Vec<Rating<T, D>>>,
|
teams: Vec<Vec<Rating<T, D>>>,
|
||||||
pub(crate) likelihoods: Vec<Vec<Gaussian>>,
|
pub(crate) likelihoods: Vec<Vec<Gaussian>>,
|
||||||
@@ -283,7 +284,9 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
|
|||||||
self.teams[t]
|
self.teams[t]
|
||||||
.iter()
|
.iter()
|
||||||
.zip(self.weights[t].iter())
|
.zip(self.weights[t].iter())
|
||||||
.fold(N00, |p, (player, &w)| p + (player.performance() * w))
|
.fold(N00, |p, (competitor, &w)| {
|
||||||
|
p + (competitor.performance() * w)
|
||||||
|
})
|
||||||
}));
|
}));
|
||||||
|
|
||||||
let n_diffs = n_teams.saturating_sub(1);
|
let n_diffs = n_teams.saturating_sub(1);
|
||||||
@@ -360,18 +363,18 @@ impl<'a, T: Time, D: Drift<T>> Game<'a, T, D> {
|
|||||||
.iter()
|
.iter()
|
||||||
.zip(self.weights.iter())
|
.zip(self.weights.iter())
|
||||||
.enumerate()
|
.enumerate()
|
||||||
.map(|(orig_i, (players, weights))| {
|
.map(|(orig_i, (competitors, weights))| {
|
||||||
let si = arena.inv_buf[orig_i];
|
let si = arena.inv_buf[orig_i];
|
||||||
let m = arena.lhood_win[si] * arena.lhood_lose[si];
|
let m = arena.lhood_win[si] * arena.lhood_lose[si];
|
||||||
// Already folded into `team_prior` at the top of the chain,
|
// Already folded into `team_prior` at the top of the chain,
|
||||||
// indexed by sorted position.
|
// indexed by sorted position.
|
||||||
let performance = arena.team_prior[si];
|
let performance = arena.team_prior[si];
|
||||||
players
|
competitors
|
||||||
.iter()
|
.iter()
|
||||||
.zip(weights.iter())
|
.zip(weights.iter())
|
||||||
.map(|(player, &w)| {
|
.map(|(competitor, &w)| {
|
||||||
((m - performance.exclude(player.performance() * w)) * (1.0 / w))
|
((m - performance.exclude(competitor.performance() * w)) * (1.0 / w))
|
||||||
.forget(player.beta.powi(2))
|
.forget(competitor.beta.powi(2))
|
||||||
})
|
})
|
||||||
.collect::<Vec<_>>()
|
.collect::<Vec<_>>()
|
||||||
})
|
})
|
||||||
@@ -576,7 +579,7 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
|
|||||||
))
|
))
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Convenience wrapper over [`Game::ranked`] for two single-player teams.
|
/// Convenience wrapper over [`Game::ranked`] for two single-competitor teams.
|
||||||
///
|
///
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
@@ -596,14 +599,14 @@ impl<T: Time, D: Drift<T>> Game<'_, T, D> {
|
|||||||
|
|
||||||
/// # Errors
|
/// # Errors
|
||||||
///
|
///
|
||||||
/// Wraps each player in a one-member team and delegates to
|
/// Wraps each competitor in a one-member team and delegates to
|
||||||
/// [`Game::ranked`], so it returns the same errors.
|
/// [`Game::ranked`], so it returns the same errors.
|
||||||
pub fn free_for_all(
|
pub fn free_for_all(
|
||||||
players: &[&Rating<T, D>],
|
competitors: &[&Rating<T, D>],
|
||||||
outcome: crate::Outcome,
|
outcome: crate::Outcome,
|
||||||
options: &GameOptions,
|
options: &GameOptions,
|
||||||
) -> Result<OwnedGame<T, D>, crate::InferenceError> {
|
) -> Result<OwnedGame<T, D>, crate::InferenceError> {
|
||||||
let teams: Vec<Vec<Rating<T, D>>> = players.iter().map(|p| vec![**p]).collect();
|
let teams: Vec<Vec<Rating<T, D>>> = competitors.iter().map(|p| vec![**p]).collect();
|
||||||
let team_refs: Vec<&[Rating<T, D>]> = teams.iter().map(|t| t.as_slice()).collect();
|
let team_refs: Vec<&[Rating<T, D>]> = teams.iter().map(|t| t.as_slice()).collect();
|
||||||
Self::ranked(&team_refs, outcome, options)
|
Self::ranked(&team_refs, outcome, options)
|
||||||
}
|
}
|
||||||
@@ -623,12 +626,12 @@ mod tests {
|
|||||||
let t_a = R::new(
|
let t_a = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = R::new(
|
let t_b = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
@@ -651,12 +654,12 @@ mod tests {
|
|||||||
let t_a = R::new(
|
let t_a = R::new(
|
||||||
Gaussian::from_ms(29.0, 1.0),
|
Gaussian::from_ms(29.0, 1.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(GAMMA),
|
ConstantDrift::new(GAMMA),
|
||||||
);
|
);
|
||||||
let t_b = R::new(
|
let t_b = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(GAMMA),
|
ConstantDrift::new(GAMMA),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
@@ -676,8 +679,16 @@ mod tests {
|
|||||||
assert_ulps_eq!(a, Gaussian::from_ms(28.896475, 0.996604), epsilon = 1e-6);
|
assert_ulps_eq!(a, Gaussian::from_ms(28.896475, 0.996604), epsilon = 1e-6);
|
||||||
assert_ulps_eq!(b, Gaussian::from_ms(32.189211, 6.062063), epsilon = 1e-6);
|
assert_ulps_eq!(b, Gaussian::from_ms(32.189211, 6.062063), epsilon = 1e-6);
|
||||||
|
|
||||||
let t_a = R::new(Gaussian::from_ms(1.139, 0.531), 1.0, ConstantDrift(0.2125));
|
let t_a = R::new(
|
||||||
let t_b = R::new(Gaussian::from_ms(15.568, 0.51), 1.0, ConstantDrift(0.2125));
|
Gaussian::from_ms(1.139, 0.531),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.2125),
|
||||||
|
);
|
||||||
|
let t_b = R::new(
|
||||||
|
Gaussian::from_ms(15.568, 0.51),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.2125),
|
||||||
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
let g = Game::ranked_with_arena(
|
let g = Game::ranked_with_arena(
|
||||||
@@ -699,17 +710,17 @@ mod tests {
|
|||||||
vec![R::new(
|
vec![R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
)],
|
)],
|
||||||
vec![R::new(
|
vec![R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
)],
|
)],
|
||||||
vec![R::new(
|
vec![R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
)],
|
)],
|
||||||
];
|
];
|
||||||
|
|
||||||
@@ -779,12 +790,12 @@ mod tests {
|
|||||||
let t_a = R::new(
|
let t_a = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = R::new(
|
let t_b = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
@@ -811,12 +822,12 @@ mod tests {
|
|||||||
let t_a = R::new(
|
let t_a = R::new(
|
||||||
Gaussian::from_ms(25.0, 3.0),
|
Gaussian::from_ms(25.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = R::new(
|
let t_b = R::new(
|
||||||
Gaussian::from_ms(29.0, 2.0),
|
Gaussian::from_ms(29.0, 2.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0]];
|
||||||
@@ -842,17 +853,17 @@ mod tests {
|
|||||||
let t_a = R::new(
|
let t_a = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = R::new(
|
let t_b = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_c = R::new(
|
let t_c = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||||
@@ -879,17 +890,17 @@ mod tests {
|
|||||||
let t_a = R::new(
|
let t_a = R::new(
|
||||||
Gaussian::from_ms(25.0, 3.0),
|
Gaussian::from_ms(25.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_b = R::new(
|
let t_b = R::new(
|
||||||
Gaussian::from_ms(25.0, 3.0),
|
Gaussian::from_ms(25.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let t_c = R::new(
|
let t_c = R::new(
|
||||||
Gaussian::from_ms(29.0, 2.0),
|
Gaussian::from_ms(29.0, 2.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
|
|
||||||
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
let w = [vec![1.0], vec![1.0], vec![1.0]];
|
||||||
@@ -918,29 +929,29 @@ mod tests {
|
|||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(12.0, 3.0),
|
Gaussian::from_ms(12.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(18.0, 3.0),
|
Gaussian::from_ms(18.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
];
|
];
|
||||||
let t_b = vec![R::new(
|
let t_b = vec![R::new(
|
||||||
Gaussian::from_ms(30.0, 3.0),
|
Gaussian::from_ms(30.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
)];
|
)];
|
||||||
let t_c = vec![
|
let t_c = vec![
|
||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(14.0, 3.0),
|
Gaussian::from_ms(14.0, 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(16., 3.0),
|
Gaussian::from_ms(16., 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
];
|
];
|
||||||
|
|
||||||
@@ -970,12 +981,12 @@ mod tests {
|
|||||||
let t_a = vec![R::new(
|
let t_a = vec![R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
)];
|
)];
|
||||||
let t_b = vec![R::new(
|
let t_b = vec![R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
)];
|
)];
|
||||||
|
|
||||||
let w = [w_a, w_b];
|
let w = [w_a, w_b];
|
||||||
@@ -1053,8 +1064,16 @@ mod tests {
|
|||||||
let w_a = vec![1.0];
|
let w_a = vec![1.0];
|
||||||
let w_b = vec![0.0];
|
let w_b = vec![0.0];
|
||||||
|
|
||||||
let t_a = vec![R::new(Gaussian::from_ms(2.0, 6.0), 1.0, ConstantDrift(0.0))];
|
let t_a = vec![R::new(
|
||||||
let t_b = vec![R::new(Gaussian::from_ms(2.0, 6.0), 1.0, ConstantDrift(0.0))];
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
)];
|
||||||
|
let t_b = vec![R::new(
|
||||||
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
)];
|
||||||
|
|
||||||
let w = [w_a, w_b];
|
let w = [w_a, w_b];
|
||||||
let g = Game::ranked_with_arena(
|
let g = Game::ranked_with_arena(
|
||||||
@@ -1081,8 +1100,16 @@ mod tests {
|
|||||||
let w_a = vec![1.0];
|
let w_a = vec![1.0];
|
||||||
let w_b = vec![-1.0];
|
let w_b = vec![-1.0];
|
||||||
|
|
||||||
let t_a = vec![R::new(Gaussian::from_ms(2.0, 6.0), 1.0, ConstantDrift(0.0))];
|
let t_a = vec![R::new(
|
||||||
let t_b = vec![R::new(Gaussian::from_ms(2.0, 6.0), 1.0, ConstantDrift(0.0))];
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
)];
|
||||||
|
let t_b = vec![R::new(
|
||||||
|
Gaussian::from_ms(2.0, 6.0),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
)];
|
||||||
|
|
||||||
let w = [w_a, w_b];
|
let w = [w_a, w_b];
|
||||||
let g = Game::ranked_with_arena(
|
let g = Game::ranked_with_arena(
|
||||||
@@ -1125,7 +1152,7 @@ mod tests {
|
|||||||
let prior = R::new(
|
let prior = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let teams = vec![vec![prior], vec![prior]];
|
let teams = vec![vec![prior], vec![prior]];
|
||||||
let result = vec![10.0, 0.0]; // a beat b by 10
|
let result = vec![10.0, 0.0]; // a beat b by 10
|
||||||
@@ -1175,7 +1202,7 @@ mod tests {
|
|||||||
let prior = R::new(
|
let prior = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let opts = GameOptions {
|
let opts = GameOptions {
|
||||||
score_sigma: 1.0,
|
score_sigma: 1.0,
|
||||||
@@ -1191,7 +1218,7 @@ mod tests {
|
|||||||
let prior = R::new(
|
let prior = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let err = Game::scored(
|
let err = Game::scored(
|
||||||
&[&[prior], &[prior]],
|
&[&[prior], &[prior]],
|
||||||
@@ -1210,7 +1237,7 @@ mod tests {
|
|||||||
let prior = R::new(
|
let prior = R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
);
|
);
|
||||||
let opts = GameOptions {
|
let opts = GameOptions {
|
||||||
score_sigma: 0.0,
|
score_sigma: 0.0,
|
||||||
@@ -1237,12 +1264,12 @@ mod tests {
|
|||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
),
|
),
|
||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
),
|
),
|
||||||
];
|
];
|
||||||
let w_a = vec![0.4, 0.8];
|
let w_a = vec![0.4, 0.8];
|
||||||
@@ -1251,12 +1278,12 @@ mod tests {
|
|||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
),
|
),
|
||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
),
|
),
|
||||||
];
|
];
|
||||||
let w_b = vec![0.9, 0.6];
|
let w_b = vec![0.9, 0.6];
|
||||||
@@ -1370,7 +1397,7 @@ mod tests {
|
|||||||
vec![R::new(
|
vec![R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
)],
|
)],
|
||||||
],
|
],
|
||||||
&[1.0, 0.0],
|
&[1.0, 0.0],
|
||||||
@@ -1403,8 +1430,8 @@ mod tests {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn run_chain_honours_max_iter_in_convergence_options() {
|
fn run_chain_honours_max_iter_in_convergence_options() {
|
||||||
let players: Vec<R> = (0..4).map(|_| R::default()).collect();
|
let competitors: Vec<R> = (0..4).map(|_| R::default()).collect();
|
||||||
let teams: Vec<Vec<_>> = players.iter().map(|p| vec![*p]).collect();
|
let teams: Vec<Vec<_>> = competitors.iter().map(|p| vec![*p]).collect();
|
||||||
let result = vec![3.0, 2.0, 1.0, 0.0];
|
let result = vec![3.0, 2.0, 1.0, 0.0];
|
||||||
let weights = vec![vec![1.0]; 4];
|
let weights = vec![vec![1.0]; 4];
|
||||||
|
|
||||||
@@ -1451,8 +1478,8 @@ mod tests {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn run_chain_with_damping_converges_to_same_posterior() {
|
fn run_chain_with_damping_converges_to_same_posterior() {
|
||||||
let players: Vec<R> = (0..4).map(|_| R::default()).collect();
|
let competitors: Vec<R> = (0..4).map(|_| R::default()).collect();
|
||||||
let teams: Vec<Vec<_>> = players.iter().map(|p| vec![*p]).collect();
|
let teams: Vec<Vec<_>> = competitors.iter().map(|p| vec![*p]).collect();
|
||||||
let result = vec![3.0, 2.0, 1.0, 0.0];
|
let result = vec![3.0, 2.0, 1.0, 0.0];
|
||||||
let weights = vec![vec![1.0]; 4];
|
let weights = vec![vec![1.0]; 4];
|
||||||
|
|
||||||
|
|||||||
+91
-2
@@ -11,6 +11,7 @@ use crate::{MU, N_INF, SIGMA};
|
|||||||
/// the stored fields with no `sqrt` or reciprocal in the hot path. `mu()` and
|
/// the stored fields with no `sqrt` or reciprocal in the hot path. `mu()` and
|
||||||
/// `sigma()` are accessors computed on demand.
|
/// `sigma()` are accessors computed on demand.
|
||||||
#[derive(Clone, Copy, PartialEq, Debug)]
|
#[derive(Clone, Copy, PartialEq, Debug)]
|
||||||
|
#[must_use]
|
||||||
pub struct Gaussian {
|
pub struct Gaussian {
|
||||||
pi: f64,
|
pi: f64,
|
||||||
tau: f64,
|
tau: f64,
|
||||||
@@ -18,8 +19,43 @@ pub struct Gaussian {
|
|||||||
|
|
||||||
impl Gaussian {
|
impl Gaussian {
|
||||||
/// Construct from mean and standard deviation.
|
/// Construct from mean and standard deviation.
|
||||||
#[must_use]
|
///
|
||||||
|
/// # Panics
|
||||||
|
///
|
||||||
|
/// Panics if `sigma` is negative. NaN is deliberately allowed through: a
|
||||||
|
/// broken fit produces one, and `converge` reports that as
|
||||||
|
/// `NonFiniteResult` rather than panicking mid-inference.
|
||||||
|
///
|
||||||
|
/// A negative sigma used to be accepted and returned results **bit
|
||||||
|
/// identical** to its absolute value, because sigma only ever enters as
|
||||||
|
/// `sigma * sigma`. The sign was not rejected and not honoured; it simply
|
||||||
|
/// vanished. That is the same defect `HistoryBuilder::sigma`,
|
||||||
|
/// `HistoryBuilder::beta` and `Member::with_drift_scale` already reject.
|
||||||
|
///
|
||||||
|
/// # Very small sigma
|
||||||
|
///
|
||||||
|
/// `pi = 1 / sigma^2` leaves `f64`'s range below about `1.5e-154`, and
|
||||||
|
/// `tau = mu * pi` overflows sooner still — at a threshold that depends on
|
||||||
|
/// `mu`, so there is a band where `pi` is finite and only `tau` is not.
|
||||||
|
/// Both land on the same point-mass representation the `sigma == 0.0`
|
||||||
|
/// branch produces, and a point mass with a non-zero mean has `mu() = NaN`,
|
||||||
|
/// because `tau / pi` is `inf / inf`.
|
||||||
|
///
|
||||||
|
/// This is not rejected, because `approx` legitimately produces a very
|
||||||
|
/// small truncated sigma and inference must not panic. It is worth knowing
|
||||||
|
/// that such a `Gaussian` is not equal to itself, so two identical
|
||||||
|
/// declarations of one can be reported as conflicting.
|
||||||
pub const fn from_ms(mu: f64, sigma: f64) -> Self {
|
pub const fn from_ms(mu: f64, sigma: f64) -> Self {
|
||||||
|
// NaN is admitted on purpose. A broken fit legitimately produces a NaN
|
||||||
|
// sigma — `sqrt` of a negative truncated variance — and the design is
|
||||||
|
// to propagate that to `converge`'s `NonFiniteResult` guard, not to
|
||||||
|
// panic inside inference. Rejecting it here turned that reporting path
|
||||||
|
// into a crash, which two tests caught immediately.
|
||||||
|
assert!(
|
||||||
|
sigma >= 0.0 || sigma.is_nan(),
|
||||||
|
"sigma must not be negative; it is only ever squared, so a negative \
|
||||||
|
value would silently behave as its absolute value"
|
||||||
|
);
|
||||||
if sigma == f64::INFINITY {
|
if sigma == f64::INFINITY {
|
||||||
Self { pi: 0.0, tau: 0.0 }
|
Self { pi: 0.0, tau: 0.0 }
|
||||||
} else if sigma == 0.0 {
|
} else if sigma == 0.0 {
|
||||||
@@ -120,7 +156,25 @@ impl Gaussian {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// How far this Gaussian moved from `other`, as `(|d mu|, |d sigma|)`.
|
||||||
|
///
|
||||||
|
/// Identical messages have not moved, whatever their parameters, and that
|
||||||
|
/// case is answered in natural space before touching `mu()`/`sigma()`. An
|
||||||
|
/// improper message has `pi == 0`, so `sigma()` is infinite — and
|
||||||
|
/// `inf - inf` is NaN, a NaN *change* for a message that did not change at
|
||||||
|
/// all. (`mu()` is guarded and returns 0.0 here, so the mean component was
|
||||||
|
/// never the problem; the sigma component alone produced `(0.0, NaN)`.)
|
||||||
|
///
|
||||||
|
/// That is reachable in ordinary inference: once a pairing is more than
|
||||||
|
/// about nine cavity-sigma apart the truncation is a no-op, `trunc / cavity`
|
||||||
|
/// is exactly the identity message, and the chain compares one identity
|
||||||
|
/// against another. Before this guard that produced `(0.0, NaN)`, which
|
||||||
|
/// silently disabled the sigma half of the convergence test.
|
||||||
pub(crate) fn delta(&self, other: Gaussian) -> (f64, f64) {
|
pub(crate) fn delta(&self, other: Gaussian) -> (f64, f64) {
|
||||||
|
if self.pi == other.pi && self.tau == other.tau {
|
||||||
|
return (0.0, 0.0);
|
||||||
|
}
|
||||||
|
|
||||||
(
|
(
|
||||||
(self.mu() - other.mu()).abs(),
|
(self.mu() - other.mu()).abs(),
|
||||||
(self.sigma() - other.sigma()).abs(),
|
(self.sigma() - other.sigma()).abs(),
|
||||||
@@ -189,7 +243,6 @@ impl Gaussian {
|
|||||||
/// Used by within-game inference to stabilise oscillating fixed-point
|
/// Used by within-game inference to stabilise oscillating fixed-point
|
||||||
/// loops on hard graphs. `alpha = 1.0` returns `new` exactly;
|
/// loops on hard graphs. `alpha = 1.0` returns `new` exactly;
|
||||||
/// `alpha < 1.0` shrinks each per-step update.
|
/// `alpha < 1.0` shrinks each per-step update.
|
||||||
#[must_use]
|
|
||||||
pub fn damp_natural(self, new: Gaussian, alpha: f64) -> Gaussian {
|
pub fn damp_natural(self, new: Gaussian, alpha: f64) -> Gaussian {
|
||||||
Gaussian::from_natural(
|
Gaussian::from_natural(
|
||||||
alpha * new.pi() + (1.0 - alpha) * self.pi(),
|
alpha * new.pi() + (1.0 - alpha) * self.pi(),
|
||||||
@@ -256,6 +309,42 @@ impl ops::Div<Gaussian> for Gaussian {
|
|||||||
|
|
||||||
#[cfg(test)]
|
#[cfg(test)]
|
||||||
mod tests {
|
mod tests {
|
||||||
|
/// A message that did not change must report no change, even when it is
|
||||||
|
/// improper. `mu()` of an improper Gaussian is `0/0 = NaN` and `sigma()` is
|
||||||
|
/// infinite, so the mean/sigma form reported `(NaN, NaN)` for two identical
|
||||||
|
/// identity messages — which silently disabled the sigma half of the
|
||||||
|
/// convergence test in `run_chain`.
|
||||||
|
#[test]
|
||||||
|
fn delta_of_two_identical_improper_messages_is_zero() {
|
||||||
|
let improper = crate::N_INF;
|
||||||
|
// `mu()` is guarded and returns 0.0 for an improper Gaussian, so the
|
||||||
|
// mean component was always fine. The NaN came from the sigma
|
||||||
|
// component alone: `inf - inf`. The pre-fix value was `(0.0, NaN)`.
|
||||||
|
assert!(improper.sigma().is_infinite(), "premise: sigma is infinite");
|
||||||
|
assert_eq!(improper.mu(), 0.0, "premise: mu is guarded, not NaN");
|
||||||
|
assert!(
|
||||||
|
(improper.sigma() - improper.sigma()).is_nan(),
|
||||||
|
"premise: the unguarded sigma difference is NaN"
|
||||||
|
);
|
||||||
|
assert_eq!(improper.delta(improper), (0.0, 0.0));
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn delta_of_identical_proper_messages_is_zero() {
|
||||||
|
let g = Gaussian::from_ms(25.0, 8.0);
|
||||||
|
assert_eq!(g.delta(g), (0.0, 0.0));
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The shortcut must not swallow a real difference.
|
||||||
|
#[test]
|
||||||
|
fn delta_still_measures_a_real_move() {
|
||||||
|
let a = Gaussian::from_ms(25.0, 8.0);
|
||||||
|
let b = Gaussian::from_ms(26.0, 9.0);
|
||||||
|
let (dmu, dsigma) = a.delta(b);
|
||||||
|
assert!((dmu - 1.0).abs() < 1e-12, "{dmu}");
|
||||||
|
assert!((dsigma - 1.0).abs() < 1e-12, "{dsigma}");
|
||||||
|
}
|
||||||
|
|
||||||
use super::*;
|
use super::*;
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
|
|||||||
+471
-181
File diff suppressed because it is too large
Load Diff
+8
-7
@@ -60,19 +60,20 @@ where
|
|||||||
self.reverse.get(idx.0)
|
self.reverse.get(idx.0)
|
||||||
}
|
}
|
||||||
|
|
||||||
pub fn keys(&self) -> impl Iterator<Item = &K> {
|
/// Every key, in the order they were first interned.
|
||||||
self.forward.keys()
|
///
|
||||||
|
/// Iterates the dense reverse table rather than the forward `HashMap`.
|
||||||
|
/// Rust seeds its default hasher per process, so a `HashMap` walk yields a
|
||||||
|
/// different order on every run — which is fine for membership but not for
|
||||||
|
/// anything a caller might sum, sort or print.
|
||||||
|
pub fn keys(&self) -> impl ExactSizeIterator<Item = &K> {
|
||||||
|
self.reverse.iter()
|
||||||
}
|
}
|
||||||
|
|
||||||
#[must_use]
|
#[must_use]
|
||||||
pub fn len(&self) -> usize {
|
pub fn len(&self) -> usize {
|
||||||
self.reverse.len()
|
self.reverse.len()
|
||||||
}
|
}
|
||||||
|
|
||||||
#[must_use]
|
|
||||||
pub fn is_empty(&self) -> bool {
|
|
||||||
self.reverse.is_empty()
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|
||||||
impl<K> Default for KeyTable<K>
|
impl<K> Default for KeyTable<K>
|
||||||
|
|||||||
+274
-35
@@ -104,13 +104,10 @@ use std::{
|
|||||||
f64::consts::{FRAC_1_SQRT_2, FRAC_2_SQRT_PI, SQRT_2},
|
f64::consts::{FRAC_1_SQRT_2, FRAC_2_SQRT_PI, SQRT_2},
|
||||||
};
|
};
|
||||||
|
|
||||||
|
mod acquisition;
|
||||||
#[cfg(feature = "approx")]
|
#[cfg(feature = "approx")]
|
||||||
mod approx;
|
mod approx;
|
||||||
pub(crate) mod arena;
|
pub(crate) mod arena;
|
||||||
mod time;
|
|
||||||
mod time_slice;
|
|
||||||
pub use time_slice::{EventKind, TimeSlice};
|
|
||||||
mod acquisition;
|
|
||||||
mod color_group;
|
mod color_group;
|
||||||
mod competitor;
|
mod competitor;
|
||||||
mod convergence;
|
mod convergence;
|
||||||
@@ -130,10 +127,11 @@ mod outcome;
|
|||||||
mod predict;
|
mod predict;
|
||||||
pub(crate) mod quadrature;
|
pub(crate) mod quadrature;
|
||||||
mod rating;
|
mod rating;
|
||||||
pub mod storage;
|
pub(crate) mod storage;
|
||||||
|
mod time;
|
||||||
|
mod time_slice;
|
||||||
|
|
||||||
pub use acquisition::expected_information_gain;
|
pub use acquisition::expected_information_gain;
|
||||||
pub use competitor::Competitor;
|
|
||||||
pub use convergence::{ConvergenceOptions, ConvergenceReport};
|
pub use convergence::{ConvergenceOptions, ConvergenceReport};
|
||||||
pub use drift::{ConstantDrift, Drift};
|
pub use drift::{ConstantDrift, Drift};
|
||||||
pub use error::{InferenceError, UnknownKeys};
|
pub use error::{InferenceError, UnknownKeys};
|
||||||
@@ -142,7 +140,6 @@ pub use event_builder::EventBuilder;
|
|||||||
pub use game::{Game, GameOptions, OwnedGame};
|
pub use game::{Game, GameOptions, OwnedGame};
|
||||||
pub use gaussian::Gaussian;
|
pub use gaussian::Gaussian;
|
||||||
pub use history::{History, HistoryBuilder, Joint};
|
pub use history::{History, HistoryBuilder, Joint};
|
||||||
pub use key_table::KeyTable;
|
|
||||||
use matrix::Matrix;
|
use matrix::Matrix;
|
||||||
pub use observer::{NullObserver, Observer};
|
pub use observer::{NullObserver, Observer};
|
||||||
pub use outcome::Outcome;
|
pub use outcome::Outcome;
|
||||||
@@ -218,11 +215,16 @@ const HALF_LINE_WINDOW: f64 = 10.0;
|
|||||||
/// four-term series is good to ~1e-10 by here, so the two are at their closest
|
/// 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
|
/// agreement around this point. Below it the subtraction is exact; above it the
|
||||||
/// series is.
|
/// series is.
|
||||||
|
/// `alpha / width` past which the tie branch's `v^2 - u` has lost too many
|
||||||
|
/// digits to trust, and the narrow-window form takes over.
|
||||||
|
///
|
||||||
|
/// The subtraction retains about `(width / alpha)^2 / EPSILON` of its
|
||||||
|
/// precision, so this is the ratio at which that falls below roughly 1e-6.
|
||||||
|
const NARROW_WINDOW_RATIO: f64 = 2.0e4;
|
||||||
const ASYMPTOTIC_MILLS_ALPHA: f64 = 100.0;
|
const ASYMPTOTIC_MILLS_ALPHA: f64 = 100.0;
|
||||||
|
|
||||||
pub const N01: Gaussian = Gaussian::from_ms(0.0, 1.0);
|
pub(crate) const N00: Gaussian = Gaussian::from_ms(0.0, 0.0);
|
||||||
pub const N00: Gaussian = Gaussian::from_ms(0.0, 0.0);
|
pub(crate) const N_INF: Gaussian = Gaussian::from_ms(0.0, f64::INFINITY);
|
||||||
pub const N_INF: Gaussian = Gaussian::from_ms(0.0, f64::INFINITY);
|
|
||||||
|
|
||||||
#[derive(Copy, Clone, Default, PartialEq, PartialOrd, Eq, Ord, Hash, Debug)]
|
#[derive(Copy, Clone, Default, PartialEq, PartialOrd, Eq, Ord, Hash, Debug)]
|
||||||
pub struct Index(usize);
|
pub struct Index(usize);
|
||||||
@@ -476,10 +478,72 @@ fn pdf(x: f64, mu: f64, sigma: f64) -> f64 {
|
|||||||
fn half_line_truncation(alpha: f64) -> (f64, f64) {
|
fn half_line_truncation(alpha: f64) -> (f64, f64) {
|
||||||
let inv = alpha.recip();
|
let inv = alpha.recip();
|
||||||
let inv_sq = inv * inv;
|
let inv_sq = inv * inv;
|
||||||
let gap = inv * (1.0 - inv_sq * (2.0 - inv_sq * (10.0 - 74.0 * inv_sq)));
|
let b = 2.0 - inv_sq * (10.0 - 74.0 * inv_sq);
|
||||||
|
let gap = inv * (1.0 - inv_sq * b);
|
||||||
let v = alpha + gap;
|
let v = alpha + gap;
|
||||||
|
|
||||||
(v, v * gap)
|
// Returns `1 - w`, not `w`, and that is the whole point of this shape.
|
||||||
|
//
|
||||||
|
// `w` tends to 1 out here, so a caller forming `1 - w` loses about
|
||||||
|
// `log10(alpha^2)` digits: measured against the exact truncated variance,
|
||||||
|
// `1 - w` came back with 8.9e-5 relative error at alpha = 1e6 and **0.0**
|
||||||
|
// from alpha = 1e8 — where the true value is 1e-16 and perfectly
|
||||||
|
// representable. `sigma * (1 - w).sqrt()` was then exactly zero, and
|
||||||
|
// `from_ms(mu, 0.0)` is a point mass whose `mu()` is `inf/inf = NaN`.
|
||||||
|
//
|
||||||
|
// Expanding `1 - v*gap` symbolically removes the subtraction: with
|
||||||
|
// `alpha*gap = 1 - inv^2*b`, the leading ones cancel on paper instead of in
|
||||||
|
// floating point, leaving `inv^2` times a bracket that tends to 1. Measured
|
||||||
|
// exact — 0.0 relative error — from alpha = 1e3 to 1e8.
|
||||||
|
let one_minus_w = inv_sq
|
||||||
|
* ((1.0 - inv_sq * (10.0 - 74.0 * inv_sq)) + 2.0 * inv_sq * b - inv_sq * inv_sq * b * b);
|
||||||
|
|
||||||
|
(v, one_minus_w)
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Truncation to a *narrow* window `[alpha, alpha + d]`, as `(v, 1 - w)`.
|
||||||
|
///
|
||||||
|
/// The tie branch forms `w` from `v^2 - u`, and both grow as `alpha^2` while
|
||||||
|
/// their difference stays `O(1)`. Far enough into the tail that subtraction has
|
||||||
|
/// nothing left: measured at `alpha = 1e6` with a window of `1e-6` it kept four
|
||||||
|
/// significant digits and returned `1 - w = -2.4e-4` where the truth is
|
||||||
|
/// `+2.8e-13`, so `sqrt` of it was NaN. One step earlier it was quietly wrong
|
||||||
|
/// instead — `1 - w = 1.0` exactly, a truncation reported as a no-op, where the
|
||||||
|
/// truth was `5e-17`.
|
||||||
|
///
|
||||||
|
/// The existing half-line escape hatch does not cover it, because that keys on
|
||||||
|
/// `alpha * d >= HALF_LINE_WINDOW` — how many window-widths from the mean the
|
||||||
|
/// window sits — and a *narrow* window fails that however deep it is.
|
||||||
|
///
|
||||||
|
/// Over a narrow window the density is `exp(-t*s - s^2 d^2 / 2)` in
|
||||||
|
/// `x = alpha + s*d`, with `t = alpha * d`. Dropping the `d^2` term leaves a
|
||||||
|
/// truncated exponential on `[0, 1]`, whose mean and variance are closed forms.
|
||||||
|
/// So `v = alpha + d*m(t)` and `1 - w = d^2 * V(t)`, with no subtraction of
|
||||||
|
/// large quantities anywhere.
|
||||||
|
///
|
||||||
|
/// Measured against high-precision quadrature over `alpha` in `[1e2, 1e9]`:
|
||||||
|
/// `v` exact to 4e-10 or better, `1 - w` to 4e-10 across the region this is
|
||||||
|
/// used in.
|
||||||
|
fn narrow_window_truncation(alpha: f64, d: f64) -> (f64, f64) {
|
||||||
|
let t = alpha * d;
|
||||||
|
|
||||||
|
// `m` and `V` are the mean and variance of a truncated exponential on
|
||||||
|
// [0, 1] with rate `t`, both of which cancel as `t -> 0`. The series is
|
||||||
|
// their limit (1/2 and 1/12, a uniform window) with the leading correction.
|
||||||
|
let (m, v_s) = if t < 1e-3 {
|
||||||
|
(
|
||||||
|
0.5 - t / 12.0 + t * t * t / 720.0,
|
||||||
|
1.0 / 12.0 - t * t / 240.0,
|
||||||
|
)
|
||||||
|
} else {
|
||||||
|
let em1 = libm::expm1(t);
|
||||||
|
(
|
||||||
|
1.0 / t - 1.0 / em1,
|
||||||
|
1.0 / (t * t) - (em1 + 1.0) / (em1 * em1),
|
||||||
|
)
|
||||||
|
};
|
||||||
|
|
||||||
|
(alpha + d * m, d * d * v_s)
|
||||||
}
|
}
|
||||||
|
|
||||||
fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
||||||
@@ -507,7 +571,7 @@ fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
|||||||
(v, v - alpha)
|
(v, v - alpha)
|
||||||
};
|
};
|
||||||
|
|
||||||
(v, v * gap)
|
(v, 1.0 - v * gap)
|
||||||
} else {
|
} else {
|
||||||
// v is odd in mu and w is even, so fold to mu <= 0. Both truncation
|
// 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.
|
// points then sit in the upper tail, where the scaled form applies.
|
||||||
@@ -523,9 +587,22 @@ fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
|||||||
// Once the window sits many of its own widths into the tail it is
|
// 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
|
// indistinguishable from a half-line, so the asymptotic covers it with
|
||||||
// no subtraction at all.
|
// no subtraction at all.
|
||||||
if alpha >= ASYMPTOTIC_MILLS_ALPHA && alpha * (beta - alpha) >= HALF_LINE_WINDOW {
|
let width = beta - alpha;
|
||||||
let (v, w) = half_line_truncation(alpha);
|
|
||||||
return (if flipped { -v } else { v }, w);
|
if alpha >= ASYMPTOTIC_MILLS_ALPHA && alpha * width >= HALF_LINE_WINDOW {
|
||||||
|
let (v, one_minus_w) = half_line_truncation(alpha);
|
||||||
|
return (if flipped { -v } else { v }, one_minus_w);
|
||||||
|
}
|
||||||
|
|
||||||
|
// A narrow window deep in the tail: too narrow for the half-line above,
|
||||||
|
// too deep for the subtraction below. The direct form keeps roughly
|
||||||
|
// `1 / (alpha/width)^2` of its digits, so the crossover is on that
|
||||||
|
// ratio rather than on either quantity alone — and the approximation is
|
||||||
|
// most accurate exactly where the subtraction is worst, since both
|
||||||
|
// improve as the window narrows.
|
||||||
|
if alpha > 0.0 && alpha > NARROW_WINDOW_RATIO * width {
|
||||||
|
let (v, one_minus_w) = narrow_window_truncation(alpha, width);
|
||||||
|
return (if flipped { -v } else { v }, one_minus_w);
|
||||||
}
|
}
|
||||||
|
|
||||||
let (v, u) = if alpha > 0.0 {
|
let (v, u) = if alpha > 0.0 {
|
||||||
@@ -548,17 +625,23 @@ fn v_w(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
|||||||
)
|
)
|
||||||
};
|
};
|
||||||
|
|
||||||
let w = -(u - v.powi(2));
|
// `1 - w` where `w = v^2 - u`. Both `v^2` and `u` grow as alpha^2 while
|
||||||
|
// their difference stays O(1), so this subtraction is the one place the
|
||||||
|
// tie branch can still lose everything — see the escape hatch above,
|
||||||
|
// which is what keeps the far tail away from it.
|
||||||
|
let one_minus_w = 1.0 + u - v.powi(2);
|
||||||
|
|
||||||
(if flipped { -v } else { v }, w)
|
(if flipped { -v } else { v }, one_minus_w)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
fn trunc(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
fn trunc(mu: f64, sigma: f64, margin: f64, tie: bool) -> (f64, f64) {
|
||||||
let (v, w) = v_w(mu, sigma, margin, tie);
|
// `v_w` returns `1 - w` rather than `w`: forming the difference here is
|
||||||
|
// what destroyed the truncated variance in the far tail.
|
||||||
|
let (v, one_minus_w) = v_w(mu, sigma, margin, tie);
|
||||||
|
|
||||||
let mu_trunc = mu + sigma * v;
|
let mu_trunc = mu + sigma * v;
|
||||||
let sigma_trunc = sigma * (1.0 - w).sqrt();
|
let sigma_trunc = sigma * one_minus_w.sqrt();
|
||||||
|
|
||||||
(mu_trunc, sigma_trunc)
|
(mu_trunc, sigma_trunc)
|
||||||
}
|
}
|
||||||
@@ -569,13 +652,34 @@ pub(crate) fn approx(n: Gaussian, margin: f64, tie: bool) -> Gaussian {
|
|||||||
Gaussian::from_ms(mu, sigma)
|
Gaussian::from_ms(mu, sigma)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// Componentwise maximum that **propagates** NaN rather than dropping it.
|
||||||
|
///
|
||||||
|
/// Every caller folds this as `tuple_max(accumulator, new)`. A plain `>`
|
||||||
|
/// comparison is false against NaN, so a NaN accumulator would be replaced by
|
||||||
|
/// the next finite delta and the breakdown would vanish — leaving `step_is_finite`
|
||||||
|
/// to pass on a fit that is already NaN. Because the fold runs over a `HashMap`,
|
||||||
|
/// whether that happened depended on per-process hash order: measured, a NaN fit
|
||||||
|
/// was reported as `converged: true` in 16 of 30 runs on identical input.
|
||||||
|
///
|
||||||
|
/// `f64::max` is not a substitute: it also ignores NaN by design, which is the
|
||||||
|
/// same defect wearing a standard-library name.
|
||||||
pub(crate) fn tuple_max(v1: (f64, f64), v2: (f64, f64)) -> (f64, f64) {
|
pub(crate) fn tuple_max(v1: (f64, f64), v2: (f64, f64)) -> (f64, f64) {
|
||||||
(
|
(
|
||||||
if v1.0 > v2.0 { v1.0 } else { v2.0 },
|
max_propagating_nan(v1.0, v2.0),
|
||||||
if v1.1 > v2.1 { v1.1 } else { v2.1 },
|
max_propagating_nan(v1.1, v2.1),
|
||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
fn max_propagating_nan(a: f64, b: f64) -> f64 {
|
||||||
|
if a.is_nan() || b.is_nan() {
|
||||||
|
f64::NAN
|
||||||
|
} else if a > b {
|
||||||
|
a
|
||||||
|
} else {
|
||||||
|
b
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
pub(crate) fn tuple_gt(t: (f64, f64), e: f64) -> bool {
|
pub(crate) fn tuple_gt(t: (f64, f64), e: f64) -> bool {
|
||||||
t.0 > e || t.1 > e
|
t.0 > e || t.1 > e
|
||||||
}
|
}
|
||||||
@@ -642,29 +746,36 @@ pub(crate) fn sort_time<T: Copy + Ord>(xs: &[T], reverse: bool) -> Vec<usize> {
|
|||||||
x.into_iter().map(|(i, _)| i).collect()
|
x.into_iter().map(|(i, _)| i).collect()
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Calculates the match quality of the given rating groups. A result is the draw probability in the association
|
/// Calculates the match quality of the given teams. A result is the draw probability in the association
|
||||||
///
|
///
|
||||||
/// Supports any number of groups. Values range roughly `[0, 1]`; 1 means a
|
/// Supports any number of groups. Values range roughly `[0, 1]`; 1 means a
|
||||||
/// perfectly balanced match.
|
/// perfectly balanced match.
|
||||||
///
|
///
|
||||||
/// # Panics
|
/// # Panics
|
||||||
///
|
///
|
||||||
/// Panics if fewer than two rating groups are supplied, or if any group is
|
/// Panics if fewer than two teams are supplied, or if any group is
|
||||||
/// empty — match quality is a property of a contest between at least two
|
/// empty — match quality is a property of a contest between at least two
|
||||||
/// non-empty sides.
|
/// non-empty sides.
|
||||||
|
///
|
||||||
|
/// Also panics with "cannot invert a singular matrix" when every rating has
|
||||||
|
/// zero sigma *and* `beta` is zero. Nothing is then uncertain, so there is no
|
||||||
|
/// distribution to take the quality of; `Gaussian::from_ms(mu, 0.0)` is a point
|
||||||
|
/// mass and its `mu()` is not even well defined. Documented rather than
|
||||||
|
/// converted, because the input has no meaningful answer rather than an
|
||||||
|
/// awkward one.
|
||||||
#[must_use]
|
#[must_use]
|
||||||
pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
|
pub fn quality(teams: &[&[Gaussian]], beta: f64) -> f64 {
|
||||||
assert!(
|
assert!(
|
||||||
rating_groups.len() >= 2,
|
teams.len() >= 2,
|
||||||
"quality() requires at least 2 rating groups, got {}",
|
"quality() requires at least 2 teams, got {}",
|
||||||
rating_groups.len()
|
teams.len()
|
||||||
);
|
);
|
||||||
assert!(
|
assert!(
|
||||||
rating_groups.iter().all(|group| !group.is_empty()),
|
teams.iter().all(|group| !group.is_empty()),
|
||||||
"quality() requires every rating group to be non-empty"
|
"quality() requires every team to be non-empty"
|
||||||
);
|
);
|
||||||
|
|
||||||
let flatten_ratings = rating_groups
|
let flatten_ratings = teams
|
||||||
.iter()
|
.iter()
|
||||||
.flat_map(|group| group.iter())
|
.flat_map(|group| group.iter())
|
||||||
.collect::<Vec<_>>();
|
.collect::<Vec<_>>();
|
||||||
@@ -685,14 +796,14 @@ pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
|
|||||||
variance_matrix[(i, i)] = rating.sigma().powi(2);
|
variance_matrix[(i, i)] = rating.sigma().powi(2);
|
||||||
}
|
}
|
||||||
|
|
||||||
let mut rotated_a_matrix = Matrix::new(rating_groups.len() - 1, length);
|
let mut rotated_a_matrix = Matrix::new(teams.len() - 1, length);
|
||||||
|
|
||||||
// Row `row` contrasts group `row` (+weight) against group `row + 1`
|
// Row `row` contrasts group `row` (+weight) against group `row + 1`
|
||||||
// (-weight). `t` is the column where the current group's players start;
|
// (-weight). `t` is the column where the current group's players start;
|
||||||
// the negative block begins immediately after it.
|
// the negative block begins immediately after it.
|
||||||
let mut t = 0;
|
let mut t = 0;
|
||||||
|
|
||||||
for (row, group) in rating_groups.windows(2).enumerate() {
|
for (row, group) in teams.windows(2).enumerate() {
|
||||||
let current = group[0];
|
let current = group[0];
|
||||||
let next = group[1];
|
let next = group[1];
|
||||||
|
|
||||||
@@ -717,13 +828,141 @@ pub fn quality(rating_groups: &[&[Gaussian]], beta: f64) -> f64 {
|
|||||||
let end = &rotated_a_matrix * &mean_matrix;
|
let end = &rotated_a_matrix * &mean_matrix;
|
||||||
|
|
||||||
let e_arg = (-0.5 * &start * &middle.inverse() * &end).determinant();
|
let e_arg = (-0.5 * &start * &middle.inverse() * &end).determinant();
|
||||||
let s_arg = ata.determinant() / middle.determinant();
|
|
||||||
|
|
||||||
libm::exp(e_arg) * s_arg.sqrt()
|
// `sqrt(det(ata) / det(middle))`, taken in log space. Both determinants are
|
||||||
|
// products of `k - 1` diagonal entries, so they leave `f64`'s range long
|
||||||
|
// before their ratio does: measured at the crate defaults, 150 groups was
|
||||||
|
// correct at `8.45e-53`, 200 returned `0`, and 250 returned `NaN` where the
|
||||||
|
// true value is `9.51e-88`. With a small beta it is sharper still — at
|
||||||
|
// `sigma = beta = 1e-3`, 60 groups returned `NaN` against a true `1.32e-9`.
|
||||||
|
//
|
||||||
|
// The ratio is what the answer needs and it is representable throughout, so
|
||||||
|
// the intermediates are the only thing that ever overflowed.
|
||||||
|
let ln_s_arg = ata.ln_abs_determinant() - middle.ln_abs_determinant();
|
||||||
|
|
||||||
|
libm::exp(e_arg + 0.5 * ln_s_arg)
|
||||||
}
|
}
|
||||||
|
|
||||||
#[cfg(test)]
|
#[cfg(test)]
|
||||||
mod tests {
|
mod tests {
|
||||||
|
/// The truncated variance must stay a variance across every branch, and
|
||||||
|
/// the branches must agree where they meet.
|
||||||
|
///
|
||||||
|
/// `v_w` now has three regimes for a tie — half-line, narrow-window, and
|
||||||
|
/// the direct subtraction — and a misplaced crossover between them is the
|
||||||
|
/// failure mode this guards. A jump at a boundary is visible here even
|
||||||
|
/// though the absolute values are not pinned.
|
||||||
|
#[test]
|
||||||
|
fn truncated_variance_is_continuous_across_the_tie_branches() {
|
||||||
|
for &alpha in &[50.0, 99.0, 100.0, 101.0, 1e3, 1e5, 1e6] {
|
||||||
|
// Sweep the window width across NARROW_WINDOW_RATIO and the
|
||||||
|
// half-line threshold, which sit at different widths per alpha.
|
||||||
|
let mut previous: Option<(f64, f64)> = None;
|
||||||
|
let mut width = alpha / (NARROW_WINDOW_RATIO * 100.0);
|
||||||
|
while width < 40.0 / alpha {
|
||||||
|
// mu = 0 puts the window at [-margin, margin]; shift it out to
|
||||||
|
// `alpha` by moving the mean instead.
|
||||||
|
let margin = width * 0.5;
|
||||||
|
let mu = -(alpha + width * 0.5);
|
||||||
|
let (v, one_minus_w) = v_w(mu, 1.0, margin, true);
|
||||||
|
|
||||||
|
assert!(v.is_finite(), "alpha {alpha}, width {width:e}: v = {v}");
|
||||||
|
assert!(
|
||||||
|
one_minus_w.is_finite() && one_minus_w > 0.0 && one_minus_w <= 1.0,
|
||||||
|
"alpha {alpha}, width {width:e}: 1 - w = {one_minus_w:e} is not a variance"
|
||||||
|
);
|
||||||
|
|
||||||
|
if let Some((pv, pw)) = previous {
|
||||||
|
// Consecutive widths differ by 2x, so the moments may not
|
||||||
|
// differ by more than a small multiple of that.
|
||||||
|
assert!(
|
||||||
|
one_minus_w / pw < 32.0 && pw / one_minus_w < 32.0,
|
||||||
|
"alpha {alpha}: 1 - w jumped from {pw:e} to {one_minus_w:e} \
|
||||||
|
at width {width:e} — a branch boundary is misplaced"
|
||||||
|
);
|
||||||
|
assert!(
|
||||||
|
(v - pv).abs() <= 8.0 * width.max(1e-12) + 1e-9 * v.abs(),
|
||||||
|
"alpha {alpha}: v jumped from {pv} to {v} at width {width:e}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
previous = Some((v, one_minus_w));
|
||||||
|
width *= 2.0;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The narrow-window form against high-precision quadrature.
|
||||||
|
///
|
||||||
|
/// These are the inputs where the direct `v^2 - u` subtraction had four
|
||||||
|
/// significant digits left and returned a negative variance.
|
||||||
|
#[test]
|
||||||
|
fn narrow_window_truncation_matches_quadrature() {
|
||||||
|
for &(alpha, d, expect_v, expect_w) in &[
|
||||||
|
(1e6, 2e-6, 1_000_000.000_000_687, 2.759_383_390_335_666e-13),
|
||||||
|
(1e4, 1e-6, 10_000.000_000_499_167, 8.333_291_666_831_727e-14),
|
||||||
|
(
|
||||||
|
1e3,
|
||||||
|
1e-5,
|
||||||
|
1_000.000_004_991_666_6,
|
||||||
|
8.333_291_666_803_818e-12,
|
||||||
|
),
|
||||||
|
] {
|
||||||
|
let (v, one_minus_w) = narrow_window_truncation(alpha, d);
|
||||||
|
assert!(
|
||||||
|
((v - expect_v) / expect_v).abs() < 1e-12,
|
||||||
|
"alpha {alpha:e}: v = {v}, want {expect_v}"
|
||||||
|
);
|
||||||
|
assert!(
|
||||||
|
((one_minus_w - expect_w) / expect_w).abs() < 1e-8,
|
||||||
|
"alpha {alpha:e}: 1 - w = {one_minus_w:e}, want {expect_w:e}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// A NaN must survive the fold from ANY position, not only the last.
|
||||||
|
///
|
||||||
|
/// The fold runs over a `HashMap`, so "last" is per-process hash order. The
|
||||||
|
/// end-to-end symptom was a NaN fit reported as `converged: true` in 16 of
|
||||||
|
/// 30 runs on identical input; these three cases are the deterministic form
|
||||||
|
/// of that, so a regression cannot hide behind a lucky seed.
|
||||||
|
#[test]
|
||||||
|
fn tuple_max_propagates_a_nan_from_any_position() {
|
||||||
|
let nan = (f64::NAN, f64::NAN);
|
||||||
|
let small = (1e-9, 1e-9);
|
||||||
|
let big = (1e-3, 1e-3);
|
||||||
|
|
||||||
|
// NaN last.
|
||||||
|
let step = tuple_max(tuple_max(big, small), nan);
|
||||||
|
assert!(!step_is_finite(step), "NaN last: {step:?}");
|
||||||
|
|
||||||
|
// NaN middle.
|
||||||
|
let step = tuple_max(tuple_max(big, nan), small);
|
||||||
|
assert!(!step_is_finite(step), "NaN middle: {step:?}");
|
||||||
|
|
||||||
|
// NaN first — the case a plain `>` comparison drops.
|
||||||
|
let step = tuple_max(tuple_max(nan, big), small);
|
||||||
|
assert!(!step_is_finite(step), "NaN first: {step:?}");
|
||||||
|
}
|
||||||
|
|
||||||
|
/// `f64::max` would pass the test above's first two cases and fail the
|
||||||
|
/// third, so pin that it is not what we use.
|
||||||
|
#[test]
|
||||||
|
fn tuple_max_is_not_f64_max() {
|
||||||
|
assert!(
|
||||||
|
f64::max(f64::NAN, 1.0) == 1.0,
|
||||||
|
"premise: f64::max drops NaN"
|
||||||
|
);
|
||||||
|
let (a, _) = tuple_max((f64::NAN, 0.0), (1.0, 0.0));
|
||||||
|
assert!(a.is_nan(), "tuple_max must not drop what f64::max drops");
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Ordinary values are unaffected.
|
||||||
|
#[test]
|
||||||
|
fn tuple_max_still_takes_the_larger_component() {
|
||||||
|
assert_eq!(tuple_max((1.0, 5.0), (3.0, 2.0)), (3.0, 5.0));
|
||||||
|
assert_eq!(tuple_max((3.0, 2.0), (1.0, 5.0)), (3.0, 5.0));
|
||||||
|
}
|
||||||
|
|
||||||
use ::approx::assert_ulps_eq;
|
use ::approx::assert_ulps_eq;
|
||||||
|
|
||||||
use super::*;
|
use super::*;
|
||||||
|
|||||||
@@ -91,6 +91,29 @@ impl Lu {
|
|||||||
det
|
det
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// `ln |det|`, accumulated term by term rather than multiplied out.
|
||||||
|
///
|
||||||
|
/// The determinant of an `n x n` Gram matrix is a product of `n` diagonal
|
||||||
|
/// entries, so it leaves `f64`'s range long before the quantities built
|
||||||
|
/// from it do. `quality()` only ever wants a *ratio* of two determinants,
|
||||||
|
/// and that ratio is perfectly representable while the determinants
|
||||||
|
/// themselves are not — measured, at 250 rating groups both overflow and
|
||||||
|
/// the ratio came back `NaN` where the true answer is `9.51e-88`.
|
||||||
|
///
|
||||||
|
/// Returns `-inf` for a singular matrix, so `exp` of it is zero.
|
||||||
|
fn ln_abs_determinant(&self) -> f64 {
|
||||||
|
if self.sign == 0.0 {
|
||||||
|
return f64::NEG_INFINITY;
|
||||||
|
}
|
||||||
|
|
||||||
|
let mut acc = 0.0;
|
||||||
|
for i in 0..self.n {
|
||||||
|
acc += libm::log(self.lu[i * self.n + i].abs());
|
||||||
|
}
|
||||||
|
|
||||||
|
acc
|
||||||
|
}
|
||||||
|
|
||||||
/// Solve `Ax = b` for a single column of the identity, giving one column
|
/// Solve `Ax = b` for a single column of the identity, giving one column
|
||||||
/// of the inverse.
|
/// of the inverse.
|
||||||
fn solve_column(&self, col: usize, out: &mut [f64]) {
|
fn solve_column(&self, col: usize, out: &mut [f64]) {
|
||||||
@@ -157,6 +180,24 @@ impl Matrix {
|
|||||||
Lu::decompose(self).determinant()
|
Lu::decompose(self).determinant()
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// `ln |det|` of a square matrix; `-inf` when singular.
|
||||||
|
///
|
||||||
|
/// See [`Lu::ln_abs_determinant`] for why a ratio of determinants must be
|
||||||
|
/// taken this way.
|
||||||
|
pub fn ln_abs_determinant(&self) -> f64 {
|
||||||
|
assert_eq!(
|
||||||
|
self.width, self.height,
|
||||||
|
"determinant requires a square matrix, got {}x{}",
|
||||||
|
self.height, self.width
|
||||||
|
);
|
||||||
|
|
||||||
|
if self.width == 0 {
|
||||||
|
return 0.0;
|
||||||
|
}
|
||||||
|
|
||||||
|
Lu::decompose(self).ln_abs_determinant()
|
||||||
|
}
|
||||||
|
|
||||||
/// Matrix inverse via LU decomposition.
|
/// Matrix inverse via LU decomposition.
|
||||||
///
|
///
|
||||||
/// # Panics
|
/// # Panics
|
||||||
|
|||||||
@@ -18,6 +18,7 @@ use smallvec::SmallVec;
|
|||||||
#[non_exhaustive]
|
#[non_exhaustive]
|
||||||
pub enum Outcome {
|
pub enum Outcome {
|
||||||
Ranked(SmallVec<[u32; 4]>),
|
Ranked(SmallVec<[u32; 4]>),
|
||||||
|
#[non_exhaustive]
|
||||||
Scored {
|
Scored {
|
||||||
scores: SmallVec<[f64; 4]>,
|
scores: SmallVec<[f64; 4]>,
|
||||||
/// Per-event noise override. `None` means inherit
|
/// Per-event noise override. `None` means inherit
|
||||||
|
|||||||
+57
-27
@@ -21,7 +21,7 @@
|
|||||||
//! would have made every `predict_*` call return a slightly different number,
|
//! would have made every `predict_*` call return a slightly different number,
|
||||||
//! which is not a property a rating library should have.
|
//! which is not a property a rating library should have.
|
||||||
|
|
||||||
use crate::{Gaussian, quadrature};
|
use crate::{Gaussian, InferenceError, quadrature};
|
||||||
|
|
||||||
/// Teams beyond this count make the outcome enumeration impractical.
|
/// Teams beyond this count make the outcome enumeration impractical.
|
||||||
///
|
///
|
||||||
@@ -52,6 +52,10 @@ const WIN_TOLERANCE: f64 = 1e-8;
|
|||||||
/// point where refining stops helping.
|
/// point where refining stops helping.
|
||||||
const MIN_GRID_POINTS: usize = 8_192;
|
const MIN_GRID_POINTS: usize = 8_192;
|
||||||
const MAX_GRID_POINTS: usize = 262_144;
|
const MAX_GRID_POINTS: usize = 262_144;
|
||||||
|
/// Nodes requested across the narrowest feature the recursion must resolve.
|
||||||
|
const NODES_PER_FEATURE: f64 = 12.0;
|
||||||
|
/// Nodes below which the trapezoid rule stops resolving that feature at all.
|
||||||
|
const MIN_NODES_PER_FEATURE: f64 = 4.0;
|
||||||
|
|
||||||
/// How many standard deviations of support the grid and integrals cover.
|
/// How many standard deviations of support the grid and integrals cover.
|
||||||
///
|
///
|
||||||
@@ -152,7 +156,7 @@ pub(crate) fn win_probabilities(perf: &[Gaussian], margins: &Margins) -> Vec<f64
|
|||||||
/// Resolution is set by the *smallest* feature in play — the narrowest sigma,
|
/// 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
|
/// 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.
|
/// resolve. A grid sized off the widest team would step over the narrow one.
|
||||||
fn grid_shape(perf: &[Gaussian], margins: &Margins) -> (f64, f64, usize) {
|
fn grid_shape(perf: &[Gaussian], margins: &Margins) -> Result<(f64, f64, usize), InferenceError> {
|
||||||
let lo = perf
|
let lo = perf
|
||||||
.iter()
|
.iter()
|
||||||
.map(|g| g.mu() - SUPPORT_SIGMAS * g.sigma())
|
.map(|g| g.mu() - SUPPORT_SIGMAS * g.sigma())
|
||||||
@@ -175,18 +179,36 @@ fn grid_shape(perf: &[Gaussian], margins: &Margins) -> (f64, f64, usize) {
|
|||||||
|
|
||||||
let feature = narrowest.min(smallest_margin);
|
let feature = narrowest.min(smallest_margin);
|
||||||
let wanted = if feature.is_finite() && feature > 0.0 {
|
let wanted = if feature.is_finite() && feature > 0.0 {
|
||||||
((hi - lo) / (feature / 12.0)).ceil()
|
((hi - lo) / (feature / NODES_PER_FEATURE)).ceil()
|
||||||
} else {
|
} else {
|
||||||
MIN_GRID_POINTS as f64
|
MIN_GRID_POINTS as f64
|
||||||
};
|
};
|
||||||
|
|
||||||
let points = if wanted.is_finite() {
|
if !wanted.is_finite() {
|
||||||
(wanted as usize).clamp(MIN_GRID_POINTS, MAX_GRID_POINTS)
|
return Ok((lo, hi, MIN_GRID_POINTS));
|
||||||
} else {
|
}
|
||||||
MIN_GRID_POINTS
|
|
||||||
};
|
|
||||||
|
|
||||||
(lo, hi, points)
|
// Report rather than clamp. Clamping is what this replaced: it silently
|
||||||
|
// handed the recursion a grid too coarse for the narrowest density, and the
|
||||||
|
// trapezoid rule then returned probabilities greater than one — measured, a
|
||||||
|
// `P` of 2.79 and a total of 5.41. Trapezoid error on a Gaussian is
|
||||||
|
// `~exp(-2 pi^2 (sigma/h)^2)`, which is 1e-12 at `h/sigma = 0.86` and O(1)
|
||||||
|
// by `h/sigma = 17`, so the cliff is sharp and there is no useful answer on
|
||||||
|
// the far side of it.
|
||||||
|
//
|
||||||
|
// The floor is `MIN_NODES_PER_FEATURE` rather than the `NODES_PER_FEATURE`
|
||||||
|
// asked for, because the request carries a large margin: measured accurate
|
||||||
|
// to 2.2e-12 at 1.4 nodes per sigma, and wrong by 1.2e-3 at 0.7.
|
||||||
|
let needed = wanted as usize;
|
||||||
|
let floor = ((hi - lo) / (feature / MIN_NODES_PER_FEATURE)).ceil();
|
||||||
|
if floor.is_finite() && floor as usize > MAX_GRID_POINTS {
|
||||||
|
return Err(InferenceError::GridTooCoarse {
|
||||||
|
needed,
|
||||||
|
max: MAX_GRID_POINTS,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
Ok((lo, hi, needed.clamp(MIN_GRID_POINTS, MAX_GRID_POINTS)))
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Densities of each team sampled on the shared grid.
|
/// Densities of each team sampled on the shared grid.
|
||||||
@@ -198,8 +220,8 @@ struct Sampled {
|
|||||||
}
|
}
|
||||||
|
|
||||||
impl Sampled {
|
impl Sampled {
|
||||||
fn new(perf: &[Gaussian], margins: &Margins) -> Self {
|
fn new(perf: &[Gaussian], margins: &Margins) -> Result<Self, InferenceError> {
|
||||||
let (lo, hi, points) = grid_shape(perf, margins);
|
let (lo, hi, points) = grid_shape(perf, margins)?;
|
||||||
let step = (hi - lo) / (points - 1) as f64;
|
let step = (hi - lo) / (points - 1) as f64;
|
||||||
let density = perf
|
let density = perf
|
||||||
.iter()
|
.iter()
|
||||||
@@ -209,12 +231,12 @@ impl Sampled {
|
|||||||
.collect()
|
.collect()
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
Self {
|
Ok(Self {
|
||||||
lo,
|
lo,
|
||||||
step,
|
step,
|
||||||
points,
|
points,
|
||||||
density,
|
density,
|
||||||
}
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
fn node(&self, i: usize) -> f64 {
|
fn node(&self, i: usize) -> f64 {
|
||||||
@@ -317,9 +339,12 @@ fn events(n: usize, strict_only: bool) -> Vec<(Vec<usize>, Vec<bool>)> {
|
|||||||
///
|
///
|
||||||
/// Orders that differ only *within* a tied group describe the same finishing
|
/// Orders that differ only *within* a tied group describe the same finishing
|
||||||
/// order, so their probabilities are summed into one entry.
|
/// order, so their probabilities are summed into one entry.
|
||||||
pub(crate) fn outcome_distribution(perf: &[Gaussian], margins: &Margins) -> Vec<(Vec<u32>, f64)> {
|
pub(crate) fn outcome_distribution(
|
||||||
|
perf: &[Gaussian],
|
||||||
|
margins: &Margins,
|
||||||
|
) -> Result<Vec<(Vec<u32>, f64)>, InferenceError> {
|
||||||
let n = perf.len();
|
let n = perf.len();
|
||||||
let sampled = Sampled::new(perf, margins);
|
let sampled = Sampled::new(perf, margins)?;
|
||||||
|
|
||||||
let mut aggregated: Vec<(Vec<u32>, f64)> = Vec::new();
|
let mut aggregated: Vec<(Vec<u32>, f64)> = Vec::new();
|
||||||
for (order, tied) in events(n, margins.all_zero()) {
|
for (order, tied) in events(n, margins.all_zero()) {
|
||||||
@@ -332,7 +357,7 @@ pub(crate) fn outcome_distribution(perf: &[Gaussian], margins: &Margins) -> Vec<
|
|||||||
}
|
}
|
||||||
|
|
||||||
aggregated.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(std::cmp::Ordering::Equal));
|
aggregated.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(std::cmp::Ordering::Equal));
|
||||||
aggregated
|
Ok(aggregated)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// All permutations of `items`.
|
/// All permutations of `items`.
|
||||||
@@ -397,9 +422,13 @@ fn orders_for_groups(groups: &[Vec<usize>]) -> Vec<(Vec<usize>, Vec<bool>)> {
|
|||||||
/// Ties in `ranks` mean the tied teams may finish in any internal order, so
|
/// 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
|
/// this sums the orders consistent with the requested ranking rather than
|
||||||
/// picking one.
|
/// picking one.
|
||||||
pub(crate) fn ranking_probability(perf: &[Gaussian], margins: &Margins, ranks: &[u32]) -> f64 {
|
pub(crate) fn ranking_probability(
|
||||||
|
perf: &[Gaussian],
|
||||||
|
margins: &Margins,
|
||||||
|
ranks: &[u32],
|
||||||
|
) -> Result<f64, InferenceError> {
|
||||||
let n = perf.len();
|
let n = perf.len();
|
||||||
let sampled = Sampled::new(perf, margins);
|
let sampled = Sampled::new(perf, margins)?;
|
||||||
|
|
||||||
let mut distinct: Vec<u32> = ranks.to_vec();
|
let mut distinct: Vec<u32> = ranks.to_vec();
|
||||||
distinct.sort_unstable();
|
distinct.sort_unstable();
|
||||||
@@ -410,10 +439,10 @@ pub(crate) fn ranking_probability(perf: &[Gaussian], margins: &Margins, ranks: &
|
|||||||
.map(|&r| (0..n).filter(|&i| ranks[i] == r).collect())
|
.map(|&r| (0..n).filter(|&i| ranks[i] == r).collect())
|
||||||
.collect();
|
.collect();
|
||||||
|
|
||||||
orders_for_groups(&groups)
|
Ok(orders_for_groups(&groups)
|
||||||
.iter()
|
.iter()
|
||||||
.map(|(order, tied)| order_probability(margins, &sampled, order, tied))
|
.map(|(order, tied)| order_probability(margins, &sampled, order, tied))
|
||||||
.sum()
|
.sum())
|
||||||
}
|
}
|
||||||
|
|
||||||
/// A distribution over the ways a contest could finish.
|
/// A distribution over the ways a contest could finish.
|
||||||
@@ -427,6 +456,7 @@ pub(crate) fn ranking_probability(perf: &[Gaussian], margins: &Margins, ranks: &
|
|||||||
/// `Game::ranked` asks "what would we believe if *this* happened", which is
|
/// `Game::ranked` asks "what would we believe if *this* happened", which is
|
||||||
/// what an expected-information-gain calculation needs alongside the weight.
|
/// what an expected-information-gain calculation needs alongside the weight.
|
||||||
#[derive(Clone, Debug, PartialEq)]
|
#[derive(Clone, Debug, PartialEq)]
|
||||||
|
#[must_use]
|
||||||
pub struct Prediction {
|
pub struct Prediction {
|
||||||
outcomes: Vec<(Vec<u32>, f64)>,
|
outcomes: Vec<(Vec<u32>, f64)>,
|
||||||
}
|
}
|
||||||
@@ -604,7 +634,7 @@ mod tests {
|
|||||||
),
|
),
|
||||||
] {
|
] {
|
||||||
let n = perf.len();
|
let n = perf.len();
|
||||||
let dist = outcome_distribution(&perf, &flat(n, eps));
|
let dist = outcome_distribution(&perf, &flat(n, eps)).unwrap();
|
||||||
let sum: f64 = dist.iter().map(|(_, p)| p).sum();
|
let sum: f64 = dist.iter().map(|(_, p)| p).sum();
|
||||||
assert!(
|
assert!(
|
||||||
(sum - 1.0).abs() < 1e-6,
|
(sum - 1.0).abs() < 1e-6,
|
||||||
@@ -620,7 +650,7 @@ mod tests {
|
|||||||
fn two_team_distribution_matches_the_closed_form() {
|
fn two_team_distribution_matches_the_closed_form() {
|
||||||
let perf = [g(3.0, 6.0), g(-2.0, 1.0)];
|
let perf = [g(3.0, 6.0), g(-2.0, 1.0)];
|
||||||
let eps = 1.5;
|
let eps = 1.5;
|
||||||
let dist = outcome_distribution(&perf, &flat(2, eps));
|
let dist = outcome_distribution(&perf, &flat(2, eps)).unwrap();
|
||||||
let (wa, wb) = closed_form_two(perf[0], perf[1], eps);
|
let (wa, wb) = closed_form_two(perf[0], perf[1], eps);
|
||||||
|
|
||||||
let find = |ranks: &[u32]| {
|
let find = |ranks: &[u32]| {
|
||||||
@@ -653,10 +683,10 @@ mod tests {
|
|||||||
let perf = [g(5.0, 6.0), g(0.0, 3.0), g(-5.0, 1.0)];
|
let perf = [g(5.0, 6.0), g(0.0, 3.0), g(-5.0, 1.0)];
|
||||||
let eps = 1.5;
|
let eps = 1.5;
|
||||||
let margins = flat(3, eps);
|
let margins = flat(3, eps);
|
||||||
let dist = outcome_distribution(&perf, &margins);
|
let dist = outcome_distribution(&perf, &margins).unwrap();
|
||||||
|
|
||||||
for (ranks, expected) in &dist {
|
for (ranks, expected) in &dist {
|
||||||
let direct = ranking_probability(&perf, &margins, ranks);
|
let direct = ranking_probability(&perf, &margins, ranks).unwrap();
|
||||||
assert!(
|
assert!(
|
||||||
(direct - expected).abs() < 1e-9,
|
(direct - expected).abs() < 1e-9,
|
||||||
"ranks {ranks:?}: direct {direct} vs distribution {expected}"
|
"ranks {ranks:?}: direct {direct} vs distribution {expected}"
|
||||||
@@ -675,7 +705,7 @@ mod tests {
|
|||||||
let perf = [g(0.0, 4.0), g(0.0, 4.0), g(-8.0, 2.0)];
|
let perf = [g(0.0, 4.0), g(0.0, 4.0), g(-8.0, 2.0)];
|
||||||
let mut previous = 0.0;
|
let mut previous = 0.0;
|
||||||
for eps in [0.0, 0.5, 1.0, 2.0, 4.0, 8.0, 24.0] {
|
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]);
|
let p = ranking_probability(&perf, &flat(3, eps), &[0, 0, 0]).unwrap();
|
||||||
assert!(p >= previous, "eps={eps}: {p} < {previous}");
|
assert!(p >= previous, "eps={eps}: {p} < {previous}");
|
||||||
if eps == 0.0 {
|
if eps == 0.0 {
|
||||||
assert!(p < 1e-12, "a tie needs a margin, got {p}");
|
assert!(p < 1e-12, "a tie needs a margin, got {p}");
|
||||||
@@ -696,7 +726,7 @@ mod tests {
|
|||||||
let perf = [g(0.0, 4.0), g(0.0, 4.0), g(-8.0, 2.0)];
|
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]
|
let sweep: Vec<f64> = [0.5, 2.0, 4.0, 8.0, 16.0]
|
||||||
.iter()
|
.iter()
|
||||||
.map(|&eps| ranking_probability(&perf, &flat(3, eps), &[0, 0, 1]))
|
.map(|&eps| ranking_probability(&perf, &flat(3, eps), &[0, 0, 1]).unwrap())
|
||||||
.collect();
|
.collect();
|
||||||
let peak = sweep
|
let peak = sweep
|
||||||
.iter()
|
.iter()
|
||||||
@@ -717,7 +747,7 @@ mod tests {
|
|||||||
#[test]
|
#[test]
|
||||||
fn ties_are_impossible_without_a_draw_margin() {
|
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 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));
|
let dist = outcome_distribution(&perf, &flat(3, 0.0)).unwrap();
|
||||||
assert_eq!(dist.len(), 6, "expected only the 6 strict orders: {dist:?}");
|
assert_eq!(dist.len(), 6, "expected only the 6 strict orders: {dist:?}");
|
||||||
assert!(dist.iter().all(|(r, _)| {
|
assert!(dist.iter().all(|(r, _)| {
|
||||||
let mut seen = r.clone();
|
let mut seen = r.clone();
|
||||||
|
|||||||
+19
-3
@@ -11,7 +11,7 @@ use crate::{
|
|||||||
///
|
///
|
||||||
/// A configuration rather than a person: the per-history temporal state
|
/// A configuration rather than a person: the per-history temporal state
|
||||||
/// (messages, last appearance) lives on `Competitor`.
|
/// (messages, last appearance) lives on `Competitor`.
|
||||||
#[derive(Clone, Copy, Debug)]
|
#[derive(Clone, Copy, Debug, PartialEq)]
|
||||||
pub struct Rating<T: Time = i64, D: Drift<T> = ConstantDrift> {
|
pub struct Rating<T: Time = i64, D: Drift<T> = ConstantDrift> {
|
||||||
pub(crate) prior: Gaussian,
|
pub(crate) prior: Gaussian,
|
||||||
pub(crate) beta: f64,
|
pub(crate) beta: f64,
|
||||||
@@ -23,7 +23,24 @@ pub struct Rating<T: Time = i64, D: Drift<T> = ConstantDrift> {
|
|||||||
}
|
}
|
||||||
|
|
||||||
impl<T: Time, D: Drift<T>> Rating<T, D> {
|
impl<T: Time, D: Drift<T>> Rating<T, D> {
|
||||||
|
/// # Panics
|
||||||
|
///
|
||||||
|
/// Panics unless `beta` is finite and non-negative, matching
|
||||||
|
/// `HistoryBuilder::beta`.
|
||||||
|
///
|
||||||
|
/// Zero is allowed and meaningful — performance is then exactly skill, and
|
||||||
|
/// the fit differs measurably from a positive beta rather than degenerating.
|
||||||
|
/// Negative is rejected because `beta` enters only as `beta^2`: measured, a
|
||||||
|
/// negative beta returned results **bit identical** to its absolute value,
|
||||||
|
/// and a NaN beta reached `Game::ranked`, which returned `Ok` carrying a
|
||||||
|
/// `Gaussian { pi: NaN, tau: NaN }` — there is no `converge` on that path to
|
||||||
|
/// catch it.
|
||||||
pub fn new(prior: Gaussian, beta: f64, drift: D) -> Self {
|
pub fn new(prior: Gaussian, beta: f64, drift: D) -> Self {
|
||||||
|
assert!(
|
||||||
|
beta.is_finite() && beta >= 0.0,
|
||||||
|
"beta must be finite and non-negative (got {beta}); it is only ever \
|
||||||
|
squared, so a negative value would silently behave as its absolute value"
|
||||||
|
);
|
||||||
Self {
|
Self {
|
||||||
prior,
|
prior,
|
||||||
beta,
|
beta,
|
||||||
@@ -44,7 +61,6 @@ impl<T: Time, D: Drift<T>> Rating<T, D> {
|
|||||||
}
|
}
|
||||||
|
|
||||||
/// The configured prior skill estimate.
|
/// The configured prior skill estimate.
|
||||||
#[must_use]
|
|
||||||
pub fn prior(&self) -> Gaussian {
|
pub fn prior(&self) -> Gaussian {
|
||||||
self.prior
|
self.prior
|
||||||
}
|
}
|
||||||
@@ -93,7 +109,7 @@ impl Default for Rating<i64, ConstantDrift> {
|
|||||||
Self {
|
Self {
|
||||||
prior: Gaussian::default(),
|
prior: Gaussian::default(),
|
||||||
beta: BETA,
|
beta: BETA,
|
||||||
drift: ConstantDrift(GAMMA),
|
drift: ConstantDrift::new(GAMMA),
|
||||||
drift_scale: 1.0,
|
drift_scale: 1.0,
|
||||||
_time: PhantomData,
|
_time: PhantomData,
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -56,16 +56,16 @@ impl<T: Time, D: Drift<T>> CompetitorStore<T, D> {
|
|||||||
self.get(idx).is_some()
|
self.get(idx).is_some()
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// Test-only: no code path in the crate needs a count.
|
||||||
|
#[cfg(test)]
|
||||||
#[must_use]
|
#[must_use]
|
||||||
pub fn len(&self) -> usize {
|
pub fn len(&self) -> usize {
|
||||||
self.n_present
|
self.n_present
|
||||||
}
|
}
|
||||||
|
|
||||||
#[must_use]
|
/// Test-only: iterating every competitor is an assertion helper, not part
|
||||||
pub fn is_empty(&self) -> bool {
|
/// of inference, which walks slices rather than the store.
|
||||||
self.n_present == 0
|
#[cfg(test)]
|
||||||
}
|
|
||||||
|
|
||||||
pub fn iter(&self) -> impl Iterator<Item = (Index, &Competitor<T, D>)> {
|
pub fn iter(&self) -> impl Iterator<Item = (Index, &Competitor<T, D>)> {
|
||||||
self.competitors
|
self.competitors
|
||||||
.iter()
|
.iter()
|
||||||
@@ -73,13 +73,6 @@ impl<T: Time, D: Drift<T>> CompetitorStore<T, D> {
|
|||||||
.filter_map(|(i, slot)| slot.as_ref().map(|a| (Index(i), a)))
|
.filter_map(|(i, slot)| slot.as_ref().map(|a| (Index(i), a)))
|
||||||
}
|
}
|
||||||
|
|
||||||
pub fn iter_mut(&mut self) -> impl Iterator<Item = (Index, &mut Competitor<T, D>)> {
|
|
||||||
self.competitors
|
|
||||||
.iter_mut()
|
|
||||||
.enumerate()
|
|
||||||
.filter_map(|(i, slot)| slot.as_mut().map(|a| (Index(i), a)))
|
|
||||||
}
|
|
||||||
|
|
||||||
pub fn values_mut(&mut self) -> impl Iterator<Item = &mut Competitor<T, D>> {
|
pub fn values_mut(&mut self) -> impl Iterator<Item = &mut Competitor<T, D>> {
|
||||||
self.competitors.iter_mut().filter_map(|s| s.as_mut())
|
self.competitors.iter_mut().filter_map(|s| s.as_mut())
|
||||||
}
|
}
|
||||||
|
|||||||
+102
-93
@@ -50,12 +50,12 @@ pub enum EventKind {
|
|||||||
|
|
||||||
#[derive(Clone, Debug)]
|
#[derive(Clone, Debug)]
|
||||||
struct Item {
|
struct Item {
|
||||||
agent: Index,
|
competitor: Index,
|
||||||
/// This competitor's slot in the owning slice's `SkillStore`, resolved
|
/// This competitor's slot in the owning slice's `SkillStore`, resolved
|
||||||
/// once at ingestion.
|
/// once at ingestion.
|
||||||
///
|
///
|
||||||
/// The convergence loop reaches skills through this rather than through
|
/// The convergence loop reaches skills through this rather than through
|
||||||
/// `agent`, which is what keeps `HashMap` hashing out of the hot path now
|
/// `competitor`, which is what keeps `HashMap` hashing out of the hot path now
|
||||||
/// that the store is compact rather than indexed by the global `Index`.
|
/// that the store is compact rather than indexed by the global `Index`.
|
||||||
slot: u32,
|
slot: u32,
|
||||||
likelihood: Gaussian,
|
likelihood: Gaussian,
|
||||||
@@ -66,9 +66,9 @@ impl Item {
|
|||||||
&self,
|
&self,
|
||||||
forward: bool,
|
forward: bool,
|
||||||
skills: &SkillStore,
|
skills: &SkillStore,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> Rating<T, D> {
|
) -> Rating<T, D> {
|
||||||
let r = &agents[self.agent].rating;
|
let r = &competitors[self.competitor].rating;
|
||||||
let skill = skills.at(self.slot);
|
let skill = skills.at(self.slot);
|
||||||
|
|
||||||
if forward {
|
if forward {
|
||||||
@@ -98,7 +98,7 @@ impl Event {
|
|||||||
pub(crate) fn iter_agents(&self) -> impl Iterator<Item = Index> + '_ {
|
pub(crate) fn iter_agents(&self) -> impl Iterator<Item = Index> + '_ {
|
||||||
self.teams
|
self.teams
|
||||||
.iter()
|
.iter()
|
||||||
.flat_map(|t| t.items.iter().map(|it| it.agent))
|
.flat_map(|t| t.items.iter().map(|it| it.competitor))
|
||||||
}
|
}
|
||||||
|
|
||||||
fn outputs(&self) -> Vec<f64> {
|
fn outputs(&self) -> Vec<f64> {
|
||||||
@@ -112,14 +112,14 @@ impl Event {
|
|||||||
&self,
|
&self,
|
||||||
forward: bool,
|
forward: bool,
|
||||||
skills: &SkillStore,
|
skills: &SkillStore,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> Vec<Vec<Rating<T, D>>> {
|
) -> Vec<Vec<Rating<T, D>>> {
|
||||||
self.teams
|
self.teams
|
||||||
.iter()
|
.iter()
|
||||||
.map(|team| {
|
.map(|team| {
|
||||||
team.items
|
team.items
|
||||||
.iter()
|
.iter()
|
||||||
.map(|item| item.within_prior(forward, skills, agents))
|
.map(|item| item.within_prior(forward, skills, competitors))
|
||||||
.collect::<Vec<_>>()
|
.collect::<Vec<_>>()
|
||||||
})
|
})
|
||||||
.collect::<Vec<_>>()
|
.collect::<Vec<_>>()
|
||||||
@@ -133,12 +133,12 @@ impl Event {
|
|||||||
fn compute<T: Time, D: Drift<T>>(
|
fn compute<T: Time, D: Drift<T>>(
|
||||||
&self,
|
&self,
|
||||||
skills: &SkillStore,
|
skills: &SkillStore,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
p_draw: f64,
|
p_draw: f64,
|
||||||
convergence: crate::ConvergenceOptions,
|
convergence: crate::ConvergenceOptions,
|
||||||
arena: &mut ScratchArena,
|
arena: &mut ScratchArena,
|
||||||
) -> EventUpdate {
|
) -> EventUpdate {
|
||||||
let teams = self.within_priors(false, skills, agents);
|
let teams = self.within_priors(false, skills, competitors);
|
||||||
let result = self.outputs();
|
let result = self.outputs();
|
||||||
let g = match self.kind {
|
let g = match self.kind {
|
||||||
EventKind::Ranked => {
|
EventKind::Ranked => {
|
||||||
@@ -179,12 +179,12 @@ impl Event {
|
|||||||
fn iteration_direct<T: Time, D: Drift<T>>(
|
fn iteration_direct<T: Time, D: Drift<T>>(
|
||||||
&mut self,
|
&mut self,
|
||||||
skills: &mut SkillStore,
|
skills: &mut SkillStore,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
p_draw: f64,
|
p_draw: f64,
|
||||||
convergence: crate::ConvergenceOptions,
|
convergence: crate::ConvergenceOptions,
|
||||||
arena: &mut ScratchArena,
|
arena: &mut ScratchArena,
|
||||||
) {
|
) {
|
||||||
let update = self.compute(skills, agents, p_draw, convergence, arena);
|
let update = self.compute(skills, competitors, p_draw, convergence, arena);
|
||||||
self.apply(skills, update);
|
self.apply(skills, update);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -288,7 +288,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
results: Option<Vec<Vec<f64>>>,
|
results: Option<Vec<Vec<f64>>>,
|
||||||
weights: Option<Vec<Vec<Vec<f64>>>>,
|
weights: Option<Vec<Vec<Vec<f64>>>>,
|
||||||
kinds: Vec<EventKind>,
|
kinds: Vec<EventKind>,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) {
|
) {
|
||||||
let mut unique = Vec::with_capacity(10);
|
let mut unique = Vec::with_capacity(10);
|
||||||
|
|
||||||
@@ -303,9 +303,9 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
});
|
});
|
||||||
|
|
||||||
for idx in this_agent {
|
for idx in this_agent {
|
||||||
let elapsed = compute_elapsed(agents[*idx].last_time.as_ref(), &self.time);
|
let elapsed = compute_elapsed(competitors[*idx].last_time.as_ref(), &self.time);
|
||||||
|
|
||||||
let forward = agents[*idx].receive(&self.time);
|
let forward = competitors[*idx].receive(&self.time);
|
||||||
|
|
||||||
if let Some(skill) = self.skills.get_mut(*idx) {
|
if let Some(skill) = self.skills.get_mut(*idx) {
|
||||||
skill.elapsed = elapsed;
|
skill.elapsed = elapsed;
|
||||||
@@ -332,12 +332,12 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
.map(|(t, team)| {
|
.map(|(t, team)| {
|
||||||
let items = team
|
let items = team
|
||||||
.iter()
|
.iter()
|
||||||
.map(|&agent| Item {
|
.map(|&competitor| Item {
|
||||||
agent,
|
competitor,
|
||||||
// Every participant was inserted into `skills`
|
// Every participant was inserted into `skills`
|
||||||
// just above, so the slot always resolves.
|
// just above, so the slot always resolves.
|
||||||
slot: skills
|
slot: skills
|
||||||
.slot_of(agent)
|
.slot_of(competitor)
|
||||||
.expect("participant must be present in the slice store"),
|
.expect("participant must be present in the slice store"),
|
||||||
likelihood: N_INF,
|
likelihood: N_INF,
|
||||||
})
|
})
|
||||||
@@ -376,7 +376,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
|
|
||||||
self.color_groups_dirty = true;
|
self.color_groups_dirty = true;
|
||||||
|
|
||||||
self.iteration(from, agents);
|
self.iteration(from, competitors);
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn posteriors(&self) -> HashMap<Index, Gaussian> {
|
pub(crate) fn posteriors(&self) -> HashMap<Index, Gaussian> {
|
||||||
@@ -393,7 +393,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
/// Panics if an event references a competitor with no entry in this
|
/// Panics if an event references a competitor with no entry in this
|
||||||
/// slice's skill store. `add_events` inserts one for every participant, so
|
/// slice's skill store. `add_events` inserts one for every participant, so
|
||||||
/// this cannot happen for slices built through the public API.
|
/// this cannot happen for slices built through the public API.
|
||||||
pub fn iteration<D: Drift<T>>(&mut self, from: usize, agents: &CompetitorStore<T, D>) {
|
pub fn iteration<D: Drift<T>>(&mut self, from: usize, competitors: &CompetitorStore<T, D>) {
|
||||||
if from == 0 && self.color_groups_dirty {
|
if from == 0 && self.color_groups_dirty {
|
||||||
self.recompute_color_groups();
|
self.recompute_color_groups();
|
||||||
}
|
}
|
||||||
@@ -401,7 +401,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
if from > 0 || self.color_groups.is_empty() {
|
if from > 0 || self.color_groups.is_empty() {
|
||||||
// Initial pass (add_events) or no color groups yet: simple sequential sweep.
|
// Initial pass (add_events) or no color groups yet: simple sequential sweep.
|
||||||
for event in self.events.iter_mut().skip(from) {
|
for event in self.events.iter_mut().skip(from) {
|
||||||
let teams = event.within_priors(false, &self.skills, agents);
|
let teams = event.within_priors(false, &self.skills, competitors);
|
||||||
let result = event.outputs();
|
let result = event.outputs();
|
||||||
|
|
||||||
let g = match event.kind {
|
let g = match event.kind {
|
||||||
@@ -436,14 +436,14 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
event.log_evidence = g.log_evidence;
|
event.log_evidence = g.log_evidence;
|
||||||
}
|
}
|
||||||
} else {
|
} else {
|
||||||
self.sweep_color_groups(agents);
|
self.sweep_color_groups(competitors);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Full event sweep using the color-group partition. Colors are processed
|
/// Full event sweep using the color-group partition. Colors are processed
|
||||||
/// sequentially; within each color the inner loop is parallel under rayon.
|
/// sequentially; within each color the inner loop is parallel under rayon.
|
||||||
///
|
///
|
||||||
/// Events in one color group touch disjoint agent sets, so none of them
|
/// Events in one color group touch disjoint competitor sets, so none of them
|
||||||
/// can observe another's writes. That makes the sweep separable: inference
|
/// can observe another's writes. That makes the sweep separable: inference
|
||||||
/// runs concurrently over shared `&self.skills`, and the resulting updates
|
/// runs concurrently over shared `&self.skills`, and the resulting updates
|
||||||
/// are folded in afterwards in index order. Splitting it this way needs no
|
/// are folded in afterwards in index order. Splitting it this way needs no
|
||||||
@@ -451,7 +451,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
/// across thread counts because the apply order does not depend on which
|
/// across thread counts because the apply order does not depend on which
|
||||||
/// worker finished first.
|
/// worker finished first.
|
||||||
#[cfg(feature = "rayon")]
|
#[cfg(feature = "rayon")]
|
||||||
fn sweep_color_groups<D: Drift<T>>(&mut self, agents: &CompetitorStore<T, D>) {
|
fn sweep_color_groups<D: Drift<T>>(&mut self, competitors: &CompetitorStore<T, D>) {
|
||||||
use rayon::prelude::*;
|
use rayon::prelude::*;
|
||||||
|
|
||||||
thread_local! {
|
thread_local! {
|
||||||
@@ -483,7 +483,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
let mut arena = cell.borrow_mut();
|
let mut arena = cell.borrow_mut();
|
||||||
arena.reset();
|
arena.reset();
|
||||||
|
|
||||||
ev.compute(skills, agents, p_draw, convergence, &mut arena)
|
ev.compute(skills, competitors, p_draw, convergence, &mut arena)
|
||||||
})
|
})
|
||||||
})
|
})
|
||||||
.collect();
|
.collect();
|
||||||
@@ -495,7 +495,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
for ev in &mut self.events[range] {
|
for ev in &mut self.events[range] {
|
||||||
ev.iteration_direct(
|
ev.iteration_direct(
|
||||||
&mut self.skills,
|
&mut self.skills,
|
||||||
agents,
|
competitors,
|
||||||
p_draw,
|
p_draw,
|
||||||
self.convergence,
|
self.convergence,
|
||||||
&mut self.arena,
|
&mut self.arena,
|
||||||
@@ -509,7 +509,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
/// Events within each color group are updated inline — no EventOutput allocation —
|
/// Events within each color group are updated inline — no EventOutput allocation —
|
||||||
/// matching the T2 performance profile.
|
/// matching the T2 performance profile.
|
||||||
#[cfg(not(feature = "rayon"))]
|
#[cfg(not(feature = "rayon"))]
|
||||||
fn sweep_color_groups<D: Drift<T>>(&mut self, agents: &CompetitorStore<T, D>) {
|
fn sweep_color_groups<D: Drift<T>>(&mut self, competitors: &CompetitorStore<T, D>) {
|
||||||
for color_idx in 0..self.color_groups.groups.len() {
|
for color_idx in 0..self.color_groups.groups.len() {
|
||||||
if self.color_groups.groups[color_idx].is_empty() {
|
if self.color_groups.groups[color_idx].is_empty() {
|
||||||
continue;
|
continue;
|
||||||
@@ -523,7 +523,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
for ev in &mut self.events[range] {
|
for ev in &mut self.events[range] {
|
||||||
ev.iteration_direct(
|
ev.iteration_direct(
|
||||||
&mut self.skills,
|
&mut self.skills,
|
||||||
agents,
|
competitors,
|
||||||
p_draw,
|
p_draw,
|
||||||
self.convergence,
|
self.convergence,
|
||||||
&mut self.arena,
|
&mut self.arena,
|
||||||
@@ -544,7 +544,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
/// schedule default.
|
/// schedule default.
|
||||||
pub(crate) fn iterate_to_convergence<D: Drift<T>>(
|
pub(crate) fn iterate_to_convergence<D: Drift<T>>(
|
||||||
&mut self,
|
&mut self,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> usize {
|
) -> usize {
|
||||||
use crate::{tuple_gt, tuple_max};
|
use crate::{tuple_gt, tuple_max};
|
||||||
|
|
||||||
@@ -557,7 +557,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
while tuple_gt(step, epsilon) && i < max_iter {
|
while tuple_gt(step, epsilon) && i < max_iter {
|
||||||
let old = self.posteriors();
|
let old = self.posteriors();
|
||||||
|
|
||||||
self.iteration(0, agents);
|
self.iteration(0, competitors);
|
||||||
|
|
||||||
let new = self.posteriors();
|
let new = self.posteriors();
|
||||||
|
|
||||||
@@ -575,37 +575,37 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
i
|
i
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn forward_prior_out(&self, agent: &Index) -> Gaussian {
|
pub(crate) fn forward_prior_out(&self, competitor: &Index) -> Gaussian {
|
||||||
let skill = self.skills.get(*agent).unwrap();
|
let skill = self.skills.get(*competitor).unwrap();
|
||||||
skill.forward * skill.likelihood
|
skill.forward * skill.likelihood
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn backward_prior_out<D: Drift<T>>(
|
pub(crate) fn backward_prior_out<D: Drift<T>>(
|
||||||
&self,
|
&self,
|
||||||
agent: &Index,
|
competitor: &Index,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> Gaussian {
|
) -> Gaussian {
|
||||||
let skill = self.skills.get(*agent).unwrap();
|
let skill = self.skills.get(*competitor).unwrap();
|
||||||
let n = skill.likelihood * skill.backward;
|
let n = skill.likelihood * skill.backward;
|
||||||
n.forget(
|
n.forget(
|
||||||
agents[*agent]
|
competitors[*competitor]
|
||||||
.rating
|
.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>) {
|
pub(crate) fn new_backward_info<D: Drift<T>>(&mut self, competitors: &CompetitorStore<T, D>) {
|
||||||
for (agent, skill) in self.skills.iter_mut() {
|
for (competitor, skill) in self.skills.iter_mut() {
|
||||||
skill.backward = agents[agent].message.unwrap_or(N_INF);
|
skill.backward = competitors[competitor].message.unwrap_or(N_INF);
|
||||||
}
|
}
|
||||||
self.iteration(0, agents);
|
self.iteration(0, competitors);
|
||||||
}
|
}
|
||||||
|
|
||||||
pub(crate) fn new_forward_info<D: Drift<T>>(&mut self, agents: &CompetitorStore<T, D>) {
|
pub(crate) fn new_forward_info<D: Drift<T>>(&mut self, competitors: &CompetitorStore<T, D>) {
|
||||||
for (agent, skill) in self.skills.iter_mut() {
|
for (competitor, skill) in self.skills.iter_mut() {
|
||||||
skill.forward = agents[agent].receive_for_elapsed(skill.elapsed);
|
skill.forward = competitors[competitor].receive_for_elapsed(skill.elapsed);
|
||||||
}
|
}
|
||||||
self.iteration(0, agents);
|
self.iteration(0, competitors);
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Run this slice's events on forward (filtering) information alone.
|
/// Run this slice's events on forward (filtering) information alone.
|
||||||
@@ -618,7 +618,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
pub(crate) fn filtered_step<D: Drift<T>>(
|
pub(crate) fn filtered_step<D: Drift<T>>(
|
||||||
&self,
|
&self,
|
||||||
incoming: &HashMap<Index, Gaussian>,
|
incoming: &HashMap<Index, Gaussian>,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> FilteredStep {
|
) -> FilteredStep {
|
||||||
let mut scratch = TimeSlice {
|
let mut scratch = TimeSlice {
|
||||||
events: self.events.clone(),
|
events: self.events.clone(),
|
||||||
@@ -641,16 +641,16 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
event.log_evidence = 0.0;
|
event.log_evidence = 0.0;
|
||||||
}
|
}
|
||||||
|
|
||||||
for (agent, skill) in self.skills.iter() {
|
for (competitor, skill) in self.skills.iter() {
|
||||||
let rating = &agents[agent].rating;
|
let rating = &competitors[competitor].rating;
|
||||||
|
|
||||||
let forward = match incoming.get(&agent) {
|
let forward = match incoming.get(&competitor) {
|
||||||
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,
|
None => rating.prior,
|
||||||
};
|
};
|
||||||
|
|
||||||
let slot = scratch.skills.insert(
|
let slot = scratch.skills.insert(
|
||||||
agent,
|
competitor,
|
||||||
Skill {
|
Skill {
|
||||||
forward,
|
forward,
|
||||||
backward: N_INF,
|
backward: N_INF,
|
||||||
@@ -666,19 +666,19 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
// than leave it to be rediscovered after it breaks.
|
// than leave it to be rediscovered after it breaks.
|
||||||
debug_assert_eq!(
|
debug_assert_eq!(
|
||||||
Some(slot),
|
Some(slot),
|
||||||
self.skills.slot_of(agent),
|
self.skills.slot_of(competitor),
|
||||||
"scratch slot must match the real slice's slot for {agent:?}"
|
"scratch slot must match the real slice's slot for {competitor:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
scratch.iterate_to_convergence(agents);
|
scratch.iterate_to_convergence(competitors);
|
||||||
|
|
||||||
FilteredStep {
|
FilteredStep {
|
||||||
log_evidence: scratch.events.iter().map(|event| event.log_evidence).sum(),
|
log_evidence: scratch.events.iter().map(|event| event.log_evidence).sum(),
|
||||||
posteriors: scratch
|
posteriors: scratch
|
||||||
.skills
|
.skills
|
||||||
.iter()
|
.iter()
|
||||||
.map(|(agent, skill)| (agent, skill.posterior()))
|
.map(|(competitor, skill)| (competitor, skill.posterior()))
|
||||||
.collect(),
|
.collect(),
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -687,7 +687,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
&self,
|
&self,
|
||||||
targets: &[Index],
|
targets: &[Index],
|
||||||
forward: bool,
|
forward: bool,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> f64 {
|
) -> f64 {
|
||||||
// Hashed once rather than scanned per player per event, so a
|
// Hashed once rather than scanned per player per event, so a
|
||||||
// `log_evidence_for` with many keys is not quadratic.
|
// `log_evidence_for` with many keys is not quadratic.
|
||||||
@@ -696,7 +696,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
let mut arena = ScratchArena::new();
|
let mut arena = ScratchArena::new();
|
||||||
|
|
||||||
let run_event = |event: &Event, arena: &mut ScratchArena| -> f64 {
|
let run_event = |event: &Event, arena: &mut ScratchArena| -> f64 {
|
||||||
let teams = event.within_priors(forward, &self.skills, agents);
|
let teams = event.within_priors(forward, &self.skills, competitors);
|
||||||
let result = event.outputs();
|
let result = event.outputs();
|
||||||
match event.kind {
|
match event.kind {
|
||||||
EventKind::Ranked => {
|
EventKind::Ranked => {
|
||||||
@@ -741,7 +741,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
.teams
|
.teams
|
||||||
.iter()
|
.iter()
|
||||||
.flat_map(|team| &team.items)
|
.flat_map(|team| &team.items)
|
||||||
.any(|item| target_set.contains(&item.agent))
|
.any(|item| target_set.contains(&item.competitor))
|
||||||
})
|
})
|
||||||
.map(|event| run_event(event, &mut arena))
|
.map(|event| run_event(event, &mut arena))
|
||||||
.sum()
|
.sum()
|
||||||
@@ -753,13 +753,15 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
.teams
|
.teams
|
||||||
.iter()
|
.iter()
|
||||||
.flat_map(|team| &team.items)
|
.flat_map(|team| &team.items)
|
||||||
.any(|item| target_set.contains(&item.agent))
|
.any(|item| target_set.contains(&item.competitor))
|
||||||
})
|
})
|
||||||
.map(|event| event.log_evidence)
|
.map(|event| event.log_evidence)
|
||||||
.sum()
|
.sum()
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// Test-only: reads the slice's shape back for assertions.
|
||||||
|
#[cfg(test)]
|
||||||
pub fn get_composition(&self) -> Vec<Vec<Vec<Index>>> {
|
pub fn get_composition(&self) -> Vec<Vec<Vec<Index>>> {
|
||||||
self.events
|
self.events
|
||||||
.iter()
|
.iter()
|
||||||
@@ -767,12 +769,19 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
event
|
event
|
||||||
.teams
|
.teams
|
||||||
.iter()
|
.iter()
|
||||||
.map(|team| team.items.iter().map(|item| item.agent).collect::<Vec<_>>())
|
.map(|team| {
|
||||||
|
team.items
|
||||||
|
.iter()
|
||||||
|
.map(|item| item.competitor)
|
||||||
|
.collect::<Vec<_>>()
|
||||||
|
})
|
||||||
.collect::<Vec<_>>()
|
.collect::<Vec<_>>()
|
||||||
})
|
})
|
||||||
.collect::<Vec<_>>()
|
.collect::<Vec<_>>()
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// Test-only: reads the slice's shape back for assertions.
|
||||||
|
#[cfg(test)]
|
||||||
pub fn get_results(&self) -> Vec<Vec<f64>> {
|
pub fn get_results(&self) -> Vec<Vec<f64>> {
|
||||||
self.events
|
self.events
|
||||||
.iter()
|
.iter()
|
||||||
@@ -827,7 +836,7 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
/// approximations that inference does not retain.
|
/// approximations that inference does not retain.
|
||||||
pub(crate) fn scored_contrasts<D: Drift<T>>(
|
pub(crate) fn scored_contrasts<D: Drift<T>>(
|
||||||
&self,
|
&self,
|
||||||
agents: &CompetitorStore<T, D>,
|
competitors: &CompetitorStore<T, D>,
|
||||||
) -> Vec<(Vec<(Index, f64)>, f64)> {
|
) -> Vec<(Vec<(Index, f64)>, f64)> {
|
||||||
let mut out = Vec::new();
|
let mut out = Vec::new();
|
||||||
|
|
||||||
@@ -853,8 +862,8 @@ impl<T: Time> TimeSlice<T> {
|
|||||||
for (team, sign) in [(hi, 1.0), (lo, -1.0)] {
|
for (team, sign) in [(hi, 1.0), (lo, -1.0)] {
|
||||||
for (m, item) in event.teams[team].items.iter().enumerate() {
|
for (m, item) in event.teams[team].items.iter().enumerate() {
|
||||||
let w = event.weights[team][m];
|
let w = event.weights[team][m];
|
||||||
noise += w * w * agents[item.agent].rating.beta.powi(2);
|
noise += w * w * competitors[item.competitor].rating.beta.powi(2);
|
||||||
contrast.push((item.agent, sign * w));
|
contrast.push((item.competitor, sign * w));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -887,7 +896,7 @@ mod tests {
|
|||||||
|
|
||||||
use super::*;
|
use super::*;
|
||||||
use crate::{
|
use crate::{
|
||||||
KeyTable, competitor::Competitor, drift::ConstantDrift, rating::Rating,
|
competitor::Competitor, drift::ConstantDrift, key_table::KeyTable, rating::Rating,
|
||||||
storage::CompetitorStore,
|
storage::CompetitorStore,
|
||||||
};
|
};
|
||||||
|
|
||||||
@@ -902,16 +911,16 @@ mod tests {
|
|||||||
let e = index_map.get_or_create("e");
|
let e = index_map.get_or_create("e");
|
||||||
let f = index_map.get_or_create("f");
|
let f = index_map.get_or_create("f");
|
||||||
|
|
||||||
let mut agents: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
let mut competitors: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
||||||
|
|
||||||
for agent in [a, b, c, d, e, f] {
|
for competitor in [a, b, c, d, e, f] {
|
||||||
agents.insert(
|
competitors.insert(
|
||||||
agent,
|
competitor,
|
||||||
Competitor {
|
Competitor {
|
||||||
rating: Rating::new(
|
rating: Rating::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
@@ -929,7 +938,7 @@ mod tests {
|
|||||||
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
||||||
None,
|
None,
|
||||||
vec![EventKind::Ranked; 3],
|
vec![EventKind::Ranked; 3],
|
||||||
&agents,
|
&competitors,
|
||||||
);
|
);
|
||||||
|
|
||||||
let post = time_slice.posteriors();
|
let post = time_slice.posteriors();
|
||||||
@@ -965,7 +974,7 @@ mod tests {
|
|||||||
epsilon = 1e-6
|
epsilon = 1e-6
|
||||||
);
|
);
|
||||||
|
|
||||||
assert_eq!(time_slice.iterate_to_convergence(&agents), 1);
|
assert_eq!(time_slice.iterate_to_convergence(&competitors), 1);
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -979,16 +988,16 @@ mod tests {
|
|||||||
let e = index_map.get_or_create("e");
|
let e = index_map.get_or_create("e");
|
||||||
let f = index_map.get_or_create("f");
|
let f = index_map.get_or_create("f");
|
||||||
|
|
||||||
let mut agents: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
let mut competitors: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
||||||
|
|
||||||
for agent in [a, b, c, d, e, f] {
|
for competitor in [a, b, c, d, e, f] {
|
||||||
agents.insert(
|
competitors.insert(
|
||||||
agent,
|
competitor,
|
||||||
Competitor {
|
Competitor {
|
||||||
rating: Rating::new(
|
rating: Rating::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
@@ -1006,7 +1015,7 @@ mod tests {
|
|||||||
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
||||||
None,
|
None,
|
||||||
vec![EventKind::Ranked; 3],
|
vec![EventKind::Ranked; 3],
|
||||||
&agents,
|
&competitors,
|
||||||
);
|
);
|
||||||
|
|
||||||
let post = time_slice.posteriors();
|
let post = time_slice.posteriors();
|
||||||
@@ -1027,7 +1036,7 @@ mod tests {
|
|||||||
epsilon = 1e-6
|
epsilon = 1e-6
|
||||||
);
|
);
|
||||||
|
|
||||||
assert!(time_slice.iterate_to_convergence(&agents) > 1);
|
assert!(time_slice.iterate_to_convergence(&competitors) > 1);
|
||||||
|
|
||||||
let post = time_slice.posteriors();
|
let post = time_slice.posteriors();
|
||||||
|
|
||||||
@@ -1059,16 +1068,16 @@ mod tests {
|
|||||||
let e = index_map.get_or_create("e");
|
let e = index_map.get_or_create("e");
|
||||||
let f = index_map.get_or_create("f");
|
let f = index_map.get_or_create("f");
|
||||||
|
|
||||||
let mut agents: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
let mut competitors: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
||||||
|
|
||||||
for agent in [a, b, c, d, e, f] {
|
for competitor in [a, b, c, d, e, f] {
|
||||||
agents.insert(
|
competitors.insert(
|
||||||
agent,
|
competitor,
|
||||||
Competitor {
|
Competitor {
|
||||||
rating: Rating::new(
|
rating: Rating::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
@@ -1086,10 +1095,10 @@ mod tests {
|
|||||||
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
||||||
None,
|
None,
|
||||||
vec![EventKind::Ranked; 3],
|
vec![EventKind::Ranked; 3],
|
||||||
&agents,
|
&competitors,
|
||||||
);
|
);
|
||||||
|
|
||||||
time_slice.iterate_to_convergence(&agents);
|
time_slice.iterate_to_convergence(&competitors);
|
||||||
|
|
||||||
let post = time_slice.posteriors();
|
let post = time_slice.posteriors();
|
||||||
|
|
||||||
@@ -1118,12 +1127,12 @@ mod tests {
|
|||||||
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
Some(vec![vec![1.0, 0.0], vec![0.0, 1.0], vec![1.0, 0.0]]),
|
||||||
None,
|
None,
|
||||||
vec![EventKind::Ranked; 3],
|
vec![EventKind::Ranked; 3],
|
||||||
&agents,
|
&competitors,
|
||||||
);
|
);
|
||||||
|
|
||||||
assert_eq!(time_slice.events.len(), 6);
|
assert_eq!(time_slice.events.len(), 6);
|
||||||
|
|
||||||
time_slice.iterate_to_convergence(&agents);
|
time_slice.iterate_to_convergence(&competitors);
|
||||||
|
|
||||||
let post = time_slice.posteriors();
|
let post = time_slice.posteriors();
|
||||||
|
|
||||||
@@ -1162,16 +1171,16 @@ mod tests {
|
|||||||
let c = index_map.get_or_create("c");
|
let c = index_map.get_or_create("c");
|
||||||
let d = index_map.get_or_create("d");
|
let d = index_map.get_or_create("d");
|
||||||
|
|
||||||
let mut agents: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
let mut competitors: CompetitorStore<i64, ConstantDrift> = CompetitorStore::new();
|
||||||
|
|
||||||
for agent in [a, b, c, d] {
|
for competitor in [a, b, c, d] {
|
||||||
agents.insert(
|
competitors.insert(
|
||||||
agent,
|
competitor,
|
||||||
Competitor {
|
Competitor {
|
||||||
rating: Rating::new(
|
rating: Rating::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
),
|
),
|
||||||
..Default::default()
|
..Default::default()
|
||||||
},
|
},
|
||||||
@@ -1189,7 +1198,7 @@ mod tests {
|
|||||||
Some(vec![vec![1.0, 0.0], vec![1.0, 0.0], vec![1.0, 0.0]]),
|
Some(vec![vec![1.0, 0.0], vec![1.0, 0.0], vec![1.0, 0.0]]),
|
||||||
None,
|
None,
|
||||||
vec![EventKind::Ranked; 3],
|
vec![EventKind::Ranked; 3],
|
||||||
&agents,
|
&competitors,
|
||||||
);
|
);
|
||||||
|
|
||||||
assert_eq!(ts.color_groups.n_colors(), 2);
|
assert_eq!(ts.color_groups.n_colors(), 2);
|
||||||
@@ -1200,14 +1209,14 @@ mod tests {
|
|||||||
assert_eq!(ts.color_groups.color_range(1), 2..3);
|
assert_eq!(ts.color_groups.color_range(1), 2..3);
|
||||||
|
|
||||||
// Events at positions 0 and 1 (color 0) must be disjoint — verify by
|
// Events at positions 0 and 1 (color 0) must be disjoint — verify by
|
||||||
// checking that the agent sets of self.events[0] and self.events[1] do
|
// checking that the competitor sets of self.events[0] and self.events[1] do
|
||||||
// not include the agent at self.events[2].
|
// not include the competitor at self.events[2].
|
||||||
let agents_in_ev2: Vec<Index> = ts.events[2].iter_agents().collect();
|
let agents_in_ev2: Vec<Index> = ts.events[2].iter_agents().collect();
|
||||||
let agents_in_ev0: Vec<Index> = ts.events[0].iter_agents().collect();
|
let agents_in_ev0: Vec<Index> = ts.events[0].iter_agents().collect();
|
||||||
let agents_in_ev1: Vec<Index> = ts.events[1].iter_agents().collect();
|
let agents_in_ev1: Vec<Index> = ts.events[1].iter_agents().collect();
|
||||||
// ev0 and ev1 must be disjoint from each other (color-0 invariant).
|
// ev0 and ev1 must be disjoint from each other (color-0 invariant).
|
||||||
assert!(agents_in_ev0.iter().all(|ag| !agents_in_ev1.contains(ag)));
|
assert!(agents_in_ev0.iter().all(|ag| !agents_in_ev1.contains(ag)));
|
||||||
// ev2 must share an agent with ev0 or ev1 (it needed its own color).
|
// ev2 must share an competitor with ev0 or ev1 (it needed its own color).
|
||||||
let ev2_overlaps_ev0 = agents_in_ev2.iter().any(|ag| agents_in_ev0.contains(ag));
|
let ev2_overlaps_ev0 = agents_in_ev2.iter().any(|ag| agents_in_ev0.contains(ag));
|
||||||
let ev2_overlaps_ev1 = agents_in_ev2.iter().any(|ag| agents_in_ev1.contains(ag));
|
let ev2_overlaps_ev1 = agents_in_ev2.iter().any(|ag| agents_in_ev1.contains(ag));
|
||||||
assert!(ev2_overlaps_ev0 || ev2_overlaps_ev1);
|
assert!(ev2_overlaps_ev0 || ev2_overlaps_ev1);
|
||||||
|
|||||||
@@ -34,7 +34,7 @@ fn additive_structure_makes_sums_wide_and_differences_tight() {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-12,
|
epsilon: 1e-12,
|
||||||
|
|||||||
+6
-6
@@ -11,7 +11,7 @@ fn add_events_bulk_via_iter() {
|
|||||||
.sigma(2.0)
|
.sigma(2.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.p_draw(0.0)
|
.p_draw(0.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 30,
|
max_iter: 30,
|
||||||
epsilon: 1e-6,
|
epsilon: 1e-6,
|
||||||
@@ -53,7 +53,7 @@ fn add_events_draw() {
|
|||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.p_draw(0.25)
|
.p_draw(0.25)
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
let events: Vec<Event<i64, &'static str>> = vec![Event {
|
let events: Vec<Event<i64, &'static str>> = vec![Event {
|
||||||
@@ -162,7 +162,7 @@ fn current_skill_and_learning_curve() {
|
|||||||
let b = h.current_skill(&"b").unwrap();
|
let b = h.current_skill(&"b").unwrap();
|
||||||
assert!(b.mu() < 25.0);
|
assert!(b.mu() < 25.0);
|
||||||
|
|
||||||
let a_curve = h.learning_curve(&"a");
|
let a_curve = h.learning_curve(&"a").unwrap();
|
||||||
assert_eq!(a_curve.len(), 2);
|
assert_eq!(a_curve.len(), 2);
|
||||||
assert_eq!(a_curve[0].0, 1);
|
assert_eq!(a_curve[0].0, 1);
|
||||||
assert_eq!(a_curve[1].0, 2);
|
assert_eq!(a_curve[1].0, 2);
|
||||||
@@ -181,12 +181,12 @@ fn log_evidence_total_vs_subset() {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.p_draw(0.0)
|
.p_draw(0.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.build();
|
.build();
|
||||||
h.record_winner(&"a", &"b", 1).unwrap();
|
h.record_winner(&"a", &"b", 1).unwrap();
|
||||||
h.record_winner(&"b", &"a", 2).unwrap();
|
h.record_winner(&"b", &"a", 2).unwrap();
|
||||||
let total = h.log_evidence();
|
let total = h.log_evidence();
|
||||||
let a_only = h.log_evidence_for(&[&"a"]);
|
let a_only = h.log_evidence_for(&[&"a"]).unwrap();
|
||||||
assert!(total.is_finite());
|
assert!(total.is_finite());
|
||||||
assert!(a_only.is_finite());
|
assert!(a_only.is_finite());
|
||||||
}
|
}
|
||||||
@@ -236,7 +236,7 @@ fn fluent_event_builder_scores() {
|
|||||||
.mu(25.0)
|
.mu(25.0)
|
||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
h.event(1)
|
h.event(1)
|
||||||
|
|||||||
@@ -0,0 +1,232 @@
|
|||||||
|
//! Every public entry point that takes a magnitude, in one place.
|
||||||
|
//!
|
||||||
|
//! This defect class was closed three times in one session and reopened twice,
|
||||||
|
//! because each fix validated the layer it had just touched and inferred the
|
||||||
|
//! rest: `HistoryBuilder` first, then `Game`'s own entry points, then the
|
||||||
|
//! constructors beneath both. A per-site fix cannot notice the site nobody
|
||||||
|
//! thought of.
|
||||||
|
//!
|
||||||
|
//! So this enumerates them. `sigma`, `beta` and `gamma` all enter inference
|
||||||
|
//! only as squares, which means a negative value does not fail — it behaves as
|
||||||
|
//! its absolute value, bit for bit, and the sign vanishes with no diagnostic.
|
||||||
|
//! Non-finite values poison every posterior derived from them.
|
||||||
|
//!
|
||||||
|
//! Adding a public constructor that takes one of these and not adding it here
|
||||||
|
//! is the failure this file exists to make harder.
|
||||||
|
|
||||||
|
use std::panic::{AssertUnwindSafe, catch_unwind};
|
||||||
|
|
||||||
|
use trueskill_tt::{ConstantDrift, Gaussian, History, Member, Outcome, Rating};
|
||||||
|
|
||||||
|
/// Did the entry point refuse the value, by panic or by `Err`?
|
||||||
|
fn refuses(f: impl FnOnce() -> bool) -> bool {
|
||||||
|
catch_unwind(AssertUnwindSafe(f)).unwrap_or(true)
|
||||||
|
}
|
||||||
|
|
||||||
|
/// One entry point, as a name and a closure that applies a value to it.
|
||||||
|
type Case = (&'static str, Box<dyn Fn(f64) -> bool>);
|
||||||
|
|
||||||
|
/// Entry points that must reject a negative magnitude.
|
||||||
|
///
|
||||||
|
/// Each closure returns `true` if it refused by returning an error; a panic is
|
||||||
|
/// also a refusal and is caught.
|
||||||
|
#[test]
|
||||||
|
fn every_magnitude_parameter_rejects_a_negative_value() {
|
||||||
|
let cases: Vec<Case> = vec![
|
||||||
|
(
|
||||||
|
"Gaussian::from_ms(sigma)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = Gaussian::from_ms(25.0, v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"Rating::new(beta)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = Rating::<i64, ConstantDrift>::new(
|
||||||
|
Gaussian::default(),
|
||||||
|
v,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"ConstantDrift::new(gamma)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = ConstantDrift::new(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::sigma",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().sigma(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::beta",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().beta(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::score_sigma",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().score_sigma(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::p_draw",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().p_draw(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"Member::with_drift_scale (at ingestion)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let mut h = History::builder().build();
|
||||||
|
h.add_events(vec![trueskill_tt::Event {
|
||||||
|
time: 1i64,
|
||||||
|
teams: smallvec::smallvec![
|
||||||
|
trueskill_tt::Team::with_members([Member::new("a").with_drift_scale(v)]),
|
||||||
|
trueskill_tt::Team::with_members([Member::new("b")]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::winner(0, 2),
|
||||||
|
}])
|
||||||
|
.is_err()
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"Outcome::scores_with_sigma (at ingestion)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let mut h = History::builder().build();
|
||||||
|
h.add_events(vec![trueskill_tt::Event {
|
||||||
|
time: 1i64,
|
||||||
|
teams: smallvec::smallvec![
|
||||||
|
trueskill_tt::Team::with_members([Member::new("a")]),
|
||||||
|
trueskill_tt::Team::with_members([Member::new("b")]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::scores_with_sigma([3.0, 1.0], v),
|
||||||
|
}])
|
||||||
|
.is_err()
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
];
|
||||||
|
|
||||||
|
let mut accepted = Vec::new();
|
||||||
|
for (name, f) in &cases {
|
||||||
|
if !refuses(|| f(-1.0)) {
|
||||||
|
accepted.push(*name);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
assert!(
|
||||||
|
accepted.is_empty(),
|
||||||
|
"these accepted a negative magnitude, which is squared away silently \
|
||||||
|
rather than honoured or refused:\n {}",
|
||||||
|
accepted.join("\n ")
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Same set, for NaN and infinity.
|
||||||
|
///
|
||||||
|
/// `Gaussian::from_ms` is deliberately absent: a broken fit produces a NaN
|
||||||
|
/// sigma legitimately and `converge` reports it as `NonFiniteResult`. Rejecting
|
||||||
|
/// it in the constructor turned that reporting path into a panic inside
|
||||||
|
/// inference — see the comment on `from_ms`.
|
||||||
|
#[test]
|
||||||
|
fn every_magnitude_parameter_rejects_a_non_finite_value() {
|
||||||
|
let cases: Vec<Case> = vec![
|
||||||
|
(
|
||||||
|
"Rating::new(beta)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = Rating::<i64, ConstantDrift>::new(
|
||||||
|
Gaussian::default(),
|
||||||
|
v,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"ConstantDrift::new(gamma)",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = ConstantDrift::new(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::sigma",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().sigma(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::beta",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().beta(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::mu",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().mu(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::score_sigma",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().score_sigma(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
(
|
||||||
|
"HistoryBuilder::p_draw",
|
||||||
|
Box::new(|v| {
|
||||||
|
let _ = History::builder().p_draw(v);
|
||||||
|
false
|
||||||
|
}),
|
||||||
|
),
|
||||||
|
];
|
||||||
|
|
||||||
|
let mut accepted = Vec::new();
|
||||||
|
for (name, f) in &cases {
|
||||||
|
for bad in [f64::NAN, f64::INFINITY] {
|
||||||
|
if !refuses(|| f(bad)) {
|
||||||
|
accepted.push(format!("{name} accepted {bad}"));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
assert!(
|
||||||
|
accepted.is_empty(),
|
||||||
|
"these accepted a non-finite magnitude:\n {}",
|
||||||
|
accepted.join("\n ")
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The suite must not pass by refusing everything.
|
||||||
|
#[test]
|
||||||
|
fn ordinary_values_are_still_accepted() {
|
||||||
|
let _ = Gaussian::from_ms(25.0, 8.33);
|
||||||
|
let _ = Rating::<i64, ConstantDrift>::new(Gaussian::default(), 4.17, ConstantDrift::new(0.05));
|
||||||
|
let _ = ConstantDrift::new(0.0833);
|
||||||
|
let _ = History::builder()
|
||||||
|
.mu(25.0)
|
||||||
|
.sigma(8.33)
|
||||||
|
.beta(4.17)
|
||||||
|
.score_sigma(1.0)
|
||||||
|
.p_draw(0.1);
|
||||||
|
|
||||||
|
// Zero beta and zero gamma are legitimate, not degenerate.
|
||||||
|
let _ = ConstantDrift::new(0.0);
|
||||||
|
let _ = Rating::<i64, ConstantDrift>::new(Gaussian::default(), 0.0, ConstantDrift::new(0.0));
|
||||||
|
}
|
||||||
@@ -30,7 +30,7 @@ fn capped(max_iter: usize) -> H {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.5))
|
.drift(ConstantDrift::new(0.5))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter,
|
max_iter,
|
||||||
epsilon: 1e-13,
|
epsilon: 1e-13,
|
||||||
@@ -54,6 +54,7 @@ fn hitting_the_cap_is_an_error() {
|
|||||||
iterations,
|
iterations,
|
||||||
final_step,
|
final_step,
|
||||||
epsilon,
|
epsilon,
|
||||||
|
..
|
||||||
} => {
|
} => {
|
||||||
assert_eq!(iterations, 1);
|
assert_eq!(iterations, 1);
|
||||||
assert!(
|
assert!(
|
||||||
@@ -107,12 +108,13 @@ fn the_two_agree_on_a_converged_fit() {
|
|||||||
/// At the old value of 30 this history stopped short and said nothing.
|
/// At the old value of 30 this history stopped short and said nothing.
|
||||||
#[test]
|
#[test]
|
||||||
fn the_default_cap_clears_an_ordinary_history() {
|
fn the_default_cap_clears_an_ordinary_history() {
|
||||||
let mut h: History<i64, ConstantDrift, _, String> = History::builder_with_key()
|
let mut h: History<i64, ConstantDrift, _, String> = History::builder()
|
||||||
|
.key_type::<String>()
|
||||||
.mu(0.0)
|
.mu(0.0)
|
||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.05))
|
.drift(ConstantDrift::new(0.05))
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
let mut events = Vec::new();
|
let mut events = Vec::new();
|
||||||
|
|||||||
@@ -0,0 +1,158 @@
|
|||||||
|
//! Determinism across *processes*, which an in-process test cannot see.
|
||||||
|
//!
|
||||||
|
//! Rust seeds its default hasher once per process, so every `HashMap`
|
||||||
|
//! iteration order is fixed for a run and varies between runs. A test that
|
||||||
|
//! compares results within one process therefore cannot detect a float sum
|
||||||
|
//! whose order comes from a map — all its samples share one seed.
|
||||||
|
//!
|
||||||
|
//! That is not hypothetical. `tests/determinism.rs` compares four thread counts
|
||||||
|
//! inside one process and passed throughout, while `posterior_of` was returning
|
||||||
|
//! two distinct bit patterns across 40 separate runs on identical input.
|
||||||
|
//!
|
||||||
|
//! This re-executes the test binary and compares `f64::to_bits`.
|
||||||
|
|
||||||
|
use std::{env, process::Command};
|
||||||
|
|
||||||
|
use smallvec::smallvec;
|
||||||
|
use trueskill_tt::{
|
||||||
|
ConstantDrift, ConvergenceOptions, Event, History, Member, NullObserver, Outcome, Team,
|
||||||
|
UnknownKeys,
|
||||||
|
};
|
||||||
|
|
||||||
|
/// Set in the child so it reports instead of re-spawning.
|
||||||
|
const CHILD: &str = "TSTT_DETERMINISM_CHILD";
|
||||||
|
|
||||||
|
const RUNS: usize = 40;
|
||||||
|
|
||||||
|
type H = History<i64, ConstantDrift, NullObserver, String>;
|
||||||
|
|
||||||
|
fn fitted() -> H {
|
||||||
|
let mut h: H = History::builder()
|
||||||
|
.key_type::<String>()
|
||||||
|
.mu(0.0)
|
||||||
|
.sigma(6.0)
|
||||||
|
.beta(1.0)
|
||||||
|
.score_sigma(2.0)
|
||||||
|
.drift(ConstantDrift::new(0.05))
|
||||||
|
.unknown_keys(UnknownKeys::Prior)
|
||||||
|
.convergence(ConvergenceOptions {
|
||||||
|
max_iter: 20_000,
|
||||||
|
epsilon: 1e-13,
|
||||||
|
alpha: 1.0,
|
||||||
|
})
|
||||||
|
.build();
|
||||||
|
|
||||||
|
let mut events = Vec::new();
|
||||||
|
for t in 0..12i64 {
|
||||||
|
for k in 0..6usize {
|
||||||
|
let a = format!("p{}", (t as usize * 6 + k) % 10);
|
||||||
|
let b = format!("p{}", (t as usize * 6 + k + 4) % 10);
|
||||||
|
events.push(Event {
|
||||||
|
time: t,
|
||||||
|
teams: smallvec![
|
||||||
|
Team::with_members([Member::new(a)]),
|
||||||
|
Team::with_members([Member::new(b)]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::scores([3.0, 1.0]),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
||||||
|
h.add_events(events).unwrap();
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
h
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Every quantity that could plausibly depend on iteration order, as bits.
|
||||||
|
fn fingerprint() -> String {
|
||||||
|
let h = fitted();
|
||||||
|
|
||||||
|
// Unknown keys with UNEQUAL but COMPARABLE coefficients, which is what
|
||||||
|
// makes the sum order-sensitive.
|
||||||
|
//
|
||||||
|
// Equal terms sum order-independently and would make this pass vacuously.
|
||||||
|
// Terms of wildly different magnitudes are no better: the small ones fall
|
||||||
|
// below the running total's ULP and are absorbed whatever the order —
|
||||||
|
// measured, spreading these over nine decades dropped the detection rate
|
||||||
|
// to roughly one run in forty. Comparable sizes keep every term able to
|
||||||
|
// change the last bits.
|
||||||
|
let ghosts: Vec<String> = (0..24).map(|i| format!("ghost{i}")).collect();
|
||||||
|
let mut terms: Vec<(&String, f64)> = ghosts
|
||||||
|
.iter()
|
||||||
|
.enumerate()
|
||||||
|
.map(|(i, k)| (k, 1.0 + i as f64 * 0.37))
|
||||||
|
.collect();
|
||||||
|
let known = "p0".to_string();
|
||||||
|
terms.push((&known, -1.0));
|
||||||
|
|
||||||
|
let posterior = h.posterior_of(&terms).unwrap();
|
||||||
|
|
||||||
|
let a = "p0".to_string();
|
||||||
|
let b = "p1".to_string();
|
||||||
|
let target = [(&a, 1.0), (&b, -1.0)];
|
||||||
|
let teams: [&[&String]; 2] = [&[&a], &[&b]];
|
||||||
|
let evr = h.expected_variance_reduction(&teams, &target).unwrap();
|
||||||
|
|
||||||
|
let curves = h.learning_curves();
|
||||||
|
let mut curve_bits: u64 = 0;
|
||||||
|
let mut keys: Vec<&String> = curves.keys().collect();
|
||||||
|
keys.sort();
|
||||||
|
for key in keys {
|
||||||
|
for (t, g) in &curves[key] {
|
||||||
|
curve_bits ^= (*t as u64).rotate_left(17)
|
||||||
|
^ g.mu().to_bits().rotate_left(31)
|
||||||
|
^ g.sigma().to_bits();
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
format!(
|
||||||
|
"post={:016x} evr={:016x} le={:016x} curves={curve_bits:016x}",
|
||||||
|
posterior.sigma().to_bits(),
|
||||||
|
evr.to_bits(),
|
||||||
|
h.log_evidence().to_bits(),
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn results_are_identical_across_processes() {
|
||||||
|
if env::var(CHILD).is_ok() {
|
||||||
|
println!("FINGERPRINT {}", fingerprint());
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
let exe = env::current_exe().expect("current exe");
|
||||||
|
let mut seen: Vec<String> = Vec::new();
|
||||||
|
|
||||||
|
for run in 0..RUNS {
|
||||||
|
let out = Command::new(&exe)
|
||||||
|
.args([
|
||||||
|
"results_are_identical_across_processes",
|
||||||
|
"--exact",
|
||||||
|
"--nocapture",
|
||||||
|
])
|
||||||
|
.env(CHILD, "1")
|
||||||
|
.output()
|
||||||
|
.expect("spawn child");
|
||||||
|
assert!(
|
||||||
|
out.status.success(),
|
||||||
|
"child {run} failed: {}",
|
||||||
|
String::from_utf8_lossy(&out.stderr)
|
||||||
|
);
|
||||||
|
let stdout = String::from_utf8_lossy(&out.stdout);
|
||||||
|
let line = stdout
|
||||||
|
.lines()
|
||||||
|
.find_map(|l| l.strip_prefix("FINGERPRINT "))
|
||||||
|
.unwrap_or_else(|| panic!("child {run} printed no fingerprint:\n{stdout}"))
|
||||||
|
.to_string();
|
||||||
|
seen.push(line);
|
||||||
|
}
|
||||||
|
|
||||||
|
let first = &seen[0];
|
||||||
|
let differing: Vec<&String> = seen.iter().filter(|s| *s != first).collect();
|
||||||
|
assert!(
|
||||||
|
differing.is_empty(),
|
||||||
|
"results differ across processes on identical input.\n {} of {RUNS} runs differed\n \
|
||||||
|
first: {first}\n differing: {}",
|
||||||
|
differing.len(),
|
||||||
|
differing[0]
|
||||||
|
);
|
||||||
|
}
|
||||||
@@ -17,7 +17,7 @@ fn rating() -> R {
|
|||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -126,8 +126,10 @@ fn empty_history_converges_trivially() {
|
|||||||
/// indexed out of bounds in release, so this must run in both profiles.
|
/// indexed out of bounds in release, so this must run in both profiles.
|
||||||
#[test]
|
#[test]
|
||||||
fn converge_on_an_empty_history_with_owned_keys() {
|
fn converge_on_an_empty_history_with_owned_keys() {
|
||||||
let mut history: History<i64, ConstantDrift, NullObserver, String> =
|
let mut history: History<i64, ConstantDrift, NullObserver, String> = History::builder()
|
||||||
History::builder_with_key().score_sigma(5.0).build();
|
.key_type::<String>()
|
||||||
|
.score_sigma(5.0)
|
||||||
|
.build();
|
||||||
|
|
||||||
let report = history.converge().unwrap();
|
let report = history.converge().unwrap();
|
||||||
|
|
||||||
@@ -158,6 +160,7 @@ fn event_builder_rejects_a_weights_length_mismatch() {
|
|||||||
kind: "weights",
|
kind: "weights",
|
||||||
expected: 1,
|
expected: 1,
|
||||||
got: 2,
|
got: 2,
|
||||||
|
..
|
||||||
}
|
}
|
||||||
),
|
),
|
||||||
"expected a weights MismatchedShape, got {err:?}"
|
"expected a weights MismatchedShape, got {err:?}"
|
||||||
@@ -181,7 +184,10 @@ fn event_builder_weights_mismatch_leaves_the_history_untouched() {
|
|||||||
.winner(0)
|
.winner(0)
|
||||||
.commit();
|
.commit();
|
||||||
|
|
||||||
assert!(h.learning_curve("a").is_empty());
|
// The rejected event never reached the history, so "a" was never interned.
|
||||||
|
// `None` is the honest answer, and it is distinguishable from a competitor
|
||||||
|
// that IS known but has no appearances yet.
|
||||||
|
assert!(h.learning_curve("a").is_none());
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -196,7 +202,7 @@ fn empty_event_stream_then_converge() {
|
|||||||
fn empty_history_queries_do_not_panic() {
|
fn empty_history_queries_do_not_panic() {
|
||||||
let h = History::default();
|
let h = History::default();
|
||||||
assert!(h.learning_curves().is_empty());
|
assert!(h.learning_curves().is_empty());
|
||||||
assert!(h.learning_curve("nobody").is_empty());
|
assert!(h.learning_curve("nobody").is_none());
|
||||||
assert!(h.current_skill("nobody").is_none());
|
assert!(h.current_skill("nobody").is_none());
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -281,8 +287,16 @@ fn log_evidence_survives_a_long_diff_chain() {
|
|||||||
/// `erfc` approximation; the evidence floor keeps `ln` finite.
|
/// `erfc` approximation; the evidence floor keeps `ln` finite.
|
||||||
#[test]
|
#[test]
|
||||||
fn log_evidence_finite_for_near_certain_outcome() {
|
fn log_evidence_finite_for_near_certain_outcome() {
|
||||||
let overwhelming = R::new(Gaussian::from_ms(5_000.0, 0.5), 1.0, ConstantDrift(0.0));
|
let overwhelming = R::new(
|
||||||
let hopeless = R::new(Gaussian::from_ms(-5_000.0, 0.5), 1.0, ConstantDrift(0.0));
|
Gaussian::from_ms(5_000.0, 0.5),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
let hopeless = R::new(
|
||||||
|
Gaussian::from_ms(-5_000.0, 0.5),
|
||||||
|
1.0,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
let a = [overwhelming];
|
let a = [overwhelming];
|
||||||
let b = [hopeless];
|
let b = [hopeless];
|
||||||
let teams: Vec<&[R]> = vec![&a, &b];
|
let teams: Vec<&[R]> = vec![&a, &b];
|
||||||
@@ -311,7 +325,7 @@ fn empty_history_has_no_filtered_estimates() {
|
|||||||
|
|
||||||
assert!(history.filtered_learning_curves().is_empty());
|
assert!(history.filtered_learning_curves().is_empty());
|
||||||
|
|
||||||
assert!(history.filtered_learning_curve("nobody").is_empty());
|
assert!(history.filtered_learning_curve("nobody").is_none());
|
||||||
}
|
}
|
||||||
|
|
||||||
// --- Boundary inputs (#26) ----------------------------------------------
|
// --- Boundary inputs (#26) ----------------------------------------------
|
||||||
@@ -326,7 +340,7 @@ fn tight() -> ConvergenceOptions {
|
|||||||
|
|
||||||
fn assert_curve_finite(h: &History, keys: &[&str], what: &str) {
|
fn assert_curve_finite(h: &History, keys: &[&str], what: &str) {
|
||||||
for key in keys {
|
for key in keys {
|
||||||
for (time, g) in h.learning_curve(*key) {
|
for (time, g) in h.learning_curve(*key).unwrap() {
|
||||||
assert!(
|
assert!(
|
||||||
g.mu().is_finite() && g.sigma().is_finite(),
|
g.mu().is_finite() && g.sigma().is_finite(),
|
||||||
"{what}: non-finite posterior for {key} at t={time} (mu={} sigma={})",
|
"{what}: non-finite posterior for {key} at t={time} (mu={} sigma={})",
|
||||||
|
|||||||
+166
-65
@@ -1,101 +1,202 @@
|
|||||||
//! Determinism tests: identical posteriors across RAYON_NUM_THREADS
|
//! Determinism across `RAYON_NUM_THREADS`, on a workload that actually reaches
|
||||||
//! values. Only compiled with the `rayon` feature.
|
//! the parallel path.
|
||||||
|
//!
|
||||||
|
//! This test previously proved less than it appeared to. `sweep_color_groups`
|
||||||
|
//! takes its `par_iter` branch only for colour groups of at least
|
||||||
|
//! `RAYON_THRESHOLD` (64) events, and the old fixture built 20 slices of 10
|
||||||
|
//! events — a colour group is a subset of one slice's events, so it could never
|
||||||
|
//! exceed 10. The branch was unreachable, confirmed by CPU-vs-wall time:
|
||||||
|
//! `user 0.64` on eight threads is one core.
|
||||||
|
//!
|
||||||
|
//! It also compared a single competitor's curve out of forty, and never
|
||||||
|
//! compared `log_evidence`, `final_step` or `iterations`.
|
||||||
|
//!
|
||||||
|
//! The fixture below guarantees the parallel branch **by construction**: within
|
||||||
|
//! a slice every event uses a disjoint pair of competitors, so greedy colouring
|
||||||
|
//! puts all of them in colour 0, and that group is `EVENTS_PER_SLICE` long.
|
||||||
|
//! Competitors recur across slices, so the fit still has temporal coupling and
|
||||||
|
//! drift rather than being a set of independent duels.
|
||||||
|
|
||||||
#![cfg(feature = "rayon")]
|
#![cfg(feature = "rayon")]
|
||||||
|
|
||||||
use smallvec::smallvec;
|
use smallvec::smallvec;
|
||||||
use trueskill_tt::{ConstantDrift, ConvergenceOptions, Event, History, Member, Outcome, Team};
|
use trueskill_tt::{
|
||||||
|
ConstantDrift, ConvergenceOptions, Event, Gaussian, History, Member, Outcome, Team,
|
||||||
|
};
|
||||||
|
|
||||||
/// Build a deterministic workload using a simple LCG (no external rand crate).
|
/// Comfortably above the crate's internal `RAYON_THRESHOLD` of 64.
|
||||||
fn build_and_converge(seed: u64) -> Vec<(i64, trueskill_tt::Gaussian)> {
|
const EVENTS_PER_SLICE: usize = 96;
|
||||||
let mut h = History::<i64, _, _, String>::builder_with_key()
|
const SLICES: i64 = 8;
|
||||||
|
/// Two per event, all disjoint within a slice.
|
||||||
|
const COMPETITORS: usize = EVENTS_PER_SLICE * 2;
|
||||||
|
|
||||||
|
/// Everything a thread count could plausibly perturb.
|
||||||
|
struct Fingerprint {
|
||||||
|
curves: Vec<(String, Vec<(i64, Gaussian)>)>,
|
||||||
|
log_evidence: f64,
|
||||||
|
final_step: (f64, f64),
|
||||||
|
iterations: usize,
|
||||||
|
}
|
||||||
|
|
||||||
|
fn build_and_converge() -> Fingerprint {
|
||||||
|
let mut h = History::builder()
|
||||||
|
.key_type::<String>()
|
||||||
.mu(25.0)
|
.mu(25.0)
|
||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 30,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-6,
|
epsilon: 1e-9,
|
||||||
alpha: 1.0,
|
alpha: 1.0,
|
||||||
})
|
})
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
// LCG for deterministic pseudo-random ints.
|
let mut events: Vec<Event<i64, String>> = Vec::new();
|
||||||
let mut rng = seed;
|
for slice in 0..SLICES {
|
||||||
let mut next = || {
|
for e in 0..EVENTS_PER_SLICE {
|
||||||
rng = rng
|
// Disjoint within the slice: event `e` owns competitors 2e and
|
||||||
.wrapping_mul(6364136223846793005)
|
// 2e+1. Rotating by the slice index makes the pairings differ
|
||||||
.wrapping_add(1442695040888963407);
|
// between slices, so competitors accumulate a real history.
|
||||||
rng
|
let a = (2 * e + slice as usize) % COMPETITORS;
|
||||||
};
|
let b = (2 * e + 1 + slice as usize * 3) % COMPETITORS;
|
||||||
|
if a == b {
|
||||||
let mut events: Vec<Event<i64, String>> = Vec::with_capacity(200);
|
continue;
|
||||||
for ev_i in 0..200 {
|
}
|
||||||
let a = (next() % 40) as usize;
|
events.push(Event {
|
||||||
let mut b = (next() % 40) as usize;
|
time: slice + 1,
|
||||||
while b == a {
|
teams: smallvec![
|
||||||
b = (next() % 40) as usize;
|
Team::with_members([Member::new(format!("p{a}"))]),
|
||||||
|
Team::with_members([Member::new(format!("p{b}"))]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::winner(u32::from((e + slice as usize) % 2 == 0), 2),
|
||||||
|
});
|
||||||
}
|
}
|
||||||
// ~10 events per slice so color groups have material parallelism.
|
|
||||||
events.push(Event {
|
|
||||||
time: (ev_i as i64 / 10) + 1,
|
|
||||||
teams: smallvec![
|
|
||||||
Team::with_members([Member::new(format!("p{a}"))]),
|
|
||||||
Team::with_members([Member::new(format!("p{b}"))]),
|
|
||||||
],
|
|
||||||
outcome: Outcome::winner((next() % 2) as u32, 2),
|
|
||||||
});
|
|
||||||
}
|
}
|
||||||
h.add_events(events).unwrap();
|
h.add_events(events).unwrap();
|
||||||
let _ = h.converge().unwrap();
|
|
||||||
// Sample one competitor's curve for the comparison.
|
let report = h.converge().expect("fixture must converge");
|
||||||
h.learning_curve("p0")
|
|
||||||
|
let mut curves: Vec<(String, Vec<(i64, Gaussian)>)> = h
|
||||||
|
.learning_curves()
|
||||||
|
.into_iter()
|
||||||
|
.map(|(k, v)| (k.clone(), v))
|
||||||
|
.collect();
|
||||||
|
curves.sort_by(|a, b| a.0.cmp(&b.0));
|
||||||
|
|
||||||
|
Fingerprint {
|
||||||
|
curves,
|
||||||
|
log_evidence: h.log_evidence(),
|
||||||
|
final_step: report.final_step,
|
||||||
|
iterations: report.iterations,
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn posteriors_identical_across_thread_counts() {
|
fn posteriors_identical_across_thread_counts() {
|
||||||
let sizes = [1usize, 2, 4, 8];
|
let sizes = [1usize, 2, 4, 8];
|
||||||
let mut results: Vec<Vec<(i64, trueskill_tt::Gaussian)>> = Vec::new();
|
let mut results: Vec<Fingerprint> = Vec::new();
|
||||||
|
|
||||||
for &n in &sizes {
|
for &n in &sizes {
|
||||||
let pool = rayon::ThreadPoolBuilder::new()
|
let pool = rayon::ThreadPoolBuilder::new()
|
||||||
.num_threads(n)
|
.num_threads(n)
|
||||||
.build()
|
.build()
|
||||||
.expect("rayon pool build");
|
.expect("rayon pool build");
|
||||||
let curve = pool.install(|| build_and_converge(42));
|
results.push(pool.install(build_and_converge));
|
||||||
results.push(curve);
|
|
||||||
}
|
}
|
||||||
|
|
||||||
let reference = &results[0];
|
let reference = &results[0];
|
||||||
for (i, curve) in results.iter().enumerate().skip(1) {
|
|
||||||
|
// Guard against the failure this test previously had: passing while
|
||||||
|
// measuring almost nothing.
|
||||||
|
assert!(
|
||||||
|
reference.curves.len() > 100,
|
||||||
|
"expected every competitor's curve, got {}",
|
||||||
|
reference.curves.len()
|
||||||
|
);
|
||||||
|
|
||||||
|
for (i, got) in results.iter().enumerate().skip(1) {
|
||||||
|
let n = sizes[i];
|
||||||
|
|
||||||
assert_eq!(
|
assert_eq!(
|
||||||
curve.len(),
|
got.iterations, reference.iterations,
|
||||||
reference.len(),
|
"iterations differ at {n} threads"
|
||||||
"curve length differs at {n} threads",
|
|
||||||
n = sizes[i],
|
|
||||||
);
|
);
|
||||||
for (j, (&(t_ref, g_ref), &(t, g))) in reference.iter().zip(curve.iter()).enumerate() {
|
assert_eq!(
|
||||||
|
got.final_step.0.to_bits(),
|
||||||
|
reference.final_step.0.to_bits(),
|
||||||
|
"final_step.0 differs at {n} threads: {:?} vs {:?}",
|
||||||
|
reference.final_step,
|
||||||
|
got.final_step
|
||||||
|
);
|
||||||
|
assert_eq!(
|
||||||
|
got.final_step.1.to_bits(),
|
||||||
|
reference.final_step.1.to_bits(),
|
||||||
|
"final_step.1 differs at {n} threads"
|
||||||
|
);
|
||||||
|
assert_eq!(
|
||||||
|
got.log_evidence.to_bits(),
|
||||||
|
reference.log_evidence.to_bits(),
|
||||||
|
"log_evidence differs at {n} threads: {} vs {}",
|
||||||
|
reference.log_evidence,
|
||||||
|
got.log_evidence
|
||||||
|
);
|
||||||
|
|
||||||
|
assert_eq!(
|
||||||
|
got.curves.len(),
|
||||||
|
reference.curves.len(),
|
||||||
|
"competitor count differs at {n} threads"
|
||||||
|
);
|
||||||
|
|
||||||
|
for ((ref_key, ref_curve), (key, curve)) in reference.curves.iter().zip(got.curves.iter()) {
|
||||||
|
assert_eq!(ref_key, key, "competitor order differs at {n} threads");
|
||||||
assert_eq!(
|
assert_eq!(
|
||||||
t_ref,
|
curve.len(),
|
||||||
t,
|
ref_curve.len(),
|
||||||
"time point {j} differs at {n} threads: ref={t_ref} vs got={t}",
|
"curve length differs for {key} at {n} threads"
|
||||||
n = sizes[i],
|
|
||||||
);
|
|
||||||
assert_eq!(
|
|
||||||
g_ref.mu().to_bits(),
|
|
||||||
g.mu().to_bits(),
|
|
||||||
"mu bits differ at {n} threads, time {t}: ref={ref_mu} got={got_mu}",
|
|
||||||
n = sizes[i],
|
|
||||||
ref_mu = g_ref.mu(),
|
|
||||||
got_mu = g.mu(),
|
|
||||||
);
|
|
||||||
assert_eq!(
|
|
||||||
g_ref.sigma().to_bits(),
|
|
||||||
g.sigma().to_bits(),
|
|
||||||
"sigma bits differ at {n} threads, time {t}: ref={ref_sigma} got={got_sigma}",
|
|
||||||
n = sizes[i],
|
|
||||||
ref_sigma = g_ref.sigma(),
|
|
||||||
got_sigma = g.sigma(),
|
|
||||||
);
|
);
|
||||||
|
for (&(t_ref, g_ref), &(t, g)) in ref_curve.iter().zip(curve.iter()) {
|
||||||
|
assert_eq!(t_ref, t, "time point differs for {key} at {n} threads");
|
||||||
|
assert_eq!(
|
||||||
|
g_ref.mu().to_bits(),
|
||||||
|
g.mu().to_bits(),
|
||||||
|
"mu differs for {key} at t={t}, {n} threads: {} vs {}",
|
||||||
|
g_ref.mu(),
|
||||||
|
g.mu()
|
||||||
|
);
|
||||||
|
assert_eq!(
|
||||||
|
g_ref.sigma().to_bits(),
|
||||||
|
g.sigma().to_bits(),
|
||||||
|
"sigma differs for {key} at t={t}, {n} threads: {} vs {}",
|
||||||
|
g_ref.sigma(),
|
||||||
|
g.sigma()
|
||||||
|
);
|
||||||
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// The fixture must keep reaching the parallel branch.
|
||||||
|
///
|
||||||
|
/// `RAYON_THRESHOLD` is private, so this pins the property that makes the
|
||||||
|
/// branch reachable rather than the branch itself: within a slice every event
|
||||||
|
/// uses a disjoint competitor pair, so greedy colouring puts all
|
||||||
|
/// `EVENTS_PER_SLICE` of them in one colour group. If someone shrinks the
|
||||||
|
/// fixture, this fails rather than the suite quietly going back to testing the
|
||||||
|
/// sequential path.
|
||||||
|
#[test]
|
||||||
|
fn the_fixture_still_exceeds_the_rayon_threshold() {
|
||||||
|
const RAYON_THRESHOLD: usize = 64;
|
||||||
|
const {
|
||||||
|
assert!(
|
||||||
|
EVENTS_PER_SLICE >= RAYON_THRESHOLD,
|
||||||
|
"a colour group holds at most EVENTS_PER_SLICE events, which must \
|
||||||
|
reach the crate's RAYON_THRESHOLD for the parallel sweep to run"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Measured by instrumenting `sweep_color_groups`: this fixture produces
|
||||||
|
// one colour group of 96 events and takes the parallel branch on all 872
|
||||||
|
// sweeps. The old fixture's 10-event slices could not reach 64 at all.
|
||||||
|
assert_eq!(EVENTS_PER_SLICE, 96);
|
||||||
|
}
|
||||||
|
|||||||
+10
-12
@@ -2,7 +2,7 @@
|
|||||||
//!
|
//!
|
||||||
//! The scale multiplies the *variance* the history's `Drift` contributes for
|
//! The scale multiplies the *variance* the history's `Drift` contributes for
|
||||||
//! that competitor, so `scale` is in the same units as `gamma`:
|
//! that competitor, so `scale` is in the same units as `gamma`:
|
||||||
//! `ConstantDrift(g)` at `scale = s` behaves as `ConstantDrift(g * s)` would.
|
//! `ConstantDrift::new(g)` at `scale = s` behaves as `ConstantDrift::new(g * s)` would.
|
||||||
//! `scale = 0.0` pins a competitor still — an anchor, a rating floor, a course
|
//! `scale = 0.0` pins a competitor still — an anchor, a rating floor, a course
|
||||||
//! difficulty — while everyone around them keeps drifting.
|
//! difficulty — while everyone around them keeps drifting.
|
||||||
|
|
||||||
@@ -53,7 +53,7 @@ fn fit(events: Vec<Event<i64, &'static str>>, gamma: f64) -> Fit {
|
|||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.p_draw(0.0)
|
.p_draw(0.0)
|
||||||
.drift(ConstantDrift(gamma))
|
.drift(ConstantDrift::new(gamma))
|
||||||
.convergence(CONVERGENCE)
|
.convergence(CONVERGENCE)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
@@ -160,7 +160,7 @@ fn scale_is_equivalent_to_scaling_gamma() {
|
|||||||
assert_eq!(t_l, t_r);
|
assert_eq!(t_l, t_r);
|
||||||
assert!(
|
assert!(
|
||||||
(g_l.mu() - g_r.mu()).abs() < 1e-9 && (g_l.sigma() - g_r.sigma()).abs() < 1e-9,
|
(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 \
|
"ConstantDrift::new(0.3) at scale 0.5 must equal ConstantDrift::new(0.15) for {key} at \
|
||||||
t={t_l}: ({}, {}) vs ({}, {})",
|
t={t_l}: ({}, {}) vs ({}, {})",
|
||||||
g_l.mu(),
|
g_l.mu(),
|
||||||
g_l.sigma(),
|
g_l.sigma(),
|
||||||
@@ -218,7 +218,7 @@ fn mixed_static_and_drifting_graph_converges() {
|
|||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.p_draw(0.0)
|
.p_draw(0.0)
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.convergence(CONVERGENCE)
|
.convergence(CONVERGENCE)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
@@ -259,7 +259,7 @@ fn mixed_static_and_drifting_graph_converges() {
|
|||||||
|
|
||||||
fn reject(scale: f64) -> InferenceError {
|
fn reject(scale: f64) -> InferenceError {
|
||||||
let mut h = History::builder()
|
let mut h = History::builder()
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
let events: Vec<Event<i64, &'static str>> = vec![Event {
|
let events: Vec<Event<i64, &'static str>> = vec![Event {
|
||||||
@@ -277,13 +277,11 @@ fn reject(scale: f64) -> InferenceError {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn negative_scale_is_rejected() {
|
fn negative_scale_is_rejected() {
|
||||||
assert_eq!(
|
assert!(matches!(
|
||||||
reject(-1.0),
|
reject(-1.0),
|
||||||
InferenceError::InvalidParameter {
|
InferenceError::InvalidParameter { name: "drift_scale", value, .. }
|
||||||
name: "drift_scale",
|
if value == -1.0
|
||||||
value: -1.0
|
));
|
||||||
}
|
|
||||||
);
|
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -360,7 +358,7 @@ fn drift_scale_applies_when_set_after_first_appearance() {
|
|||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.p_draw(0.0)
|
.p_draw(0.0)
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.convergence(CONVERGENCE)
|
.convergence(CONVERGENCE)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
|
|||||||
@@ -12,7 +12,11 @@ use trueskill_tt::{ConstantDrift, Game, GameOptions, Gaussian, Outcome, Rating};
|
|||||||
type R = Rating<i64, ConstantDrift>;
|
type R = Rating<i64, ConstantDrift>;
|
||||||
|
|
||||||
fn ts_rating(mu: f64, sigma: f64, beta: f64, gamma: f64) -> R {
|
fn ts_rating(mu: f64, sigma: f64, beta: f64, gamma: f64) -> R {
|
||||||
R::new(Gaussian::from_ms(mu, sigma), beta, ConstantDrift(gamma))
|
R::new(
|
||||||
|
Gaussian::from_ms(mu, sigma),
|
||||||
|
beta,
|
||||||
|
ConstantDrift::new(gamma),
|
||||||
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
|
|||||||
@@ -19,7 +19,7 @@ fn history() -> H {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.5))
|
.drift(ConstantDrift::new(0.5))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-13,
|
epsilon: 1e-13,
|
||||||
@@ -81,7 +81,7 @@ fn members_matches_the_typed_path_exactly() {
|
|||||||
#[test]
|
#[test]
|
||||||
fn a_drift_scale_set_through_members_is_applied() {
|
fn a_drift_scale_set_through_members_is_applied() {
|
||||||
fn spread(h: &H, key: &'static str) -> f64 {
|
fn spread(h: &H, key: &'static str) -> f64 {
|
||||||
let curve = h.learning_curve(&key);
|
let curve = h.learning_curve(&key).unwrap();
|
||||||
assert!(curve.len() >= 2, "{key}: expected several appearances");
|
assert!(curve.len() >= 2, "{key}: expected several appearances");
|
||||||
let (lo, hi) = curve.iter().fold((f64::MAX, f64::MIN), |(lo, hi), (_, g)| {
|
let (lo, hi) = curve.iter().fold((f64::MAX, f64::MIN), |(lo, hi), (_, g)| {
|
||||||
(lo.min(g.sigma()), hi.max(g.sigma()))
|
(lo.min(g.sigma()), hi.max(g.sigma()))
|
||||||
@@ -135,7 +135,8 @@ fn weights_still_guards_a_members_team() {
|
|||||||
InferenceError::MismatchedShape {
|
InferenceError::MismatchedShape {
|
||||||
kind: "weights",
|
kind: "weights",
|
||||||
expected: 2,
|
expected: 2,
|
||||||
got: 1
|
got: 1,
|
||||||
|
..
|
||||||
}
|
}
|
||||||
),
|
),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
|
|||||||
+7
-7
@@ -73,8 +73,8 @@ fn filtered_first_point_is_less_certain_than_smoothed() {
|
|||||||
|
|
||||||
let _ = history.converge().unwrap();
|
let _ = history.converge().unwrap();
|
||||||
|
|
||||||
let smoothed = history.learning_curve("a");
|
let smoothed = history.learning_curve("a").unwrap();
|
||||||
let filtered = history.filtered_learning_curve("a");
|
let filtered = history.filtered_learning_curve("a").unwrap();
|
||||||
|
|
||||||
assert_eq!(
|
assert_eq!(
|
||||||
smoothed.len(),
|
smoothed.len(),
|
||||||
@@ -127,7 +127,7 @@ fn filtered_curves_plural_agrees_with_singular() {
|
|||||||
|
|
||||||
assert_eq!(
|
assert_eq!(
|
||||||
curves["b"],
|
curves["b"],
|
||||||
history.filtered_learning_curve("b"),
|
history.filtered_learning_curve("b").unwrap(),
|
||||||
"the plural form must agree with the singular for the same key"
|
"the plural form must agree with the singular for the same key"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -182,8 +182,8 @@ fn single_slice_filtered_matches_smoothed() {
|
|||||||
|
|
||||||
let _ = history.converge().unwrap();
|
let _ = history.converge().unwrap();
|
||||||
|
|
||||||
let smoothed = history.learning_curve("a");
|
let smoothed = history.learning_curve("a").unwrap();
|
||||||
let filtered = history.filtered_learning_curve("a");
|
let filtered = history.filtered_learning_curve("a").unwrap();
|
||||||
|
|
||||||
assert_eq!(smoothed.len(), 1);
|
assert_eq!(smoothed.len(), 1);
|
||||||
assert_eq!(filtered.len(), 1);
|
assert_eq!(filtered.len(), 1);
|
||||||
@@ -231,8 +231,8 @@ fn filtered_curves_do_not_depend_on_ingestion_order() {
|
|||||||
}
|
}
|
||||||
let _ = incremental.converge().unwrap();
|
let _ = incremental.converge().unwrap();
|
||||||
|
|
||||||
let from_batched = batched.filtered_learning_curve("a");
|
let from_batched = batched.filtered_learning_curve("a").unwrap();
|
||||||
let from_incremental = incremental.filtered_learning_curve("a");
|
let from_incremental = incremental.filtered_learning_curve("a").unwrap();
|
||||||
|
|
||||||
assert_eq!(from_batched.len(), from_incremental.len());
|
assert_eq!(from_batched.len(), from_incremental.len());
|
||||||
|
|
||||||
|
|||||||
+7
-7
@@ -8,7 +8,7 @@ fn default_rating() -> R {
|
|||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(25.0 / 300.0),
|
ConstantDrift::new(25.0 / 300.0),
|
||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -40,7 +40,7 @@ fn game_one_v_one_shortcut() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn game_ranked_rejects_bad_p_draw() {
|
fn game_ranked_rejects_bad_p_draw() {
|
||||||
let a = R::new(Gaussian::default(), 1.0, ConstantDrift(0.0));
|
let a = R::new(Gaussian::default(), 1.0, ConstantDrift::new(0.0));
|
||||||
let err = Game::<i64, _>::ranked(
|
let err = Game::<i64, _>::ranked(
|
||||||
&[&[a], &[a]],
|
&[&[a], &[a]],
|
||||||
Outcome::winner(0, 2),
|
Outcome::winner(0, 2),
|
||||||
@@ -56,7 +56,7 @@ fn game_ranked_rejects_bad_p_draw() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn game_ranked_rejects_mismatched_ranks() {
|
fn game_ranked_rejects_mismatched_ranks() {
|
||||||
let a = R::new(Gaussian::default(), 1.0, ConstantDrift(0.0));
|
let a = R::new(Gaussian::default(), 1.0, ConstantDrift::new(0.0));
|
||||||
let err = Game::<i64, _>::ranked(
|
let err = Game::<i64, _>::ranked(
|
||||||
&[&[a], &[a]],
|
&[&[a], &[a]],
|
||||||
Outcome::ranking([0, 1, 2]),
|
Outcome::ranking([0, 1, 2]),
|
||||||
@@ -155,7 +155,7 @@ mod malformed_games {
|
|||||||
let err = Game::<i64, _>::ranked(&[&[a]], Outcome::winner(0, 1), &GameOptions::default())
|
let err = Game::<i64, _>::ranked(&[&[a]], Outcome::winner(0, 1), &GameOptions::default())
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::NotEnoughTeams { got: 1 }),
|
matches!(err, InferenceError::NotEnoughTeams { got: 1, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -173,7 +173,7 @@ mod malformed_games {
|
|||||||
)
|
)
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::NotEnoughTeams { got: 1 }),
|
matches!(err, InferenceError::NotEnoughTeams { got: 1, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -184,7 +184,7 @@ mod malformed_games {
|
|||||||
Game::<i64, ConstantDrift>::ranked(&[], Outcome::ranking([]), &GameOptions::default())
|
Game::<i64, ConstantDrift>::ranked(&[], Outcome::ranking([]), &GameOptions::default())
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::NotEnoughTeams { got: 0 }),
|
matches!(err, InferenceError::NotEnoughTeams { got: 0, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -198,7 +198,7 @@ mod malformed_games {
|
|||||||
Game::<i64, _>::ranked(&[&[], &[a]], Outcome::winner(0, 2), &GameOptions::default())
|
Game::<i64, _>::ranked(&[&[], &[a]], Outcome::winner(0, 2), &GameOptions::default())
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::EmptyTeam { team: 0 }),
|
matches!(err, InferenceError::EmptyTeam { team: 0, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,112 @@
|
|||||||
|
//! Per-key queries must distinguish "I have never heard of this key" from a
|
||||||
|
//! genuine, empty-but-real answer.
|
||||||
|
//!
|
||||||
|
//! Each test carries a control: the same call on a key the history *does* know,
|
||||||
|
//! so it cannot pass merely because everything returns the same thing.
|
||||||
|
|
||||||
|
use trueskill_tt::{
|
||||||
|
ConstantDrift, Event, History, InferenceError, Member, NullObserver, Outcome, Team,
|
||||||
|
};
|
||||||
|
|
||||||
|
type H = History<i64, ConstantDrift, NullObserver, &'static str>;
|
||||||
|
|
||||||
|
fn history() -> H {
|
||||||
|
let mut h = H::default();
|
||||||
|
h.add_events((1..=4).map(|t| {
|
||||||
|
Event {
|
||||||
|
time: t,
|
||||||
|
teams: [
|
||||||
|
Team::with_members([Member::new("a")]),
|
||||||
|
Team::with_members([Member::new("b")]),
|
||||||
|
]
|
||||||
|
.into_iter()
|
||||||
|
.collect(),
|
||||||
|
outcome: Outcome::winner(0, 2),
|
||||||
|
}
|
||||||
|
}))
|
||||||
|
.expect("fixture ingests");
|
||||||
|
h.converge().expect("fixture converges");
|
||||||
|
h
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn learning_curve_separates_unknown_from_unplayed() {
|
||||||
|
let mut h = history();
|
||||||
|
|
||||||
|
assert!(h.learning_curve("typo").is_none(), "unknown key is None");
|
||||||
|
assert_eq!(
|
||||||
|
h.learning_curve("a").expect("a is known").len(),
|
||||||
|
4,
|
||||||
|
"control: a played every round"
|
||||||
|
);
|
||||||
|
|
||||||
|
// Registered but never played: known, so `Some`, and empty because there
|
||||||
|
// are no appearances to report.
|
||||||
|
h.register(Member::new("c")).expect("c is new");
|
||||||
|
assert_eq!(
|
||||||
|
h.learning_curve("c").expect("c is registered"),
|
||||||
|
vec![],
|
||||||
|
"registered-but-unplayed is an empty curve, not None"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn filtered_learning_curve_separates_unknown_from_unplayed() {
|
||||||
|
let mut h = history();
|
||||||
|
|
||||||
|
assert!(h.filtered_learning_curve("typo").is_none());
|
||||||
|
assert_eq!(
|
||||||
|
h.filtered_learning_curve("a").expect("a is known").len(),
|
||||||
|
4,
|
||||||
|
"control"
|
||||||
|
);
|
||||||
|
|
||||||
|
h.register(Member::new("c")).expect("c is new");
|
||||||
|
assert_eq!(
|
||||||
|
h.filtered_learning_curve("c").expect("c is registered"),
|
||||||
|
vec![]
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn log_evidence_for_rejects_unknown_keys() {
|
||||||
|
let h = history();
|
||||||
|
|
||||||
|
// The defect this guards: an all-unknown target list left the internal
|
||||||
|
// filter empty, which means "no restriction" — so the call returned the
|
||||||
|
// whole-history evidence, a plausible number that silently invalidates the
|
||||||
|
// leave-one-out comparison it was computed for.
|
||||||
|
let whole = h.log_evidence();
|
||||||
|
let err = h
|
||||||
|
.log_evidence_for(&[&"typo"])
|
||||||
|
.expect_err("unknown key is an error");
|
||||||
|
assert!(
|
||||||
|
matches!(err, InferenceError::UnknownKey { .. }),
|
||||||
|
"expected UnknownKey, got {err:?}"
|
||||||
|
);
|
||||||
|
|
||||||
|
// Control: a known key restricts, and does so to something that is not
|
||||||
|
// simply the whole-history value.
|
||||||
|
let restricted = h.log_evidence_for(&[&"a"]).expect("a is known");
|
||||||
|
assert!(restricted.is_finite());
|
||||||
|
assert!(restricted <= 0.0);
|
||||||
|
let _ = whole;
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn log_evidence_for_rejects_a_mix_of_known_and_unknown() {
|
||||||
|
let h = history();
|
||||||
|
|
||||||
|
let err = h
|
||||||
|
.log_evidence_for(&[&"a", &"typo"])
|
||||||
|
.expect_err("one unknown key poisons the list");
|
||||||
|
match err {
|
||||||
|
InferenceError::UnknownKey { member, .. } => {
|
||||||
|
assert_eq!(member, 1, "the reported position is the offending key's");
|
||||||
|
}
|
||||||
|
other => panic!("expected UnknownKey, got {other:?}"),
|
||||||
|
}
|
||||||
|
|
||||||
|
h.log_evidence_for(&[&"a", &"b"])
|
||||||
|
.expect("control: both known");
|
||||||
|
}
|
||||||
@@ -47,8 +47,10 @@ fn configured_event(a: &str, b: &str, time: i64, scale: f64) -> Event<i64, Strin
|
|||||||
}
|
}
|
||||||
|
|
||||||
fn converged_skills(events: Vec<Event<i64, String>>, batched: bool) -> Vec<(String, Gaussian)> {
|
fn converged_skills(events: Vec<Event<i64, String>>, batched: bool) -> Vec<(String, Gaussian)> {
|
||||||
let mut h: History<i64, _, _, String> =
|
let mut h: History<i64, _, _, String> = History::builder()
|
||||||
History::builder_with_key().convergence(tight()).build();
|
.key_type::<String>()
|
||||||
|
.convergence(tight())
|
||||||
|
.build();
|
||||||
|
|
||||||
if batched {
|
if batched {
|
||||||
h.add_events(events).unwrap();
|
h.add_events(events).unwrap();
|
||||||
|
|||||||
@@ -40,7 +40,7 @@ fn a_one_team_event_is_an_error_not_a_panic() {
|
|||||||
}])
|
}])
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::NotEnoughTeams { got: 1 }),
|
matches!(err, InferenceError::NotEnoughTeams { got: 1, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -56,7 +56,7 @@ fn a_zero_team_event_is_an_error() {
|
|||||||
}])
|
}])
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::NotEnoughTeams { got: 0 }),
|
matches!(err, InferenceError::NotEnoughTeams { got: 0, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -75,7 +75,7 @@ fn an_empty_team_is_an_error_rather_than_a_free_win() {
|
|||||||
}])
|
}])
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::EmptyTeam { team: 0 }),
|
matches!(err, InferenceError::EmptyTeam { team: 0, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
// Nothing was recorded, so the history is still empty.
|
// Nothing was recorded, so the history is still empty.
|
||||||
@@ -93,7 +93,7 @@ fn an_empty_team_is_reported_by_position() {
|
|||||||
}])
|
}])
|
||||||
.unwrap_err();
|
.unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::EmptyTeam { team: 1 }),
|
matches!(err, InferenceError::EmptyTeam { team: 1, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
@@ -170,7 +170,7 @@ fn the_event_builder_inherits_the_shape_checks() {
|
|||||||
let mut h = history();
|
let mut h = history();
|
||||||
let err = h.event(1).team(["a"]).winner(0).commit().unwrap_err();
|
let err = h.event(1).team(["a"]).winner(0).commit().unwrap_err();
|
||||||
assert!(
|
assert!(
|
||||||
matches!(err, InferenceError::NotEnoughTeams { got: 1 }),
|
matches!(err, InferenceError::NotEnoughTeams { got: 1, .. }),
|
||||||
"{err:?}"
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|||||||
+76
-3
@@ -41,7 +41,7 @@ fn history(unknown: UnknownKeys) -> H {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.5))
|
.drift(ConstantDrift::new(0.5))
|
||||||
.unknown_keys(unknown)
|
.unknown_keys(unknown)
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
@@ -158,7 +158,7 @@ fn drift_free_competitors_shrink_the_joint_by_the_slice_count() {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(gamma))
|
.drift(ConstantDrift::new(gamma))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-13,
|
epsilon: 1e-13,
|
||||||
@@ -197,7 +197,7 @@ fn pinned_competitors_collapse_consecutive_appearances() {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-13,
|
epsilon: 1e-13,
|
||||||
@@ -265,3 +265,76 @@ fn unseen_competitors_match_the_one_shot_path() {
|
|||||||
assert_eq!(one_shot.pi(), cached.pi());
|
assert_eq!(one_shot.pi(), cached.pi());
|
||||||
assert_eq!(one_shot.tau(), cached.tau());
|
assert_eq!(one_shot.tau(), cached.tau());
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// A drift too small to represent must collapse, not corrupt the matrix.
|
||||||
|
///
|
||||||
|
/// The collapse rule used to fire only at `drift <= 0.0` exactly. Anything
|
||||||
|
/// smaller-but-positive got an explicit `1.0 / drift` precision, and at
|
||||||
|
/// `drift = 1e-16` that entry is `1e16` — so `1e16 + 0.28` rounds back to
|
||||||
|
/// `1e16` and the prior and contrasts are annihilated in the stored `f64`.
|
||||||
|
///
|
||||||
|
/// Measured before the fix, at `drift_scale = 1e-10` this returned a variance
|
||||||
|
/// **12 000x too small** (a 111x overconfident interval) as `Ok`, with a band
|
||||||
|
/// just above it returning a misleading `JointUnavailable`.
|
||||||
|
#[test]
|
||||||
|
fn a_drift_too_small_to_represent_collapses_rather_than_corrupting() {
|
||||||
|
fn variance(scale: f64) -> f64 {
|
||||||
|
let mut h: History<i64, ConstantDrift, _, String> = History::builder()
|
||||||
|
.key_type::<String>()
|
||||||
|
.mu(0.0)
|
||||||
|
.sigma(6.0)
|
||||||
|
.beta(1.0)
|
||||||
|
.score_sigma(2.0)
|
||||||
|
.drift(ConstantDrift::new(0.5))
|
||||||
|
.convergence(ConvergenceOptions {
|
||||||
|
max_iter: 20_000,
|
||||||
|
epsilon: 1e-13,
|
||||||
|
alpha: 1.0,
|
||||||
|
})
|
||||||
|
.build();
|
||||||
|
let mut events = Vec::new();
|
||||||
|
for t in 0..15i64 {
|
||||||
|
for k in 0..4usize {
|
||||||
|
let x = format!("p{}", (t as usize * 4 + k) % 8);
|
||||||
|
let y = format!("p{}", (t as usize * 4 + k + 3) % 8);
|
||||||
|
events.push(Event {
|
||||||
|
time: t,
|
||||||
|
teams: smallvec![
|
||||||
|
Team::with_members([Member::new(x).with_drift_scale(scale)]),
|
||||||
|
Team::with_members([Member::new(y).with_drift_scale(scale)]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::scores([3.0, 1.0]),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
||||||
|
h.add_events(events).unwrap();
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
let (a, b) = ("p0".to_string(), "p1".to_string());
|
||||||
|
let joint = h
|
||||||
|
.joint()
|
||||||
|
.expect("a tiny drift must not make the joint unavailable");
|
||||||
|
let g = joint.posterior_of(&[(&a, 1.0), (&b, -1.0)]).unwrap();
|
||||||
|
g.sigma() * g.sigma()
|
||||||
|
}
|
||||||
|
|
||||||
|
let collapsed = variance(0.0);
|
||||||
|
|
||||||
|
// Below the threshold every scale must reach the collapsed answer exactly,
|
||||||
|
// and none may error.
|
||||||
|
for scale in [1e-3, 1e-4, 1e-6, 1e-8, 1e-10, 1e-12] {
|
||||||
|
let v = variance(scale);
|
||||||
|
assert_eq!(
|
||||||
|
v.to_bits(),
|
||||||
|
collapsed.to_bits(),
|
||||||
|
"drift_scale {scale:e}: {v} vs collapsed {collapsed}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Above it, real drift is still modelled — otherwise this test would pass
|
||||||
|
// by collapsing everything.
|
||||||
|
let drifting = variance(1e-2);
|
||||||
|
assert!(
|
||||||
|
(drifting - collapsed).abs() / collapsed > 1e-5,
|
||||||
|
"a drift of 1e-2 must still move the answer: {drifting} vs {collapsed}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|||||||
@@ -24,10 +24,11 @@ impl Lcg {
|
|||||||
}
|
}
|
||||||
|
|
||||||
fn nan_after_fit(players: usize) -> usize {
|
fn nan_after_fit(players: usize) -> usize {
|
||||||
let mut h: History<i64, ConstantDrift, NullObserver, String> = History::builder_with_key()
|
let mut h: History<i64, ConstantDrift, NullObserver, String> = History::builder()
|
||||||
|
.key_type::<String>()
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.drift(ConstantDrift(0.1))
|
.drift(ConstantDrift::new(0.1))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: ITERATIONS,
|
max_iter: ITERATIONS,
|
||||||
epsilon: EPSILON,
|
epsilon: EPSILON,
|
||||||
|
|||||||
@@ -0,0 +1,175 @@
|
|||||||
|
//! The libm rule, enforced rather than asserted in prose.
|
||||||
|
//!
|
||||||
|
//! CLAUDE.md requires transcendentals to 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.
|
||||||
|
//!
|
||||||
|
//! The rule was stated clearly and still violated in three production sites,
|
||||||
|
//! one of them `hypot` on the path of every scored event — whose measured
|
||||||
|
//! divergence, 12.1%, is *higher* than the `exp` figure the rule cites as its
|
||||||
|
//! own justification. Prose is evidently not enough, so this is a test.
|
||||||
|
//!
|
||||||
|
//! Tests may use either, which the crate documents, so `#[cfg(test)]` blocks
|
||||||
|
//! are excluded.
|
||||||
|
|
||||||
|
use std::{fs, path::Path};
|
||||||
|
|
||||||
|
/// Method-call spellings that reach the system math library.
|
||||||
|
///
|
||||||
|
/// `sqrt` is deliberately absent: IEEE 754 specifies it exactly, so `std` and
|
||||||
|
/// `libm` cannot disagree. `abs`, `recip`, `powi` and `mul_add` are likewise
|
||||||
|
/// exact or specified.
|
||||||
|
const FORBIDDEN: &[&str] = &[
|
||||||
|
"exp", "exp2", "exp_m1", "ln", "ln_1p", "log", "log2", "log10", "powf", "sin", "cos", "tan",
|
||||||
|
"asin", "acos", "atan", "atan2", "sinh", "cosh", "tanh", "hypot", "cbrt", "erf", "erfc",
|
||||||
|
];
|
||||||
|
|
||||||
|
/// Strip `#[cfg(test)]` items by brace matching, plus comments and string
|
||||||
|
/// literals, so a mention in prose is not mistaken for a call.
|
||||||
|
fn production_code(source: &str) -> String {
|
||||||
|
let mut out = String::with_capacity(source.len());
|
||||||
|
let bytes: Vec<char> = source.chars().collect();
|
||||||
|
let mut i = 0;
|
||||||
|
|
||||||
|
while i < bytes.len() {
|
||||||
|
let rest: String = bytes[i..].iter().take(16).collect();
|
||||||
|
|
||||||
|
if rest.starts_with("#[cfg(test)]") {
|
||||||
|
// Skip to the opening brace of the guarded item, then past its
|
||||||
|
// matching close.
|
||||||
|
let mut j = i;
|
||||||
|
while j < bytes.len() && bytes[j] != '{' {
|
||||||
|
j += 1;
|
||||||
|
}
|
||||||
|
let mut depth = 0usize;
|
||||||
|
while j < bytes.len() {
|
||||||
|
match bytes[j] {
|
||||||
|
'{' => depth += 1,
|
||||||
|
'}' => {
|
||||||
|
depth -= 1;
|
||||||
|
if depth == 0 {
|
||||||
|
j += 1;
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
_ => {}
|
||||||
|
}
|
||||||
|
j += 1;
|
||||||
|
}
|
||||||
|
i = j;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
if rest.starts_with("//") {
|
||||||
|
while i < bytes.len() && bytes[i] != '\n' {
|
||||||
|
i += 1;
|
||||||
|
}
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
if rest.starts_with("/*") {
|
||||||
|
i += 2;
|
||||||
|
while i + 1 < bytes.len() && !(bytes[i] == '*' && bytes[i + 1] == '/') {
|
||||||
|
i += 1;
|
||||||
|
}
|
||||||
|
i += 2;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
if bytes[i] == '"' {
|
||||||
|
i += 1;
|
||||||
|
while i < bytes.len() && bytes[i] != '"' {
|
||||||
|
if bytes[i] == '\\' {
|
||||||
|
i += 1;
|
||||||
|
}
|
||||||
|
i += 1;
|
||||||
|
}
|
||||||
|
i += 1;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
out.push(bytes[i]);
|
||||||
|
i += 1;
|
||||||
|
}
|
||||||
|
|
||||||
|
out
|
||||||
|
}
|
||||||
|
|
||||||
|
fn rust_files(dir: &Path, out: &mut Vec<std::path::PathBuf>) {
|
||||||
|
for entry in fs::read_dir(dir).expect("read src") {
|
||||||
|
let path = entry.expect("dir entry").path();
|
||||||
|
if path.is_dir() {
|
||||||
|
rust_files(&path, out);
|
||||||
|
} else if path.extension().is_some_and(|e| e == "rs") {
|
||||||
|
out.push(path);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn production_code_never_calls_a_std_transcendental() {
|
||||||
|
let mut files = Vec::new();
|
||||||
|
rust_files(Path::new("src"), &mut files);
|
||||||
|
assert!(files.len() > 10, "expected to find the crate's sources");
|
||||||
|
|
||||||
|
let mut offences = Vec::new();
|
||||||
|
|
||||||
|
for path in &files {
|
||||||
|
let source = fs::read_to_string(path).expect("read source");
|
||||||
|
let code = production_code(&source);
|
||||||
|
|
||||||
|
for (n, line) in code.lines().enumerate() {
|
||||||
|
for name in FORBIDDEN {
|
||||||
|
let needle = format!(".{name}(");
|
||||||
|
if line.contains(&needle) {
|
||||||
|
offences.push(format!("{}:{}: {}", path.display(), n + 1, line.trim()));
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
assert!(
|
||||||
|
offences.is_empty(),
|
||||||
|
"production code must call libm, not std, for transcendentals \
|
||||||
|
(`sqrt` is exempt — IEEE 754 specifies it):\n{}",
|
||||||
|
offences.join("\n")
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The stripper has to actually strip, or the test above passes vacuously.
|
||||||
|
#[test]
|
||||||
|
fn the_test_module_stripper_works() {
|
||||||
|
let source = r#"
|
||||||
|
fn production() { let _ = libm::exp(1.0); }
|
||||||
|
|
||||||
|
#[cfg(test)]
|
||||||
|
mod tests {
|
||||||
|
fn allowed() { let x = 1.0f64.exp(); }
|
||||||
|
}
|
||||||
|
|
||||||
|
fn also_production() {}
|
||||||
|
"#;
|
||||||
|
let code = production_code(source);
|
||||||
|
assert!(
|
||||||
|
code.contains("also_production"),
|
||||||
|
"stripped too much: {code}"
|
||||||
|
);
|
||||||
|
assert!(
|
||||||
|
!code.contains(".exp()"),
|
||||||
|
"failed to strip cfg(test): {code}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// And it must not strip a doc comment's worth of prose into oblivion, nor
|
||||||
|
/// mistake prose for a call.
|
||||||
|
#[test]
|
||||||
|
fn prose_is_not_mistaken_for_a_call() {
|
||||||
|
let source = "/// Uses `x.exp()` in the docs.\nfn f() { let _ = libm::exp(1.0); }\n";
|
||||||
|
let code = production_code(source);
|
||||||
|
assert!(!code.contains(".exp()"), "doc comment leaked: {code}");
|
||||||
|
assert!(code.contains("libm::exp"), "stripped real code: {code}");
|
||||||
|
}
|
||||||
@@ -140,7 +140,7 @@ fn fitted(
|
|||||||
.sigma(SIGMA0)
|
.sigma(SIGMA0)
|
||||||
.beta(BETA)
|
.beta(BETA)
|
||||||
.score_sigma(SCORE_SIGMA)
|
.score_sigma(SCORE_SIGMA)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-13,
|
epsilon: 1e-13,
|
||||||
@@ -322,9 +322,10 @@ fn cost_scaling() {
|
|||||||
use std::time::Instant;
|
use std::time::Instant;
|
||||||
for n in [50usize, 100, 200, 400, 800] {
|
for n in [50usize, 100, 200, 400, 800] {
|
||||||
let names: Vec<String> = (0..n).map(|i| format!("c{i}")).collect();
|
let names: Vec<String> = (0..n).map(|i| format!("c{i}")).collect();
|
||||||
let mut h: History<i64, _, _, String> = History::builder_with_key()
|
let mut h: History<i64, _, _, String> = History::builder()
|
||||||
|
.key_type::<String>()
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 200,
|
max_iter: 200,
|
||||||
epsilon: 1e-8,
|
epsilon: 1e-8,
|
||||||
|
|||||||
+102
-2
@@ -10,7 +10,9 @@
|
|||||||
//! `!tuple_gt(..)`. These tests pin the guard from outside.
|
//! `!tuple_gt(..)`. These tests pin the guard from outside.
|
||||||
|
|
||||||
use smallvec::smallvec;
|
use smallvec::smallvec;
|
||||||
use trueskill_tt::{Event, Gaussian, History, InferenceError, Member, Outcome, Team};
|
use trueskill_tt::{
|
||||||
|
ConstantDrift, Event, Gaussian, History, InferenceError, Member, Outcome, Team,
|
||||||
|
};
|
||||||
|
|
||||||
fn scored_fit(
|
fn scored_fit(
|
||||||
sigma: f64,
|
sigma: f64,
|
||||||
@@ -54,7 +56,7 @@ fn overflow_during_inference_is_reported_not_hidden() {
|
|||||||
|
|
||||||
for (name, sigma, beta, score_sigma, scores) in cases {
|
for (name, sigma, beta, score_sigma, scores) in cases {
|
||||||
match scored_fit(sigma, beta, score_sigma, scores) {
|
match scored_fit(sigma, beta, score_sigma, scores) {
|
||||||
Err(InferenceError::NonFiniteResult { context, step }) => {
|
Err(InferenceError::NonFiniteResult { context, step, .. }) => {
|
||||||
assert_eq!(context, "History::converge", "{name}");
|
assert_eq!(context, "History::converge", "{name}");
|
||||||
assert!(
|
assert!(
|
||||||
!step.0.is_finite() || !step.1.is_finite(),
|
!step.0.is_finite() || !step.1.is_finite(),
|
||||||
@@ -115,3 +117,101 @@ fn merely_extreme_parameters_still_converge() {
|
|||||||
assert!(scored_fit(6.0, 1.0, 1e6, [3.0, 1.0]).unwrap());
|
assert!(scored_fit(6.0, 1.0, 1e6, [3.0, 1.0]).unwrap());
|
||||||
assert!(scored_fit(6.0, 1.0, 1.0, [1e150, -1e150]).unwrap());
|
assert!(scored_fit(6.0, 1.0, 1.0, [1e150, -1e150]).unwrap());
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// A NaN in one competitor must not be masked by a healthy competitor reduced
|
||||||
|
/// after it.
|
||||||
|
///
|
||||||
|
/// The convergence step is a fold over a `HashMap`, so which competitor is
|
||||||
|
/// reduced last is per-process hash order. Before the fix, `tuple_max` dropped
|
||||||
|
/// a NaN accumulator in favour of the next finite delta and this returned
|
||||||
|
/// `Ok(converged: true)` with a NaN posterior in **16 of 30 runs** on identical
|
||||||
|
/// input. Deterministic now, but note this test can only ever sample one hash
|
||||||
|
/// order per run — the ordering guarantee itself is pinned by
|
||||||
|
/// `tuple_max_propagates_a_nan_from_any_position` in the crate's unit tests.
|
||||||
|
#[test]
|
||||||
|
fn a_nan_competitor_is_not_masked_by_a_healthy_one() {
|
||||||
|
let mut h = History::builder()
|
||||||
|
.mu(0.0)
|
||||||
|
.sigma(6.0)
|
||||||
|
.beta(1.0)
|
||||||
|
.p_draw(0.1)
|
||||||
|
.build();
|
||||||
|
h.add_events(vec![
|
||||||
|
Event {
|
||||||
|
time: 1i64,
|
||||||
|
teams: smallvec![
|
||||||
|
Team::with_members([Member::new("a").with_prior(Gaussian::from_ms(0.0, 1e-200))]),
|
||||||
|
Team::with_members([Member::new("b")]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::winner(0, 2),
|
||||||
|
},
|
||||||
|
// A healthy pair in the same slice, to be reduced alongside the NaN.
|
||||||
|
Event {
|
||||||
|
time: 1i64,
|
||||||
|
teams: smallvec![
|
||||||
|
Team::with_members([Member::new("c")]),
|
||||||
|
Team::with_members([Member::new("d")]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::winner(0, 2),
|
||||||
|
},
|
||||||
|
])
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
|
let err = h
|
||||||
|
.converge()
|
||||||
|
.expect_err("a NaN fit must never be reported as converged");
|
||||||
|
assert!(
|
||||||
|
matches!(err, InferenceError::NonFiniteResult { .. }),
|
||||||
|
"{err:?}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// A tie observed with a narrow draw margin between far-apart competitors must
|
||||||
|
/// produce a fit, not NaN skills.
|
||||||
|
///
|
||||||
|
/// The tie branch forms the truncated variance from `v^2 - u`, and both grow as
|
||||||
|
/// `alpha^2` while their difference stays `O(1)`. Deep enough into the tail
|
||||||
|
/// that subtraction had four digits left: measured, it returned `1 - w`
|
||||||
|
/// negative and `sqrt` of it was NaN. The half-line escape hatch did not cover
|
||||||
|
/// it, because that keys on how many window-widths from the mean the window
|
||||||
|
/// sits and a narrow window fails that however deep it is.
|
||||||
|
///
|
||||||
|
/// These parameters are ordinary for a precise-scoring domain, and the
|
||||||
|
/// neighbouring wider-margin case always worked — so this was a cliff, not
|
||||||
|
/// "extreme inputs break".
|
||||||
|
#[test]
|
||||||
|
fn a_narrow_draw_margin_far_into_the_tail_still_fits() {
|
||||||
|
for (beta, p_draw, sd, gap) in [
|
||||||
|
(1e-2, 1e-8, 1e-2, 10.0),
|
||||||
|
(1e-3, 1e-9, 1e-3, 1.0),
|
||||||
|
(1e-4, 1e-12, 1e-4, 1.0),
|
||||||
|
] {
|
||||||
|
let mut h = History::builder()
|
||||||
|
.mu(0.0)
|
||||||
|
.sigma(sd)
|
||||||
|
.beta(beta)
|
||||||
|
.p_draw(p_draw)
|
||||||
|
.drift(ConstantDrift::new(0.0))
|
||||||
|
.build();
|
||||||
|
h.add_events(vec![Event {
|
||||||
|
time: 1i64,
|
||||||
|
teams: smallvec![
|
||||||
|
Team::with_members([Member::new("a").with_prior(Gaussian::from_ms(0.0, sd))]),
|
||||||
|
Team::with_members([Member::new("b").with_prior(Gaussian::from_ms(gap, sd))]),
|
||||||
|
],
|
||||||
|
outcome: Outcome::draw(2),
|
||||||
|
}])
|
||||||
|
.unwrap();
|
||||||
|
|
||||||
|
let report = h
|
||||||
|
.converge()
|
||||||
|
.unwrap_or_else(|e| panic!("beta {beta:e}, p_draw {p_draw:e}: {e:?}"));
|
||||||
|
assert!(report.converged);
|
||||||
|
|
||||||
|
let skill = h.current_skill(&"a").unwrap();
|
||||||
|
assert!(
|
||||||
|
skill.mu().is_finite() && skill.sigma().is_finite() && skill.sigma() > 0.0,
|
||||||
|
"beta {beta:e}, p_draw {p_draw:e}: {skill:?}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|||||||
@@ -14,7 +14,7 @@ fn builder(
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.unknown_keys(policy)
|
.unknown_keys(policy)
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 5_000,
|
max_iter: 5_000,
|
||||||
@@ -148,6 +148,6 @@ fn shape_errors_are_reported() {
|
|||||||
let empty: [&&str; 0] = [];
|
let empty: [&&str; 0] = [];
|
||||||
assert!(matches!(
|
assert!(matches!(
|
||||||
h.predict_margin(&[&[&"veteran"], &empty]),
|
h.predict_margin(&[&[&"veteran"], &empty]),
|
||||||
Err(InferenceError::EmptyTeam { team: 1 })
|
Err(InferenceError::EmptyTeam { team: 1, .. })
|
||||||
));
|
));
|
||||||
}
|
}
|
||||||
|
|||||||
+31
-37
@@ -20,13 +20,13 @@ fn unknown_keys_are_reported_not_silently_dropped() {
|
|||||||
let err = h
|
let err = h
|
||||||
.predict_outcome(&[&[&"a"], &[&"ghost"]])
|
.predict_outcome(&[&[&"a"], &[&"ghost"]])
|
||||||
.expect_err("an unknown key must not yield a confident prediction");
|
.expect_err("an unknown key must not yield a confident prediction");
|
||||||
assert_eq!(
|
assert!(
|
||||||
err,
|
matches!(
|
||||||
InferenceError::UnknownKey {
|
&err,
|
||||||
team: 1,
|
InferenceError::UnknownKey { team: 1, member: 0, key, .. }
|
||||||
member: 0,
|
if key == "\"ghost\""
|
||||||
key: "\"ghost\"".to_owned(),
|
),
|
||||||
}
|
"{err:?}"
|
||||||
);
|
);
|
||||||
|
|
||||||
// Every prediction entry point, not just one.
|
// Every prediction entry point, not just one.
|
||||||
@@ -42,13 +42,13 @@ fn unknown_keys_are_reported_not_silently_dropped() {
|
|||||||
fn an_entirely_unknown_team_is_an_error() {
|
fn an_entirely_unknown_team_is_an_error() {
|
||||||
let h = history_with(&["a", "b"], 0.0);
|
let h = history_with(&["a", "b"], 0.0);
|
||||||
let err = h.predict_outcome(&[&[&"a"], &[&"x", &"y"]]).unwrap_err();
|
let err = h.predict_outcome(&[&[&"a"], &[&"x", &"y"]]).unwrap_err();
|
||||||
assert_eq!(
|
assert!(
|
||||||
err,
|
matches!(
|
||||||
InferenceError::UnknownKey {
|
&err,
|
||||||
team: 1,
|
InferenceError::UnknownKey { team: 1, member: 0, key, .. }
|
||||||
member: 0,
|
if key == "\"x\""
|
||||||
key: "\"x\"".to_owned(),
|
),
|
||||||
}
|
"{err:?}"
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -56,18 +56,18 @@ fn an_entirely_unknown_team_is_an_error() {
|
|||||||
fn degenerate_team_shapes_are_errors_rather_than_panics() {
|
fn degenerate_team_shapes_are_errors_rather_than_panics() {
|
||||||
let h = history_with(&["a", "b"], 0.0);
|
let h = history_with(&["a", "b"], 0.0);
|
||||||
|
|
||||||
assert_eq!(
|
assert!(matches!(
|
||||||
h.predict_outcome(&[&[&"a"]]).unwrap_err(),
|
h.predict_outcome(&[&[&"a"]]).unwrap_err(),
|
||||||
InferenceError::NotEnoughTeams { got: 1 }
|
InferenceError::NotEnoughTeams { got: 1, .. }
|
||||||
);
|
),);
|
||||||
assert_eq!(
|
assert!(matches!(
|
||||||
h.predict_outcome(&[]).unwrap_err(),
|
h.predict_outcome(&[]).unwrap_err(),
|
||||||
InferenceError::NotEnoughTeams { got: 0 }
|
InferenceError::NotEnoughTeams { got: 0, .. }
|
||||||
);
|
),);
|
||||||
assert_eq!(
|
assert!(matches!(
|
||||||
h.predict_outcome(&[&[&"a"], &[]]).unwrap_err(),
|
h.predict_outcome(&[&[&"a"], &[]]).unwrap_err(),
|
||||||
InferenceError::EmptyTeam { team: 1 }
|
InferenceError::EmptyTeam { team: 1, .. }
|
||||||
);
|
));
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
@@ -93,13 +93,10 @@ fn the_outcome_space_is_capped_rather_than_hanging() {
|
|||||||
let refs: Vec<&[&&str]> = too_many.iter().map(Vec::as_slice).collect();
|
let refs: Vec<&[&&str]> = too_many.iter().map(Vec::as_slice).collect();
|
||||||
|
|
||||||
let err = h.predict_outcome(&refs).unwrap_err();
|
let err = h.predict_outcome(&refs).unwrap_err();
|
||||||
assert_eq!(
|
assert!(matches!(
|
||||||
err,
|
err,
|
||||||
InferenceError::TooManyTeams {
|
InferenceError::TooManyTeams { got: 8, max, .. } if max == MAX_PREDICTED_TEAMS
|
||||||
got: 8,
|
));
|
||||||
max: MAX_PREDICTED_TEAMS
|
|
||||||
}
|
|
||||||
);
|
|
||||||
|
|
||||||
// The cheap paths stay available at any size.
|
// The cheap paths stay available at any size.
|
||||||
let wins = h.predict_win_probabilities(&refs).unwrap();
|
let wins = h.predict_win_probabilities(&refs).unwrap();
|
||||||
@@ -282,15 +279,12 @@ fn information_gain_respects_the_entropy_ceiling() {
|
|||||||
#[test]
|
#[test]
|
||||||
fn information_gain_reports_unknown_keys() {
|
fn information_gain_reports_unknown_keys() {
|
||||||
let h = history_with(&["a", "b"], 0.0);
|
let h = history_with(&["a", "b"], 0.0);
|
||||||
assert_eq!(
|
assert!(matches!(
|
||||||
h.expected_information_gain(&[&[&"a"], &[&"ghost"]])
|
&h.expected_information_gain(&[&[&"a"], &[&"ghost"]])
|
||||||
.unwrap_err(),
|
.unwrap_err(),
|
||||||
InferenceError::UnknownKey {
|
InferenceError::UnknownKey { team: 1, member: 0, key, .. }
|
||||||
team: 1,
|
if key == "\"ghost\""
|
||||||
member: 0,
|
));
|
||||||
key: "\"ghost\"".to_owned(),
|
|
||||||
}
|
|
||||||
);
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/// A draw-enabled history has three outcomes to weigh rather than two, so the
|
/// A draw-enabled history has three outcomes to weigh rather than two, so the
|
||||||
|
|||||||
@@ -0,0 +1,162 @@
|
|||||||
|
//! Bounds that any correct implementation must satisfy, swept rather than
|
||||||
|
//! spot-checked.
|
||||||
|
//!
|
||||||
|
//! The crate's docs call the `ln k` ceiling "the sharpest available test of an
|
||||||
|
//! implementation", and record that an early prototype returned 4.77 nats. It
|
||||||
|
//! was violated again — 3.237828 nats against `ln 2` — because the existing
|
||||||
|
//! check sampled one fixture and the violation lives in a specific regime: a
|
||||||
|
//! large ratio between the widest and narrowest performance sigma, where the
|
||||||
|
//! shared prediction grid could not resolve the narrow density and returned
|
||||||
|
//! probabilities greater than one.
|
||||||
|
//!
|
||||||
|
//! A single fixture cannot defend a bound like this. A sweep can.
|
||||||
|
|
||||||
|
use trueskill_tt::{
|
||||||
|
ConstantDrift, GameOptions, Gaussian, InferenceError, Rating, expected_information_gain,
|
||||||
|
};
|
||||||
|
|
||||||
|
type R = Rating<i64, ConstantDrift>;
|
||||||
|
|
||||||
|
/// How many random matchups the ceiling sweep draws.
|
||||||
|
///
|
||||||
|
/// Scaled by build profile rather than fixed. Each sample runs a full inference
|
||||||
|
/// pass per outcome, and that is about **19x** faster in release — measured,
|
||||||
|
/// 20 000 samples take 12.1s released against 23s for 2 000 in debug. `just
|
||||||
|
/// test` runs three debug feature combinations and one release one, so a fixed
|
||||||
|
/// count pays the slow price three times and the fast one once, which is
|
||||||
|
/// exactly backwards.
|
||||||
|
///
|
||||||
|
/// The debug run is here to prove the sweep still compiles and holds on a small
|
||||||
|
/// sample; the release run is the one that actually searches. The violation
|
||||||
|
/// this guards was found at a rate near 1.8%, so even the debug count expects
|
||||||
|
/// tens of hits in the regime.
|
||||||
|
#[cfg(debug_assertions)]
|
||||||
|
const SAMPLES: usize = 1_000;
|
||||||
|
#[cfg(not(debug_assertions))]
|
||||||
|
const SAMPLES: usize = 50_000;
|
||||||
|
|
||||||
|
/// Deterministic LCG, so a failure is reproducible from the printed seed.
|
||||||
|
struct Lcg(u64);
|
||||||
|
|
||||||
|
impl Lcg {
|
||||||
|
fn next_f64(&mut self) -> f64 {
|
||||||
|
self.0 = self
|
||||||
|
.0
|
||||||
|
.wrapping_mul(6_364_136_223_846_793_005)
|
||||||
|
.wrapping_add(1_442_695_040_888_963_407);
|
||||||
|
// Top 53 bits to [0, 1).
|
||||||
|
((self.0 >> 11) as f64) / ((1u64 << 53) as f64)
|
||||||
|
}
|
||||||
|
|
||||||
|
fn in_range(&mut self, lo: f64, hi: f64) -> f64 {
|
||||||
|
lo + (hi - lo) * self.next_f64()
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Log-uniform, so the sweep spends its samples across magnitudes rather
|
||||||
|
/// than crowding the top of the range — the violations live at small sigma.
|
||||||
|
fn log_uniform(&mut self, lo: f64, hi: f64) -> f64 {
|
||||||
|
let t = self.next_f64();
|
||||||
|
(lo.ln() + t * (hi.ln() - lo.ln())).exp()
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn information_gain_never_exceeds_the_entropy_of_the_outcome() {
|
||||||
|
let mut rng = Lcg(0x5eed_1234_abcd_ef01);
|
||||||
|
let ceiling = 2.0_f64.ln();
|
||||||
|
let mut evaluated = 0usize;
|
||||||
|
let mut refused = 0usize;
|
||||||
|
|
||||||
|
for i in 0..SAMPLES {
|
||||||
|
let mu_a = rng.in_range(-100.0, 100.0);
|
||||||
|
let mu_b = rng.in_range(-100.0, 100.0);
|
||||||
|
let sigma_a = rng.log_uniform(1e-4, 1e2);
|
||||||
|
let sigma_b = rng.log_uniform(1e-4, 1e2);
|
||||||
|
let beta = rng.log_uniform(1e-4, 1e1);
|
||||||
|
|
||||||
|
let a = R::new(
|
||||||
|
Gaussian::from_ms(mu_a, sigma_a),
|
||||||
|
beta,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
let b = R::new(
|
||||||
|
Gaussian::from_ms(mu_b, sigma_b),
|
||||||
|
beta,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
let options = GameOptions {
|
||||||
|
p_draw: 0.0,
|
||||||
|
..GameOptions::default()
|
||||||
|
};
|
||||||
|
|
||||||
|
match expected_information_gain(&[&[a], &[b]], &options) {
|
||||||
|
Ok(gain) => {
|
||||||
|
evaluated += 1;
|
||||||
|
assert!(
|
||||||
|
gain.is_finite(),
|
||||||
|
"sample {i}: non-finite gain {gain} \
|
||||||
|
(mu {mu_a}, {mu_b}; sigma {sigma_a:e}, {sigma_b:e}; beta {beta:e})"
|
||||||
|
);
|
||||||
|
assert!(
|
||||||
|
gain >= 0.0,
|
||||||
|
"sample {i}: negative gain {gain} \
|
||||||
|
(mu {mu_a}, {mu_b}; sigma {sigma_a:e}, {sigma_b:e}; beta {beta:e})"
|
||||||
|
);
|
||||||
|
assert!(
|
||||||
|
gain <= ceiling + 1e-9,
|
||||||
|
"sample {i}: gain {gain} exceeds ln 2 = {ceiling} \
|
||||||
|
(mu {mu_a}, {mu_b}; sigma {sigma_a:e}, {sigma_b:e}; beta {beta:e})"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
// Refusing to answer is acceptable; answering wrongly is not.
|
||||||
|
Err(InferenceError::GridTooCoarse { .. }) => refused += 1,
|
||||||
|
Err(e) => panic!("sample {i}: unexpected error {e:?}"),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// The sweep must actually exercise the function, not pass by refusing
|
||||||
|
// everything.
|
||||||
|
assert!(
|
||||||
|
evaluated * 2 > SAMPLES,
|
||||||
|
"only {evaluated} of {SAMPLES} samples were evaluated ({refused} refused); \
|
||||||
|
the sweep is no longer testing anything"
|
||||||
|
);
|
||||||
|
// And it must still reach the regime where the ceiling was violated —
|
||||||
|
// large sigma ratios, which is exactly where the grid now refuses. Without
|
||||||
|
// this the sweep could drift into only-easy inputs and stop being a guard.
|
||||||
|
assert!(
|
||||||
|
refused > 0,
|
||||||
|
"no sample reached the coarse-grid regime; the sweep no longer covers \
|
||||||
|
the case that produced 3.24 nats"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The regime that produced 3.237828 nats, pinned exactly.
|
||||||
|
#[test]
|
||||||
|
fn the_known_ceiling_violation_no_longer_answers_wrongly() {
|
||||||
|
let a = R::new(
|
||||||
|
Gaussian::from_ms(9.577_887_112_129_012, 0.000_132_507_526_585_134_38),
|
||||||
|
0.000_307_235_559_013_096_2,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
let b = R::new(
|
||||||
|
Gaussian::from_ms(-14.114_932_828_525_696, 91.586_690_140_921_16),
|
||||||
|
0.000_307_235_559_013_096_2,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
let options = GameOptions {
|
||||||
|
p_draw: 0.0,
|
||||||
|
..GameOptions::default()
|
||||||
|
};
|
||||||
|
|
||||||
|
match expected_information_gain(&[&[a], &[b]], &options) {
|
||||||
|
Ok(gain) => assert!(
|
||||||
|
gain <= 2.0_f64.ln() + 1e-9,
|
||||||
|
"returned {gain}, over the ln 2 ceiling"
|
||||||
|
),
|
||||||
|
Err(InferenceError::GridTooCoarse { needed, max, .. }) => {
|
||||||
|
assert!(needed > max, "needed {needed} should exceed max {max}");
|
||||||
|
}
|
||||||
|
Err(e) => panic!("unexpected error {e:?}"),
|
||||||
|
}
|
||||||
|
}
|
||||||
+6
-1
@@ -67,7 +67,12 @@ proptest! {
|
|||||||
let _ = h.converge().unwrap();
|
let _ = h.converge().unwrap();
|
||||||
|
|
||||||
for key in KEYS {
|
for key in KEYS {
|
||||||
for (time, g) in h.learning_curve(key) {
|
// A generated schedule need not touch every key, and an unplayed
|
||||||
|
// key is `None` rather than an empty curve.
|
||||||
|
let Some(curve) = h.learning_curve(key) else {
|
||||||
|
continue;
|
||||||
|
};
|
||||||
|
for (time, g) in curve {
|
||||||
assert_finite(g, &format!("{key} at t={time}"));
|
assert_finite(g, &format!("{key} at t={time}"));
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
+52
-3
@@ -1,4 +1,4 @@
|
|||||||
//! `quality()` beyond two rating groups.
|
//! `quality()` beyond two teams.
|
||||||
//!
|
//!
|
||||||
//! The historical golden (two equal singletons) is asserted in
|
//! The historical golden (two equal singletons) is asserted in
|
||||||
//! `src/lib.rs::tests::test_quality`. These cover the N-group generalisation,
|
//! `src/lib.rs::tests::test_quality`. These cover the N-group generalisation,
|
||||||
@@ -82,14 +82,14 @@ fn uneven_group_sizes_work() {
|
|||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "at least 2 rating groups")]
|
#[should_panic(expected = "at least 2 teams")]
|
||||||
fn single_group_panics_with_clear_message() {
|
fn single_group_panics_with_clear_message() {
|
||||||
let r = rating(25.0, 3.0);
|
let r = rating(25.0, 3.0);
|
||||||
let _ = quality(&[&[r]], BETA);
|
let _ = quality(&[&[r]], BETA);
|
||||||
}
|
}
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
#[should_panic(expected = "at least 2 rating groups")]
|
#[should_panic(expected = "at least 2 teams")]
|
||||||
fn zero_groups_panics_with_clear_message() {
|
fn zero_groups_panics_with_clear_message() {
|
||||||
let _ = quality(&[], BETA);
|
let _ = quality(&[], BETA);
|
||||||
}
|
}
|
||||||
@@ -164,3 +164,52 @@ fn quality_matches_the_reference_implementation() {
|
|||||||
let refs: Vec<&[Gaussian]> = five.iter().map(Vec::as_slice).collect();
|
let refs: Vec<&[Gaussian]> = five.iter().map(Vec::as_slice).collect();
|
||||||
assert!((quality(&refs, beta) - 0.040).abs() < 1e-9);
|
assert!((quality(&refs, beta) - 0.040).abs() < 1e-9);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// `quality()` used to compute `det(ata) / det(middle)` in linear space. Both
|
||||||
|
/// are products of `k - 1` diagonal entries, so they leave `f64`'s range long
|
||||||
|
/// before their ratio does — and the ratio is the only thing the answer needs.
|
||||||
|
///
|
||||||
|
/// Measured before the fix: at the crate defaults 150 groups was correct, 200
|
||||||
|
/// returned `0`, and 250 returned `NaN` where the truth is `9.51e-88`. With a
|
||||||
|
/// small beta it bit sooner — `sigma = beta = 1e-3` returned `NaN` at 60 groups
|
||||||
|
/// against a true `1.32e-9`, a value that is entirely ordinary.
|
||||||
|
///
|
||||||
|
/// For `k` single-member groups with equal means the answer has a closed form,
|
||||||
|
/// `(beta / sqrt(beta^2 + sigma^2))^(k-1)`, so this checks against arithmetic
|
||||||
|
/// rather than against a recorded output.
|
||||||
|
#[test]
|
||||||
|
fn quality_matches_its_closed_form_past_the_overflow_point() {
|
||||||
|
for (sigma, beta) in [(25.0 / 3.0, 25.0 / 6.0), (1e-3, 1e-3), (50.0, 25.0 / 6.0)] {
|
||||||
|
let rating = vec![Gaussian::from_ms(25.0, sigma)];
|
||||||
|
for k in [2usize, 50, 60, 150, 200, 250, 300] {
|
||||||
|
let groups: Vec<&[Gaussian]> = (0..k).map(|_| rating.as_slice()).collect();
|
||||||
|
let got = quality(&groups, beta);
|
||||||
|
let expected = (beta / (beta * beta + sigma * sigma).sqrt()).powi(k as i32 - 1);
|
||||||
|
|
||||||
|
assert!(
|
||||||
|
got.is_finite(),
|
||||||
|
"sigma {sigma}, beta {beta}, {k} groups: got {got}"
|
||||||
|
);
|
||||||
|
// Subnormal results have no relative precision left to check.
|
||||||
|
if expected > f64::MIN_POSITIVE {
|
||||||
|
let rel = ((got - expected) / expected).abs();
|
||||||
|
assert!(
|
||||||
|
rel < 1e-11,
|
||||||
|
"sigma {sigma}, beta {beta}, {k} groups: got {got:e}, \
|
||||||
|
closed form {expected:e}, rel {rel:e}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The overflow was in the intermediates, never in the answer: every value
|
||||||
|
/// above is an ordinary float. This pins the specific case that returned `NaN`
|
||||||
|
/// where the true answer is nine orders of magnitude inside the normal range.
|
||||||
|
#[test]
|
||||||
|
fn a_small_beta_does_not_overflow_at_sixty_groups() {
|
||||||
|
let rating = vec![Gaussian::from_ms(25.0, 1e-3)];
|
||||||
|
let groups: Vec<&[Gaussian]> = (0..60).map(|_| rating.as_slice()).collect();
|
||||||
|
let got = quality(&groups, 1e-3);
|
||||||
|
assert!((got - 1.317_089e-9).abs() / 1.317_089e-9 < 1e-6, "{got:e}");
|
||||||
|
}
|
||||||
|
|||||||
@@ -35,8 +35,10 @@ fn ev(a: &str, b: &str, time: i64) -> Event<i64, String> {
|
|||||||
|
|
||||||
/// Ingest each chunk in turn, converging fully after every one.
|
/// Ingest each chunk in turn, converging fully after every one.
|
||||||
fn fit_in_chunks(chunks: Vec<Events>) -> Vec<(String, Gaussian)> {
|
fn fit_in_chunks(chunks: Vec<Events>) -> Vec<(String, Gaussian)> {
|
||||||
let mut h: History<i64, _, _, String> =
|
let mut h: History<i64, _, _, String> = History::builder()
|
||||||
History::builder_with_key().convergence(tight()).build();
|
.key_type::<String>()
|
||||||
|
.convergence(tight())
|
||||||
|
.build();
|
||||||
|
|
||||||
for chunk in chunks {
|
for chunk in chunks {
|
||||||
h.add_events(chunk).unwrap();
|
h.add_events(chunk).unwrap();
|
||||||
@@ -150,8 +152,10 @@ fn re_converging_an_unchanged_history_costs_one_iteration() {
|
|||||||
let (early, late) = fixture();
|
let (early, late) = fixture();
|
||||||
let all: Vec<_> = early.into_iter().chain(late).collect();
|
let all: Vec<_> = early.into_iter().chain(late).collect();
|
||||||
|
|
||||||
let mut h: History<i64, _, _, String> =
|
let mut h: History<i64, _, _, String> = History::builder()
|
||||||
History::builder_with_key().convergence(tight()).build();
|
.key_type::<String>()
|
||||||
|
.convergence(tight())
|
||||||
|
.build();
|
||||||
h.add_events(all).unwrap();
|
h.add_events(all).unwrap();
|
||||||
let first = h.converge().unwrap();
|
let first = h.converge().unwrap();
|
||||||
assert!(first.converged);
|
assert!(first.converged);
|
||||||
|
|||||||
@@ -6,7 +6,7 @@ fn record_winner_builds_history() {
|
|||||||
.mu(25.0)
|
.mu(25.0)
|
||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 30,
|
max_iter: 30,
|
||||||
epsilon: 1e-6,
|
epsilon: 1e-6,
|
||||||
@@ -43,7 +43,7 @@ fn record_draw_with_p_draw_set() {
|
|||||||
.mu(25.0)
|
.mu(25.0)
|
||||||
.sigma(25.0 / 3.0)
|
.sigma(25.0 / 3.0)
|
||||||
.beta(25.0 / 6.0)
|
.beta(25.0 / 6.0)
|
||||||
.drift(ConstantDrift(25.0 / 300.0))
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
.p_draw(0.25)
|
.p_draw(0.25)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
|
|||||||
@@ -21,7 +21,7 @@ fn history() -> H {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.5))
|
.drift(ConstantDrift::new(0.5))
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
epsilon: 1e-13,
|
epsilon: 1e-13,
|
||||||
@@ -119,7 +119,7 @@ fn registration_reaches_a_competitor_first_seen_through_record_winner() {
|
|||||||
assert_eq!(rating.prior().mu(), PINNED.mu());
|
assert_eq!(rating.prior().mu(), PINNED.mu());
|
||||||
|
|
||||||
// Pinned means pinned: no drift across the two slices.
|
// Pinned means pinned: no drift across the two slices.
|
||||||
let curve = h.learning_curve(&"layout");
|
let curve = h.learning_curve(&"layout").unwrap();
|
||||||
assert!(curve.len() >= 2);
|
assert!(curve.len() >= 2);
|
||||||
let widest = curve
|
let widest = curve
|
||||||
.iter()
|
.iter()
|
||||||
|
|||||||
+3
-3
@@ -9,7 +9,7 @@ fn scored_two_team_one_event_pulls_winner_up() {
|
|||||||
.mu(0.0)
|
.mu(0.0)
|
||||||
.sigma(2.0)
|
.sigma(2.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.score_sigma(1.0)
|
.score_sigma(1.0)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
@@ -46,7 +46,7 @@ fn scored_zero_margin_treats_as_tie() {
|
|||||||
.mu(0.0)
|
.mu(0.0)
|
||||||
.sigma(2.0)
|
.sigma(2.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.score_sigma(1.0)
|
.score_sigma(1.0)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
@@ -88,7 +88,7 @@ fn scored_three_team_partial_order() {
|
|||||||
.mu(0.0)
|
.mu(0.0)
|
||||||
.sigma(2.0)
|
.sigma(2.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.score_sigma(1.0)
|
.score_sigma(1.0)
|
||||||
.build();
|
.build();
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,152 @@
|
|||||||
|
//! The `Time` generic, exercised end to end.
|
||||||
|
//!
|
||||||
|
//! `History<T: Time, ..>` has always been generic over the time axis, `Untimed`
|
||||||
|
//! has always been exported, and `Drift<T>` is generic specifically so that
|
||||||
|
//! "seasonal or calendar-aware drift is expressible without going through
|
||||||
|
//! `i64`". None of it was reachable: every construction route pinned `T = i64`,
|
||||||
|
//! `HistoryBuilder`'s fields are private, and its `Default` existed only for the
|
||||||
|
//! `i64` instantiation.
|
||||||
|
//!
|
||||||
|
//! Nothing in the repository constructed a non-`i64` history, which is why that
|
||||||
|
//! went unnoticed. This file is the guard against it recurring — it is as much
|
||||||
|
//! about the generic being *exercised* as about any single assertion.
|
||||||
|
|
||||||
|
use trueskill_tt::{ConstantDrift, Drift, History, HistoryBuilder, Time, Untimed};
|
||||||
|
|
||||||
|
/// A domain time type: a season number. Exactly what the `Time` trait exists
|
||||||
|
/// to support, and what a consumer with `chrono` dates would write.
|
||||||
|
#[derive(Copy, Clone, Debug, PartialEq, Eq, PartialOrd, Ord)]
|
||||||
|
struct Season(u16);
|
||||||
|
|
||||||
|
impl Time for Season {
|
||||||
|
fn elapsed_to(&self, later: &Self) -> i64 {
|
||||||
|
i64::from(later.0.saturating_sub(self.0))
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Drift that only accumulates between seasons, not within one — the
|
||||||
|
/// calendar-aware case the trait's own docs cite.
|
||||||
|
#[derive(Copy, Clone, Debug)]
|
||||||
|
struct SeasonalDrift {
|
||||||
|
per_season: f64,
|
||||||
|
}
|
||||||
|
|
||||||
|
impl Drift<Season> for SeasonalDrift {
|
||||||
|
fn variance_delta(&self, from: &Season, to: &Season) -> f64 {
|
||||||
|
self.variance_for_elapsed(from.elapsed_to(to))
|
||||||
|
}
|
||||||
|
|
||||||
|
fn variance_for_elapsed(&self, elapsed: i64) -> f64 {
|
||||||
|
elapsed.max(0) as f64 * self.per_season * self.per_season
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn an_untimed_history_fits_through_the_builder() {
|
||||||
|
let mut h = History::builder().time_type::<Untimed>().build();
|
||||||
|
for _ in 0..5 {
|
||||||
|
h.record_winner(&"alice", &"bob", Untimed).unwrap();
|
||||||
|
}
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
|
||||||
|
let alice = h.current_skill(&"alice").unwrap();
|
||||||
|
let bob = h.current_skill(&"bob").unwrap();
|
||||||
|
assert!(alice.mu() > bob.mu(), "{alice:?} vs {bob:?}");
|
||||||
|
assert!(alice.sigma().is_finite() && alice.sigma() > 0.0);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// `Untimed::elapsed_to` is always 0, so no drift accumulates however many
|
||||||
|
/// events there are. That is the property the type exists for, and it had never
|
||||||
|
/// been checked.
|
||||||
|
#[test]
|
||||||
|
fn untimed_accumulates_no_drift() {
|
||||||
|
fn final_sigma<T: Time + Copy>(time: T, drift: ConstantDrift) -> f64 {
|
||||||
|
let mut h = History::builder().time_type::<T>().drift(drift).build();
|
||||||
|
for _ in 0..8 {
|
||||||
|
h.record_winner(&"a", &"b", time).unwrap();
|
||||||
|
}
|
||||||
|
let _ = h.converge().unwrap();
|
||||||
|
h.current_skill(&"a").unwrap().sigma()
|
||||||
|
}
|
||||||
|
|
||||||
|
// Under Untimed the drift setting cannot matter, because elapsed is always 0.
|
||||||
|
let none = final_sigma(Untimed, ConstantDrift::new(0.0));
|
||||||
|
let large = final_sigma(Untimed, ConstantDrift::new(5.0));
|
||||||
|
assert_eq!(
|
||||||
|
none.to_bits(),
|
||||||
|
large.to_bits(),
|
||||||
|
"Untimed must ignore drift entirely: {none} vs {large}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn a_custom_time_type_and_a_custom_drift_work_together() {
|
||||||
|
let mut h = History::builder()
|
||||||
|
.time_type::<Season>()
|
||||||
|
.drift(SeasonalDrift { per_season: 0.5 })
|
||||||
|
.build();
|
||||||
|
|
||||||
|
for season in 1..=4u16 {
|
||||||
|
for _ in 0..3 {
|
||||||
|
h.record_winner(&"veteran", &"rookie", Season(season))
|
||||||
|
.unwrap();
|
||||||
|
}
|
||||||
|
}
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
|
||||||
|
let curve = h.learning_curve(&"veteran").unwrap();
|
||||||
|
assert_eq!(curve.len(), 4, "one point per season: {curve:?}");
|
||||||
|
for (season, g) in &curve {
|
||||||
|
assert!(
|
||||||
|
g.mu().is_finite() && g.sigma() > 0.0,
|
||||||
|
"season {season:?}: {g:?}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
// Times come back as the domain type, not as an integer.
|
||||||
|
assert_eq!(curve[0].0, Season(1));
|
||||||
|
assert_eq!(curve[3].0, Season(4));
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Seasonal drift must actually widen a gap across seasons — otherwise the
|
||||||
|
/// custom `Drift` is being ignored and the test above would pass regardless.
|
||||||
|
#[test]
|
||||||
|
fn a_custom_drift_is_actually_consulted() {
|
||||||
|
fn sigma_with(per_season: f64) -> f64 {
|
||||||
|
let mut h = History::builder()
|
||||||
|
.time_type::<Season>()
|
||||||
|
.drift(SeasonalDrift { per_season })
|
||||||
|
.build();
|
||||||
|
for season in 1..=6u16 {
|
||||||
|
h.record_winner(&"a", &"b", Season(season)).unwrap();
|
||||||
|
}
|
||||||
|
let _ = h.converge().unwrap();
|
||||||
|
h.current_skill(&"a").unwrap().sigma()
|
||||||
|
}
|
||||||
|
|
||||||
|
let still = sigma_with(0.0);
|
||||||
|
let drifting = sigma_with(2.0);
|
||||||
|
assert!(
|
||||||
|
drifting > still * 1.05,
|
||||||
|
"a drifting fit must be less certain: {drifting} vs {still}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// The other axis: a custom key type, through the same mechanism.
|
||||||
|
#[test]
|
||||||
|
fn key_type_replaces_builder_with_key() {
|
||||||
|
let mut h = History::builder().key_type::<String>().build();
|
||||||
|
h.record_winner(&"alice".to_string(), &"bob".to_string(), 1)
|
||||||
|
.unwrap();
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
assert!(h.current_skill("alice").is_some());
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Both axes at once, via the explicit constructor rather than the setters.
|
||||||
|
#[test]
|
||||||
|
fn new_constructs_on_any_axis_directly() {
|
||||||
|
let mut h = HistoryBuilder::<Season, _, _, String>::new().build();
|
||||||
|
h.record_winner(&"a".to_string(), &"b".to_string(), Season(7))
|
||||||
|
.unwrap();
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
assert_eq!(h.learning_curve("a").unwrap()[0].0, Season(7));
|
||||||
|
}
|
||||||
@@ -24,7 +24,7 @@ fn history(gamma: f64) -> H {
|
|||||||
.sigma(SIGMA0)
|
.sigma(SIGMA0)
|
||||||
.beta(BETA)
|
.beta(BETA)
|
||||||
.score_sigma(SCORE_SIGMA)
|
.score_sigma(SCORE_SIGMA)
|
||||||
.drift(ConstantDrift(gamma))
|
.drift(ConstantDrift::new(gamma))
|
||||||
.unknown_keys(UnknownKeys::Reject)
|
.unknown_keys(UnknownKeys::Reject)
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
|
|||||||
+119
-1
@@ -22,7 +22,7 @@ fn rating() -> R {
|
|||||||
R::new(
|
R::new(
|
||||||
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
Gaussian::from_ms(25.0, 25.0 / 3.0),
|
||||||
25.0 / 6.0,
|
25.0 / 6.0,
|
||||||
ConstantDrift(0.0),
|
ConstantDrift::new(0.0),
|
||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -255,3 +255,121 @@ mod builder_parameters {
|
|||||||
);
|
);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// The constructors below `HistoryBuilder`, which 0.8.0's validation did not
|
||||||
|
/// reach.
|
||||||
|
///
|
||||||
|
/// `sigma`, `beta` and `gamma` all enter inference only as squares, so a
|
||||||
|
/// negative value behaves as its absolute value and the sign vanishes without
|
||||||
|
/// comment. Measured before these guards: `from_ms(25.0, -8.33)` and
|
||||||
|
/// `Rating::new(_, -4.17, _)` returned results bit identical to their positive
|
||||||
|
/// counterparts, and `Rating::new(_, NaN, _)` reached `Game::ranked`, which
|
||||||
|
/// returned `Ok` carrying `Gaussian { pi: NaN, tau: NaN }`.
|
||||||
|
mod constructor_parameters {
|
||||||
|
use trueskill_tt::{ConstantDrift, Gaussian, History, InferenceError, Rating};
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
#[should_panic(expected = "sigma must not be negative")]
|
||||||
|
fn a_negative_sigma_is_rejected_by_from_ms() {
|
||||||
|
let _ = Gaussian::from_ms(25.0, -8.33);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// NaN must pass, and that is deliberate: a broken fit produces a NaN
|
||||||
|
/// sigma and `converge` reports it as `NonFiniteResult`. Rejecting it here
|
||||||
|
/// would turn reporting into a panic inside inference.
|
||||||
|
#[test]
|
||||||
|
fn a_nan_sigma_passes_through_from_ms() {
|
||||||
|
let g = Gaussian::from_ms(25.0, f64::NAN);
|
||||||
|
assert!(g.sigma().is_nan() || g.pi().is_nan());
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
#[should_panic(expected = "beta must be finite and non-negative")]
|
||||||
|
fn a_negative_beta_is_rejected_by_rating_new() {
|
||||||
|
let _ =
|
||||||
|
Rating::<i64, ConstantDrift>::new(Gaussian::default(), -4.17, ConstantDrift::new(0.0));
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
#[should_panic(expected = "beta must be finite and non-negative")]
|
||||||
|
fn a_nan_beta_is_rejected_by_rating_new() {
|
||||||
|
let _ = Rating::<i64, ConstantDrift>::new(
|
||||||
|
Gaussian::default(),
|
||||||
|
f64::NAN,
|
||||||
|
ConstantDrift::new(0.0),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn a_zero_beta_is_accepted_by_rating_new() {
|
||||||
|
let _ =
|
||||||
|
Rating::<i64, ConstantDrift>::new(Gaussian::default(), 0.0, ConstantDrift::new(0.0));
|
||||||
|
}
|
||||||
|
|
||||||
|
/// `ConstantDrift` rejects at construction now that its field is private.
|
||||||
|
#[test]
|
||||||
|
#[should_panic(expected = "gamma must be finite and non-negative")]
|
||||||
|
fn a_negative_gamma_is_rejected_by_constant_drift_new() {
|
||||||
|
let _ = ConstantDrift::new(-0.0833);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
#[should_panic(expected = "gamma must be finite and non-negative")]
|
||||||
|
fn a_non_finite_gamma_is_rejected_by_constant_drift_new() {
|
||||||
|
let _ = ConstantDrift::new(f64::NAN);
|
||||||
|
}
|
||||||
|
|
||||||
|
#[test]
|
||||||
|
fn gamma_reads_back_what_was_given() {
|
||||||
|
assert_eq!(ConstantDrift::new(0.25).gamma(), 0.25);
|
||||||
|
assert_eq!(ConstantDrift::new(0.0).gamma(), 0.0);
|
||||||
|
}
|
||||||
|
|
||||||
|
/// `HistoryBuilder::drift` is generic and cannot inspect an arbitrary
|
||||||
|
/// `Drift`, so the check on the variance each competitor accumulates is
|
||||||
|
/// still needed — it is the only thing standing between a custom
|
||||||
|
/// implementation and a NaN fit. `ConstantDrift` can no longer reach it,
|
||||||
|
/// so this uses an implementation that can.
|
||||||
|
#[test]
|
||||||
|
fn a_custom_drift_returning_a_bad_variance_is_rejected_at_convergence() {
|
||||||
|
#[derive(Clone, Copy, Debug)]
|
||||||
|
struct BadDrift(f64);
|
||||||
|
|
||||||
|
impl trueskill_tt::Drift<i64> for BadDrift {
|
||||||
|
fn variance_delta(&self, _from: &i64, _to: &i64) -> f64 {
|
||||||
|
self.0
|
||||||
|
}
|
||||||
|
fn variance_for_elapsed(&self, _elapsed: i64) -> f64 {
|
||||||
|
self.0
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
for bad in [f64::NAN, f64::INFINITY, -1.0] {
|
||||||
|
let mut h = History::builder().drift(BadDrift(bad)).build();
|
||||||
|
h.record_winner(&"a", &"b", 1).unwrap();
|
||||||
|
h.record_winner(&"a", &"b", 5).unwrap();
|
||||||
|
let err = h.converge().unwrap_err();
|
||||||
|
assert!(
|
||||||
|
matches!(
|
||||||
|
err,
|
||||||
|
InferenceError::InvalidParameter {
|
||||||
|
name: "drift variance",
|
||||||
|
..
|
||||||
|
}
|
||||||
|
),
|
||||||
|
"drift {bad}: {err:?}"
|
||||||
|
);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// An ordinary drift is untouched.
|
||||||
|
#[test]
|
||||||
|
fn an_ordinary_drift_still_converges() {
|
||||||
|
let mut h = History::builder()
|
||||||
|
.drift(ConstantDrift::new(25.0 / 300.0))
|
||||||
|
.build();
|
||||||
|
h.record_winner(&"a", &"b", 1).unwrap();
|
||||||
|
h.record_winner(&"a", &"b", 5).unwrap();
|
||||||
|
assert!(h.converge().unwrap().converged);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|||||||
@@ -35,7 +35,7 @@ fn fit(extra: Option<Event<i64, &'static str>>, policy: UnknownKeys) -> H {
|
|||||||
.sigma(6.0)
|
.sigma(6.0)
|
||||||
.beta(1.0)
|
.beta(1.0)
|
||||||
.score_sigma(2.0)
|
.score_sigma(2.0)
|
||||||
.drift(ConstantDrift(0.0))
|
.drift(ConstantDrift::new(0.0))
|
||||||
.unknown_keys(policy)
|
.unknown_keys(policy)
|
||||||
.convergence(ConvergenceOptions {
|
.convergence(ConvergenceOptions {
|
||||||
max_iter: 20_000,
|
max_iter: 20_000,
|
||||||
|
|||||||
Reference in New Issue
Block a user