use crate::{ approx, compute_margin, evidence, gaussian::Gaussian, message::{DiffMessage, TeamMessage}, player::Player, sort_perm, tuple_gt, tuple_max, N00, N_INF, }; #[derive(Debug)] pub struct Game<'a> { teams: Vec>, result: &'a [f64], weights: &'a [Vec], p_draw: f64, pub(crate) likelihoods: Vec>, pub(crate) evidence: f64, } impl<'a> Game<'a> { pub fn new( teams: Vec>, result: &'a [f64], weights: &'a [Vec], p_draw: f64, ) -> Self { debug_assert!( (result.len() == teams.len()), "result must have the same length as teams" ); debug_assert!( weights .iter() .zip(teams.iter()) .all(|(w, t)| w.len() == t.len()), "weights must have the same dimensions as teams" ); debug_assert!( (0.0..1.0).contains(&p_draw), "draw probability.must be >= 0.0 and < 1.0" ); debug_assert!( p_draw > 0.0 || { let mut r = result.to_vec(); r.sort_unstable_by(|a, b| a.partial_cmp(b).unwrap()); r.windows(2).all(|w| w[0] != w[1]) }, "draw must be > 0.0 if there is teams with draw" ); let mut this = Self { teams, result, weights, p_draw, likelihoods: Vec::new(), evidence: 0.0, }; this.likelihoods(); this } fn likelihoods(&mut self) { let o = sort_perm(self.result, true); let mut team = o .iter() .map(|&e| { let performance = self.teams[e] .iter() .zip(self.weights[e].iter()) .fold(N00, |p, (player, &weight)| { p + (player.performance() * weight) }); TeamMessage { prior: performance, ..Default::default() } }) .collect::>(); let mut diff = team .windows(2) .map(|w| DiffMessage { prior: w[0].prior - w[1].prior, likelihood: N_INF, }) .collect::>(); let tie = o .windows(2) .map(|e| self.result[e[0]] == self.result[e[1]]) .collect::>(); let margin = if self.p_draw == 0.0 { vec![0.0; o.len() - 1] } else { o.windows(2) .map(|w| { let a: f64 = self.teams[w[0]].iter().map(|a| a.beta.powi(2)).sum(); let b: f64 = self.teams[w[1]].iter().map(|a| a.beta.powi(2)).sum(); compute_margin(self.p_draw, (a + b).sqrt()) }) .collect::>() }; self.evidence = 1.0; let mut step = (f64::INFINITY, f64::INFINITY); let mut iter = 0; while tuple_gt(step, 1e-6) && iter < 10 { step = (0.0, 0.0); for e in 0..diff.len() - 1 { diff[e].prior = team[e].posterior_win() - team[e + 1].posterior_lose(); if iter == 0 { self.evidence *= evidence(&diff, &margin, &tie, e); } diff[e].likelihood = approx(diff[e].prior, margin[e], tie[e]) / diff[e].prior; let likelihood_lose = team[e].posterior_win() - diff[e].likelihood; step = tuple_max(step, team[e + 1].likelihood_lose.delta(likelihood_lose)); team[e + 1].likelihood_lose = likelihood_lose; } for e in (1..diff.len()).rev() { diff[e].prior = team[e].posterior_win() - team[e + 1].posterior_lose(); if iter == 0 && e == diff.len() - 1 { self.evidence *= evidence(&diff, &margin, &tie, e); } diff[e].likelihood = approx(diff[e].prior, margin[e], tie[e]) / diff[e].prior; let likelihood_win = team[e + 1].posterior_lose() + diff[e].likelihood; step = tuple_max(step, team[e].likelihood_win.delta(likelihood_win)); team[e].likelihood_win = likelihood_win; } iter += 1; } if diff.len() == 1 { self.evidence = evidence(&diff, &margin, &tie, 0); diff[0].prior = team[0].posterior_win() - team[1].posterior_lose(); diff[0].likelihood = approx(diff[0].prior, margin[0], tie[0]) / diff[0].prior; } let t_end = team.len() - 1; let d_end = diff.len() - 1; team[0].likelihood_win = team[1].posterior_lose() + diff[0].likelihood; team[t_end].likelihood_lose = team[t_end - 1].posterior_win() - diff[d_end].likelihood; let m_t_ft = o.into_iter().map(|e| team[e].likelihood()); self.likelihoods = self .teams .iter() .zip(self.weights.iter()) .zip(m_t_ft) .map(|((p, w), m)| { let performance = p.iter().zip(w.iter()).fold(N00, |p, (player, &weight)| { p + (player.performance() * weight) }); p.iter() .zip(w.iter()) .map(|(p, &w)| { ((m - performance.exclude(p.performance() * w)) * (1.0 / w)) .forget(p.beta, 1) }) .collect::>() }) .collect::>(); } pub fn posteriors(&self) -> Vec> { self.likelihoods .iter() .zip(self.teams.iter()) .map(|(l, t)| { l.iter() .zip(t.iter()) .map(|(&l, p)| l * p.prior) .collect::>() }) .collect::>() } } #[cfg(test)] mod tests { use ::approx::assert_ulps_eq; use crate::{Gaussian, Player, GAMMA, N_INF}; use super::*; #[test] fn test_1vs1() { let t_a = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let t_b = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let w = [vec![1.0], vec![1.0]]; let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; assert_ulps_eq!(a, Gaussian::from_ms(20.794779, 7.194481), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(29.205220, 7.194481), epsilon = 1e-6); let t_a = Player::new(Gaussian::from_ms(29.0, 1.0), 25.0 / 6.0, GAMMA); let t_b = Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, GAMMA); let w = [vec![1.0], vec![1.0]]; let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; assert_ulps_eq!(a, Gaussian::from_ms(28.896475, 0.996604), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(32.189211, 6.062063), epsilon = 1e-6); let t_a = Player::new(Gaussian::from_ms(1.139, 0.531), 1.0, 0.2125); let t_b = Player::new(Gaussian::from_ms(15.568, 0.51), 1.0, 0.2125); let w = [vec![1.0], vec![1.0]]; let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 1.0], &w, 0.0); assert_eq!(g.likelihoods[0][0], N_INF); assert_eq!(g.likelihoods[1][0], N_INF); } #[test] fn test_1vs1vs1() { let teams = vec![ vec![Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, )], vec![Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, )], vec![Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, )], ]; let w = [vec![1.0], vec![1.0], vec![1.0]]; let g = Game::new(teams.clone(), &[1.0, 2.0, 0.0], &w, 0.0); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; assert_ulps_eq!(a, Gaussian::from_ms(25.000000, 6.238469), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(31.311358, 6.698818), epsilon = 1e-6); let w = [vec![1.0], vec![1.0], vec![1.0]]; let g = Game::new(teams.clone(), &[2.0, 1.0, 0.0], &w, 0.0); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; assert_ulps_eq!(a, Gaussian::from_ms(31.311358, 6.698818), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(25.000000, 6.238469), epsilon = 1e-6); let w = [vec![1.0], vec![1.0], vec![1.0]]; let g = Game::new(teams, &[1.0, 2.0, 0.0], &w, 0.5); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; let c = p[2][0]; assert_ulps_eq!(a, Gaussian::from_ms(24.999999, 6.092561), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(33.379314, 6.483575), epsilon = 1e-6); assert_ulps_eq!(c, Gaussian::from_ms(16.620685, 6.483575), epsilon = 1e-6); } #[test] fn test_1vs1_draw() { let t_a = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let t_b = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let w = [vec![1.0], vec![1.0]]; let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 0.0], &w, 0.25); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; assert_ulps_eq!(a, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(24.999999, 6.469480), epsilon = 1e-6); let t_a = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0); let t_b = Player::new(Gaussian::from_ms(29.0, 2.0), 25.0 / 6.0, 25.0 / 300.0); let w = [vec![1.0], vec![1.0]]; let g = Game::new(vec![vec![t_a], vec![t_b]], &[0.0, 0.0], &w, 0.25); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; assert_ulps_eq!(a, Gaussian::from_ms(25.736001, 2.709956), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(28.672888, 1.916471), epsilon = 1e-6); } #[test] fn test_1vs1vs1_draw() { let t_a = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let t_b = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let t_c = Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 25.0 / 300.0, ); let w = [vec![1.0], vec![1.0], vec![1.0]]; let g = Game::new( vec![vec![t_a], vec![t_b], vec![t_c]], &[0.0, 0.0, 0.0], &w, 0.25, ); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; let c = p[2][0]; assert_ulps_eq!(a, Gaussian::from_ms(24.999999, 5.729068), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(25.000000, 5.707423), epsilon = 1e-6); assert_ulps_eq!(c, Gaussian::from_ms(24.999999, 5.729068), epsilon = 1e-6); let t_a = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0); let t_b = Player::new(Gaussian::from_ms(25.0, 3.0), 25.0 / 6.0, 25.0 / 300.0); let t_c = Player::new(Gaussian::from_ms(29.0, 2.0), 25.0 / 6.0, 25.0 / 300.0); let w = [vec![1.0], vec![1.0], vec![1.0]]; let g = Game::new( vec![vec![t_a], vec![t_b], vec![t_c]], &[0.0, 0.0, 0.0], &w, 0.25, ); let p = g.posteriors(); let a = p[0][0]; let b = p[1][0]; let c = p[2][0]; assert_ulps_eq!(a, Gaussian::from_ms(25.488507, 2.638208), epsilon = 1e-6); assert_ulps_eq!(b, Gaussian::from_ms(25.510671, 2.628751), epsilon = 1e-6); assert_ulps_eq!(c, Gaussian::from_ms(28.555920, 1.885689), epsilon = 1e-6); } #[test] fn test_2vs1vs2_mixed() { let t_a = vec![ Player::new(Gaussian::from_ms(12.0, 3.0), 25.0 / 6.0, 25.0 / 300.0), Player::new(Gaussian::from_ms(18.0, 3.0), 25.0 / 6.0, 25.0 / 300.0), ]; let t_b = vec![Player::new( Gaussian::from_ms(30.0, 3.0), 25.0 / 6.0, 25.0 / 300.0, )]; let t_c = vec![ Player::new(Gaussian::from_ms(14.0, 3.0), 25.0 / 6.0, 25.0 / 300.0), Player::new(Gaussian::from_ms(16., 3.0), 25.0 / 6.0, 25.0 / 300.0), ]; let w = [vec![1.0, 1.0], vec![1.0], vec![1.0, 1.0]]; let g = Game::new(vec![t_a, t_b, t_c], &[1.0, 0.0, 0.0], &w, 0.25); let p = g.posteriors(); assert_ulps_eq!(p[0][0], Gaussian::from_ms(13.051, 2.864), epsilon = 1e-3); assert_ulps_eq!(p[0][1], Gaussian::from_ms(19.051, 2.864), epsilon = 1e-3); assert_ulps_eq!(p[1][0], Gaussian::from_ms(29.292, 2.764), epsilon = 1e-3); assert_ulps_eq!(p[2][0], Gaussian::from_ms(13.658, 2.813), epsilon = 1e-3); assert_ulps_eq!(p[2][1], Gaussian::from_ms(15.658, 2.813), epsilon = 1e-3); } #[test] fn test_1vs1_weighted() { let w_a = vec![1.0]; let w_b = vec![2.0]; let t_a = vec![Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0, )]; let t_b = vec![Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0, )]; let w = [w_a, w_b]; let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(30.625173, 7.765472), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(13.749653, 5.733840), epsilon = 1e-6 ); let w_a = vec![1.0]; let w_b = vec![0.7]; let w = [w_a, w_b]; let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(27.630080, 7.206676), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(23.158943, 7.801628), epsilon = 1e-6 ); let w_a = vec![1.6]; let w_b = vec![0.7]; let w = [w_a, w_b]; let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(26.142438, 7.573088), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(24.500183, 8.193278), epsilon = 1e-6 ); let w_a = vec![1.0]; let w_b = vec![0.0]; let t_a = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)]; let t_b = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)]; let w = [w_a, w_b]; let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(5.557067, 4.052826), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(2.000000, 6.000000), epsilon = 1e-6 ); let w_a = vec![1.0]; let w_b = vec![-1.0]; let t_a = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)]; let t_b = vec![Player::new(Gaussian::from_ms(2.0, 6.0), 1.0, 0.0)]; let w = [w_a, w_b]; let g = Game::new(vec![t_a, t_b], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!(p[0][0], p[1][0], epsilon = 1e-6); } #[test] fn test_2vs2_weighted() { let t_a = vec![ Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0), Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0), ]; let w_a = vec![0.4, 0.8]; let t_b = vec![ Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0), Player::new(Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0), ]; let w_b = vec![0.9, 0.6]; let w = [w_a, w_b]; let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(27.539023, 8.129639), epsilon = 1e-6 ); assert_ulps_eq!( p[0][1], Gaussian::from_ms(30.078046, 7.485372), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(19.287197, 7.243465), epsilon = 1e-6 ); assert_ulps_eq!( p[1][1], Gaussian::from_ms(21.191465, 7.867608), epsilon = 1e-6 ); let w_a = vec![1.3, 1.5]; let w_b = vec![0.7, 0.4]; let w = [w_a, w_b]; let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(25.190190, 8.220511), epsilon = 1e-6 ); assert_ulps_eq!( p[0][1], Gaussian::from_ms(25.219450, 8.182783), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(24.897589, 8.300779), epsilon = 1e-6 ); assert_ulps_eq!( p[1][1], Gaussian::from_ms(24.941479, 8.322717), epsilon = 1e-6 ); let w_a = vec![1.6, 0.2]; let w_b = vec![0.7, 2.4]; let w = [w_a, w_b]; let g = Game::new(vec![t_a.clone(), t_b.clone()], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!( p[0][0], Gaussian::from_ms(31.674697, 7.501180), epsilon = 1e-6 ); assert_ulps_eq!( p[0][1], Gaussian::from_ms(25.834337, 8.320970), epsilon = 1e-6 ); assert_ulps_eq!( p[1][0], Gaussian::from_ms(22.079819, 8.180607), epsilon = 1e-6 ); assert_ulps_eq!( p[1][1], Gaussian::from_ms(14.987953, 6.308469), epsilon = 1e-6 ); let w = [vec![1.0, 1.0], vec![1.0]]; let g = Game::new( vec![ t_a.clone(), vec![Player::new( Gaussian::from_ms(25.0, 25.0 / 3.0), 25.0 / 6.0, 0.0, )], ], &[1.0, 0.0], &w, 0.0, ); let post_2vs1 = g.posteriors(); let w_a = vec![1.0, 1.0]; let w_b = vec![1.0, 0.0]; let w = [w_a, w_b]; let g = Game::new(vec![t_a, t_b.clone()], &[1.0, 0.0], &w, 0.0); let p = g.posteriors(); assert_ulps_eq!(p[0][0], post_2vs1[0][0], epsilon = 1e-6); assert_ulps_eq!(p[0][1], post_2vs1[0][1], epsilon = 1e-6); assert_ulps_eq!(p[1][0], post_2vs1[1][0], epsilon = 1e-6); assert_ulps_eq!(p[1][1], t_b[1].prior, epsilon = 1e-6); } }