trueskill-tt/tests/filtered.rs

//! Forward-only (filtering) estimates: what the model knew at the time,
//! as opposed to the smoothed posteriors `learning_curve` reports.

use smallvec::smallvec;
use trueskill_tt::{ConvergenceOptions, Event, History, Member, Outcome, Team};

/// `games` one-on-one matches at successive times, won by "a" every time,
/// built with the given convergence options.
fn repeated_winner_with(games: i64, convergence: ConvergenceOptions) -> History {
    let mut history = History::builder().convergence(convergence).build();

    for time in 1..=games {
        history
            .add_events([Event {
                time,
                teams: smallvec![
                    Team::with_members([Member::new("a")]),
                    Team::with_members([Member::new("b")]),
                ],
                outcome: Outcome::winner(0, 2),
            }])
            .unwrap();
    }

    history
}

/// `games` one-on-one matches at successive times, won by "a" every time.
///
/// This is the fixture from issue #19, where `online(true)` reported
/// `games * ln(0.5)`.
fn repeated_winner(games: i64) -> History {
    repeated_winner_with(games, ConvergenceOptions::default())
}

/// The default 30-iteration cap leaves a residual around 1e-6, which would
/// swamp these comparisons. Drive both sides well past the fixed point.
fn tight() -> ConvergenceOptions {
    ConvergenceOptions {
        max_iter: 2_000,
        epsilon: 1e-12,
        ..ConvergenceOptions::default()
    }
}

#[test]
fn filtered_evidence_sits_between_coin_flip_and_batch() {
    let mut history = repeated_winner(5);

    history.converge().unwrap();

    let coin_flip = 5.0 * 0.5f64.ln();
    let batch = history.log_evidence();
    let filtered = history.filtered_log_evidence();

    assert!(
        filtered > coin_flip,
        "filtered evidence {filtered} is at or below {coin_flip}, the all-coin-flip \
         value the inert online flag reported; game one is a coin flip but games two \
         through five are not"
    );

    assert!(
        filtered < batch,
        "filtered evidence {filtered} is not below the smoothed {batch}; filtering \
         scores each game on strictly less information than smoothing does"
    );
}

#[test]
fn filtered_first_point_is_less_certain_than_smoothed() {
    let mut history = repeated_winner(12);

    history.converge().unwrap();

    let smoothed = history.learning_curve("a");
    let filtered = history.filtered_learning_curve("a");

    assert_eq!(
        smoothed.len(),
        filtered.len(),
        "both curves must cover the same time points"
    );

    let (smoothed_time, first_smoothed) = smoothed[0];
    let (filtered_time, first_filtered) = filtered[0];

    assert_eq!(smoothed_time, filtered_time);

    assert!(
        first_filtered.sigma() > first_smoothed.sigma(),
        "filtered sigma {} at the first point is not above smoothed {}; the smoother \
         collapses uncertainty before the first round is drawn, which is the whole \
         reason this method exists",
        first_filtered.sigma(),
        first_smoothed.sigma()
    );

    assert!(
        first_filtered.sigma() < trueskill_tt::SIGMA,
        "filtered sigma {} at the first point is not below the prior {}; one game was \
         played, so some uncertainty must have been resolved",
        first_filtered.sigma(),
        trueskill_tt::SIGMA
    );

    for pair in filtered.windows(2) {
        assert!(
            pair[1].1.mu() > pair[0].1.mu(),
            "filtered mu must climb at every step for a competitor who wins every \
             game: t={} mu={} then t={} mu={}",
            pair[0].0,
            pair[0].1.mu(),
            pair[1].0,
            pair[1].1.mu()
        );
    }
}

#[test]
fn filtered_curves_plural_agrees_with_singular() {
    let mut history = repeated_winner(4);

    history.converge().unwrap();

    let curves = history.filtered_learning_curves();

    assert_eq!(
        curves["b"],
        history.filtered_learning_curve("b"),
        "the plural form must agree with the singular for the same key"
    );
}

#[test]
fn filtered_evidence_is_invariant_to_convergence() {
    let mut history = repeated_winner_with(6, tight());

    let before = history.filtered_log_evidence();

    let report = history.converge().unwrap();
    assert!(
        report.converged,
        "fixture must converge: {:?}",
        report.final_step
    );

    let after = history.filtered_log_evidence();

    assert!(
        (before - after).abs() < 1e-8,
        "filtered evidence moved across converge(): {before} -> {after}. The pass must \
         carry its own forward messages; anything reading skill.forward shows exactly \
         this drift, because converge() contaminates it with backward information."
    );
}

#[test]
fn single_slice_filtered_matches_smoothed() {
    let mut history = History::builder().convergence(tight()).build();

    history
        .add_events([
            Event {
                time: 1,
                teams: smallvec![
                    Team::with_members([Member::new("a")]),
                    Team::with_members([Member::new("b")]),
                ],
                outcome: Outcome::winner(0, 2),
            },
            Event {
                time: 1,
                teams: smallvec![
                    Team::with_members([Member::new("c")]),
                    Team::with_members([Member::new("d")]),
                ],
                outcome: Outcome::winner(0, 2),
            },
        ])
        .unwrap();

    history.converge().unwrap();

    let smoothed = history.learning_curve("a");
    let filtered = history.filtered_learning_curve("a");

    assert_eq!(smoothed.len(), 1);
    assert_eq!(filtered.len(), 1);

    assert!(
        (smoothed[0].1.mu() - filtered[0].1.mu()).abs() < 1e-8
            && (smoothed[0].1.sigma() - filtered[0].1.sigma()).abs() < 1e-8,
        "one slice has no future to propagate back, so filtered and smoothed must \
         agree: smoothed mu={} sigma={}, filtered mu={} sigma={}",
        smoothed[0].1.mu(),
        smoothed[0].1.sigma(),
        filtered[0].1.mu(),
        filtered[0].1.sigma()
    );
}

#[test]
fn filtered_curves_do_not_depend_on_ingestion_order() {
    let events = |time: i64, winner: &'static str, loser: &'static str| Event {
        time,
        teams: smallvec![
            Team::with_members([Member::new(winner)]),
            Team::with_members([Member::new(loser)]),
        ],
        outcome: Outcome::winner(0, 2),
    };

    let all = vec![
        events(1, "a", "b"),
        events(1, "c", "d"),
        events(1, "a", "c"),
        events(1, "b", "d"),
        events(2, "a", "d"),
        events(2, "b", "c"),
        events(2, "a", "b"),
    ];

    let mut batched = History::builder().convergence(tight()).build();
    batched.add_events(all.clone()).unwrap();
    batched.converge().unwrap();

    let mut incremental = History::builder().convergence(tight()).build();
    for event in all {
        incremental.add_events([event]).unwrap();
    }
    incremental.converge().unwrap();

    let from_batched = batched.filtered_learning_curve("a");
    let from_incremental = incremental.filtered_learning_curve("a");

    assert_eq!(from_batched.len(), from_incremental.len());

    for ((time_b, gaussian_b), (time_i, gaussian_i)) in
        from_batched.iter().zip(from_incremental.iter())
    {
        assert_eq!(time_b, time_i);

        assert!(
            (gaussian_b.mu() - gaussian_i.mu()).abs() < 1e-8
                && (gaussian_b.sigma() - gaussian_i.sigma()).abs() < 1e-8,
            "at t={time_b}: batched mu={} sigma={}, incremental mu={} sigma={}",
            gaussian_b.mu(),
            gaussian_b.sigma(),
            gaussian_i.mu(),
            gaussian_i.sigma()
        );
    }
}