trueskill-tt/src/factor/trunc.rs

use crate::{
    N_INF, approx, cdf,
    factor::{Factor, VarId, VarStore},
    gaussian::Gaussian,
};

/// EP truncation factor on a diff variable.
///
/// Implements the rectified-Gaussian approximation that turns a diff
/// distribution into a "this team rank-beats that team" or "tied" likelihood.
/// Stores its outgoing message to the diff variable so the cavity computation
/// produces the correct EP message on each propagation.
#[derive(Debug)]
pub struct TruncFactor {
    pub diff: VarId,
    pub margin: f64,
    pub tie: bool,
    /// Outgoing message to the diff variable (initial: N_INF, the EP identity).
    pub(crate) msg: Gaussian,
    /// Cached evidence (linear, not log) computed from the cavity on first propagation.
    pub(crate) evidence_cached: Option<f64>,
}

impl TruncFactor {
    pub fn new(diff: VarId, margin: f64, tie: bool) -> Self {
        Self {
            diff,
            margin,
            tie,
            msg: N_INF,
            evidence_cached: None,
        }
    }
}

impl TruncFactor {
    /// Propagate this factor's message, optionally damping the update in
    /// natural-parameter space. `alpha = 1.0` matches `Factor::propagate`
    /// exactly; `alpha < 1.0` writes `α·new_msg + (1−α)·old_msg`.
    pub(crate) fn propagate_with_alpha(&mut self, vars: &mut VarStore, alpha: f64) -> (f64, f64) {
        let marginal = vars.get(self.diff);
        let cavity = marginal / self.msg;

        if self.evidence_cached.is_none() {
            self.evidence_cached = Some(cavity_evidence(cavity, self.margin, self.tie));
        }

        let trunc = approx(cavity, self.margin, self.tie);
        let new_msg = trunc / cavity;

        let damped = self.msg.damp_natural(new_msg, alpha);
        let old_msg = self.msg;
        self.msg = damped;

        // marginal_new = cavity * stored_msg. With alpha = 1.0 this equals
        // `trunc` (since cavity * new_msg = trunc by construction); with
        // alpha < 1.0 it reflects the partially-applied update.
        vars.set(self.diff, cavity * damped);

        old_msg.delta(damped)
    }
}

impl Factor for TruncFactor {
    fn propagate(&mut self, vars: &mut VarStore) -> (f64, f64) {
        self.propagate_with_alpha(vars, 1.0)
    }

    fn log_evidence(&self, _vars: &VarStore) -> f64 {
        self.evidence_cached.unwrap_or(1.0).ln()
    }
}

/// P(diff > margin) for non-tie, P(|diff| < margin) for tie.
fn cavity_evidence(diff: Gaussian, margin: f64, tie: bool) -> f64 {
    if tie {
        cdf(margin, diff.mu(), diff.sigma()) - cdf(-margin, diff.mu(), diff.sigma())
    } else {
        1.0 - cdf(margin, diff.mu(), diff.sigma())
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::factor::VarStore;

    #[test]
    fn idempotent_after_convergence() {
        // After enough iterations, propagate should return ~0 delta.
        let mut vars = VarStore::new();
        let diff = vars.alloc(Gaussian::from_ms(2.0, 3.0));

        let mut f = TruncFactor::new(diff, 0.0, false);

        // Propagate many times; delta should drop toward 0.
        let mut last = (f64::INFINITY, f64::INFINITY);
        for _ in 0..20 {
            last = f.propagate(&mut vars);
        }
        assert!(last.0 < 1e-10, "expected converged delta, got {}", last.0);
        assert!(last.1 < 1e-10);
    }

    #[test]
    fn evidence_cached_on_first_propagate() {
        let mut vars = VarStore::new();
        let diff = vars.alloc(Gaussian::from_ms(2.0, 3.0));

        let mut f = TruncFactor::new(diff, 0.0, false);
        assert!(f.evidence_cached.is_none());

        f.propagate(&mut vars);
        assert!(f.evidence_cached.is_some());
        let first = f.evidence_cached.unwrap();

        // Evidence should be P(diff > 0) for diff ~ N(2, 9) ≈ 0.748
        assert!(first > 0.7);
        assert!(first < 0.8);

        // Subsequent propagations don't change it.
        f.propagate(&mut vars);
        assert_eq!(f.evidence_cached.unwrap(), first);
    }

    #[test]
    fn tie_evidence_uses_two_sided() {
        let mut vars = VarStore::new();
        let diff = vars.alloc(Gaussian::from_ms(0.0, 2.0));

        let mut f = TruncFactor::new(diff, 1.0, true);
        f.propagate(&mut vars);

        // For diff ~ N(0, 4), tie=true with margin=1: P(-1 < diff < 1) ≈ 0.383
        let ev = f.evidence_cached.unwrap();
        assert!(ev > 0.35 && ev < 0.42);
    }

    #[test]
    fn propagate_with_alpha_one_matches_undamped_propagate() {
        let mut vars_a = VarStore::new();
        let diff_a = vars_a.alloc(Gaussian::from_ms(2.0, 3.0));
        let mut f_a = TruncFactor::new(diff_a, 0.0, false);
        let delta_a = f_a.propagate(&mut vars_a);
        let result_a = vars_a.get(diff_a);

        let mut vars_b = VarStore::new();
        let diff_b = vars_b.alloc(Gaussian::from_ms(2.0, 3.0));
        let mut f_b = TruncFactor::new(diff_b, 0.0, false);
        let delta_b = f_b.propagate_with_alpha(&mut vars_b, 1.0);
        let result_b = vars_b.get(diff_b);

        assert_eq!(result_a.pi(), result_b.pi());
        assert_eq!(result_a.tau(), result_b.tau());
        assert_eq!(delta_a, delta_b);
        assert_eq!(f_a.msg.pi(), f_b.msg.pi());
        assert_eq!(f_a.msg.tau(), f_b.msg.tau());
    }

    #[test]
    fn propagate_with_alpha_half_blends_msg_in_natural_params() {
        // Run undamped to capture (initial_msg, undamped_new_msg).
        let mut vars_full = VarStore::new();
        let diff_full = vars_full.alloc(Gaussian::from_ms(2.0, 3.0));
        let mut f_full = TruncFactor::new(diff_full, 0.0, false);
        let initial_msg_pi = f_full.msg.pi();
        let initial_msg_tau = f_full.msg.tau();
        f_full.propagate(&mut vars_full);
        let undamped_msg_pi = f_full.msg.pi();
        let undamped_msg_tau = f_full.msg.tau();

        // Run damped at α = 0.5 from the same initial state.
        let mut vars_half = VarStore::new();
        let diff_half = vars_half.alloc(Gaussian::from_ms(2.0, 3.0));
        let mut f_half = TruncFactor::new(diff_half, 0.0, false);
        f_half.propagate_with_alpha(&mut vars_half, 0.5);

        let expected_pi = 0.5 * undamped_msg_pi + 0.5 * initial_msg_pi;
        let expected_tau = 0.5 * undamped_msg_tau + 0.5 * initial_msg_tau;
        assert!((f_half.msg.pi() - expected_pi).abs() < 1e-12);
        assert!((f_half.msg.tau() - expected_tau).abs() < 1e-12);
    }
}