Files
trueskill-tt/tests/non_finite_results.rs
T
logaritmiskandClaude Opus 5 6139061740 fix: keep the truncated variance representable in the far tail
`v_w` returned `w` and let `trunc` form `1 - w`. `w` tends to 1 out in
the tail, so that subtraction lost about log10(alpha^2) digits — and the
quantity it was destroying is perfectly representable.

Two separate cancellations, fixed separately.

The non-tie half: `half_line_truncation` now returns `1 - w` computed
symbolically rather than as `1 - v*gap`. With `alpha*gap = 1 - inv^2*b`
the leading ones cancel on paper instead of in floating point. Measured
against the exact truncated variance:

  alpha    before          after
  1e6      8.9e-5 rel      0.0 rel (exact)
  1e8      returns 0.0     0.0 rel (exact)

At 1e8 the old form gave `sigma_trunc = 0`, and `from_ms(mu, 0.0)` is a
point mass whose `mu()` is inf/inf = NaN. `beta(1e-8).sigma(1e-8)` with
priors 1000 apart went from Err + NaN skills to a finite fit.

The tie half is a different subtraction — `w = v^2 - u`, where both grow
as alpha^2 while their difference stays O(1). The existing escape hatch
could not cover it: it keys on `alpha * width >= HALF_LINE_WINDOW`, how
many window-widths from the mean the window sits, and a NARROW window
fails that however deep it is. Measured at alpha 1e6 with a 1e-6 window
it kept four digits and returned `1 - w = -2.4e-4` where the truth is
+2.8e-13. 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.

Over a narrow window the density is a truncated exponential in
`s = (x - alpha)/width`, whose mean and variance are closed forms, so
`v = alpha + width*m(t)` and `1 - w = width^2 * V(t)` with no large
subtraction at all. Validated against high-precision quadrature: v exact
to 4e-10, `1 - w` to 4e-10 across the region it is used in.

The crossover is on `alpha / width` rather than on either alone, because
that ratio is what says how many digits the subtraction has left — and
the approximation is most accurate exactly where the subtraction is
worst, since both improve as the window narrows.

Defaults are bit-identical (pi 0.02398318151216503 before and after).

Tests: the three reproductions from the issue, the narrow-window form
against pinned quadrature values, and a continuity sweep across all three
tie branches — a misplaced crossover is the real risk here, and a jump at
a boundary is visible even without pinning absolute values.

Closes #60

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
2026-09-09 17:42:16 +02:00

218 lines
8.0 KiB
Rust

//! Inference must report numerical breakdown rather than call it convergence.
//!
//! The boundary rejects inputs that are *not numbers*, but finite inputs can
//! still overflow during inference — `beta.powi(2)` at 1e300 is infinite, and
//! infinity minus infinity is NaN. `NonFiniteResult` is the guard for that, and
//! it matters because the alternative is silent: NaN fails every comparison, so
//! a naive `step < epsilon` check reads a NaN step as *converged*.
//!
//! That is why the crate has `step_converged` / `step_is_finite` rather than
//! `!tuple_gt(..)`. These tests pin the guard from outside.
use smallvec::smallvec;
use trueskill_tt::{
ConstantDrift, Event, Gaussian, History, InferenceError, Member, Outcome, Team,
};
fn scored_fit(
sigma: f64,
beta: f64,
score_sigma: f64,
scores: [f64; 2],
) -> Result<bool, InferenceError> {
let mut h = History::builder()
.mu(0.0)
.sigma(sigma)
.beta(beta)
.score_sigma(score_sigma)
.build();
h.add_events(vec![Event {
time: 1i64,
teams: smallvec![
Team::with_members([Member::new("a")]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::scores(scores),
}])?;
h.converge().map(|r| r.converged)
}
/// Every one of these is built from finite, individually legal parameters. The
/// overflow happens inside inference, which is exactly the case the boundary
/// checks cannot catch.
///
/// Matched rather than merely `is_err()`: an assertion that only checks "some
/// error" would keep passing if these started failing at the boundary for an
/// unrelated reason, and would then be testing nothing.
#[test]
fn overflow_during_inference_is_reported_not_hidden() {
let cases: [(&str, f64, f64, f64, [f64; 2]); 5] = [
("huge sigma", 1e300, 1.0, 1.0, [3.0, 1.0]),
("huge beta", 6.0, 1e300, 1.0, [3.0, 1.0]),
("tiny sigma", 1e-300, 1.0, 1.0, [3.0, 1.0]),
("tiny score_sigma", 6.0, 1.0, 1e-300, [3.0, 1.0]),
("huge scores", 6.0, 1.0, 1.0, [1e308, -1e308]),
];
for (name, sigma, beta, score_sigma, scores) in cases {
match scored_fit(sigma, beta, score_sigma, scores) {
Err(InferenceError::NonFiniteResult { context, step }) => {
assert_eq!(context, "History::converge", "{name}");
assert!(
!step.0.is_finite() || !step.1.is_finite(),
"{name}: reported NonFiniteResult with a finite step {step:?}"
);
}
other => panic!("{name}: expected NonFiniteResult, got {other:?}"),
}
}
}
/// The trap the invariant exists for: NaN fails every comparison, so a naive
/// `step < epsilon` test reads a NaN step as converged. A breakdown must never
/// come back as a successful fit.
#[test]
fn a_broken_fit_is_never_reported_as_converged() {
let mut h = History::builder().build();
h.add_events(vec![Event {
time: 1i64,
teams: smallvec![
Team::with_members([Member::new("a").with_prior(Gaussian::from_ms(1e300, 1e-300))]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::winner(0, 2),
}])
.unwrap();
let err = h.converge().unwrap_err();
assert!(
matches!(err, InferenceError::NonFiniteResult { .. }),
"a breakdown must not be reported as convergence: {err:?}"
);
// `converge_partial` must not launder it into an `Ok` either — the
// permissive path is permissive about *stopping short*, not about NaN.
let mut h2 = History::builder().build();
h2.add_events(vec![Event {
time: 1i64,
teams: smallvec![
Team::with_members([Member::new("a").with_prior(Gaussian::from_ms(1e300, 1e-300))]),
Team::with_members([Member::new("b")]),
],
outcome: Outcome::winner(0, 2),
}])
.unwrap();
assert!(matches!(
h2.converge_partial().unwrap_err(),
InferenceError::NonFiniteResult { .. }
));
}
/// The neighbouring case, so the tests above cannot pass by the fit simply
/// always failing: ordinary extreme-but-workable parameters still converge.
#[test]
fn merely_extreme_parameters_still_converge() {
assert!(scored_fit(1e6, 1.0, 1.0, [3.0, 1.0]).unwrap());
assert!(scored_fit(1e-6, 1.0, 1.0, [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());
}
/// 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(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:?}"
);
}
}