logaritmiskandClaude Opus 5 355cdb7e05 perf(gaussian): drop the sqrt round-trip from variance-space operations
`Add`, `Sub`, `exclude` and `forget` combined variances by way of standard
deviations: `sigma()` takes a square root, `.powi(2)` squares it away,
`var.sqrt()` takes another, and `from_ms` squares that one back. Three roots
to compute a value that is `1/pi` all along.

They now go through `variance()` and a new `from_mv(mu, var)`, which skip
both conversions. `Sub` is the hot one — `RankDiffFactor::propagate` is
`a - b`, run for every adjacent team pair on every forward and backward
sweep of every EP iteration.

`run_chain` also stopped recomputing each team's weighted performance in the
likelihood loop; the fold is already in `arena.team_prior`, indexed by the
sorted position the loop has in hand. Each `performance()` is itself a
`forget`, so the duplicate cost scaled with players per team.

Measured on this machine, before and after, same fixtures:

    Batch::iteration          23.57us -> 19.31us   (-18%)
    scored_history_60_events   1.071ms -> 983us    (-8%)

The `Gaussian::add`/`sub` microbenchmarks cannot resolve the change: they
sit at ~234ps against a ~218ps floor that `mul`/`div` also hit, so the
harness overhead dominates a single operation.

One golden moved. Two identical competitors drawing must land on their
shared prior mean exactly, by symmetry; the root-free path now returns
25.0 where the reference transcription recorded 24.999999 — that value
rounded to six decimals. Asserting a six-decimal transcription at
epsilon 1e-6 left no headroom, so the expectation is now the exact value.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01DnsaJg74eNSva3PJjK2eej
2026-08-04 21:58:30 +02:00
2026-03-23 14:21:23 +01:00
2026-04-23 20:24:10 +02:00

TrueSkill - Through Time

Rust port of TrueSkillThroughTime.py.

Other implementations

Drift

Skill drift models how a player's true skill can change between appearances. Each time a player reappears after a gap, their skill uncertainty is widened by the drift model before the new evidence is incorporated.

Drift is represented by the Drift trait:

pub trait Drift: Copy + Debug {
    fn variance_delta(&self, elapsed: i64) -> f64;
}

variance_delta returns the amount to add to σ² given the elapsed time since the player last played. Internally, Gaussian::forget uses this to compute the new sigma: σ_new = sqrt(σ² + variance_delta).

ConstantDrift

The built-in ConstantDrift implements a linear random walk — skill uncertainty grows proportionally to time:

variance_delta = elapsed * γ²

This is the standard TrueSkill Through Time model. Use it by passing a ConstantDrift(gamma) when constructing a Player:

use trueskill_tt::{Player, Gaussian, drift::ConstantDrift};

// gamma = 0.1 means skill can shift ~0.1 per time unit
let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, ConstantDrift(0.1));

Custom drift

Implement Drift to express any other model. For example, a drift that saturates after a long absence (uncertainty grows with the square root of elapsed time instead of linearly):

use trueskill_tt::drift::Drift;

#[derive(Clone, Copy, Debug)]
struct SqrtDrift {
    gamma: f64,
}

impl Drift for SqrtDrift {
    fn variance_delta(&self, elapsed: i64) -> f64 {
        (elapsed as f64).sqrt() * self.gamma * self.gamma
    }
}

let player = Player::new(Gaussian::from_ms(0.0, 6.0), 1.0, SqrtDrift { gamma: 0.5 });

To use a custom drift type with History, use the .drift() builder method instead of .gamma():

let h = History::builder()
    .drift(SqrtDrift { gamma: 0.5 })
    .build();

Scored outcomes

Use Outcome::scores([...]) when you have continuous per-team scores rather than just ranks. Adjacent score margins flow into a MarginFactor that adds soft Gaussian evidence about the latent performance diff. Configure HistoryBuilder::score_sigma(σ) to control how much you trust the margins (smaller σ = more trust).

use trueskill_tt::{History, Outcome};

let mut h = History::builder().score_sigma(2.0).build();
h.event(1)
    .team(["alice"])
    .team(["bob"])
    .scores([21.0, 9.0])
    .commit()
    .unwrap();
h.converge().unwrap();

Todo

  • Implement approx for Gaussian
  • Add more tests from TrueSkillThroughTime.jl
  • Add tests for quality() (Use sublee/trueskill as reference)
  • Benchmark Batch::iteration()
  • Time needs to be an enum so we can have multiple states (see batch::compute_elapsed())
  • Add examples (use same TrueSkillThroughTime.(py|jl))
  • Add Observer (see argmin for inspiration)
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