logaritmiskandClaude Opus 5 4fde482e48 docs: spec for filtered (forward-only) estimates
`HistoryBuilder::online(true)` is inert: it flips a flag that reaches
`Item::within_prior`, which reads `Skill.online` — a field initialised to
`N_INF` and assigned nowhere. So `log_evidence()` under that setting reports
`n * ln(0.5)`, every game scored as a coin flip. The number is finite and
plausible, which is why nothing caught it.

Issue #19 proposed populating the field during the forward pass. That does
not work, and the reason shapes the whole design. `new_forward_info` sets
`skill.forward` from the previous slice's `forward_prior_out`, which is
`skill.forward * skill.likelihood`; `History::iteration` alternates backward
and forward sweeps, so from the second iteration onward that likelihood has
already absorbed backward information. After `converge()`, `skill.forward`
is a smoothed quantity — and so is anything written from it.

The same reasoning condemns the neighbouring `forward: bool` flag, which is
a filtering quantity only on a history that was never converged. That is why
the test at history.rs:1183 can assert the two evidences are equal. Left
alone here; recorded as a follow-up.

The design is a read-only forward-only pass instead: walk slices in time
order carrying their own forward messages, and per slice build a scratch
clone whose `backward` is `N_INF`, then run the unmodified production sweep
on it. Reusing `iterate_to_convergence` rather than reimplementing inference
means a competitor playing twice at one time is handled by the same
within-slice EP that `converge()` uses, instead of being approximated the
way today's evidence paths approximate it. Nothing is stored on `Skill`,
which drops 16 bytes and helps #17 regardless.

Three methods ship — `filtered_log_evidence`, `filtered_learning_curves`,
`filtered_learning_curve` — all taking `&self`. The second consumer is
ustat, whose learning curves start already collapsed to sigma 0.9-1.6
against a prior of 6.0 because every point is smoothed; the filtered view
cannot be reconstructed from the public API today except by O(n^2) refits.

The red test brackets the issue's own fixture strictly between 5*ln(0.5) and
the batch evidence, so neither "still inert" nor "accidentally smoothed"
passes. The invariant that would have caught this bug class is that filtered
results are identical before and after `converge()` — exactly what a stored
field cannot give.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01T5SYDExxL4vZgvunrcNSMc
2026-08-27 15:42:54 +02:00
2026-03-23 14:21:23 +01:00

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
  • Generalise a time axis — Time is now a trait (Untimed, i64), not an enum
  • Add examples (examples/atp.rs, examples/scored.rs)
  • Add Observer (Observer / NullObserver)
  • Benchmark the inference loop (benches/batch.rs, benches/history_converge.rs, benches/ingest.rs)
  • Cross-check quality() against sublee/trueskill — N-group support works and is covered by invariants, but no reference values are asserted
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