`quality()` answers "is this matchup fair". Callers picking which
comparison to run next need "is this matchup informative", and the two
coincide only for two evenly matched competitors. Without a principled
alternative, downstream code was reaching for hand-rolled heuristics
like `quality * sigma_a^2 * sigma_b^2`, which double-counts uncertainty:
the two factors are not independent.
Adds `expected_information_gain`, the outcome-weighted divergence
between current beliefs and the beliefs each result would produce:
EIG = SUM P(outcome) * KL(posterior_after(outcome) || prior)
Available standalone over `Rating`s, and as
`History::expected_information_gain` using current skills and the
history's own beta, drift and p_draw — so the outcomes it weighs are the
ones that would actually be fitted.
This is the mutual information between the outcome and the skills, which
gives an analytic ceiling: gain cannot exceed the entropy of the thing
being observed, so at most `ln k` nats for k outcomes. That bound is the
sharpest test available, because an acquisition function is unusually
exposed to returning finite, plausible, monotone numbers while being
wrong — it would simply select slightly worse matchups forever. A
prototype of this returned 4.77 nats from a sign error while passing
every monotonicity check; `never_exceeds_the_entropy_of_the_outcome`
catches that class unconditionally.
Measured against the ceiling the values are meaningful rather than
vacuous: 0.382 nats for an even matchup between diffuse priors against
an 0.693 ceiling, falling to 0.013 for a lopsided one and 0.000 for a
hopeless one.
`disagrees_with_the_quality_times_variance_heuristic` pins down that
this is not a monotone transform of the heuristic it replaces — the two
rank a lopsided matchup and a confident even one in opposite orders — so
a later "simplification" cannot quietly revert to it.
Cost is one inference pass per possible outcome, documented on the
public API alongside the shortlist-then-score pattern, so callers do not
discover it in production.
Also folds the duplicated key-gathering in `predict_quality` and
`performances` into one validated `member_skills`.
Refs #39
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
292 lines
9.3 KiB
Rust
292 lines
9.3 KiB
Rust
//! Prediction API: N-team outcomes, draw mass, and the error paths that used
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//! to be panics or silent wrong answers.
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use trueskill_tt::{History, InferenceError, MAX_PREDICTED_TEAMS};
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fn history_with(names: &[&'static str], p_draw: f64) -> History {
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let mut h = History::builder().p_draw(p_draw).build();
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// Give every competitor a recorded skill by playing a small round robin.
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for pair in names.windows(2) {
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h.record_winner(&pair[0], &pair[1], 1).unwrap();
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}
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h.converge().unwrap();
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h
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}
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#[test]
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fn unknown_keys_are_reported_not_silently_dropped() {
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let h = history_with(&["a", "b"], 0.0);
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let err = h
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.predict_outcome(&[&[&"a"], &[&"ghost"]])
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.expect_err("an unknown key must not yield a confident prediction");
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assert_eq!(err, InferenceError::UnknownKey { team: 1, member: 0 });
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// Every prediction entry point, not just one.
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assert!(
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h.predict_win_probabilities(&[&[&"a"], &[&"ghost"]])
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.is_err()
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);
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assert!(h.predict_quality(&[&[&"a"], &[&"ghost"]]).is_err());
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assert!(h.predict_ranking(&[&[&"a"], &[&"ghost"]], &[0, 1]).is_err());
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}
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#[test]
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fn an_entirely_unknown_team_is_an_error() {
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let h = history_with(&["a", "b"], 0.0);
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let err = h.predict_outcome(&[&[&"a"], &[&"x", &"y"]]).unwrap_err();
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assert_eq!(err, InferenceError::UnknownKey { team: 1, member: 0 });
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}
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#[test]
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fn degenerate_team_shapes_are_errors_rather_than_panics() {
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let h = history_with(&["a", "b"], 0.0);
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assert_eq!(
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h.predict_outcome(&[&[&"a"]]).unwrap_err(),
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InferenceError::NotEnoughTeams { got: 1 }
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);
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assert_eq!(
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h.predict_outcome(&[]).unwrap_err(),
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InferenceError::NotEnoughTeams { got: 0 }
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);
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assert_eq!(
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h.predict_outcome(&[&[&"a"], &[]]).unwrap_err(),
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InferenceError::EmptyTeam { team: 1 }
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);
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}
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#[test]
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fn more_than_two_teams_no_longer_panics() {
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let h = history_with(&["a", "b", "c"], 0.0);
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let p = h
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.predict_outcome(&[&[&"a"], &[&"b"], &[&"c"]])
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.expect("three teams must be supported");
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assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
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// Three teams, no draws possible: exactly the six strict orderings.
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assert_eq!(p.outcomes().len(), 6);
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}
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#[test]
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fn the_outcome_space_is_capped_rather_than_hanging() {
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let names: Vec<&'static str> = vec!["a", "b", "c", "d", "e", "f", "g", "h"];
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let h = history_with(&names, 0.0);
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let teams: Vec<&[&&'static str]> = Vec::new();
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let _ = teams;
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let too_many: Vec<Vec<&&str>> = names.iter().map(|n| vec![n]).collect();
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let refs: Vec<&[&&str]> = too_many.iter().map(Vec::as_slice).collect();
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let err = h.predict_outcome(&refs).unwrap_err();
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assert_eq!(
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err,
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InferenceError::TooManyTeams {
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got: 8,
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max: MAX_PREDICTED_TEAMS
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}
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);
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// The cheap paths stay available at any size.
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let wins = h.predict_win_probabilities(&refs).unwrap();
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assert_eq!(wins.len(), 8);
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assert!(
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(wins.iter().sum::<f64>() - 1.0).abs() < 1e-6,
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"win probabilities must still sum to one: {wins:?}"
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);
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}
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/// The defect that made every draw-enabled prediction wrong: `[p, 1 - p]`
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/// allocated no mass to a draw even with `p_draw > 0`.
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#[test]
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fn a_draw_carries_probability_mass_when_p_draw_is_positive() {
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let h = history_with(&["a", "b"], 0.25);
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let p = h.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
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let draw = p.probability_of(&[0, 0]);
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assert!(draw > 0.0, "a draw-enabled model must give draws mass");
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assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
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let wins = p.win_probabilities();
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assert!(
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(wins.iter().sum::<f64>() + draw - 1.0).abs() < 1e-6,
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"wins {wins:?} plus draw {draw} must be the whole space"
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);
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assert!(
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(p.shared_first_place() - draw).abs() < 1e-12,
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"a two-team draw is a shared first place"
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);
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}
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#[test]
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fn a_zero_draw_probability_admits_no_ties() {
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let h = history_with(&["a", "b"], 0.0);
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let p = h.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
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assert_eq!(p.probability_of(&[0, 0]), 0.0);
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assert!(p.shared_first_place() < 1e-12);
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}
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/// The two routes to a win probability run through entirely different
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/// algorithms — adaptive quadrature versus the enumerated chain recursion —
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/// so agreement between them is a real cross-check, not a tautology.
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#[test]
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fn the_cheap_and_exhaustive_paths_agree() {
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for p_draw in [0.0, 0.1] {
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let h = history_with(&["a", "b", "c"], p_draw);
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let teams: &[&[&&str]] = &[&[&"a"], &[&"b"], &[&"c"]];
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let cheap = h.predict_win_probabilities(teams).unwrap();
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let exhaustive = h.predict_outcome(teams).unwrap().win_probabilities();
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for (i, (a, b)) in cheap.iter().zip(&exhaustive).enumerate() {
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assert!(
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(a - b).abs() < 1e-6,
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"p_draw={p_draw} team {i}: quadrature {a} vs enumeration {b}"
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);
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}
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}
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}
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#[test]
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fn predict_ranking_agrees_with_the_distribution() {
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let h = history_with(&["a", "b", "c"], 0.1);
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let teams: &[&[&&str]] = &[&[&"a"], &[&"b"], &[&"c"]];
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let dist = h.predict_outcome(teams).unwrap();
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for (ranks, expected) in dist.outcomes() {
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let direct = h.predict_ranking(teams, ranks).unwrap();
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assert!(
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(direct - expected).abs() < 1e-9,
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"ranks {ranks:?}: {direct} vs {expected}"
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);
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}
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}
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#[test]
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fn predict_ranking_checks_its_shape() {
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let h = history_with(&["a", "b"], 0.0);
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let err = h
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.predict_ranking(&[&[&"a"], &[&"b"]], &[0, 1, 2])
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.unwrap_err();
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assert!(matches!(
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err,
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InferenceError::MismatchedShape {
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expected: 2,
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got: 3,
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..
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}
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));
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}
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#[test]
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fn the_stronger_competitor_is_favoured() {
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let mut h = History::builder().build();
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for t in 1..=10 {
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h.record_winner(&"strong", &"weak", t).unwrap();
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}
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h.converge().unwrap();
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let p = h.predict_outcome(&[&[&"strong"], &[&"weak"]]).unwrap();
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let (best, _) = p.most_likely().expect("a most likely outcome");
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assert_eq!(best, &[0, 1], "the winner should be favoured");
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let wins = p.win_probabilities();
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assert!(wins[0] > wins[1], "{wins:?}");
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}
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/// Unequal team sizes change the draw margin, because inference derives it
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/// from the teams' betas. Prediction has to follow, or it describes a
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/// different model than the one that will be fitted.
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#[test]
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fn team_size_affects_the_prediction() {
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let mut h = History::builder().p_draw(0.2).build();
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h.event(1)
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.team(["a", "b"])
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.team(["c"])
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.winner(0)
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.commit()
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.unwrap();
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h.converge().unwrap();
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let p = h.predict_outcome(&[&[&"a", &"b"], &[&"c"]]).unwrap();
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assert!((p.total() - 1.0).abs() < 1e-6, "total = {}", p.total());
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assert!(p.probability_of(&[0, 0]) > 0.0);
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}
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// ---------------------------------------------------------------------------
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// Expected information gain
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// ---------------------------------------------------------------------------
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/// The whole point of #39: "which comparison should I run next?" is a
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/// different question from "who will win?" or "is this fair?".
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#[test]
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fn information_gain_prefers_the_uncertain_pairing() {
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let mut h = History::builder().build();
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// "known" and "rival" have played a lot; "newcomer" has played once.
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for t in 1..=15 {
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h.record_winner(&"known", &"rival", t).unwrap();
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h.record_winner(&"rival", &"known", t + 100).unwrap();
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}
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h.record_winner(&"known", &"newcomer", 500).unwrap();
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h.converge().unwrap();
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let settled = h
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.expected_information_gain(&[&[&"known"], &[&"rival"]])
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.unwrap();
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let unknown = h
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.expected_information_gain(&[&[&"known"], &[&"newcomer"]])
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.unwrap();
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assert!(
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unknown > settled,
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"pairing against the newcomer should teach more: {unknown} vs {settled}"
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);
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}
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/// The analytic ceiling, through the `History` entry point rather than the
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/// standalone one.
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#[test]
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fn information_gain_respects_the_entropy_ceiling() {
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let h = history_with(&["a", "b", "c"], 0.0);
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let two = h.expected_information_gain(&[&[&"a"], &[&"b"]]).unwrap();
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assert!(
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(0.0..=std::f64::consts::LN_2).contains(&two),
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"two-team EIG {two} outside [0, ln 2]"
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);
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let three = h
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.expected_information_gain(&[&[&"a"], &[&"b"], &[&"c"]])
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.unwrap();
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assert!(
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(0.0..=6.0f64.ln()).contains(&three),
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"three-team EIG {three} outside [0, ln 6]"
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);
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}
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#[test]
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fn information_gain_reports_unknown_keys() {
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let h = history_with(&["a", "b"], 0.0);
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assert_eq!(
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h.expected_information_gain(&[&[&"a"], &[&"ghost"]])
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.unwrap_err(),
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InferenceError::UnknownKey { team: 1, member: 0 }
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);
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}
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/// A draw-enabled history has three outcomes to weigh rather than two, so the
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/// draw branch must actually be reachable through this path.
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#[test]
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fn information_gain_accounts_for_draws() {
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let with_draws = history_with(&["a", "b"], 0.25);
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let g = with_draws
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.expected_information_gain(&[&[&"a"], &[&"b"]])
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.unwrap();
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assert!(g > 0.0 && g <= 3.0f64.ln(), "{g}");
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// The draw outcome carries mass, so it is genuinely being weighed.
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let dist = with_draws.predict_outcome(&[&[&"a"], &[&"b"]]).unwrap();
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assert!(dist.probability_of(&[0, 0]) > 0.0);
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}
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