logaritmisk
68be7ab5b7
Two integration tests on a 4-team ranked event: - max_iter=1 set on HistoryBuilder produces measurably different posteriors than default, proving the inner loop honors the propagated max_iter - alpha=0.5 with extra iterations reaches the same fixed point as alpha=1.0, proving damping doesn't break correctness on the History path Also updates the alpha doc comment to clarify it applies only to the within-game EP loop, not the outer cross-history sweep.
54 lines
1.4 KiB
Rust
54 lines
1.4 KiB
Rust
//! Convergence configuration and reporting.
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use std::time::Duration;
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use smallvec::SmallVec;
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#[derive(Clone, Copy, Debug)]
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pub struct ConvergenceOptions {
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pub max_iter: usize,
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pub epsilon: f64,
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/// EP damping factor in natural-parameter space: each per-factor
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/// update inside a single game writes `α·new + (1−α)·old`. `1.0` is
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/// undamped (default); `< 1.0` stabilises oscillating fixed-point
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/// loops at the cost of more iterations. Must be in `(0.0, 1.0]`.
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///
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/// Applies only to the within-game EP loop (`run_chain`). The outer
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/// `History::converge` cross-history sweep is undamped regardless of
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/// this value — cross-slice damping is a different concept and not
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/// in scope.
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pub alpha: f64,
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}
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impl Default for ConvergenceOptions {
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fn default() -> Self {
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Self {
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max_iter: crate::ITERATIONS,
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epsilon: crate::EPSILON,
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alpha: 1.0,
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}
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}
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}
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/// Post-hoc summary of a `History::converge` call.
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#[derive(Clone, Debug)]
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pub struct ConvergenceReport {
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pub iterations: usize,
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pub final_step: (f64, f64),
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pub log_evidence: f64,
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pub converged: bool,
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pub per_iteration_time: SmallVec<[Duration; 32]>,
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pub slices_skipped: usize,
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn default_alpha_is_one_for_undamped_behavior() {
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let opts = ConvergenceOptions::default();
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assert_eq!(opts.alpha, 1.0);
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}
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}
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