logaritmiskandClaude Opus 5
1bb6bb31d8
`posterior_of`, `posterior_of_at` and `expected_variance_reduction` each
built the joint precision matrix, factorised it, asked one question and
threw it away. The factorisation is O(n^3) in the history's appearances
and depends only on the fit, so a caller asking about every pair in a
standings table, every cell in a grid, or every candidate in an
active-learning sweep paid for the same factorisation once per question.
`History::joint()` returns a `Joint` handle that pays it once. Measured
on 1976 appearances, 90 queries: 68.4s one-shot against 745ms factorise
plus 93ms of queries — 81.6x, with bit-identical answers. Per query,
Criterion at 480 appearances: 9.0ms one-shot against 48us cached, 187x.
The handle borrows the history, which is what makes it correct with no
invalidation logic: the borrow checker forbids adding events or refitting
while it is alive, so there is no window in which the factorisation could
describe a fit that no longer exists. It also makes the lifetime of the
n^2 factor explicit rather than parking it in the history forever — at
4000 appearances that is 128MB, which is not something to cache silently.
Every question the joint answers turns out to be a bilinear form,
c^T A^-1 a = (L^-1 c) . (L^-1 a)
so no caller ever needs L^-1 c itself. Replacing the general solve with a
forward substitution drops the back substitution as wasted work, halving
a query, and removes a failure mode: a variance as `c . (A^-1 c)` is a
difference of products that can round negative, where `|L^-1 c|^2` is a
sum of squares and cannot.
The one-shot calls are unchanged in cost and now delegate to the handle,
so the two paths cannot drift apart. tests/joint_handle.rs asserts they
agree bit for bit, including at pinned times, under UnknownKeys::Prior,
and across candidate matchups.
Refs #51
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_011hcFjNDmHXZF8URGLku5zZ
86 lines
2.2 KiB
TOML
86 lines
2.2 KiB
TOML
[package]
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name = "trueskill-tt"
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version = "0.6.0"
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edition = "2024"
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rust-version = "1.85"
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description = "TrueSkill Through Time: Bayesian skill rating that tracks how skill evolves over time, via Gaussian message passing"
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repository = "https://git.aceofba.se/logaritmisk/trueskill-tt"
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authors = ["Anders Olsson"]
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# Publishing is restricted to the private kellnr registry; this also makes
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# an accidental `cargo publish` to crates.io a hard error rather than a
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# irreversible mistake. Index is declared in `.cargo/config.toml`.
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publish = ["kellnr"]
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readme = "README.md"
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keywords = ["trueskill", "rating", "bayesian", "elo", "skill"]
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categories = ["algorithms", "science", "game-development"]
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license = "MIT OR Apache-2.0"
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# `examples/atp.csv` is a 48 MB tennis dataset — 99% of the packaged crate,
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# for a library whose source is 312 KB. `examples/atp.rs` opens it by
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# relative path at runtime, so excluding the data still compiles; the
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# example just needs the file fetched from the repo to run.
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exclude = [
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"/docs",
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"/benches/*.txt",
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"/temp",
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"/.gitea",
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"/examples/atp.csv",
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]
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[lib]
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bench = false
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[[bench]]
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name = "batch"
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harness = false
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[[bench]]
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name = "gaussian"
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harness = false
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[[bench]]
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name = "history_converge"
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harness = false
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[[bench]]
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name = "scored"
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harness = false
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[[bench]]
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name = "ingest"
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harness = false
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[dependencies]
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approx = { version = "0.5.1", optional = true }
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libm = "0.2.16"
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rayon = { version = "1", optional = true }
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smallvec = "1"
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[features]
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approx = ["dep:approx"]
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rayon = ["dep:rayon"]
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[dev-dependencies]
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criterion = "0.5"
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plotters = { version = "0.3", default-features = false, features = ["svg_backend", "all_elements", "all_series"] }
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plotters-backend = "0.3"
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proptest = "1.11.0"
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time = { version = "0.3", features = ["parsing"] }
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trueskill-tt = { path = ".", features = ["approx"] }
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# Debug symbols in release are for `just flame` (cargo-flamegraph), which needs
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# them to symbolicate. Profile settings in a library are ignored by downstream
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# consumers, so these only affect local builds — this is deliberate, not an
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# oversight.
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[profile.release]
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debug = true
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[profile.bench]
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debug = true
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[profile.dev]
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debug = true
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[[bench]]
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name = "joint"
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harness = false
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