Adds soft Gaussian-observation evidence on the per-pair diff variable,
enabling continuous score margins as a richer alternative to ranks.
Public API:
- `Outcome::Scored([scores])` (non-breaking enum extension under
`#[non_exhaustive]`).
- `Game::scored(teams, outcome, options)` constructor parallel to
`Game::ranked`.
- `EventBuilder::scores([...])` fluent helper.
- `HistoryBuilder::score_sigma(σ)` knob (default 1.0, validated > 0).
- `GameOptions::score_sigma`.
- `EventKind` re-exported from `lib.rs` (annotated `#[non_exhaustive]`).
- New `InferenceError::InvalidParameter { name, value }` variant.
Internals:
- `MarginFactor` (`factor/margin.rs`): Gaussian observation factor that
closes in one EP step; cavity-cached log-evidence mirrors `TruncFactor`.
- `BuiltinFactor::Margin` dispatch arm.
- `DiffFactor` enum in `game.rs` lets `Game::likelihoods` and the new
`likelihoods_scored` share the per-pair link abstraction.
- Per-event `EventKind { Ranked, Scored { score_sigma } }` routed through
`TimeSlice::add_events`, `iteration_direct`, and `log_evidence`.
Tests: 88 lib + 27 integration (4 new in `tests/scored.rs`); existing
goldens byte-identical. Bench: `benches/scored.rs` baseline ~960µs for
60 events × 20-player pool with default convergence.
Plan: docs/superpowers/plans/2026-04-27-t4-margin-factor.md
Spec item marked Done.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
1715 lines
53 KiB
Rust
1715 lines
53 KiB
Rust
use std::{borrow::Borrow, collections::HashMap, hash::Hash, marker::PhantomData};
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use crate::{
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BETA, GAMMA, Index, MU, N_INF, P_DRAW, SIGMA,
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competitor::{self, Competitor},
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convergence::{ConvergenceOptions, ConvergenceReport},
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drift::{ConstantDrift, Drift},
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error::InferenceError,
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gaussian::Gaussian,
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key_table::KeyTable,
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observer::{NullObserver, Observer},
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rating::Rating,
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sort_time,
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storage::CompetitorStore,
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time::Time,
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time_slice::{self, EventKind, TimeSlice},
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tuple_gt, tuple_max,
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};
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#[derive(Clone)]
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pub struct HistoryBuilder<
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T: Time = i64,
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D: Drift<T> = ConstantDrift,
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O: Observer<T> = NullObserver,
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K: Eq + Hash + Clone = &'static str,
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> {
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mu: f64,
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sigma: f64,
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beta: f64,
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drift: D,
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p_draw: f64,
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online: bool,
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score_sigma: f64,
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convergence: ConvergenceOptions,
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observer: O,
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_time: PhantomData<T>,
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_key: PhantomData<K>,
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}
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impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> HistoryBuilder<T, D, O, K> {
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pub fn mu(mut self, mu: f64) -> Self {
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self.mu = mu;
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self
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}
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pub fn sigma(mut self, sigma: f64) -> Self {
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self.sigma = sigma;
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self
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}
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pub fn beta(mut self, beta: f64) -> Self {
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self.beta = beta;
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self
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}
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pub fn drift<D2: Drift<T>>(self, drift: D2) -> HistoryBuilder<T, D2, O, K> {
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HistoryBuilder {
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drift,
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mu: self.mu,
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sigma: self.sigma,
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beta: self.beta,
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p_draw: self.p_draw,
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online: self.online,
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score_sigma: self.score_sigma,
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convergence: self.convergence,
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observer: self.observer,
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_time: self._time,
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_key: self._key,
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}
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}
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pub fn p_draw(mut self, p_draw: f64) -> Self {
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self.p_draw = p_draw;
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self
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}
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pub fn online(mut self, online: bool) -> Self {
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self.online = online;
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self
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}
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pub fn score_sigma(mut self, score_sigma: f64) -> Self {
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assert!(
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score_sigma > 0.0,
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"score_sigma must be positive (got {score_sigma})"
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);
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self.score_sigma = score_sigma;
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self
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}
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pub fn convergence(mut self, opts: ConvergenceOptions) -> Self {
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self.convergence = opts;
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self
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}
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pub fn observer<O2: Observer<T>>(self, observer: O2) -> HistoryBuilder<T, D, O2, K> {
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HistoryBuilder {
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mu: self.mu,
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sigma: self.sigma,
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beta: self.beta,
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drift: self.drift,
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p_draw: self.p_draw,
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online: self.online,
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score_sigma: self.score_sigma,
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convergence: self.convergence,
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observer,
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_time: self._time,
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_key: self._key,
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}
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}
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pub fn build(self) -> History<T, D, O, K> {
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History {
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size: 0,
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time_slices: Vec::new(),
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agents: CompetitorStore::new(),
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keys: KeyTable::new(),
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mu: self.mu,
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sigma: self.sigma,
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beta: self.beta,
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drift: self.drift,
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p_draw: self.p_draw,
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online: self.online,
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score_sigma: self.score_sigma,
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convergence: self.convergence,
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observer: self.observer,
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}
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}
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}
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impl Default for HistoryBuilder<i64, ConstantDrift, NullObserver, &'static str> {
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fn default() -> Self {
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Self {
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mu: MU,
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sigma: SIGMA,
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beta: BETA,
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drift: ConstantDrift(GAMMA),
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p_draw: P_DRAW,
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online: false,
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score_sigma: 1.0,
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convergence: ConvergenceOptions::default(),
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observer: NullObserver,
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_time: PhantomData,
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_key: PhantomData,
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}
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}
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}
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pub struct History<
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T: Time = i64,
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D: Drift<T> = ConstantDrift,
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O: Observer<T> = NullObserver,
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K: Eq + Hash + Clone = &'static str,
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> {
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size: usize,
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pub(crate) time_slices: Vec<TimeSlice<T>>,
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pub(crate) agents: CompetitorStore<T, D>,
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keys: KeyTable<K>,
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mu: f64,
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sigma: f64,
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beta: f64,
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drift: D,
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p_draw: f64,
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online: bool,
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score_sigma: f64,
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convergence: ConvergenceOptions,
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observer: O,
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}
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impl Default for History<i64, ConstantDrift, NullObserver, &'static str> {
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fn default() -> Self {
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HistoryBuilder::default().build()
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}
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}
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impl History<i64, ConstantDrift, NullObserver, &'static str> {
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pub fn builder() -> HistoryBuilder<i64, ConstantDrift, NullObserver, &'static str> {
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HistoryBuilder::default()
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}
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}
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impl<K: Eq + Hash + Clone> History<i64, ConstantDrift, NullObserver, K> {
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/// Like `builder()` but uses a custom key type `K` instead of the default `&'static str`.
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pub fn builder_with_key() -> HistoryBuilder<i64, ConstantDrift, NullObserver, K> {
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HistoryBuilder {
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mu: MU,
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sigma: SIGMA,
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beta: BETA,
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drift: ConstantDrift(GAMMA),
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p_draw: P_DRAW,
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online: false,
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score_sigma: 1.0,
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convergence: ConvergenceOptions::default(),
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observer: NullObserver,
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_time: PhantomData,
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_key: PhantomData,
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}
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}
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}
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impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O, K> {
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pub fn intern<Q>(&mut self, key: &Q) -> Index
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where
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K: Borrow<Q>,
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Q: Hash + Eq + ToOwned<Owned = K> + ?Sized,
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{
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self.keys.get_or_create(key)
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}
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pub fn lookup<Q>(&self, key: &Q) -> Option<Index>
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where
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K: Borrow<Q>,
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Q: Hash + Eq + ToOwned<Owned = K> + ?Sized,
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{
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self.keys.get(key)
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}
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}
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impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O, K> {
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fn iteration(&mut self) -> (f64, f64) {
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let mut step = (0.0, 0.0);
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competitor::clean(self.agents.values_mut(), false);
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for j in (0..self.time_slices.len() - 1).rev() {
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for agent in self.time_slices[j + 1].skills.keys() {
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self.agents.get_mut(agent).unwrap().message =
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self.time_slices[j + 1].backward_prior_out(&agent, &self.agents);
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}
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let old = self.time_slices[j].posteriors();
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self.time_slices[j].new_backward_info(&self.agents);
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let new = self.time_slices[j].posteriors();
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step = old
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.iter()
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.fold(step, |step, (a, old)| tuple_max(step, old.delta(new[a])));
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}
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competitor::clean(self.agents.values_mut(), false);
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for j in 1..self.time_slices.len() {
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for agent in self.time_slices[j - 1].skills.keys() {
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self.agents.get_mut(agent).unwrap().message =
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self.time_slices[j - 1].forward_prior_out(&agent);
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}
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let old = self.time_slices[j].posteriors();
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self.time_slices[j].new_forward_info(&self.agents);
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let new = self.time_slices[j].posteriors();
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step = old
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.iter()
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.fold(step, |step, (a, old)| tuple_max(step, old.delta(new[a])));
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}
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if self.time_slices.len() == 1 {
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let old = self.time_slices[0].posteriors();
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self.time_slices[0].iteration(0, &self.agents);
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let new = self.time_slices[0].posteriors();
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step = old
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.iter()
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.fold(step, |step, (a, old)| tuple_max(step, old.delta(new[a])));
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}
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step
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}
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/// Learning curves for all competitors, keyed by their user-facing key.
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///
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/// Note: `key(idx)` is O(n) per lookup; this method is therefore O(n²)
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/// in the number of competitors. Acceptable for T2; T3 may optimize.
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pub fn learning_curves(&self) -> HashMap<K, Vec<(T, Gaussian)>> {
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#[cfg(feature = "rayon")]
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{
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use rayon::prelude::*;
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let per_slice: Vec<Vec<(Index, T, Gaussian)>> = self
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.time_slices
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.par_iter()
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.map(|ts| {
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ts.skills
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.iter()
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.map(|(idx, sk)| (idx, ts.time, sk.posterior()))
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.collect()
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})
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.collect();
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let mut data: HashMap<K, Vec<(T, Gaussian)>> = HashMap::new();
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for slice_contrib in per_slice {
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for (idx, t, g) in slice_contrib {
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if let Some(key) = self.keys.key(idx).cloned() {
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data.entry(key).or_default().push((t, g));
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}
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}
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}
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data
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}
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#[cfg(not(feature = "rayon"))]
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{
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let mut data: HashMap<K, Vec<(T, Gaussian)>> = HashMap::new();
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for slice in &self.time_slices {
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for (idx, skill) in slice.skills.iter() {
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if let Some(key) = self.keys.key(idx).cloned() {
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data.entry(key)
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.or_default()
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.push((slice.time, skill.posterior()));
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}
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}
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}
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data
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}
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}
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/// Skill estimate at the latest time slice the competitor appears in.
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pub fn current_skill<Q>(&self, key: &Q) -> Option<Gaussian>
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where
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K: std::borrow::Borrow<Q>,
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Q: std::hash::Hash + Eq + ?Sized,
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{
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let idx = self.keys.get(key)?;
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self.time_slices
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.iter()
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.rev()
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.find_map(|ts| ts.skills.get(idx).map(|sk| sk.posterior()))
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}
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|
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/// Learning curve for a single key: (time, posterior) pairs in time order.
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pub fn learning_curve<Q>(&self, key: &Q) -> Vec<(T, Gaussian)>
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|
where
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K: std::borrow::Borrow<Q>,
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Q: std::hash::Hash + Eq + ?Sized,
|
|
{
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let Some(idx) = self.keys.get(key) else {
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return Vec::new();
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};
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self.time_slices
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.iter()
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.filter_map(|ts| ts.skills.get(idx).map(|sk| (ts.time, sk.posterior())))
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.collect()
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}
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pub(crate) fn log_evidence_internal(&mut self, forward: bool, targets: &[Index]) -> f64 {
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#[cfg(feature = "rayon")]
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{
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use rayon::prelude::*;
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let per_slice: Vec<f64> = self
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.time_slices
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.par_iter()
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.map(|ts| ts.log_evidence(self.online, targets, forward, &self.agents))
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.collect();
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per_slice.into_iter().sum()
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}
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#[cfg(not(feature = "rayon"))]
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{
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self.time_slices
|
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.iter()
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.map(|ts| ts.log_evidence(self.online, targets, forward, &self.agents))
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.sum()
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}
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}
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|
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/// Total log-evidence across the history.
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pub fn log_evidence(&mut self) -> f64 {
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self.log_evidence_internal(false, &[])
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}
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|
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/// Log-evidence restricted to time slices containing at least one of the
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/// given keys. Useful for leave-one-out cross-validation.
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pub fn log_evidence_for<Q>(&mut self, keys: &[&Q]) -> f64
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|
where
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K: std::borrow::Borrow<Q>,
|
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Q: std::hash::Hash + Eq + ?Sized,
|
|
{
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let targets: Vec<Index> = keys.iter().filter_map(|k| self.keys.get(*k)).collect();
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self.log_evidence_internal(false, &targets)
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}
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|
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/// Draw-probability quality metric for the given teams (key slices).
|
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///
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/// Values range roughly [0, 1]; 1 == perfectly matched.
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pub fn predict_quality(&self, teams: &[&[&K]]) -> f64 {
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let groups: Vec<Vec<Gaussian>> = teams
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.iter()
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.map(|team| {
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team.iter()
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.filter_map(|k| self.keys.get(*k))
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.filter_map(|idx| {
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self.time_slices
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.iter()
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.rev()
|
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.find_map(|ts| ts.skills.get(idx).map(|s| s.posterior()))
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})
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.collect()
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})
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.collect();
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let group_refs: Vec<&[Gaussian]> = groups.iter().map(|g| g.as_slice()).collect();
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crate::quality(&group_refs, self.beta)
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}
|
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|
|
/// 2-team win probability: returns `[P(team0 wins), P(team1 wins)]`.
|
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///
|
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/// Panics if `teams.len() != 2`. N-team support lands in T4.
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pub fn predict_outcome(&self, teams: &[&[&K]]) -> Vec<f64> {
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assert_eq!(teams.len(), 2, "predict_outcome T2: 2 teams only");
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let gather = |team: &[&K]| -> Gaussian {
|
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team.iter()
|
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.filter_map(|k| self.keys.get(*k))
|
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.filter_map(|idx| {
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self.time_slices
|
|
.iter()
|
|
.rev()
|
|
.find_map(|ts| ts.skills.get(idx).map(|s| s.posterior()))
|
|
})
|
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.fold(crate::N00, |acc, g| acc + g.forget(self.beta.powi(2)))
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|
};
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let a = gather(teams[0]);
|
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let b = gather(teams[1]);
|
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let diff = a - b;
|
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let p_a = 1.0 - crate::cdf(0.0, diff.mu(), diff.sigma());
|
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vec![p_a, 1.0 - p_a]
|
|
}
|
|
|
|
/// Run the full forward+backward convergence loop and return a summary.
|
|
pub fn converge(&mut self) -> Result<ConvergenceReport, InferenceError> {
|
|
use std::time::Instant;
|
|
|
|
use smallvec::SmallVec;
|
|
|
|
let opts = self.convergence;
|
|
let mut step = (f64::INFINITY, f64::INFINITY);
|
|
let mut i = 0;
|
|
let mut per_iter: SmallVec<[std::time::Duration; 32]> = SmallVec::new();
|
|
while tuple_gt(step, opts.epsilon) && i < opts.max_iter {
|
|
let t0 = Instant::now();
|
|
step = self.iteration();
|
|
per_iter.push(t0.elapsed());
|
|
i += 1;
|
|
self.observer.on_iteration_end(i, step);
|
|
}
|
|
let converged = !tuple_gt(step, opts.epsilon);
|
|
let log_evidence = self.log_evidence_internal(false, &[]);
|
|
self.observer.on_converged(i, step, converged);
|
|
Ok(ConvergenceReport {
|
|
iterations: i,
|
|
final_step: step,
|
|
log_evidence,
|
|
converged,
|
|
per_iteration_time: per_iter,
|
|
slices_skipped: 0,
|
|
})
|
|
}
|
|
}
|
|
|
|
impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O, K> {
|
|
pub(crate) fn add_events_with_prior(
|
|
&mut self,
|
|
composition: Vec<Vec<Vec<Index>>>,
|
|
results: Vec<Vec<f64>>,
|
|
times: Vec<T>,
|
|
weights: Vec<Vec<Vec<f64>>>,
|
|
kinds: Vec<EventKind>,
|
|
mut priors: HashMap<Index, Rating<T, D>>,
|
|
) -> Result<(), InferenceError> {
|
|
if !results.is_empty() && results.len() != composition.len() {
|
|
return Err(InferenceError::MismatchedShape {
|
|
kind: "results",
|
|
expected: composition.len(),
|
|
got: results.len(),
|
|
});
|
|
}
|
|
if times.len() != composition.len() {
|
|
return Err(InferenceError::MismatchedShape {
|
|
kind: "times",
|
|
expected: composition.len(),
|
|
got: times.len(),
|
|
});
|
|
}
|
|
if !weights.is_empty() && weights.len() != composition.len() {
|
|
return Err(InferenceError::MismatchedShape {
|
|
kind: "weights",
|
|
expected: composition.len(),
|
|
got: weights.len(),
|
|
});
|
|
}
|
|
if kinds.len() != composition.len() {
|
|
return Err(InferenceError::MismatchedShape {
|
|
kind: "kinds",
|
|
expected: composition.len(),
|
|
got: kinds.len(),
|
|
});
|
|
}
|
|
|
|
competitor::clean(self.agents.values_mut(), true);
|
|
|
|
let mut this_agent = Vec::with_capacity(1024);
|
|
|
|
for agent in composition.iter().flatten().flatten() {
|
|
if this_agent.contains(agent) {
|
|
continue;
|
|
}
|
|
|
|
this_agent.push(*agent);
|
|
|
|
if !self.agents.contains(*agent) {
|
|
self.agents.insert(
|
|
*agent,
|
|
Competitor {
|
|
rating: priors.remove(agent).unwrap_or_else(|| {
|
|
Rating::new(
|
|
Gaussian::from_ms(self.mu, self.sigma),
|
|
self.beta,
|
|
self.drift,
|
|
)
|
|
}),
|
|
message: N_INF,
|
|
last_time: None,
|
|
},
|
|
);
|
|
}
|
|
}
|
|
|
|
let n = composition.len();
|
|
let o = sort_time(×, false);
|
|
|
|
let mut i = 0;
|
|
let mut k = 0;
|
|
|
|
while i < n {
|
|
let mut j = i + 1;
|
|
let t = times[o[i]];
|
|
|
|
while j < n && times[o[j]] == t {
|
|
j += 1;
|
|
}
|
|
|
|
while self.time_slices.len() > k && self.time_slices[k].time < t {
|
|
let time_slice = &mut self.time_slices[k];
|
|
|
|
if k > 0 {
|
|
time_slice.new_forward_info(&self.agents);
|
|
}
|
|
|
|
for agent_idx in &this_agent {
|
|
if let Some(skill) = time_slice.skills.get_mut(*agent_idx) {
|
|
skill.elapsed = time_slice::compute_elapsed(
|
|
self.agents[*agent_idx].last_time.as_ref(),
|
|
&time_slice.time,
|
|
);
|
|
|
|
let agent = self.agents.get_mut(*agent_idx).unwrap();
|
|
|
|
agent.last_time = Some(time_slice.time);
|
|
agent.message = time_slice.forward_prior_out(agent_idx);
|
|
}
|
|
}
|
|
|
|
k += 1;
|
|
}
|
|
|
|
let composition = (i..j)
|
|
.map(|e| composition[o[e]].clone())
|
|
.collect::<Vec<_>>();
|
|
|
|
let results = if results.is_empty() {
|
|
Vec::new()
|
|
} else {
|
|
(i..j).map(|e| results[o[e]].clone()).collect::<Vec<_>>()
|
|
};
|
|
|
|
let weights = if weights.is_empty() {
|
|
Vec::new()
|
|
} else {
|
|
(i..j).map(|e| weights[o[e]].clone()).collect::<Vec<_>>()
|
|
};
|
|
|
|
let kinds_chunk: Vec<EventKind> = (i..j).map(|e| kinds[o[e]]).collect();
|
|
|
|
if self.time_slices.len() > k && self.time_slices[k].time == t {
|
|
let time_slice = &mut self.time_slices[k];
|
|
time_slice.add_events(composition, results, weights, kinds_chunk, &self.agents);
|
|
|
|
for agent_idx in time_slice.skills.keys() {
|
|
let agent = self.agents.get_mut(agent_idx).unwrap();
|
|
|
|
agent.last_time = Some(t);
|
|
agent.message = time_slice.forward_prior_out(&agent_idx);
|
|
}
|
|
} else {
|
|
let mut time_slice = TimeSlice::new(t, self.p_draw);
|
|
time_slice.add_events(composition, results, weights, kinds_chunk, &self.agents);
|
|
|
|
self.time_slices.insert(k, time_slice);
|
|
|
|
let time_slice = &self.time_slices[k];
|
|
|
|
for agent_idx in time_slice.skills.keys() {
|
|
let agent = self.agents.get_mut(agent_idx).unwrap();
|
|
|
|
agent.last_time = Some(t);
|
|
agent.message = time_slice.forward_prior_out(&agent_idx);
|
|
}
|
|
|
|
k += 1;
|
|
}
|
|
|
|
i = j;
|
|
}
|
|
|
|
while self.time_slices.len() > k {
|
|
let time_slice = &mut self.time_slices[k];
|
|
|
|
time_slice.new_forward_info(&self.agents);
|
|
|
|
for agent_idx in &this_agent {
|
|
if let Some(skill) = time_slice.skills.get_mut(*agent_idx) {
|
|
skill.elapsed = time_slice::compute_elapsed(
|
|
self.agents[*agent_idx].last_time.as_ref(),
|
|
&time_slice.time,
|
|
);
|
|
|
|
let agent = self.agents.get_mut(*agent_idx).unwrap();
|
|
|
|
agent.last_time = Some(time_slice.time);
|
|
agent.message = time_slice.forward_prior_out(agent_idx);
|
|
}
|
|
}
|
|
|
|
k += 1;
|
|
}
|
|
|
|
self.size += n;
|
|
Ok(())
|
|
}
|
|
|
|
pub fn record_winner<Q>(&mut self, winner: &Q, loser: &Q, time: T) -> Result<(), InferenceError>
|
|
where
|
|
K: Borrow<Q>,
|
|
Q: Hash + Eq + ToOwned<Owned = K> + ?Sized,
|
|
{
|
|
let w = self.intern(winner);
|
|
let l = self.intern(loser);
|
|
self.add_events_with_prior(
|
|
vec![vec![vec![w], vec![l]]],
|
|
vec![vec![1.0, 0.0]],
|
|
vec![time],
|
|
vec![],
|
|
vec![EventKind::Ranked],
|
|
HashMap::new(),
|
|
)
|
|
}
|
|
|
|
pub fn record_draw<Q>(&mut self, a: &Q, b: &Q, time: T) -> Result<(), InferenceError>
|
|
where
|
|
K: Borrow<Q>,
|
|
Q: Hash + Eq + ToOwned<Owned = K> + ?Sized,
|
|
{
|
|
let a_idx = self.intern(a);
|
|
let b_idx = self.intern(b);
|
|
self.add_events_with_prior(
|
|
vec![vec![vec![a_idx], vec![b_idx]]],
|
|
vec![vec![0.0, 0.0]],
|
|
vec![time],
|
|
vec![],
|
|
vec![EventKind::Ranked],
|
|
HashMap::new(),
|
|
)
|
|
}
|
|
|
|
/// Start a fluent event builder for a single match at `time`.
|
|
pub fn event(&mut self, time: T) -> crate::event_builder::EventBuilder<'_, T, D, O, K> {
|
|
crate::event_builder::EventBuilder::new(self, time)
|
|
}
|
|
|
|
/// Bulk-ingest typed events.
|
|
pub fn add_events<I>(&mut self, events: I) -> Result<(), InferenceError>
|
|
where
|
|
I: IntoIterator<Item = crate::event::Event<T, K>>,
|
|
{
|
|
use crate::event::Event;
|
|
let events: Vec<Event<T, K>> = events.into_iter().collect();
|
|
if events.is_empty() {
|
|
return Ok(());
|
|
}
|
|
|
|
let mut composition: Vec<Vec<Vec<Index>>> = Vec::with_capacity(events.len());
|
|
let mut results: Vec<Vec<f64>> = Vec::with_capacity(events.len());
|
|
let mut times: Vec<T> = Vec::with_capacity(events.len());
|
|
let mut weights: Vec<Vec<Vec<f64>>> = Vec::with_capacity(events.len());
|
|
let mut kinds: Vec<EventKind> = Vec::with_capacity(events.len());
|
|
let mut priors: HashMap<Index, Rating<T, D>> = HashMap::new();
|
|
|
|
for ev in events {
|
|
if ev.outcome.team_count() != ev.teams.len() {
|
|
return Err(InferenceError::MismatchedShape {
|
|
kind: "outcome vs teams",
|
|
expected: ev.teams.len(),
|
|
got: ev.outcome.team_count(),
|
|
});
|
|
}
|
|
|
|
let mut event_comp: Vec<Vec<Index>> = Vec::with_capacity(ev.teams.len());
|
|
let mut event_weights: Vec<Vec<f64>> = Vec::with_capacity(ev.teams.len());
|
|
|
|
for team in ev.teams {
|
|
let mut team_indices: Vec<Index> = Vec::with_capacity(team.members.len());
|
|
let mut team_weights: Vec<f64> = Vec::with_capacity(team.members.len());
|
|
for member in team.members {
|
|
let idx = self.keys.get_or_create(&member.key);
|
|
team_indices.push(idx);
|
|
team_weights.push(member.weight);
|
|
if let Some(prior) = member.prior {
|
|
priors.insert(idx, Rating::new(prior, self.beta, self.drift));
|
|
}
|
|
}
|
|
event_comp.push(team_indices);
|
|
event_weights.push(team_weights);
|
|
}
|
|
composition.push(event_comp);
|
|
weights.push(event_weights);
|
|
|
|
let event_result: Vec<f64> = match &ev.outcome {
|
|
crate::Outcome::Ranked(ranks) => {
|
|
let max_rank = ranks.iter().copied().max().unwrap_or(0) as f64;
|
|
kinds.push(EventKind::Ranked);
|
|
ranks.iter().map(|&r| max_rank - r as f64).collect()
|
|
}
|
|
crate::Outcome::Scored(scores) => {
|
|
kinds.push(EventKind::Scored {
|
|
score_sigma: self.score_sigma,
|
|
});
|
|
scores.to_vec()
|
|
}
|
|
};
|
|
results.push(event_result);
|
|
times.push(ev.time);
|
|
}
|
|
|
|
self.add_events_with_prior(composition, results, times, weights, kinds, priors)
|
|
}
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use approx::assert_ulps_eq;
|
|
use smallvec::smallvec;
|
|
|
|
use super::*;
|
|
use crate::{
|
|
ConstantDrift, EPSILON, Event, Game, Gaussian, Member, Outcome, P_DRAW, Team,
|
|
arena::ScratchArena,
|
|
};
|
|
|
|
fn make_events_1v1(
|
|
pairs: &[(&'static str, &'static str)],
|
|
outcomes: &[Outcome],
|
|
times: &[i64],
|
|
) -> Vec<Event<i64, &'static str>> {
|
|
pairs
|
|
.iter()
|
|
.copied()
|
|
.zip(outcomes.iter().cloned())
|
|
.zip(times.iter().copied())
|
|
.map(|(((a, b), outcome), time)| Event {
|
|
time,
|
|
teams: smallvec![
|
|
Team::with_members([Member::new(a)]),
|
|
Team::with_members([Member::new(b)]),
|
|
],
|
|
outcome,
|
|
})
|
|
.collect()
|
|
}
|
|
|
|
#[test]
|
|
fn test_init() {
|
|
let mut h = History::builder()
|
|
.mu(25.0)
|
|
.sigma(25.0 / 3.0)
|
|
.beta(25.0 / 6.0)
|
|
.drift(ConstantDrift(0.15 * 25.0 / 3.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 2, 3],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
let c = h.keys.get("c").unwrap();
|
|
|
|
let p0 = h.time_slices[0].posteriors();
|
|
|
|
assert_ulps_eq!(
|
|
p0[&a],
|
|
Gaussian::from_ms(29.205220, 7.194481),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
let observed = h.time_slices[1].skills.get(a).unwrap().forward.sigma();
|
|
let gamma: f64 = 0.15 * 25.0 / 3.0;
|
|
let expected = (gamma.powi(2)
|
|
+ h.time_slices[0]
|
|
.skills
|
|
.get(a)
|
|
.unwrap()
|
|
.posterior()
|
|
.sigma()
|
|
.powi(2))
|
|
.sqrt();
|
|
|
|
assert_ulps_eq!(observed, expected, epsilon = 0.000001);
|
|
|
|
let observed = h.time_slices[1].skills.get(a).unwrap().posterior();
|
|
|
|
let w = [vec![1.0], vec![1.0]];
|
|
let p = Game::ranked_with_arena(
|
|
h.time_slices[1].events[0].within_priors(
|
|
false,
|
|
false,
|
|
&h.time_slices[1].skills,
|
|
&h.agents,
|
|
),
|
|
&[0.0, 1.0],
|
|
&w,
|
|
P_DRAW,
|
|
&mut ScratchArena::new(),
|
|
)
|
|
.posteriors();
|
|
let expected = p[0][0];
|
|
|
|
assert_ulps_eq!(observed, expected, epsilon = 1e-6);
|
|
|
|
let _ = (b, c);
|
|
}
|
|
|
|
#[test]
|
|
fn test_one_batch() {
|
|
let mut h1 = History::builder()
|
|
.mu(25.0)
|
|
.sigma(25.0 / 3.0)
|
|
.beta(25.0 / 6.0)
|
|
.drift(ConstantDrift(0.15 * 25.0 / 3.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("b", "c"), ("c", "a")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 1, 1],
|
|
);
|
|
h1.add_events(events).unwrap();
|
|
|
|
let a = h1.keys.get("a").unwrap();
|
|
let c = h1.keys.get("c").unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h1.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(22.904409, 6.010330),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h1.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
Gaussian::from_ms(25.110318, 5.866311),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
h1.converge().unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h1.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(25.000000, 5.419212),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h1.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
Gaussian::from_ms(25.000000, 5.419212),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
let mut h2 = History::builder()
|
|
.mu(25.0)
|
|
.sigma(25.0 / 3.0)
|
|
.beta(25.0 / 6.0)
|
|
.drift(ConstantDrift(25.0 / 300.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("b", "c"), ("c", "a")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 2, 3],
|
|
);
|
|
h2.add_events(events).unwrap();
|
|
|
|
let a = h2.keys.get("a").unwrap();
|
|
let c = h2.keys.get("c").unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h2.time_slices[2].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(22.903522, 6.011017),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h2.time_slices[2].skills.get(c).unwrap().posterior(),
|
|
Gaussian::from_ms(25.110702, 5.866811),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
h2.converge().unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h2.time_slices[2].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(24.998668, 5.420053),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h2.time_slices[2].skills.get(c).unwrap().posterior(),
|
|
Gaussian::from_ms(25.000532, 5.419827),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_learning_curves() {
|
|
let mut h = History::builder()
|
|
.mu(25.0)
|
|
.sigma(25.0 / 3.0)
|
|
.beta(25.0 / 6.0)
|
|
.drift(ConstantDrift(25.0 / 300.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("b", "c"), ("c", "a")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[5, 6, 7],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
h.converge().unwrap();
|
|
|
|
let lc_a = h.learning_curve("a");
|
|
let lc_c = h.learning_curve("c");
|
|
|
|
let aj_e = lc_a.len();
|
|
let cj_e = lc_c.len();
|
|
|
|
assert_eq!(lc_a[0].0, 5);
|
|
assert_eq!(lc_a[aj_e - 1].0, 7);
|
|
|
|
assert_ulps_eq!(
|
|
lc_a[aj_e - 1].1,
|
|
Gaussian::from_ms(24.998668, 5.420053),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
lc_c[cj_e - 1].1,
|
|
Gaussian::from_ms(25.000532, 5.419827),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_env_ttt() {
|
|
let mut h = History::builder()
|
|
.mu(25.0)
|
|
.sigma(25.0 / 3.0)
|
|
.beta(25.0 / 6.0)
|
|
.drift(ConstantDrift(25.0 / 300.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 2, 3],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
h.converge().unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
let c = h.keys.get("c").unwrap();
|
|
|
|
assert_eq!(h.time_slices[2].skills.get(b).unwrap().elapsed, 2);
|
|
assert_eq!(h.time_slices[2].skills.get(c).unwrap().elapsed, 1);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(25.000267, 5.419423),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(24.999198, 5.419512),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[2].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(25.001332, 5.420054),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_teams() {
|
|
let mut h: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(0.0)
|
|
.sigma(6.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.build();
|
|
|
|
let events: Vec<Event<i64, &'static str>> = vec![
|
|
Event {
|
|
time: 1,
|
|
teams: smallvec![
|
|
Team::with_members([Member::new("a"), Member::new("b")]),
|
|
Team::with_members([Member::new("c"), Member::new("d")]),
|
|
],
|
|
outcome: Outcome::winner(0, 2),
|
|
},
|
|
Event {
|
|
time: 2,
|
|
teams: smallvec![
|
|
Team::with_members([Member::new("e"), Member::new("f")]),
|
|
Team::with_members([Member::new("b"), Member::new("c")]),
|
|
],
|
|
outcome: Outcome::winner(1, 2),
|
|
},
|
|
Event {
|
|
time: 3,
|
|
teams: smallvec![
|
|
Team::with_members([Member::new("a"), Member::new("d")]),
|
|
Team::with_members([Member::new("e"), Member::new("f")]),
|
|
],
|
|
outcome: Outcome::winner(0, 2),
|
|
},
|
|
];
|
|
h.add_events(events).unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
let c = h.keys.get("c").unwrap();
|
|
let d = h.keys.get("d").unwrap();
|
|
let e = h.keys.get("e").unwrap();
|
|
let f = h.keys.get("f").unwrap();
|
|
|
|
let trueskill_log_evidence = h.log_evidence_internal(false, &[]);
|
|
let trueskill_log_evidence_online = h.log_evidence_internal(true, &[]);
|
|
|
|
assert_ulps_eq!(
|
|
trueskill_log_evidence,
|
|
trueskill_log_evidence_online,
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(b).unwrap().posterior().mu(),
|
|
-h.time_slices[0].skills.get(c).unwrap().posterior().mu(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
let evidence_second_event = h.log_evidence_internal(false, &[b]).exp() * 2.0;
|
|
assert_ulps_eq!(0.5, evidence_second_event, epsilon = 1e-6);
|
|
|
|
let evidence_third_event = h.log_evidence_internal(false, &[a]).exp() * 2.0;
|
|
assert_ulps_eq!(0.669885, evidence_third_event, epsilon = 1e-6);
|
|
|
|
h.converge().unwrap();
|
|
|
|
let loocv_hat = h.log_evidence_internal(false, &[]).exp();
|
|
let p_d_m_hat = h.log_evidence_internal(true, &[]).exp();
|
|
|
|
assert_ulps_eq!(loocv_hat, 0.241027, epsilon = 1e-6);
|
|
assert_ulps_eq!(p_d_m_hat, 0.172432, epsilon = 1e-6);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
h.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
h.time_slices[0].skills.get(d).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[1].skills.get(e).unwrap().posterior(),
|
|
h.time_slices[1].skills.get(f).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(4.084902, 5.106919),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
Gaussian::from_ms(-0.533029, 5.106919),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[2].skills.get(e).unwrap().posterior(),
|
|
Gaussian::from_ms(-3.551872, 5.154569),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_add_events() {
|
|
let mut h: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(0.0)
|
|
.sigma(2.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 2, 3],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
let c = h.keys.get("c").unwrap();
|
|
|
|
h.converge().unwrap();
|
|
|
|
assert_eq!(h.time_slices[2].skills.get(b).unwrap().elapsed, 2);
|
|
assert_eq!(h.time_slices[2].skills.get(c).unwrap().elapsed, 1);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 1.300610),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 1.300610),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[2].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 1.300610),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
let events2 = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[4, 5, 6],
|
|
);
|
|
h.add_events(events2).unwrap();
|
|
|
|
assert_eq!(h.time_slices.len(), 6);
|
|
|
|
assert_eq!(
|
|
h.time_slices
|
|
.iter()
|
|
.map(|b| b.get_composition())
|
|
.collect::<Vec<_>>(),
|
|
vec![
|
|
vec![vec![vec![a], vec![b]]],
|
|
vec![vec![vec![a], vec![c]]],
|
|
vec![vec![vec![b], vec![c]]],
|
|
vec![vec![vec![a], vec![b]]],
|
|
vec![vec![vec![a], vec![c]]],
|
|
vec![vec![vec![b], vec![c]]]
|
|
]
|
|
);
|
|
|
|
h.converge().unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[3].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[3].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[5].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_only_add_events() {
|
|
let mut h: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(0.0)
|
|
.sigma(2.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 2, 3],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
let c = h.keys.get("c").unwrap();
|
|
|
|
h.converge().unwrap();
|
|
|
|
assert_eq!(h.time_slices[2].skills.get(b).unwrap().elapsed, 2);
|
|
assert_eq!(h.time_slices[2].skills.get(c).unwrap().elapsed, 1);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 1.300610),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 1.300610),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[2].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 1.300610),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
let events2 = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[4, 5, 6],
|
|
);
|
|
h.add_events(events2).unwrap();
|
|
|
|
assert_eq!(h.time_slices.len(), 6);
|
|
|
|
assert_eq!(
|
|
h.time_slices
|
|
.iter()
|
|
.map(|b| b.get_composition())
|
|
.collect::<Vec<_>>(),
|
|
vec![
|
|
vec![vec![vec![a], vec![b]]],
|
|
vec![vec![vec![a], vec![c]]],
|
|
vec![vec![vec![b], vec![c]]],
|
|
vec![vec![vec![a], vec![b]]],
|
|
vec![vec![vec![a], vec![c]]],
|
|
vec![vec![vec![b], vec![c]]]
|
|
]
|
|
);
|
|
|
|
h.converge().unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[3].skills.get(a).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[3].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
h.time_slices[5].skills.get(b).unwrap().posterior(),
|
|
Gaussian::from_ms(0.000000, 0.931236),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_log_evidence() {
|
|
use crate::ConvergenceOptions;
|
|
|
|
let mut h: History<i64, _, _, &'static str> = History::builder().build();
|
|
|
|
// empty results in the old API = team 0 wins; reproduce with Outcome::winner(0,2)
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("b", "a")],
|
|
&[Outcome::winner(0, 2), Outcome::winner(0, 2)],
|
|
&[1, 2],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
|
|
let p_d_m_2 = h.log_evidence_internal(false, &[]).exp() * 2.0;
|
|
|
|
assert_ulps_eq!(p_d_m_2, 0.17650911, epsilon = 1e-6);
|
|
assert_ulps_eq!(
|
|
p_d_m_2,
|
|
h.log_evidence_internal(true, &[]).exp() * 2.0,
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
p_d_m_2,
|
|
h.log_evidence_internal(true, &[a]).exp() * 2.0,
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
p_d_m_2,
|
|
h.log_evidence_internal(false, &[a]).exp() * 2.0,
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
// run exactly 11 iterations (old test used convergence(11, ...))
|
|
h.convergence = ConvergenceOptions {
|
|
max_iter: 11,
|
|
epsilon: EPSILON,
|
|
};
|
|
h.converge().unwrap();
|
|
|
|
let loocv_approx_2 = h.log_evidence_internal(false, &[]).exp().sqrt();
|
|
|
|
assert_ulps_eq!(loocv_approx_2, 0.001976774, epsilon = 0.000001);
|
|
|
|
let p_d_m_approx_2 = h.log_evidence_internal(true, &[]).exp() * 2.0;
|
|
|
|
assert!(loocv_approx_2 - p_d_m_approx_2 < 1e-4);
|
|
|
|
assert_ulps_eq!(
|
|
loocv_approx_2,
|
|
h.log_evidence_internal(true, &[b]).exp() * 2.0,
|
|
epsilon = 1e-4
|
|
);
|
|
|
|
let mut h2: History<i64, _, _, &'static str> = History::builder().build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("b", "a")],
|
|
&[Outcome::winner(0, 2), Outcome::winner(0, 2)],
|
|
&[1, 2],
|
|
);
|
|
h2.add_events(events).unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
((0.5f64 * 0.1765).ln() / 2.0).exp(),
|
|
(h2.log_evidence_internal(false, &[]) / 2.0).exp(),
|
|
epsilon = 1e-4
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_add_events_with_time() {
|
|
let mut h: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(0.0)
|
|
.sigma(2.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[0, 10, 20],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
h.converge().unwrap();
|
|
|
|
let a = h.keys.get("a").unwrap();
|
|
let b = h.keys.get("b").unwrap();
|
|
let c = h.keys.get("c").unwrap();
|
|
|
|
let events2 = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[15, 10, 0],
|
|
);
|
|
h.add_events(events2).unwrap();
|
|
|
|
assert_eq!(h.time_slices.len(), 4);
|
|
|
|
assert_eq!(
|
|
h.time_slices
|
|
.iter()
|
|
.map(|ts| ts.events.len())
|
|
.collect::<Vec<_>>(),
|
|
vec![2, 2, 1, 1]
|
|
);
|
|
|
|
assert_eq!(
|
|
h.time_slices
|
|
.iter()
|
|
.map(|b| b.get_composition())
|
|
.collect::<Vec<_>>(),
|
|
vec![
|
|
vec![vec![vec![a], vec![b]], vec![vec![b], vec![c]]],
|
|
vec![vec![vec![a], vec![c]], vec![vec![a], vec![c]]],
|
|
vec![vec![vec![a], vec![b]]],
|
|
vec![vec![vec![b], vec![c]]]
|
|
]
|
|
);
|
|
|
|
assert_eq!(
|
|
h.time_slices
|
|
.iter()
|
|
.map(|b| b.get_results())
|
|
.collect::<Vec<_>>(),
|
|
vec![
|
|
vec![vec![1.0, 0.0], vec![1.0, 0.0]],
|
|
vec![vec![0.0, 1.0], vec![0.0, 1.0]],
|
|
vec![vec![1.0, 0.0]],
|
|
vec![vec![1.0, 0.0]]
|
|
]
|
|
);
|
|
|
|
let end = h.time_slices.len() - 1;
|
|
|
|
assert_eq!(h.time_slices[0].skills.get(c).unwrap().elapsed, 0);
|
|
assert_eq!(h.time_slices[end].skills.get(c).unwrap().elapsed, 10);
|
|
|
|
assert_eq!(h.time_slices[0].skills.get(a).unwrap().elapsed, 0);
|
|
assert_eq!(h.time_slices[2].skills.get(a).unwrap().elapsed, 5);
|
|
|
|
assert_eq!(h.time_slices[0].skills.get(b).unwrap().elapsed, 0);
|
|
assert_eq!(h.time_slices[end].skills.get(b).unwrap().elapsed, 5);
|
|
|
|
h.converge().unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
h.time_slices[end].skills.get(b).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
h.time_slices[end].skills.get(c).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
assert_ulps_eq!(
|
|
h.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
h.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
// second scenario: team-0 wins (empty results in old API), different composition order
|
|
|
|
let mut h2: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(0.0)
|
|
.sigma(2.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("c", "a"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[0, 10, 20],
|
|
);
|
|
h2.add_events(events).unwrap();
|
|
h2.converge().unwrap();
|
|
|
|
let a = h2.keys.get("a").unwrap();
|
|
let b = h2.keys.get("b").unwrap();
|
|
let c = h2.keys.get("c").unwrap();
|
|
|
|
let events2 = make_events_1v1(
|
|
&[("a", "b"), ("c", "a"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[15, 10, 0],
|
|
);
|
|
h2.add_events(events2).unwrap();
|
|
|
|
assert_eq!(h2.time_slices.len(), 4);
|
|
|
|
assert_eq!(
|
|
h2.time_slices
|
|
.iter()
|
|
.map(|ts| ts.events.len())
|
|
.collect::<Vec<_>>(),
|
|
vec![2, 2, 1, 1]
|
|
);
|
|
|
|
assert_eq!(
|
|
h2.time_slices
|
|
.iter()
|
|
.map(|b| b.get_composition())
|
|
.collect::<Vec<_>>(),
|
|
vec![
|
|
vec![vec![vec![a], vec![b]], vec![vec![b], vec![c]]],
|
|
vec![vec![vec![c], vec![a]], vec![vec![c], vec![a]]],
|
|
vec![vec![vec![a], vec![b]]],
|
|
vec![vec![vec![b], vec![c]]]
|
|
]
|
|
);
|
|
|
|
assert_eq!(
|
|
h2.time_slices
|
|
.iter()
|
|
.map(|b| b.get_results())
|
|
.collect::<Vec<_>>(),
|
|
vec![
|
|
vec![vec![1.0, 0.0], vec![1.0, 0.0]],
|
|
vec![vec![1.0, 0.0], vec![1.0, 0.0]],
|
|
vec![vec![1.0, 0.0]],
|
|
vec![vec![1.0, 0.0]]
|
|
]
|
|
);
|
|
|
|
let end = h2.time_slices.len() - 1;
|
|
|
|
assert_eq!(h2.time_slices[0].skills.get(c).unwrap().elapsed, 0);
|
|
assert_eq!(h2.time_slices[end].skills.get(c).unwrap().elapsed, 10);
|
|
|
|
assert_eq!(h2.time_slices[0].skills.get(a).unwrap().elapsed, 0);
|
|
assert_eq!(h2.time_slices[2].skills.get(a).unwrap().elapsed, 5);
|
|
|
|
assert_eq!(h2.time_slices[0].skills.get(b).unwrap().elapsed, 0);
|
|
assert_eq!(h2.time_slices[end].skills.get(b).unwrap().elapsed, 5);
|
|
|
|
h2.converge().unwrap();
|
|
|
|
assert_ulps_eq!(
|
|
h2.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
h2.time_slices[end].skills.get(b).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
assert_ulps_eq!(
|
|
h2.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
h2.time_slices[end].skills.get(c).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
assert_ulps_eq!(
|
|
h2.time_slices[0].skills.get(c).unwrap().posterior(),
|
|
h2.time_slices[0].skills.get(b).unwrap().posterior(),
|
|
epsilon = 1e-6
|
|
);
|
|
}
|
|
|
|
#[test]
|
|
fn test_1vs1_weighted() {
|
|
let mut h: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(2.0)
|
|
.sigma(6.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.build();
|
|
|
|
// empty results in old API = team 0 wins: a wins event 1, b wins event 2
|
|
let events: Vec<Event<i64, &'static str>> = vec![
|
|
Event {
|
|
time: 1,
|
|
teams: smallvec![
|
|
Team::with_members([Member::new("a").with_weight(5.0)]),
|
|
Team::with_members([Member::new("b").with_weight(4.0)]),
|
|
],
|
|
outcome: Outcome::winner(0, 2),
|
|
},
|
|
Event {
|
|
time: 2,
|
|
teams: smallvec![
|
|
Team::with_members([Member::new("b").with_weight(5.0)]),
|
|
Team::with_members([Member::new("a").with_weight(4.0)]),
|
|
],
|
|
outcome: Outcome::winner(0, 2),
|
|
},
|
|
];
|
|
h.add_events(events).unwrap();
|
|
|
|
let lc_a = h.learning_curve("a");
|
|
let lc_b = h.learning_curve("b");
|
|
|
|
assert_ulps_eq!(
|
|
lc_a[0].1,
|
|
Gaussian::from_ms(5.537659, 4.758722),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
lc_b[0].1,
|
|
Gaussian::from_ms(-0.830127, 5.239568),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
lc_a[1].1,
|
|
Gaussian::from_ms(1.792277, 4.099566),
|
|
epsilon = 1e-6
|
|
);
|
|
assert_ulps_eq!(
|
|
lc_b[1].1,
|
|
Gaussian::from_ms(4.845533, 3.747616),
|
|
epsilon = 1e-6
|
|
);
|
|
|
|
h.converge().unwrap();
|
|
|
|
let lc_a = h.learning_curve("a");
|
|
let lc_b = h.learning_curve("b");
|
|
|
|
assert_ulps_eq!(lc_a[0].1, lc_a[0].1, epsilon = 1e-6);
|
|
assert_ulps_eq!(lc_b[0].1, lc_a[0].1, epsilon = 1e-6);
|
|
assert_ulps_eq!(lc_a[1].1, lc_a[0].1, epsilon = 1e-6);
|
|
assert_ulps_eq!(lc_b[1].1, lc_a[0].1, epsilon = 1e-6);
|
|
}
|
|
|
|
#[test]
|
|
fn test_converge_returns_report() {
|
|
use crate::ConvergenceOptions;
|
|
|
|
let mut h: History<i64, _, _, &'static str> = History::builder()
|
|
.mu(0.0)
|
|
.sigma(2.0)
|
|
.beta(1.0)
|
|
.drift(ConstantDrift(0.0))
|
|
.convergence(ConvergenceOptions {
|
|
max_iter: 30,
|
|
epsilon: 1e-6,
|
|
})
|
|
.build();
|
|
|
|
let events = make_events_1v1(
|
|
&[("a", "b"), ("a", "c"), ("b", "c")],
|
|
&[
|
|
Outcome::winner(0, 2),
|
|
Outcome::winner(1, 2),
|
|
Outcome::winner(0, 2),
|
|
],
|
|
&[1, 2, 3],
|
|
);
|
|
h.add_events(events).unwrap();
|
|
|
|
let report = h.converge().unwrap();
|
|
assert!(report.converged);
|
|
assert!(report.iterations > 0);
|
|
assert!(report.iterations < 30);
|
|
assert!(report.final_step.0 <= 1e-6);
|
|
}
|
|
|
|
#[test]
|
|
#[should_panic(expected = "score_sigma must be positive")]
|
|
fn history_builder_rejects_zero_score_sigma() {
|
|
let _ = History::builder().score_sigma(0.0).build();
|
|
}
|
|
}
|