work on factor graphs

lib/saulabs/gauss.rb

@@ -1,3 +1,3 @@
 require "#{File.dirname(__FILE__)}/gauss/functions.rb"
 require "#{File.dirname(__FILE__)}/gauss/distribution.rb"
-require "#{File.dirname(__FILE__)}/gauss/factor_graph.rb"
+require "#{File.dirname(__FILE__)}/gauss/factors.rb"

lib/saulabs/gauss/distribution.rb

@@ -35,18 +35,17 @@ def absolute_difference(x, y)
 
         def log_product_normalisation(x, y)
           return 0.0 if x.precision == 0.0 || y.precision == 0.0
-          vsum = x.variance + y.variance
-          mdiff = x.mean - y.mean
-          -0.91893853320467267 - Math.log(vsum) / 2.0 - mdiff * mdiff / 2.0 * vsum
+          variance_sum = x.variance + y.variance
+          mean_diff = x.mean - y.mean
+          -Functions::LOG_SQRT_2PI - (Math.log(variance_sum) / 2.0) - (mean_diff**2 / 2.0 * variance_sum)
         end
 
         def log_ratio_normalisation(x, y)
           return 0.0 if x.precision == 0.0 || y.precision == 0.0
-          v2 = y.variance
-          vdiff = v2 - x.variance
-          return 0.0 if vdiff == 0.0
-          mdiff = x.mean - y.mean
-          Math.log(v2) + 0.91893853320467267 - Math.log(vdiff) / 2.0 + mdiff * mdiff / 2.0 * vdiff
+          variance_diff = y.variance - x.variance
+          return 0.0 if variance_diff == 0.0
+          mean_diff = x.mean - y.mean
+          Math.log(y.variance) + Functions::LOG_SQRT_2PI - (Math.log(variance_diff) / 2.0) + (mean_diff**2 / 2.0 * variance_diff)
         end
 
       end
@@ -75,6 +74,10 @@ def ==(other)
       def equals(other)
         self == other
       end
+
+      def to_s
+        "[μ=#{'%.4f' % mean}, σ=#{'%.4f' % deviation}]"
+      end
 
     end
   end

lib/saulabs/gauss/factors.rb

@@ -0,0 +1,36 @@
+module Saulabs
+  module Gauss
+    module Factors
+
+      class BaseFactor
+
+        attr_accessor :messages, :binding, :variables
+
+        def initialize
+          @messages = []
+          @binding = {}
+          @variables = []
+        end
+
+        def send_message(message, variable)
+          log_z = Distribution.log_product_normalisation(message.value, variable.value)
+          variable.value = message.value * variable.value
+          return log_z
+        end
+
+      end
+
+      class GreaterThanFactor < BaseFactor
+
+        attr_accessor :epsilon, :vaiable
+
+        def initialize(epsilon, variable)
+          @epsilon = epsilon
+          @variable = variable 
+        end
+
+      end
+
+    end
+  end
+end

lib/saulabs/gauss/functions.rb

@@ -4,6 +4,7 @@ class Functions
 
       SQRT2 = Math.sqrt(2).freeze
       INV_SQRT_2PI = (1 / Math.sqrt(2 * Math::PI)).freeze
+      LOG_SQRT_2PI = Math.log(Math.sqrt(2 * Math::PI)).freeze
 
       class << self
 

lib/saulabs/trueskill.rb

@@ -15,6 +15,8 @@ def self.update_skills(tau, beta, draw_prob, skills)
       num_players = skills.size
       epsilon = -Math.sqrt(2.0 * beta2) * Gauss::Functions.inv_cdf((1.0 - draw_prob) / 2.0)
       factors = []
+      variables = []
+
     end
 
   end