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//! Bayesian belief updating with conjugate priors, likelihood functions,
//! and posterior inference.
//!
//! This module provides a production-grade [`BayesianUpdateEngine`] that
//! supports the four canonical conjugate-prior / likelihood pairs:
//!
//! | Prior | Likelihood |
//! |------------|-------------|
//! | Beta | Bernoulli |
//! | Gaussian | Gaussian |
//! | Dirichlet | Categorical |
//! | Gamma | Poisson |
//!
//! # Example
//!
//! ```
//! use ipfrs_tensorlogic::bayesian_updater::{
//! BayesianUpdateEngine, Prior, Observation,
//! };
//!
//! let mut engine = BayesianUpdateEngine::new(64);
//!
//! // Start with a uniform Beta(1,1) prior and observe 7 successes in 10 trials.
//! let prior = Prior::Beta { alpha: 1.0, beta: 1.0 };
//! let obs = Observation::Bernoulli { successes: 7, trials: 10 };
//!
//! let posterior = engine.update(prior, &obs).expect("example: should succeed in docs");
//! // Posterior should be Beta(8, 4)
//! if let Prior::Beta { alpha, beta } = &posterior.updated {
//! assert!((alpha - 8.0).abs() < 1e-10);
//! assert!((beta - 4.0).abs() < 1e-10);
//! }
//! ```
use std::collections::VecDeque;
use thiserror::Error;
// ──────────────────────────────────────────────────────────────────────────────
// Error type
// ──────────────────────────────────────────────────────────────────────────────
/// Errors that can arise during Bayesian updating.
#[derive(Debug, Error, Clone, PartialEq)]
pub enum BayesError {
/// The prior distribution family does not match the observation type.
#[error(
"prior/observation mismatch: cannot update {prior_type} prior with {obs_type} observation"
)]
PriorObservationMismatch {
/// Name of the prior family (e.g. "Beta").
prior_type: String,
/// Name of the observation type (e.g. "Gaussian").
obs_type: String,
},
/// One or more parameter values are invalid (e.g. non-positive concentration).
#[error("invalid parameters: {0}")]
InvalidParameters(String),
/// The requested operation is not supported for this combination of types.
#[error("unsupported operation: {0}")]
UnsupportedOperation(String),
/// A numerical error occurred (e.g. NaN or infinity).
#[error("numerical error: {0}")]
NumericalError(String),
}
// ──────────────────────────────────────────────────────────────────────────────
// Core enums and structs
// ──────────────────────────────────────────────────────────────────────────────
/// A conjugate prior distribution.
#[derive(Debug, Clone, PartialEq)]
pub enum Prior {
/// Beta(α, β) — conjugate prior for Bernoulli/Binomial likelihoods.
Beta {
/// Pseudo-successes (must be > 0).
alpha: f64,
/// Pseudo-failures (must be > 0).
beta: f64,
},
/// Normal(μ, σ²) — conjugate prior for Gaussian likelihoods with known
/// observation variance.
Gaussian {
/// Prior mean.
mean: f64,
/// Prior variance (must be > 0).
variance: f64,
},
/// Dirichlet(α₁, …, αₖ) — conjugate prior for Categorical likelihoods.
Dirichlet {
/// Concentration parameters (all must be > 0).
alphas: Vec<f64>,
},
/// Gamma(shape, rate) — conjugate prior for Poisson likelihoods.
Gamma {
/// Shape parameter (must be > 0).
shape: f64,
/// Rate parameter (must be > 0).
rate: f64,
},
}
impl Prior {
/// Human-readable name for error messages.
fn type_name(&self) -> &'static str {
match self {
Prior::Beta { .. } => "Beta",
Prior::Gaussian { .. } => "Gaussian",
Prior::Dirichlet { .. } => "Dirichlet",
Prior::Gamma { .. } => "Gamma",
}
}
/// Validate that all parameters are in their legal ranges.
fn validate(&self) -> Result<(), BayesError> {
match self {
Prior::Beta { alpha, beta } => {
if *alpha <= 0.0 || alpha.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"Beta alpha must be > 0, got {alpha}"
)));
}
if *beta <= 0.0 || beta.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"Beta beta must be > 0, got {beta}"
)));
}
}
Prior::Gaussian { variance, .. } => {
if *variance <= 0.0 || variance.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"Gaussian variance must be > 0, got {variance}"
)));
}
}
Prior::Dirichlet { alphas } => {
if alphas.is_empty() {
return Err(BayesError::InvalidParameters(
"Dirichlet alphas must be non-empty".to_string(),
));
}
for (i, &a) in alphas.iter().enumerate() {
if a <= 0.0 || a.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"Dirichlet alpha[{i}] must be > 0, got {a}"
)));
}
}
}
Prior::Gamma { shape, rate } => {
if *shape <= 0.0 || shape.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"Gamma shape must be > 0, got {shape}"
)));
}
if *rate <= 0.0 || rate.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"Gamma rate must be > 0, got {rate}"
)));
}
}
}
Ok(())
}
}
/// An observed datum used to update a prior.
#[derive(Debug, Clone, PartialEq)]
pub enum Observation {
/// Outcome of a series of Bernoulli trials.
Bernoulli {
/// Number of successes observed.
successes: u64,
/// Total number of trials.
trials: u64,
},
/// Sufficient statistics from a Gaussian-distributed sample.
Gaussian {
/// Sample mean.
sample_mean: f64,
/// Sample variance (must be > 0).
sample_variance: f64,
/// Sample size.
n: u64,
},
/// Category counts from a Categorical/Multinomial sample.
Categorical {
/// Observed count for each category (length must equal Dirichlet dim).
counts: Vec<u64>,
},
/// Sufficient statistics from a Poisson process.
Poisson {
/// Total events observed.
total_events: u64,
/// Total elapsed time (must be > 0).
total_time: f64,
},
}
impl Observation {
/// Human-readable name for error messages.
fn type_name(&self) -> &'static str {
match self {
Observation::Bernoulli { .. } => "Bernoulli",
Observation::Gaussian { .. } => "Gaussian",
Observation::Categorical { .. } => "Categorical",
Observation::Poisson { .. } => "Poisson",
}
}
}
/// The result of a single Bayesian update step.
#[derive(Debug, Clone)]
pub struct Posterior {
/// The prior used in this update.
pub prior: Prior,
/// Human-readable description of the likelihood model.
pub likelihood_type: String,
/// The updated (posterior) distribution.
pub updated: Prior,
/// Log marginal likelihood ln p(observation | model).
pub log_marginal: f64,
}
/// A credible interval `[lower, upper]` at the stated probability level.
#[derive(Debug, Clone, PartialEq)]
pub struct CredibleInterval {
/// Lower bound of the interval.
pub lower: f64,
/// Upper bound of the interval.
pub upper: f64,
/// Nominal probability mass contained (e.g. `0.95` for a 95% CI).
pub probability: f64,
}
// ──────────────────────────────────────────────────────────────────────────────
// Pure-Rust math helpers
// ──────────────────────────────────────────────────────────────────────────────
/// Stirling-series approximation for ln Γ(x), accurate to ~1e-13 for x > 0.5.
/// Uses the recurrence Γ(x) = (x-1)·Γ(x-1) to shift small arguments up.
fn ln_gamma(x: f64) -> f64 {
// Reflect small values upward via the recurrence ln Γ(x) = ln Γ(x+1) – ln x
if x < 0.5 {
// Use reflection: ln Γ(x) = ln π - ln sin(πx) - ln Γ(1-x)
// But for our use-cases x is always positive, so just recurse.
return ln_gamma(x + 1.0) - x.ln();
}
if x < 7.0 {
// Shift x into the Stirling-series regime
return ln_gamma(x + 1.0) - x.ln();
}
// Stirling's series: ln Γ(x) ≈ (x-0.5)·ln x - x + 0.5·ln(2π) + 1/(12x) - 1/(360x³) + …
let half_ln_two_pi = 0.918_938_533_204_672_8_f64; // 0.5*ln(2π)
let inv_x = 1.0 / x;
let inv_x2 = inv_x * inv_x;
(x - 0.5) * x.ln() - x
+ half_ln_two_pi
+ inv_x * (1.0 / 12.0 - inv_x2 * (1.0 / 360.0 - inv_x2 / 1260.0))
}
/// ln B(a, b) = ln Γ(a) + ln Γ(b) – ln Γ(a+b).
fn log_beta(a: f64, b: f64) -> f64 {
ln_gamma(a) + ln_gamma(b) - ln_gamma(a + b)
}
/// ln normalisation constant of the Dirichlet distribution:
/// Σᵢ ln Γ(αᵢ) – ln Γ(Σᵢ αᵢ).
fn log_dirichlet_norm(alphas: &[f64]) -> f64 {
let sum: f64 = alphas.iter().sum();
let sum_lg: f64 = alphas.iter().map(|&a| ln_gamma(a)).sum();
sum_lg - ln_gamma(sum)
}
/// Digamma function ψ(x) = d/dx ln Γ(x).
///
/// Uses the asymptotic series for x > 6 and the recurrence ψ(x) = ψ(x+1) – 1/x
/// for smaller arguments.
fn digamma(x: f64) -> f64 {
if x < 6.0 {
// Recurrence: ψ(x) = ψ(x+1) - 1/x
return digamma(x + 1.0) - 1.0 / x;
}
// Asymptotic expansion: ψ(x) ≈ ln x - 1/(2x) - 1/(12x²) + 1/(120x⁴) - 1/(252x⁶)
let inv_x = 1.0 / x;
let inv_x2 = inv_x * inv_x;
x.ln() - 0.5 * inv_x - inv_x2 * (1.0 / 12.0 - inv_x2 * (1.0 / 120.0 - inv_x2 / 252.0))
}
/// Z-score for a given two-tailed credible probability using a rational
/// approximation to the probit function (accurate to ~1e-4).
///
/// Reference: Abramowitz & Stegun 26.2.17.
fn z_score(probability: f64) -> f64 {
// We need the upper tail quantile for (1 + p) / 2
let p = (1.0 + probability) / 2.0;
// Rational approximation to Φ⁻¹(p) for 0.5 < p < 1
if (p - 0.5).abs() < 1e-10 {
return 0.0;
}
let t = (-2.0 * (1.0 - p).ln()).sqrt();
let c0 = 2.515_517;
let c1 = 0.802_853;
let c2 = 0.010_328;
let d1 = 1.432_788;
let d2 = 0.189_269;
let d3 = 0.001_308;
let numer = c0 + c1 * t + c2 * t * t;
let denom = 1.0 + d1 * t + d2 * t * t + d3 * t * t * t;
t - numer / denom
}
/// Guard against NaN/Inf in a computed f64.
fn check_finite(val: f64, context: &str) -> Result<f64, BayesError> {
if val.is_finite() {
Ok(val)
} else {
Err(BayesError::NumericalError(format!(
"{context}: computed non-finite value {val}"
)))
}
}
// ──────────────────────────────────────────────────────────────────────────────
// Engine
// ──────────────────────────────────────────────────────────────────────────────
/// Bayesian belief updating engine.
///
/// Maintains a bounded history of [`Posterior`] results and supports both
/// single-step updates and sequential folding of multiple observations.
#[derive(Debug)]
pub struct BayesianUpdateEngine {
/// Ordered history of posteriors, newest at the back.
history: VecDeque<Posterior>,
/// Maximum number of posteriors to retain.
max_history: usize,
}
impl BayesianUpdateEngine {
/// Create a new engine with the given history capacity.
pub fn new(max_history: usize) -> Self {
Self {
history: VecDeque::with_capacity(max_history.min(1024)),
max_history,
}
}
// ── Core update ──────────────────────────────────────────────────────────
/// Perform a single Bayesian update, returning the posterior.
///
/// The method validates parameters and dispatches to the appropriate
/// conjugate-update formula.
pub fn update(
&mut self,
prior: Prior,
observation: &Observation,
) -> Result<Posterior, BayesError> {
prior.validate()?;
let posterior = match (&prior, observation) {
// ── Beta–Bernoulli ────────────────────────────────────────────────
(Prior::Beta { alpha, beta }, Observation::Bernoulli { successes, trials }) => {
if successes > trials {
return Err(BayesError::InvalidParameters(format!(
"successes ({successes}) cannot exceed trials ({trials})"
)));
}
let s = *successes as f64;
let f = (*trials - *successes) as f64;
let alpha_post = alpha + s;
let beta_post = beta + f;
let log_marginal = check_finite(
log_beta(alpha_post, beta_post) - log_beta(*alpha, *beta),
"Beta-Bernoulli log_marginal",
)?;
Posterior {
prior: prior.clone(),
likelihood_type: "Bernoulli".to_string(),
updated: Prior::Beta {
alpha: alpha_post,
beta: beta_post,
},
log_marginal,
}
}
// ── Gaussian–Gaussian (normal-normal conjugate) ───────────────────
(
Prior::Gaussian {
mean: prior_mean,
variance: prior_var,
},
Observation::Gaussian {
sample_mean,
sample_variance,
n,
},
) => {
if *sample_variance <= 0.0 || sample_variance.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"sample_variance must be > 0, got {sample_variance}"
)));
}
if *n == 0 {
return Err(BayesError::InvalidParameters(
"n must be > 0 for Gaussian observation".to_string(),
));
}
let n_f = *n as f64;
// Posterior precision = 1/σ²_0 + n/σ²_obs
let post_prec = 1.0 / prior_var + n_f / sample_variance;
let post_var = 1.0 / post_prec;
let post_mean =
post_var * (prior_mean / prior_var + n_f * sample_mean / sample_variance);
// ln p(x̄ | model) ≈ -0.5 * ln(2π * (σ²_0 + σ²_obs / n))
let effective_var = prior_var + sample_variance / n_f;
let log_marginal = check_finite(
-0.5 * (std::f64::consts::TAU * effective_var).ln(),
"Gaussian-Gaussian log_marginal",
)?;
Posterior {
prior: prior.clone(),
likelihood_type: "Gaussian".to_string(),
updated: Prior::Gaussian {
mean: post_mean,
variance: post_var,
},
log_marginal,
}
}
// ── Dirichlet–Categorical ─────────────────────────────────────────
(Prior::Dirichlet { alphas }, Observation::Categorical { counts }) => {
if alphas.len() != counts.len() {
return Err(BayesError::InvalidParameters(format!(
"Dirichlet dim {} != Categorical counts dim {}",
alphas.len(),
counts.len()
)));
}
let alphas_post: Vec<f64> = alphas
.iter()
.zip(counts.iter())
.map(|(&a, &c)| a + c as f64)
.collect();
let log_marginal = check_finite(
log_dirichlet_norm(&alphas_post) - log_dirichlet_norm(alphas),
"Dirichlet-Categorical log_marginal",
)?;
Posterior {
prior: prior.clone(),
likelihood_type: "Categorical".to_string(),
updated: Prior::Dirichlet {
alphas: alphas_post,
},
log_marginal,
}
}
// ── Gamma–Poisson ─────────────────────────────────────────────────
(
Prior::Gamma { shape, rate },
Observation::Poisson {
total_events,
total_time,
},
) => {
if *total_time <= 0.0 || total_time.is_nan() {
return Err(BayesError::InvalidParameters(format!(
"total_time must be > 0, got {total_time}"
)));
}
let k = *total_events as f64;
let shape_post = shape + k;
let rate_post = rate + total_time;
// ln p(data | model) = lgamma(shape') – lgamma(shape)
// + shape * ln(rate) – shape' * ln(rate')
let log_marginal = check_finite(
ln_gamma(shape_post) - ln_gamma(*shape) + shape * rate.ln()
- shape_post * rate_post.ln(),
"Gamma-Poisson log_marginal",
)?;
Posterior {
prior: prior.clone(),
likelihood_type: "Poisson".to_string(),
updated: Prior::Gamma {
shape: shape_post,
rate: rate_post,
},
log_marginal,
}
}
// ── Mismatch ──────────────────────────────────────────────────────
_ => {
return Err(BayesError::PriorObservationMismatch {
prior_type: prior.type_name().to_string(),
obs_type: observation.type_name().to_string(),
});
}
};
// Store in history
if self.history.len() >= self.max_history && self.max_history > 0 {
self.history.pop_front();
}
if self.max_history > 0 {
self.history.push_back(posterior.clone());
}
Ok(posterior)
}
// ── Sequential update ────────────────────────────────────────────────────
/// Apply a sequence of observations left-to-right, using each posterior
/// as the prior for the next update.
///
/// Returns the final posterior, or an error at the first failing update.
pub fn sequential_update(
&mut self,
prior: Prior,
observations: &[Observation],
) -> Result<Posterior, BayesError> {
if observations.is_empty() {
return Err(BayesError::InvalidParameters(
"observations slice must not be empty".to_string(),
));
}
let mut current_prior = prior;
let mut last_posterior: Option<Posterior> = None;
for obs in observations {
let posterior = self.update(current_prior, obs)?;
current_prior = posterior.updated.clone();
last_posterior = Some(posterior);
}
// SAFETY: observations is non-empty, so last_posterior is Some.
last_posterior.ok_or_else(|| {
BayesError::NumericalError("unexpected empty observation sequence".to_string())
})
}
// ── Credible interval ────────────────────────────────────────────────────
/// Compute a symmetric credible interval for a posterior distribution.
///
/// Uses normal / Wilson approximations — suitable for moderate-to-large
/// concentration parameters.
///
/// # Arguments
/// * `posterior` – the posterior distribution.
/// * `probability` – the desired probability mass (e.g. `0.95`).
pub fn credible_interval(
posterior: &Prior,
probability: f64,
) -> Result<CredibleInterval, BayesError> {
if !(0.0 < probability && probability < 1.0) {
return Err(BayesError::InvalidParameters(format!(
"probability must be in (0, 1), got {probability}"
)));
}
posterior.validate()?;
let z = z_score(probability);
match posterior {
Prior::Beta { alpha, beta } => {
let n = alpha + beta;
let center = alpha / n;
let half_width = z * (center * (1.0 - center) / n).sqrt();
let lower = (center - half_width).max(0.0);
let upper = (center + half_width).min(1.0);
Ok(CredibleInterval {
lower,
upper,
probability,
})
}
Prior::Gaussian { mean, variance } => {
let half_width = z * variance.sqrt();
Ok(CredibleInterval {
lower: mean - half_width,
upper: mean + half_width,
probability,
})
}
Prior::Gamma { shape, rate } => {
// Normal approximation: mean = shape/rate, var = shape/rate²
let mean = shape / rate;
let std_dev = (shape / (rate * rate)).sqrt();
let half_width = z * std_dev;
let lower = (mean - half_width).max(0.0);
let upper = mean + half_width;
Ok(CredibleInterval {
lower,
upper,
probability,
})
}
Prior::Dirichlet { alphas } => {
// Return interval for the category with the highest concentration
let sum: f64 = alphas.iter().sum();
let max_alpha = alphas.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
let center = max_alpha / sum;
let half_width = z * (center * (1.0 - center) / (sum + 1.0)).sqrt();
let lower = (center - half_width).max(0.0);
let upper = (center + half_width).min(1.0);
Ok(CredibleInterval {
lower,
upper,
probability,
})
}
}
}
// ── MAP estimate ─────────────────────────────────────────────────────────
/// Return the maximum a posteriori (MAP) estimate for a distribution.
///
/// | Distribution | MAP |
/// |---|---|
/// | Beta(α,β) | (α-1)/(α+β-2) if α>1 && β>1, else α/(α+β) |
/// | Gaussian(μ,σ²) | μ |
/// | Gamma(k,r) | (k-1)/r if k>1, else 0 |
/// | Dirichlet(α) | argmax(αᵢ) / Σαᵢ |
pub fn map_estimate(posterior: &Prior) -> f64 {
match posterior {
Prior::Beta { alpha, beta } => {
if *alpha > 1.0 && *beta > 1.0 {
(alpha - 1.0) / (alpha + beta - 2.0)
} else {
alpha / (alpha + beta)
}
}
Prior::Gaussian { mean, .. } => *mean,
Prior::Gamma { shape, rate } => {
if *shape > 1.0 {
(shape - 1.0) / rate
} else {
0.0
}
}
Prior::Dirichlet { alphas } => {
let sum: f64 = alphas.iter().sum();
let max_alpha = alphas.iter().cloned().fold(f64::NEG_INFINITY, f64::max);
max_alpha / sum
}
}
}
// ── KL divergence ────────────────────────────────────────────────────────
/// Compute the KL divergence KL(p ‖ q) between two distributions of the
/// same family.
///
/// Supported pairs: Beta vs Beta, Gaussian vs Gaussian.
/// All other combinations return [`BayesError::UnsupportedOperation`].
pub fn kl_divergence(p: &Prior, q: &Prior) -> Result<f64, BayesError> {
match (p, q) {
(
Prior::Beta {
alpha: ap,
beta: bp,
},
Prior::Beta {
alpha: aq,
beta: bq,
},
) => {
// KL(Beta(αp,βp) ‖ Beta(αq,βq))
// = log B(αq,βq) - log B(αp,βp)
// + (αp - αq) ψ(αp) + (βp - βq) ψ(βp)
// - (αp + βp - αq - βq) ψ(αp + βp)
let psi_ap = digamma(*ap);
let psi_bp = digamma(*bp);
let psi_ap_bp = digamma(ap + bp);
let kl = log_beta(*aq, *bq) - log_beta(*ap, *bp)
+ (ap - aq) * psi_ap
+ (bp - bq) * psi_bp
- ((ap + bp) - (aq + bq)) * psi_ap_bp;
check_finite(kl, "KL(Beta‖Beta)")
}
(
Prior::Gaussian {
mean: mp,
variance: vp,
},
Prior::Gaussian {
mean: mq,
variance: vq,
},
) => {
// KL(N(μp,σp²) ‖ N(μq,σq²))
// = 0.5 * (ln(σq²/σp²) + σp²/σq² + (μp-μq)²/σq² - 1)
let kl = 0.5 * ((vq / vp).ln() + vp / vq + (mp - mq) * (mp - mq) / vq - 1.0);
check_finite(kl, "KL(Gaussian‖Gaussian)")
}
_ => Err(BayesError::UnsupportedOperation(format!(
"KL divergence not implemented for {} vs {}",
p.type_name(),
q.type_name()
))),
}
}
// ── History accessors ────────────────────────────────────────────────────
/// Immutable reference to the update history (oldest first).
pub fn history(&self) -> &VecDeque<Posterior> {
&self.history
}
/// Clear the update history.
pub fn clear_history(&mut self) {
self.history.clear();
}
}
// ──────────────────────────────────────────────────────────────────────────────
// Tests
// ──────────────────────────────────────────────────────────────────────────────
#[cfg(test)]
mod tests {
use super::{
digamma, ln_gamma, log_beta, log_dirichlet_norm, z_score, BayesError, BayesianUpdateEngine,
Observation, Prior,
};
// ── Math helper tests ────────────────────────────────────────────────────
#[test]
fn ln_gamma_integer_values() {
// Γ(n) = (n-1)! for positive integers
// ln Γ(1) = 0
assert!((ln_gamma(1.0)).abs() < 1e-8);
// ln Γ(2) = 0
assert!((ln_gamma(2.0)).abs() < 1e-8);
// ln Γ(3) = ln 2 ≈ 0.6931
assert!((ln_gamma(3.0) - 2.0_f64.ln()).abs() < 1e-8);
// ln Γ(5) = ln 24
assert!((ln_gamma(5.0) - 24.0_f64.ln()).abs() < 1e-7);
}
#[test]
fn ln_gamma_half() {
// Γ(1/2) = √π, so ln Γ(0.5) = 0.5 ln π
let expected = 0.5 * std::f64::consts::PI.ln();
assert!((ln_gamma(0.5) - expected).abs() < 1e-6);
}
#[test]
fn log_beta_symmetry() {
// B(a,b) == B(b,a)
let diff = (log_beta(2.0, 5.0) - log_beta(5.0, 2.0)).abs();
assert!(diff < 1e-12);
}
#[test]
fn log_beta_known_value() {
// B(1,1) = 1 → ln B(1,1) = 0 (Stirling approximation, tolerance 1e-6)
assert!(
log_beta(1.0, 1.0).abs() < 1e-6,
"log_beta(1,1) = {}",
log_beta(1.0, 1.0)
);
}
#[test]
fn log_dirichlet_norm_two_dim_equals_log_beta() {
// For k=2, Dirichlet norm = ln B(a1, a2)
let a = 3.0_f64;
let b = 7.0_f64;
let dir = log_dirichlet_norm(&[a, b]);
let lb = log_beta(a, b);
assert!((dir - lb).abs() < 1e-10);
}
#[test]
fn digamma_known_value() {
// ψ(1) = -γ ≈ -0.5772156649
let expected = -0.577_215_664_9_f64;
assert!((digamma(1.0) - expected).abs() < 1e-4);
}
#[test]
fn digamma_recurrence_property() {
// ψ(x+1) - ψ(x) = 1/x
let x = 4.5_f64;
let diff = digamma(x + 1.0) - digamma(x);
assert!((diff - 1.0 / x).abs() < 1e-8);
}
#[test]
fn z_score_95_percent() {
// 95% CI should give z ≈ 1.96
let z = z_score(0.95);
assert!((z - 1.96).abs() < 0.01);
}
#[test]
fn z_score_99_percent() {
// 99% CI should give z ≈ 2.576
let z = z_score(0.99);
assert!((z - 2.576).abs() < 0.01);
}
// ── Beta–Bernoulli update ────────────────────────────────────────────────
#[test]
fn beta_bernoulli_uniform_prior() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: 7,
trials: 10,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match &post.updated {
Prior::Beta { alpha, beta } => {
assert!((alpha - 8.0).abs() < 1e-10);
assert!((beta - 4.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn beta_bernoulli_all_successes() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 2.0,
beta: 3.0,
};
let obs = Observation::Bernoulli {
successes: 5,
trials: 5,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Beta { alpha, beta } => {
assert!((alpha - 7.0).abs() < 1e-10);
assert!((beta - 3.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn beta_bernoulli_zero_successes() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: 0,
trials: 5,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Beta { alpha, beta } => {
assert!((alpha - 1.0).abs() < 1e-10);
assert!((beta - 6.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn beta_bernoulli_log_marginal_finite() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 2.0,
beta: 2.0,
};
let obs = Observation::Bernoulli {
successes: 3,
trials: 6,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
assert!(post.log_marginal.is_finite());
}
#[test]
fn beta_bernoulli_successes_exceed_trials_error() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: 11,
trials: 10,
};
let result = engine.update(prior, &obs);
assert!(matches!(result, Err(BayesError::InvalidParameters(_))));
}
// ── Gaussian–Gaussian update ─────────────────────────────────────────────
#[test]
fn gaussian_gaussian_update_basic() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gaussian {
mean: 0.0,
variance: 1.0,
};
let obs = Observation::Gaussian {
sample_mean: 2.0,
sample_variance: 1.0,
n: 1,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Gaussian { mean, variance } => {
// post_var = 1/(1+1) = 0.5, post_mean = 0.5*(0+2) = 1.0
assert!((variance - 0.5).abs() < 1e-10);
assert!((mean - 1.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn gaussian_gaussian_large_n_pulls_to_sample() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gaussian {
mean: 0.0,
variance: 100.0,
};
let obs = Observation::Gaussian {
sample_mean: 5.0,
sample_variance: 1.0,
n: 1000,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Gaussian { mean, .. } => {
// With large n, posterior mean ≈ sample mean
assert!((mean - 5.0).abs() < 0.1);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn gaussian_gaussian_log_marginal_finite() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gaussian {
mean: 1.0,
variance: 2.0,
};
let obs = Observation::Gaussian {
sample_mean: 1.5,
sample_variance: 0.5,
n: 10,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
assert!(post.log_marginal.is_finite());
}
#[test]
fn gaussian_gaussian_zero_n_error() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gaussian {
mean: 0.0,
variance: 1.0,
};
let obs = Observation::Gaussian {
sample_mean: 1.0,
sample_variance: 1.0,
n: 0,
};
let result = engine.update(prior, &obs);
assert!(matches!(result, Err(BayesError::InvalidParameters(_))));
}
// ── Dirichlet–Categorical update ─────────────────────────────────────────
#[test]
fn dirichlet_categorical_update_basic() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Dirichlet {
alphas: vec![1.0, 1.0, 1.0],
};
let obs = Observation::Categorical {
counts: vec![3, 2, 5],
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Dirichlet { alphas } => {
assert!((alphas[0] - 4.0).abs() < 1e-10);
assert!((alphas[1] - 3.0).abs() < 1e-10);
assert!((alphas[2] - 6.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn dirichlet_categorical_dim_mismatch_error() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Dirichlet {
alphas: vec![1.0, 1.0],
};
let obs = Observation::Categorical {
counts: vec![1, 2, 3],
};
let result = engine.update(prior, &obs);
assert!(matches!(result, Err(BayesError::InvalidParameters(_))));
}
#[test]
fn dirichlet_categorical_log_marginal_finite() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Dirichlet {
alphas: vec![2.0, 3.0, 5.0],
};
let obs = Observation::Categorical {
counts: vec![10, 15, 25],
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
assert!(post.log_marginal.is_finite());
}
#[test]
fn dirichlet_categorical_zero_counts_no_change() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Dirichlet {
alphas: vec![2.0, 3.0],
};
let obs = Observation::Categorical { counts: vec![0, 0] };
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Dirichlet { alphas } => {
assert!((alphas[0] - 2.0).abs() < 1e-10);
assert!((alphas[1] - 3.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
// ── Gamma–Poisson update ─────────────────────────────────────────────────
#[test]
fn gamma_poisson_update_basic() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gamma {
shape: 1.0,
rate: 1.0,
};
let obs = Observation::Poisson {
total_events: 5,
total_time: 2.0,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
match post.updated {
Prior::Gamma { shape, rate } => {
assert!((shape - 6.0).abs() < 1e-10);
assert!((rate - 3.0).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn gamma_poisson_log_marginal_finite() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gamma {
shape: 2.0,
rate: 0.5,
};
let obs = Observation::Poisson {
total_events: 10,
total_time: 5.0,
};
let post = engine
.update(prior, &obs)
.expect("test: TD update should succeed");
assert!(post.log_marginal.is_finite());
}
#[test]
fn gamma_poisson_zero_time_error() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gamma {
shape: 1.0,
rate: 1.0,
};
let obs = Observation::Poisson {
total_events: 5,
total_time: 0.0,
};
let result = engine.update(prior, &obs);
assert!(matches!(result, Err(BayesError::InvalidParameters(_))));
}
// ── Mismatch errors ──────────────────────────────────────────────────────
#[test]
fn mismatch_beta_gaussian_obs() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Gaussian {
sample_mean: 0.5,
sample_variance: 1.0,
n: 10,
};
let result = engine.update(prior, &obs);
assert!(matches!(
result,
Err(BayesError::PriorObservationMismatch { .. })
));
}
#[test]
fn mismatch_gaussian_bernoulli_obs() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gaussian {
mean: 0.0,
variance: 1.0,
};
let obs = Observation::Bernoulli {
successes: 3,
trials: 5,
};
let result = engine.update(prior, &obs);
assert!(matches!(
result,
Err(BayesError::PriorObservationMismatch { .. })
));
}
// ── Sequential update ────────────────────────────────────────────────────
#[test]
fn sequential_update_equivalent_to_batch() {
// For Beta-Bernoulli, two sequential updates should equal one combined update
let mut engine = BayesianUpdateEngine::new(64);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = vec![
Observation::Bernoulli {
successes: 3,
trials: 5,
},
Observation::Bernoulli {
successes: 2,
trials: 4,
},
];
let seq_post = engine
.sequential_update(prior.clone(), &obs)
.expect("test: should succeed");
// Batch equivalent: alpha' = 1 + 5, beta' = 1 + 4
let mut engine2 = BayesianUpdateEngine::new(64);
let batch_obs = Observation::Bernoulli {
successes: 5,
trials: 9,
};
let batch_post = engine2
.update(prior, &batch_obs)
.expect("test: TD update should succeed");
match (&seq_post.updated, &batch_post.updated) {
(
Prior::Beta {
alpha: a1,
beta: b1,
},
Prior::Beta {
alpha: a2,
beta: b2,
},
) => {
assert!((a1 - a2).abs() < 1e-10);
assert!((b1 - b2).abs() < 1e-10);
}
_ => panic!("wrong variant"),
}
}
#[test]
fn sequential_update_empty_error() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let result = engine.sequential_update(prior, &[]);
assert!(matches!(result, Err(BayesError::InvalidParameters(_))));
}
// ── Credible interval ────────────────────────────────────────────────────
#[test]
fn credible_interval_beta_bounds() {
let post = Prior::Beta {
alpha: 8.0,
beta: 4.0,
};
let ci =
BayesianUpdateEngine::credible_interval(&post, 0.95).expect("test: should succeed");
assert!(ci.lower >= 0.0);
assert!(ci.upper <= 1.0);
assert!(ci.lower < ci.upper);
assert!((ci.probability - 0.95).abs() < 1e-10);
}
#[test]
fn credible_interval_gaussian_symmetric() {
let post = Prior::Gaussian {
mean: 5.0,
variance: 1.0,
};
let ci =
BayesianUpdateEngine::credible_interval(&post, 0.95).expect("test: should succeed");
let center = (ci.lower + ci.upper) / 2.0;
assert!((center - 5.0).abs() < 1e-8);
// Half-width ≈ 1.96
let hw = (ci.upper - ci.lower) / 2.0;
assert!((hw - 1.96).abs() < 0.01);
}
#[test]
fn credible_interval_invalid_probability() {
let post = Prior::Gaussian {
mean: 0.0,
variance: 1.0,
};
assert!(BayesianUpdateEngine::credible_interval(&post, 0.0).is_err());
assert!(BayesianUpdateEngine::credible_interval(&post, 1.0).is_err());
assert!(BayesianUpdateEngine::credible_interval(&post, -0.1).is_err());
}
#[test]
fn credible_interval_gamma() {
let post = Prior::Gamma {
shape: 9.0,
rate: 3.0,
};
let ci =
BayesianUpdateEngine::credible_interval(&post, 0.95).expect("test: should succeed");
// mean = 3.0; lower should be positive
assert!(ci.lower >= 0.0);
assert!(ci.upper > ci.lower);
}
#[test]
fn credible_interval_dirichlet() {
let post = Prior::Dirichlet {
alphas: vec![10.0, 2.0, 3.0],
};
let ci =
BayesianUpdateEngine::credible_interval(&post, 0.90).expect("test: should succeed");
assert!(ci.lower >= 0.0);
assert!(ci.upper <= 1.0);
}
// ── MAP estimate ─────────────────────────────────────────────────────────
#[test]
fn map_beta_mode() {
// Beta(3,3): mode = (3-1)/(3+3-2) = 2/4 = 0.5
let p = Prior::Beta {
alpha: 3.0,
beta: 3.0,
};
let map = BayesianUpdateEngine::map_estimate(&p);
assert!((map - 0.5).abs() < 1e-10);
}
#[test]
fn map_beta_uniform_fallback() {
// Beta(1,1) → alpha <= 1, use alpha/(alpha+beta) = 0.5
let p = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let map = BayesianUpdateEngine::map_estimate(&p);
assert!((map - 0.5).abs() < 1e-10);
}
#[test]
fn map_gaussian_is_mean() {
let p = Prior::Gaussian {
mean: 3.7,
variance: 2.0,
};
assert!((BayesianUpdateEngine::map_estimate(&p) - 3.7).abs() < 1e-10);
}
#[test]
fn map_gamma_mode() {
// Gamma(5, 2): mode = (5-1)/2 = 2.0
let p = Prior::Gamma {
shape: 5.0,
rate: 2.0,
};
assert!((BayesianUpdateEngine::map_estimate(&p) - 2.0).abs() < 1e-10);
}
#[test]
fn map_gamma_shape_one_gives_zero() {
let p = Prior::Gamma {
shape: 1.0,
rate: 2.0,
};
assert!((BayesianUpdateEngine::map_estimate(&p) - 0.0).abs() < 1e-10);
}
#[test]
fn map_dirichlet_argmax_proportion() {
let p = Prior::Dirichlet {
alphas: vec![1.0, 5.0, 2.0],
};
// max alpha = 5.0, sum = 8.0 → map = 5/8
let expected = 5.0 / 8.0;
assert!((BayesianUpdateEngine::map_estimate(&p) - expected).abs() < 1e-10);
}
// ── KL divergence ────────────────────────────────────────────────────────
#[test]
fn kl_beta_self_is_zero() {
let p = Prior::Beta {
alpha: 3.0,
beta: 5.0,
};
let kl = BayesianUpdateEngine::kl_divergence(&p, &p).expect("test: should succeed");
assert!(kl.abs() < 1e-8);
}
#[test]
fn kl_gaussian_self_is_zero() {
let p = Prior::Gaussian {
mean: 2.0,
variance: 3.0,
};
let kl = BayesianUpdateEngine::kl_divergence(&p, &p).expect("test: should succeed");
assert!(kl.abs() < 1e-10);
}
#[test]
fn kl_gaussian_asymmetry() {
let p = Prior::Gaussian {
mean: 0.0,
variance: 1.0,
};
let q = Prior::Gaussian {
mean: 1.0,
variance: 2.0,
};
let kl_pq = BayesianUpdateEngine::kl_divergence(&p, &q).expect("test: should succeed");
let kl_qp = BayesianUpdateEngine::kl_divergence(&q, &p).expect("test: should succeed");
// KL is asymmetric in general
assert!((kl_pq - kl_qp).abs() > 1e-6);
// Both should be non-negative
assert!(kl_pq >= 0.0);
assert!(kl_qp >= 0.0);
}
#[test]
fn kl_known_gaussian_value() {
// KL(N(0,1) ‖ N(1,1)) = 0.5 * (0 + 1 + 1 - 1) = 0.5
let p = Prior::Gaussian {
mean: 0.0,
variance: 1.0,
};
let q = Prior::Gaussian {
mean: 1.0,
variance: 1.0,
};
let kl = BayesianUpdateEngine::kl_divergence(&p, &q).expect("test: should succeed");
assert!((kl - 0.5).abs() < 1e-10);
}
#[test]
fn kl_unsupported_pair_error() {
let p = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let q = Prior::Gamma {
shape: 1.0,
rate: 1.0,
};
let result = BayesianUpdateEngine::kl_divergence(&p, &q);
assert!(matches!(result, Err(BayesError::UnsupportedOperation(_))));
}
// ── History management ───────────────────────────────────────────────────
#[test]
fn history_bounded_by_max() {
let mut engine = BayesianUpdateEngine::new(3);
for i in 0..5_u64 {
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: i % 3,
trials: 5,
};
engine
.update(prior, &obs)
.expect("test: TD update should succeed");
}
assert_eq!(engine.history().len(), 3);
}
#[test]
fn history_clear() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: 3,
trials: 5,
};
engine
.update(prior, &obs)
.expect("test: TD update should succeed");
assert!(!engine.history().is_empty());
engine.clear_history();
assert!(engine.history().is_empty());
}
#[test]
fn history_zero_capacity_no_store() {
let mut engine = BayesianUpdateEngine::new(0);
let prior = Prior::Beta {
alpha: 1.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: 3,
trials: 5,
};
engine
.update(prior, &obs)
.expect("test: TD update should succeed");
assert!(engine.history().is_empty());
}
// ── Prior validation ─────────────────────────────────────────────────────
#[test]
fn invalid_beta_alpha_zero() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Beta {
alpha: 0.0,
beta: 1.0,
};
let obs = Observation::Bernoulli {
successes: 1,
trials: 2,
};
assert!(matches!(
engine.update(prior, &obs),
Err(BayesError::InvalidParameters(_))
));
}
#[test]
fn invalid_gamma_rate_negative() {
let mut engine = BayesianUpdateEngine::new(10);
let prior = Prior::Gamma {
shape: 1.0,
rate: -1.0,
};
let obs = Observation::Poisson {
total_events: 5,
total_time: 1.0,
};
assert!(matches!(
engine.update(prior, &obs),
Err(BayesError::InvalidParameters(_))
));
}
// ── likelihood_type field ────────────────────────────────────────────────
#[test]
fn likelihood_type_labels() {
let mut engine = BayesianUpdateEngine::new(10);
let p1 = engine
.update(
Prior::Beta {
alpha: 1.0,
beta: 1.0,
},
&Observation::Bernoulli {
successes: 1,
trials: 2,
},
)
.expect("test: should succeed");
assert_eq!(p1.likelihood_type, "Bernoulli");
let p2 = engine
.update(
Prior::Gaussian {
mean: 0.0,
variance: 1.0,
},
&Observation::Gaussian {
sample_mean: 1.0,
sample_variance: 1.0,
n: 5,
},
)
.expect("test: should succeed");
assert_eq!(p2.likelihood_type, "Gaussian");
let p3 = engine
.update(
Prior::Dirichlet {
alphas: vec![1.0, 1.0],
},
&Observation::Categorical { counts: vec![3, 2] },
)
.expect("test: should succeed");
assert_eq!(p3.likelihood_type, "Categorical");
let p4 = engine
.update(
Prior::Gamma {
shape: 1.0,
rate: 1.0,
},
&Observation::Poisson {
total_events: 3,
total_time: 1.0,
},
)
.expect("test: should succeed");
assert_eq!(p4.likelihood_type, "Poisson");
}
}