Change to time-based estimator functions with exponential parameter smoothing.

This commit is contained in:
Greg Pomerantz 2025-05-09 17:51:37 -04:00
parent a20355bc17
commit b39deb1986
2 changed files with 157 additions and 239 deletions

View File

@ -216,7 +216,7 @@ func main() {
os.Exit(1) os.Exit(1)
} }
var weights, reps []float64 var weights, reps []float64
var date []time.Time var dates []time.Time
isbw := review.IsBodyweight(ps[0].Exercise, ps[0].Type) isbw := review.IsBodyweight(ps[0].Exercise, ps[0].Type)
for _, p := range (ps) { for _, p := range (ps) {
@ -227,16 +227,14 @@ func main() {
if p.RIR[i] == 0 { if p.RIR[i] == 0 {
weights = append(weights, w) weights = append(weights, w)
reps = append(reps, float64(p.Reps[i])) reps = append(reps, float64(p.Reps[i]))
date = append(date, p.Times[i].UTC()) dates = append(dates, p.Times[i].UTC())
fmt.Printf("Set: weight %0.0f, reps %0.0f\n", w, float64(p.Reps[i])) fmt.Printf("Set: weight %0.0f, reps %0.0f\n", w, float64(p.Reps[i]))
} }
} }
} }
//a, b := review.FitPowerLaw(weights, reps, date, 14.0) //a, b := review.FitPowerLaw(weights, reps, date, 14.0)
est, err := review.Fit(weights, reps, date, est := review.NewEstimator(review.WithHalfLife(14.0))
review.WithAllModels(), err = est.Fit(weights, reps, dates)
review.WithHalfLife(14.0),
)
if err != nil { if err != nil {
fmt.Printf("Error estimating performance: %v\n", err) fmt.Printf("Error estimating performance: %v\n", err)
os.Exit(1) os.Exit(1)
@ -246,7 +244,7 @@ func main() {
if isbw { if isbw {
adj = ps[len(ps)-1].Bodyweight adj = ps[len(ps)-1].Bodyweight
} }
fmt.Printf("%d: %0.0f\n", i, est.EstimateMaxWeight(float64(i)) - adj) fmt.Printf("%d: %0.0f\n", i, est.EstimateMaxWeight(time.Now(), float64(i)) - adj)
} }
case "predict": case "predict":
if flag.NArg() != 3 { if flag.NArg() != 3 {

View File

@ -2,199 +2,170 @@ package review
import ( import (
"errors" "errors"
"fmt"
"math" "math"
"sort"
"time" "time"
"gonum.org/v1/gonum/optimize" "gonum.org/v1/gonum/optimize"
) )
// Estimator encapsulates a fitted model and exposes estimation methods. // Estimator is the main interface for incremental, time-aware strength estimation.
type Estimator interface { type Estimator interface {
Estimate1RM() float64 Fit(weight, reps []float64, dates []time.Time) error
EstimateReps(targetWeight float64) float64 Estimate1RM(t time.Time) float64
EstimateMaxWeight(nReps float64) float64 EstimateReps(t time.Time, targetWeight float64) float64
ModelType() string EstimateMaxWeight(t time.Time, nReps float64) float64
Params() []float64 Params(t time.Time) []float64
} }
// Supported model types // --- Functional Options ---
const (
ModelPowerLaw = "powerlaw"
ModelLinear = "linear"
ModelExponential = "exponential"
)
// FitOption is a functional option for configuring the Fit process. type estimatorConfig struct {
type FitOption func(*fitConfig) modelType string
halfLife float64
// fitConfig holds configuration for fitting. smoothAlpha float64 // Exponential smoothing factor (0 < alpha <= 1)
type fitConfig struct {
modelTypes []string
halfLifeDays float64
} }
// WithModel specifies which model(s) to fit. If multiple, Fit selects the best. type EstimatorOption func(*estimatorConfig)
func WithModel(models ...string) FitOption {
return func(cfg *fitConfig) { // WithModel sets the model type (currently only "powerlaw" is implemented).
cfg.modelTypes = models func WithModel(model string) EstimatorOption {
return func(cfg *estimatorConfig) {
cfg.modelType = model
} }
} }
// WithAllModels configures Fit to try all built-in model types. // WithHalfLife sets the half-life for time weighting in curve fitting.
func WithAllModels() FitOption { func WithHalfLife(days float64) EstimatorOption {
return func(cfg *fitConfig) { return func(cfg *estimatorConfig) {
cfg.modelTypes = []string{ModelPowerLaw, ModelLinear, ModelExponential} cfg.halfLife = days
} }
} }
// WithHalfLife sets the half-life (in days) for time weighting. // WithSmoothingAlpha sets the exponential smoothing factor for parameter smoothing.
func WithHalfLife(days float64) FitOption { func WithSmoothingAlpha(alpha float64) EstimatorOption {
return func(cfg *fitConfig) { return func(cfg *estimatorConfig) {
cfg.halfLifeDays = days cfg.smoothAlpha = alpha
} }
} }
// WithModelSelection is an alias for WithModel, for clarity. // --- Estimator Implementation ---
func WithModelSelection(models []string) FitOption {
return WithModel(models...) type timePoint struct {
date time.Time
a float64
b float64
} }
// Default settings type estimatorImpl struct {
const defaultHalfLife = 30.0 cfg estimatorConfig
var defaultModelTypes = []string{ModelPowerLaw} data []timePoint // sorted by date
smoothedA []float64 // smoothed a for each timePoint
smoothedB []float64 // smoothed b for each timePoint
}
// Fit fits the specified model(s) to the data and returns an Estimator. // NewEstimator creates a new Estimator with the given options.
// If multiple models are specified, Fit selects the best based on residual sum of squares. func NewEstimator(opts ...EstimatorOption) Estimator {
func Fit(weight, reps []float64, dates []time.Time, opts ...FitOption) (Estimator, error) { cfg := estimatorConfig{
if len(weight) != len(reps) || len(weight) != len(dates) { modelType: "powerlaw",
return nil, errors.New("weight, reps, and dates must have the same length") halfLife: 30.0,
} smoothAlpha: 0.3,
if len(weight) < 2 {
return nil, errors.New("at least two data points are required")
}
// Apply options
cfg := &fitConfig{
modelTypes: defaultModelTypes,
halfLifeDays: defaultHalfLife,
} }
for _, opt := range opts { for _, opt := range opts {
opt(cfg) opt(&cfg)
} }
if len(cfg.modelTypes) == 0 { return &estimatorImpl{
cfg.modelTypes = defaultModelTypes cfg: cfg,
} }
// Fit each model and select the best (lowest residual)
var best Estimator
var bestResidual float64 = math.Inf(1)
now := time.Now()
for _, model := range cfg.modelTypes {
var est Estimator
var residual float64
var err error
switch model {
case ModelPowerLaw:
est, residual, err = fitPowerLaw(weight, reps, dates, now, cfg.halfLifeDays)
case ModelLinear:
est, residual, err = fitLinear(weight, reps, dates, now, cfg.halfLifeDays)
case ModelExponential:
est, residual, err = fitExponential(weight, reps, dates, now, cfg.halfLifeDays)
default:
return nil, fmt.Errorf("unknown model type: %s", model)
}
if err != nil {
continue // Skip models that fail to fit
}
if residual < bestResidual {
best = est
bestResidual = residual
}
}
if best == nil {
return nil, errors.New("no model could be fitted to the data")
}
return best, nil
} }
// --- Model Implementations --- // Fit adds new data and updates the parameter time series and smoothing.
func (e *estimatorImpl) Fit(weight, reps []float64, dates []time.Time) error {
if len(weight) != len(reps) || len(weight) != len(dates) {
return errors.New("weight, reps, and dates must have the same length")
}
// Add new data points
for i := range weight {
e.data = append(e.data, timePoint{
date: dates[i],
a: math.NaN(), // to be filled in
b: math.NaN(),
})
}
// Sort all data points by date
sort.Slice(e.data, func(i, j int) bool {
return e.data[i].date.Before(e.data[j].date)
})
// PowerLawEstimator: w = a * reps^b // For each time point, fit the model to all data up to that point
type PowerLawEstimator struct { for i := range e.data {
a, b float64 var w, r []float64
halfLife float64 var d []time.Time
modelType string for j := 0; j <= i; j++ {
residualSum float64 w = append(w, weight[j])
r = append(r, reps[j])
d = append(d, dates[j])
}
a, b := fitPowerLaw(w, r, d, e.cfg.halfLife)
e.data[i].a = a
e.data[i].b = b
}
// Smooth the parameter time series
e.smoothedA = exponentialSmoothing(extractA(e.data), e.cfg.smoothAlpha)
e.smoothedB = exponentialSmoothing(extractB(e.data), e.cfg.smoothAlpha)
return nil
} }
func (e *PowerLawEstimator) Estimate1RM() float64 { // Estimate1RM returns the smoothed 1RM estimate at time t.
return e.a * math.Pow(1, e.b) func (e *estimatorImpl) Estimate1RM(t time.Time) float64 {
a, b := e.smoothedParamsAt(t)
return a * math.Pow(1, b)
} }
func (e *PowerLawEstimator) EstimateReps(targetWeight float64) float64 {
if e.a == 0 || e.b == 0 { // EstimateReps returns the predicted number of reps at a given weight and time.
func (e *estimatorImpl) EstimateReps(t time.Time, targetWeight float64) float64 {
a, b := e.smoothedParamsAt(t)
if a == 0 || b == 0 {
return 0 return 0
} }
return math.Pow(targetWeight/e.a, 1/e.b) return math.Pow(targetWeight/a, 1/b)
}
func (e *PowerLawEstimator) EstimateMaxWeight(nReps float64) float64 {
return e.a * math.Pow(nReps, e.b)
}
func (e *PowerLawEstimator) ModelType() string { return e.modelType }
func (e *PowerLawEstimator) Params() []float64 { return []float64{e.a, e.b} }
// LinearEstimator: w = a + b*reps
type LinearEstimator struct {
a, b float64
halfLife float64
modelType string
residualSum float64
} }
func (e *LinearEstimator) Estimate1RM() float64 { // EstimateMaxWeight returns the predicted max weight for a given number of reps at time t.
return e.a + e.b*1 func (e *estimatorImpl) EstimateMaxWeight(t time.Time, nReps float64) float64 {
a, b := e.smoothedParamsAt(t)
return a * math.Pow(nReps, b)
} }
func (e *LinearEstimator) EstimateReps(targetWeight float64) float64 {
if e.b == 0 { // Params returns the smoothed model parameters at time t.
return 0 func (e *estimatorImpl) Params(t time.Time) []float64 {
a, b := e.smoothedParamsAt(t)
return []float64{a, b}
}
// --- Internal Helpers ---
// smoothedParamsAt returns the smoothed parameters for the closest time point <= t.
func (e *estimatorImpl) smoothedParamsAt(t time.Time) (float64, float64) {
if len(e.data) == 0 {
return 0, 0
} }
return (targetWeight - e.a) / e.b idx := sort.Search(len(e.data), func(i int) bool {
} return !e.data[i].date.Before(t)
func (e *LinearEstimator) EstimateMaxWeight(nReps float64) float64 { })
return e.a + e.b*nReps if idx == 0 {
} return e.smoothedA[0], e.smoothedB[0]
func (e *LinearEstimator) ModelType() string { return e.modelType }
func (e *LinearEstimator) Params() []float64 { return []float64{e.a, e.b} }
// ExponentialEstimator: w = a * exp(b * reps)
type ExponentialEstimator struct {
a, b float64
halfLife float64
modelType string
residualSum float64
}
func (e *ExponentialEstimator) Estimate1RM() float64 {
return e.a * math.Exp(e.b*1)
}
func (e *ExponentialEstimator) EstimateReps(targetWeight float64) float64 {
if e.a == 0 || e.b == 0 {
return 0
} }
return math.Log(targetWeight/e.a) / e.b if idx >= len(e.data) {
return e.smoothedA[len(e.data)-1], e.smoothedB[len(e.data)-1]
}
return e.smoothedA[idx-1], e.smoothedB[idx-1]
} }
func (e *ExponentialEstimator) EstimateMaxWeight(nReps float64) float64 {
return e.a * math.Exp(e.b*nReps)
}
func (e *ExponentialEstimator) ModelType() string { return e.modelType }
func (e *ExponentialEstimator) Params() []float64 { return []float64{e.a, e.b} }
// --- Fitting Functions --- // fitPowerLaw fits a power law model to the data.
func fitPowerLaw(weight, reps []float64, dates []time.Time, halfLifeDays float64) (a, b float64) {
// fitPowerLaw fits w = a * reps^b now := dates[len(dates)-1]
func fitPowerLaw(weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) (Estimator, float64, error) {
params := []float64{max(weight), -0.1} params := []float64{max(weight), -0.1}
problem := optimize.Problem{ problem := optimize.Problem{
Func: func(x []float64) float64 { Func: func(x []float64) float64 {
@ -203,16 +174,9 @@ func fitPowerLaw(weight, reps []float64, dates []time.Time, now time.Time, halfL
} }
result, err := optimize.Minimize(problem, params, nil, nil) result, err := optimize.Minimize(problem, params, nil, nil)
if err != nil { if err != nil {
return nil, 0, err return 0, 0
} }
residual := weightedResidualsPowerLaw(result.X, weight, reps, dates, now, halfLifeDays) return result.X[0], result.X[1]
return &PowerLawEstimator{
a: result.X[0],
b: result.X[1],
halfLife: halfLifeDays,
modelType: ModelPowerLaw,
residualSum: residual,
}, residual, nil
} }
func weightedResidualsPowerLaw(params, weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) float64 { func weightedResidualsPowerLaw(params, weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) float64 {
@ -228,79 +192,6 @@ func weightedResidualsPowerLaw(params, weight, reps []float64, dates []time.Time
return sum return sum
} }
// fitLinear fits w = a + b*reps
func fitLinear(weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) (Estimator, float64, error) {
params := []float64{weight[0], 0.0}
problem := optimize.Problem{
Func: func(x []float64) float64 {
return weightedResidualsLinear(x, weight, reps, dates, now, halfLifeDays)
},
}
result, err := optimize.Minimize(problem, params, nil, nil)
if err != nil {
return nil, 0, err
}
residual := weightedResidualsLinear(result.X, weight, reps, dates, now, halfLifeDays)
return &LinearEstimator{
a: result.X[0],
b: result.X[1],
halfLife: halfLifeDays,
modelType: ModelLinear,
residualSum: residual,
}, residual, nil
}
func weightedResidualsLinear(params, weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) float64 {
a, b := params[0], params[1]
var sum float64
for i := range weight {
daysAgo := now.Sub(dates[i]).Hours() / 24
weightDecay := math.Exp(-math.Ln2 * daysAgo / halfLifeDays)
predicted := a + b*reps[i]
residual := weight[i] - predicted
sum += weightDecay * residual * residual
}
return sum
}
// fitExponential fits w = a * exp(b*reps)
func fitExponential(weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) (Estimator, float64, error) {
params := []float64{max(weight), -0.01}
problem := optimize.Problem{
Func: func(x []float64) float64 {
return weightedResidualsExponential(x, weight, reps, dates, now, halfLifeDays)
},
}
result, err := optimize.Minimize(problem, params, nil, nil)
if err != nil {
return nil, 0, err
}
residual := weightedResidualsExponential(result.X, weight, reps, dates, now, halfLifeDays)
return &ExponentialEstimator{
a: result.X[0],
b: result.X[1],
halfLife: halfLifeDays,
modelType: ModelExponential,
residualSum: residual,
}, residual, nil
}
func weightedResidualsExponential(params, weight, reps []float64, dates []time.Time, now time.Time, halfLifeDays float64) float64 {
a, b := params[0], params[1]
var sum float64
for i := range weight {
daysAgo := now.Sub(dates[i]).Hours() / 24
weightDecay := math.Exp(-math.Ln2 * daysAgo / halfLifeDays)
predicted := a * math.Exp(b*reps[i])
residual := weight[i] - predicted
sum += weightDecay * residual * residual
}
return sum
}
// --- Utility Functions ---
// max returns the maximum value in a slice
func max(slice []float64) float64 { func max(slice []float64) float64 {
m := slice[0] m := slice[0]
for _, v := range slice { for _, v := range slice {
@ -311,3 +202,32 @@ func max(slice []float64) float64 {
return m return m
} }
func extractA(data []timePoint) []float64 {
out := make([]float64, len(data))
for i, d := range data {
out[i] = d.a
}
return out
}
func extractB(data []timePoint) []float64 {
out := make([]float64, len(data))
for i, d := range data {
out[i] = d.b
}
return out
}
// exponentialSmoothing applies exponential smoothing to a time series.
func exponentialSmoothing(series []float64, alpha float64) []float64 {
if len(series) == 0 {
return nil
}
smoothed := make([]float64, len(series))
smoothed[0] = series[0]
for i := 1; i < len(series); i++ {
smoothed[i] = alpha*series[i] + (1-alpha)*smoothed[i-1]
}
return smoothed
}