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changed data analysis folder to data-analysis
added egg-info and build folders to git ignore deleted egg-info and build folders
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@ -22,3 +22,5 @@ data analysis/visualize_pit.ipynb
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data analysis/config/keys.config
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data analysis/config/keys.config
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analysis-master/analysis/__pycache__/
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analysis-master/analysis/__pycache__/
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data analysis/__pycache__/
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data analysis/__pycache__/
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analysis-master/analysis.egg-info/
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analysis-master/build/
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@ -1,14 +0,0 @@
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Metadata-Version: 2.1
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Name: analysis
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Version: 1.0.0.12
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Summary: analysis package developed by Titan Scouting for The Red Alliance
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Home-page: https://github.com/titanscout2022/tr2022-strategy
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Author: The Titan Scouting Team
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Author-email: titanscout2022@gmail.com
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License: GNU General Public License v3.0
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Description: UNKNOWN
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Platform: UNKNOWN
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Classifier: Programming Language :: Python :: 3
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Classifier: Operating System :: OS Independent
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Requires-Python: >=3.6
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Description-Content-Type: text/markdown
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@ -1,15 +0,0 @@
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setup.py
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analysis/__init__.py
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analysis/analysis.py
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analysis/regression.py
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analysis/titanlearn.py
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analysis/visualization.py
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analysis.egg-info/PKG-INFO
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analysis.egg-info/SOURCES.txt
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analysis.egg-info/dependency_links.txt
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analysis.egg-info/requires.txt
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analysis.egg-info/top_level.txt
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analysis/metrics/__init__.py
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analysis/metrics/elo.py
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analysis/metrics/glicko2.py
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analysis/metrics/trueskill.py
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@ -1 +0,0 @@
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@ -1,6 +0,0 @@
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numba
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numpy
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scipy
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scikit-learn
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six
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matplotlib
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@ -1 +0,0 @@
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analysis
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@ -1,923 +0,0 @@
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# Titan Robotics Team 2022: Data Analysis Module
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# Written by Arthur Lu & Jacob Levine
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# Notes:
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# this should be imported as a python module using 'from analysis import analysis'
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# this should be included in the local directory or environment variable
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# this module has been optimized for multhreaded computing
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# current benchmark of optimization: 1.33 times faster
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# setup:
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__version__ = "1.2.0.004"
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# changelog should be viewed using print(analysis.__changelog__)
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__changelog__ = """changelog:
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1.2.0.004:
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- fixed __all__ to reflected the correct functions and classes
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- fixed CorrelationTests and StatisticalTests class functions to require self invocation
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- added missing math import
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- fixed KNN class functions to require self invocation
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- fixed Metrics class functions to require self invocation
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- various spelling fixes in CorrelationTests and StatisticalTests
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1.2.0.003:
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- bug fixes with CorrelationTests and StatisticalTests
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- moved glicko2 and trueskill to the metrics subpackage
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- moved elo to a new metrics subpackage
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1.2.0.002:
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- fixed docs
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1.2.0.001:
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- fixed docs
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1.2.0.000:
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- cleaned up wild card imports with scipy and sklearn
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- added CorrelationTests class
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- added StatisticalTests class
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- added several correlation tests to CorrelationTests
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- added several statistical tests to StatisticalTests
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1.1.13.009:
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- moved elo, glicko2, trueskill functions under class Metrics
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1.1.13.008:
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- moved Glicko2 to a seperate package
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1.1.13.007:
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- fixed bug with trueskill
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1.1.13.006:
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- cleaned up imports
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1.1.13.005:
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- cleaned up package
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1.1.13.004:
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- small fixes to regression to improve performance
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1.1.13.003:
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- filtered nans from regression
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1.1.13.002:
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- removed torch requirement, and moved Regression back to regression.py
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1.1.13.001:
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- bug fix with linear regression not returning a proper value
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- cleaned up regression
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- fixed bug with polynomial regressions
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1.1.13.000:
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- fixed all regressions to now properly work
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1.1.12.006:
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- fixed bg with a division by zero in histo_analysis
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1.1.12.005:
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- fixed numba issues by removing numba from elo, glicko2 and trueskill
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1.1.12.004:
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- renamed gliko to glicko
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1.1.12.003:
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- removed depreciated code
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1.1.12.002:
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- removed team first time trueskill instantiation in favor of integration in superscript.py
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1.1.12.001:
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- improved readibility of regression outputs by stripping tensor data
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- used map with lambda to acheive the improved readibility
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- lost numba jit support with regression, and generated_jit hangs at execution
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- TODO: reimplement correct numba integration in regression
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1.1.12.000:
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- temporarily fixed polynomial regressions by using sklearn's PolynomialFeatures
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1.1.11.010:
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- alphabeticaly ordered import lists
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1.1.11.009:
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- bug fixes
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1.1.11.008:
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- bug fixes
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1.1.11.007:
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- bug fixes
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1.1.11.006:
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- tested min and max
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- bug fixes
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1.1.11.005:
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- added min and max in basic_stats
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1.1.11.004:
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- bug fixes
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1.1.11.003:
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- bug fixes
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1.1.11.002:
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- consolidated metrics
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- fixed __all__
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1.1.11.001:
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- added test/train split to RandomForestClassifier and RandomForestRegressor
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1.1.11.000:
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- added RandomForestClassifier and RandomForestRegressor
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- note: untested
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1.1.10.000:
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- added numba.jit to remaining functions
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1.1.9.002:
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- kernelized PCA and KNN
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1.1.9.001:
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- fixed bugs with SVM and NaiveBayes
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1.1.9.000:
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- added SVM class, subclasses, and functions
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- note: untested
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1.1.8.000:
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- added NaiveBayes classification engine
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- note: untested
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1.1.7.000:
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- added knn()
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- added confusion matrix to decisiontree()
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1.1.6.002:
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- changed layout of __changelog to be vscode friendly
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1.1.6.001:
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- added additional hyperparameters to decisiontree()
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1.1.6.000:
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- fixed __version__
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- fixed __all__ order
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- added decisiontree()
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1.1.5.003:
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- added pca
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1.1.5.002:
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- reduced import list
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- added kmeans clustering engine
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1.1.5.001:
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- simplified regression by using .to(device)
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1.1.5.000:
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- added polynomial regression to regression(); untested
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1.1.4.000:
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- added trueskill()
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1.1.3.002:
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- renamed regression class to Regression, regression_engine() to regression gliko2_engine class to Gliko2
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1.1.3.001:
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- changed glicko2() to return tuple instead of array
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1.1.3.000:
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- added glicko2_engine class and glicko()
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- verified glicko2() accuracy
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1.1.2.003:
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- fixed elo()
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1.1.2.002:
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- added elo()
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- elo() has bugs to be fixed
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1.1.2.001:
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- readded regrression import
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1.1.2.000:
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- integrated regression.py as regression class
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- removed regression import
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- fixed metadata for regression class
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- fixed metadata for analysis class
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1.1.1.001:
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- regression_engine() bug fixes, now actaully regresses
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1.1.1.000:
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- added regression_engine()
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- added all regressions except polynomial
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1.1.0.007:
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- updated _init_device()
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1.1.0.006:
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- removed useless try statements
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1.1.0.005:
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- removed impossible outcomes
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1.1.0.004:
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- added performance metrics (r^2, mse, rms)
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1.1.0.003:
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- resolved nopython mode for mean, median, stdev, variance
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1.1.0.002:
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- snapped (removed) majority of uneeded imports
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- forced object mode (bad) on all jit
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- TODO: stop numba complaining about not being able to compile in nopython mode
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1.1.0.001:
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- removed from sklearn import * to resolve uneeded wildcard imports
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1.1.0.000:
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- removed c_entities,nc_entities,obstacles,objectives from __all__
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- applied numba.jit to all functions
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- depreciated and removed stdev_z_split
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- cleaned up histo_analysis to include numpy and numba.jit optimizations
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- depreciated and removed all regression functions in favor of future pytorch optimizer
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- depreciated and removed all nonessential functions (basic_analysis, benchmark, strip_data)
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- optimized z_normalize using sklearn.preprocessing.normalize
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- TODO: implement kernel/function based pytorch regression optimizer
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1.0.9.000:
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- refactored
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- numpyed everything
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- removed stats in favor of numpy functions
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1.0.8.005:
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- minor fixes
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1.0.8.004:
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- removed a few unused dependencies
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1.0.8.003:
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- added p_value function
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1.0.8.002:
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- updated __all__ correctly to contain changes made in v 1.0.8.000 and v 1.0.8.001
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1.0.8.001:
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- refactors
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- bugfixes
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1.0.8.000:
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- depreciated histo_analysis_old
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- depreciated debug
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- altered basic_analysis to take array data instead of filepath
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- refactor
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- optimization
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1.0.7.002:
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- bug fixes
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1.0.7.001:
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- bug fixes
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1.0.7.000:
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- added tanh_regression (logistical regression)
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- bug fixes
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1.0.6.005:
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- added z_normalize function to normalize dataset
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- bug fixes
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1.0.6.004:
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- bug fixes
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1.0.6.003:
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- bug fixes
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1.0.6.002:
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- bug fixes
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1.0.6.001:
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- corrected __all__ to contain all of the functions
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1.0.6.000:
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- added calc_overfit, which calculates two measures of overfit, error and performance
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- added calculating overfit to optimize_regression
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1.0.5.000:
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- added optimize_regression function, which is a sample function to find the optimal regressions
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- optimize_regression function filters out some overfit funtions (functions with r^2 = 1)
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- planned addition: overfit detection in the optimize_regression function
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1.0.4.002:
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- added __changelog__
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- updated debug function with log and exponential regressions
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1.0.4.001:
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- added log regressions
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- added exponential regressions
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- added log_regression and exp_regression to __all__
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1.0.3.008:
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- added debug function to further consolidate functions
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1.0.3.007:
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- added builtin benchmark function
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- added builtin random (linear) data generation function
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- added device initialization (_init_device)
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1.0.3.006:
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- reorganized the imports list to be in alphabetical order
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- added search and regurgitate functions to c_entities, nc_entities, obstacles, objectives
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1.0.3.005:
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- major bug fixes
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- updated historical analysis
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- depreciated old historical analysis
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1.0.3.004:
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- added __version__, __author__, __all__
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- added polynomial regression
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- added root mean squared function
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- added r squared function
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1.0.3.003:
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- bug fixes
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- added c_entities
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1.0.3.002:
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- bug fixes
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- added nc_entities, obstacles, objectives
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- consolidated statistics.py to analysis.py
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1.0.3.001:
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- compiled 1d, column, and row basic stats into basic stats function
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1.0.3.000:
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- added historical analysis function
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1.0.2.xxx:
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- added z score test
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1.0.1.xxx:
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- major bug fixes
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1.0.0.xxx:
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- added loading csv
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- added 1d, column, row basic stats
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"""
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__author__ = (
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"Arthur Lu <learthurgo@gmail.com>",
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"Jacob Levine <jlevine@imsa.edu>",
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)
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__all__ = [
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'load_csv',
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'basic_stats',
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'z_score',
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'z_normalize',
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'histo_analysis',
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'regression',
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'Metrics',
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'RegressionMetrics',
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'ClassificationMetrics',
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'kmeans',
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'pca',
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'decisiontree',
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'KNN',
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'NaiveBayes',
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'SVM',
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'random_forest_classifier',
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'random_forest_regressor',
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'CorrelationTests',
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'StatisticalTests',
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# all statistics functions left out due to integration in other functions
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]
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# now back to your regularly scheduled programming:
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# imports (now in alphabetical order! v 1.0.3.006):
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import csv
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from analysis.metrics import elo as Elo
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from analysis.metrics import glicko2 as Glicko2
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import math
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import numba
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from numba import jit
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import numpy as np
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import scipy
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from scipy import optimize, stats
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import sklearn
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from sklearn import preprocessing, pipeline, linear_model, metrics, cluster, decomposition, tree, neighbors, naive_bayes, svm, model_selection, ensemble
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from analysis.metrics import trueskill as Trueskill
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class error(ValueError):
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||||||
pass
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def load_csv(filepath):
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with open(filepath, newline='') as csvfile:
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file_array = np.array(list(csv.reader(csvfile)))
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csvfile.close()
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return file_array
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# expects 1d array
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@jit(forceobj=True)
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def basic_stats(data):
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data_t = np.array(data).astype(float)
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||||||
_mean = mean(data_t)
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_median = median(data_t)
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_stdev = stdev(data_t)
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||||||
_variance = variance(data_t)
|
|
||||||
_min = npmin(data_t)
|
|
||||||
_max = npmax(data_t)
|
|
||||||
|
|
||||||
return _mean, _median, _stdev, _variance, _min, _max
|
|
||||||
|
|
||||||
# returns z score with inputs of point, mean and standard deviation of spread
|
|
||||||
@jit(forceobj=True)
|
|
||||||
def z_score(point, mean, stdev):
|
|
||||||
score = (point - mean) / stdev
|
|
||||||
|
|
||||||
return score
|
|
||||||
|
|
||||||
# expects 2d array, normalizes across all axes
|
|
||||||
@jit(forceobj=True)
|
|
||||||
def z_normalize(array, *args):
|
|
||||||
|
|
||||||
array = np.array(array)
|
|
||||||
for arg in args:
|
|
||||||
array = sklearn.preprocessing.normalize(array, axis = arg)
|
|
||||||
|
|
||||||
return array
|
|
||||||
|
|
||||||
@jit(forceobj=True)
|
|
||||||
# expects 2d array of [x,y]
|
|
||||||
def histo_analysis(hist_data):
|
|
||||||
|
|
||||||
if(len(hist_data[0]) > 2):
|
|
||||||
|
|
||||||
hist_data = np.array(hist_data)
|
|
||||||
derivative = np.array(len(hist_data) - 1, dtype = float)
|
|
||||||
t = np.diff(hist_data)
|
|
||||||
derivative = t[1] / t[0]
|
|
||||||
np.sort(derivative)
|
|
||||||
|
|
||||||
return basic_stats(derivative)[0], basic_stats(derivative)[3]
|
|
||||||
|
|
||||||
else:
|
|
||||||
|
|
||||||
return None
|
|
||||||
|
|
||||||
def regression(inputs, outputs, args): # inputs, outputs expects N-D array
|
|
||||||
|
|
||||||
X = np.array(inputs)
|
|
||||||
y = np.array(outputs)
|
|
||||||
|
|
||||||
regressions = []
|
|
||||||
|
|
||||||
if 'lin' in args: # formula: ax + b
|
|
||||||
|
|
||||||
try:
|
|
||||||
|
|
||||||
def func(x, a, b):
|
|
||||||
|
|
||||||
return a * x + b
|
|
||||||
|
|
||||||
popt, pcov = scipy.optimize.curve_fit(func, X, y)
|
|
||||||
|
|
||||||
regressions.append((popt.flatten().tolist(), None))
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
|
|
||||||
pass
|
|
||||||
|
|
||||||
if 'log' in args: # formula: a log (b(x + c)) + d
|
|
||||||
|
|
||||||
try:
|
|
||||||
|
|
||||||
def func(x, a, b, c, d):
|
|
||||||
|
|
||||||
return a * np.log(b*(x + c)) + d
|
|
||||||
|
|
||||||
popt, pcov = scipy.optimize.curve_fit(func, X, y)
|
|
||||||
|
|
||||||
regressions.append((popt.flatten().tolist(), None))
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
|
|
||||||
pass
|
|
||||||
|
|
||||||
if 'exp' in args: # formula: a e ^ (b(x + c)) + d
|
|
||||||
|
|
||||||
try:
|
|
||||||
|
|
||||||
def func(x, a, b, c, d):
|
|
||||||
|
|
||||||
return a * np.exp(b*(x + c)) + d
|
|
||||||
|
|
||||||
popt, pcov = scipy.optimize.curve_fit(func, X, y)
|
|
||||||
|
|
||||||
regressions.append((popt.flatten().tolist(), None))
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
|
|
||||||
pass
|
|
||||||
|
|
||||||
if 'ply' in args: # formula: a + bx^1 + cx^2 + dx^3 + ...
|
|
||||||
|
|
||||||
inputs = np.array([inputs])
|
|
||||||
outputs = np.array([outputs])
|
|
||||||
|
|
||||||
plys = []
|
|
||||||
limit = len(outputs[0])
|
|
||||||
|
|
||||||
for i in range(2, limit):
|
|
||||||
|
|
||||||
model = sklearn.preprocessing.PolynomialFeatures(degree = i)
|
|
||||||
model = sklearn.pipeline.make_pipeline(model, sklearn.linear_model.LinearRegression())
|
|
||||||
model = model.fit(np.rot90(inputs), np.rot90(outputs))
|
|
||||||
|
|
||||||
params = model.steps[1][1].intercept_.tolist()
|
|
||||||
params = np.append(params, model.steps[1][1].coef_[0].tolist()[1::])
|
|
||||||
params.flatten()
|
|
||||||
params = params.tolist()
|
|
||||||
|
|
||||||
plys.append(params)
|
|
||||||
|
|
||||||
regressions.append(plys)
|
|
||||||
|
|
||||||
if 'sig' in args: # formula: a tanh (b(x + c)) + d
|
|
||||||
|
|
||||||
try:
|
|
||||||
|
|
||||||
def func(x, a, b, c, d):
|
|
||||||
|
|
||||||
return a * np.tanh(b*(x + c)) + d
|
|
||||||
|
|
||||||
popt, pcov = scipy.optimize.curve_fit(func, X, y)
|
|
||||||
|
|
||||||
regressions.append((popt.flatten().tolist(), None))
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
|
|
||||||
pass
|
|
||||||
|
|
||||||
return regressions
|
|
||||||
|
|
||||||
class Metrics:
|
|
||||||
|
|
||||||
def elo(self, starting_score, opposing_score, observed, N, K):
|
|
||||||
|
|
||||||
return Elo.calculate(starting_score, opposing_score, observed, N, K)
|
|
||||||
|
|
||||||
def glicko2(self, starting_score, starting_rd, starting_vol, opposing_score, opposing_rd, observations):
|
|
||||||
|
|
||||||
player = Glicko2.Glicko2(rating = starting_score, rd = starting_rd, vol = starting_vol)
|
|
||||||
|
|
||||||
player.update_player([x for x in opposing_score], [x for x in opposing_rd], observations)
|
|
||||||
|
|
||||||
return (player.rating, player.rd, player.vol)
|
|
||||||
|
|
||||||
def trueskill(self, teams_data, observations): # teams_data is array of array of tuples ie. [[(mu, sigma), (mu, sigma), (mu, sigma)], [(mu, sigma), (mu, sigma), (mu, sigma)]]
|
|
||||||
|
|
||||||
team_ratings = []
|
|
||||||
|
|
||||||
for team in teams_data:
|
|
||||||
team_temp = ()
|
|
||||||
for player in team:
|
|
||||||
player = Trueskill.Rating(player[0], player[1])
|
|
||||||
team_temp = team_temp + (player,)
|
|
||||||
team_ratings.append(team_temp)
|
|
||||||
|
|
||||||
return Trueskill.rate(team_ratings, ranks=observations)
|
|
||||||
|
|
||||||
class RegressionMetrics():
|
|
||||||
|
|
||||||
def __new__(cls, predictions, targets):
|
|
||||||
|
|
||||||
return cls.r_squared(cls, predictions, targets), cls.mse(cls, predictions, targets), cls.rms(cls, predictions, targets)
|
|
||||||
|
|
||||||
def r_squared(self, predictions, targets): # assumes equal size inputs
|
|
||||||
|
|
||||||
return sklearn.metrics.r2_score(targets, predictions)
|
|
||||||
|
|
||||||
def mse(self, predictions, targets):
|
|
||||||
|
|
||||||
return sklearn.metrics.mean_squared_error(targets, predictions)
|
|
||||||
|
|
||||||
def rms(self, predictions, targets):
|
|
||||||
|
|
||||||
return math.sqrt(sklearn.metrics.mean_squared_error(targets, predictions))
|
|
||||||
|
|
||||||
class ClassificationMetrics():
|
|
||||||
|
|
||||||
def __new__(cls, predictions, targets):
|
|
||||||
|
|
||||||
return cls.cm(cls, predictions, targets), cls.cr(cls, predictions, targets)
|
|
||||||
|
|
||||||
def cm(self, predictions, targets):
|
|
||||||
|
|
||||||
return sklearn.metrics.confusion_matrix(targets, predictions)
|
|
||||||
|
|
||||||
def cr(self, predictions, targets):
|
|
||||||
|
|
||||||
return sklearn.metrics.classification_report(targets, predictions)
|
|
||||||
|
|
||||||
@jit(nopython=True)
|
|
||||||
def mean(data):
|
|
||||||
|
|
||||||
return np.mean(data)
|
|
||||||
|
|
||||||
@jit(nopython=True)
|
|
||||||
def median(data):
|
|
||||||
|
|
||||||
return np.median(data)
|
|
||||||
|
|
||||||
@jit(nopython=True)
|
|
||||||
def stdev(data):
|
|
||||||
|
|
||||||
return np.std(data)
|
|
||||||
|
|
||||||
@jit(nopython=True)
|
|
||||||
def variance(data):
|
|
||||||
|
|
||||||
return np.var(data)
|
|
||||||
|
|
||||||
@jit(nopython=True)
|
|
||||||
def npmin(data):
|
|
||||||
|
|
||||||
return np.amin(data)
|
|
||||||
|
|
||||||
@jit(nopython=True)
|
|
||||||
def npmax(data):
|
|
||||||
|
|
||||||
return np.amax(data)
|
|
||||||
|
|
||||||
@jit(forceobj=True)
|
|
||||||
def kmeans(data, n_clusters=8, init="k-means++", n_init=10, max_iter=300, tol=0.0001, precompute_distances="auto", verbose=0, random_state=None, copy_x=True, n_jobs=None, algorithm="auto"):
|
|
||||||
|
|
||||||
kernel = sklearn.cluster.KMeans(n_clusters = n_clusters, init = init, n_init = n_init, max_iter = max_iter, tol = tol, precompute_distances = precompute_distances, verbose = verbose, random_state = random_state, copy_x = copy_x, n_jobs = n_jobs, algorithm = algorithm)
|
|
||||||
kernel.fit(data)
|
|
||||||
predictions = kernel.predict(data)
|
|
||||||
centers = kernel.cluster_centers_
|
|
||||||
|
|
||||||
return centers, predictions
|
|
||||||
|
|
||||||
@jit(forceobj=True)
|
|
||||||
def pca(data, n_components = None, copy = True, whiten = False, svd_solver = "auto", tol = 0.0, iterated_power = "auto", random_state = None):
|
|
||||||
|
|
||||||
kernel = sklearn.decomposition.PCA(n_components = n_components, copy = copy, whiten = whiten, svd_solver = svd_solver, tol = tol, iterated_power = iterated_power, random_state = random_state)
|
|
||||||
|
|
||||||
return kernel.fit_transform(data)
|
|
||||||
|
|
||||||
@jit(forceobj=True)
|
|
||||||
def decisiontree(data, labels, test_size = 0.3, criterion = "gini", splitter = "default", max_depth = None): #expects *2d data and 1d labels
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.tree.DecisionTreeClassifier(criterion = criterion, splitter = splitter, max_depth = max_depth)
|
|
||||||
model = model.fit(data_train,labels_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
metrics = ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
return model, metrics
|
|
||||||
|
|
||||||
class KNN:
|
|
||||||
|
|
||||||
def knn_classifier(self, data, labels, test_size = 0.3, algorithm='auto', leaf_size=30, metric='minkowski', metric_params=None, n_jobs=None, n_neighbors=5, p=2, weights='uniform'): #expects *2d data and 1d labels post-scaling
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.neighbors.KNeighborsClassifier()
|
|
||||||
model.fit(data_train, labels_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
|
|
||||||
return model, ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
def knn_regressor(self, data, outputs, test_size, n_neighbors = 5, weights = "uniform", algorithm = "auto", leaf_size = 30, p = 2, metric = "minkowski", metric_params = None, n_jobs = None):
|
|
||||||
|
|
||||||
data_train, data_test, outputs_train, outputs_test = sklearn.model_selection.train_test_split(data, outputs, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.neighbors.KNeighborsRegressor(n_neighbors = n_neighbors, weights = weights, algorithm = algorithm, leaf_size = leaf_size, p = p, metric = metric, metric_params = metric_params, n_jobs = n_jobs)
|
|
||||||
model.fit(data_train, outputs_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
|
|
||||||
return model, RegressionMetrics(predictions, outputs_test)
|
|
||||||
|
|
||||||
class NaiveBayes:
|
|
||||||
|
|
||||||
def guassian(self, data, labels, test_size = 0.3, priors = None, var_smoothing = 1e-09):
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.naive_bayes.GaussianNB(priors = priors, var_smoothing = var_smoothing)
|
|
||||||
model.fit(data_train, labels_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
|
|
||||||
return model, ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
def multinomial(self, data, labels, test_size = 0.3, alpha=1.0, fit_prior=True, class_prior=None):
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.naive_bayes.MultinomialNB(alpha = alpha, fit_prior = fit_prior, class_prior = class_prior)
|
|
||||||
model.fit(data_train, labels_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
|
|
||||||
return model, ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
def bernoulli(self, data, labels, test_size = 0.3, alpha=1.0, binarize=0.0, fit_prior=True, class_prior=None):
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.naive_bayes.BernoulliNB(alpha = alpha, binarize = binarize, fit_prior = fit_prior, class_prior = class_prior)
|
|
||||||
model.fit(data_train, labels_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
|
|
||||||
return model, ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
def complement(self, data, labels, test_size = 0.3, alpha=1.0, fit_prior=True, class_prior=None, norm=False):
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
model = sklearn.naive_bayes.ComplementNB(alpha = alpha, fit_prior = fit_prior, class_prior = class_prior, norm = norm)
|
|
||||||
model.fit(data_train, labels_train)
|
|
||||||
predictions = model.predict(data_test)
|
|
||||||
|
|
||||||
return model, ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
class SVM:
|
|
||||||
|
|
||||||
class CustomKernel:
|
|
||||||
|
|
||||||
def __new__(cls, C, kernel, degre, gamma, coef0, shrinking, probability, tol, cache_size, class_weight, verbose, max_iter, decision_function_shape, random_state):
|
|
||||||
|
|
||||||
return sklearn.svm.SVC(C = C, kernel = kernel, gamma = gamma, coef0 = coef0, shrinking = shrinking, probability = probability, tol = tol, cache_size = cache_size, class_weight = class_weight, verbose = verbose, max_iter = max_iter, decision_function_shape = decision_function_shape, random_state = random_state)
|
|
||||||
|
|
||||||
class StandardKernel:
|
|
||||||
|
|
||||||
def __new__(cls, kernel, C=1.0, degree=3, gamma='auto_deprecated', coef0=0.0, shrinking=True, probability=False, tol=0.001, cache_size=200, class_weight=None, verbose=False, max_iter=-1, decision_function_shape='ovr', random_state=None):
|
|
||||||
|
|
||||||
return sklearn.svm.SVC(C = C, kernel = kernel, gamma = gamma, coef0 = coef0, shrinking = shrinking, probability = probability, tol = tol, cache_size = cache_size, class_weight = class_weight, verbose = verbose, max_iter = max_iter, decision_function_shape = decision_function_shape, random_state = random_state)
|
|
||||||
|
|
||||||
class PrebuiltKernel:
|
|
||||||
|
|
||||||
class Linear:
|
|
||||||
|
|
||||||
def __new__(cls):
|
|
||||||
|
|
||||||
return sklearn.svm.SVC(kernel = 'linear')
|
|
||||||
|
|
||||||
class Polynomial:
|
|
||||||
|
|
||||||
def __new__(cls, power, r_bias):
|
|
||||||
|
|
||||||
return sklearn.svm.SVC(kernel = 'polynomial', degree = power, coef0 = r_bias)
|
|
||||||
|
|
||||||
class RBF:
|
|
||||||
|
|
||||||
def __new__(cls, gamma):
|
|
||||||
|
|
||||||
return sklearn.svm.SVC(kernel = 'rbf', gamma = gamma)
|
|
||||||
|
|
||||||
class Sigmoid:
|
|
||||||
|
|
||||||
def __new__(cls, r_bias):
|
|
||||||
|
|
||||||
return sklearn.svm.SVC(kernel = 'sigmoid', coef0 = r_bias)
|
|
||||||
|
|
||||||
def fit(self, kernel, train_data, train_outputs): # expects *2d data, 1d labels or outputs
|
|
||||||
|
|
||||||
return kernel.fit(train_data, train_outputs)
|
|
||||||
|
|
||||||
def eval_classification(self, kernel, test_data, test_outputs):
|
|
||||||
|
|
||||||
predictions = kernel.predict(test_data)
|
|
||||||
|
|
||||||
return ClassificationMetrics(predictions, test_outputs)
|
|
||||||
|
|
||||||
def eval_regression(self, kernel, test_data, test_outputs):
|
|
||||||
|
|
||||||
predictions = kernel.predict(test_data)
|
|
||||||
|
|
||||||
return RegressionMetrics(predictions, test_outputs)
|
|
||||||
|
|
||||||
def random_forest_classifier(data, labels, test_size, n_estimators="warn", criterion="gini", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features="auto", max_leaf_nodes=None, min_impurity_decrease=0.0, min_impurity_split=None, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, class_weight=None):
|
|
||||||
|
|
||||||
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
|
|
||||||
kernel = sklearn.ensemble.RandomForestClassifier(n_estimators = n_estimators, criterion = criterion, max_depth = max_depth, min_samples_split = min_samples_split, min_samples_leaf = min_samples_leaf, min_weight_fraction_leaf = min_weight_fraction_leaf, max_leaf_nodes = max_leaf_nodes, min_impurity_decrease = min_impurity_decrease, bootstrap = bootstrap, oob_score = oob_score, n_jobs = n_jobs, random_state = random_state, verbose = verbose, warm_start = warm_start, class_weight = class_weight)
|
|
||||||
kernel.fit(data_train, labels_train)
|
|
||||||
predictions = kernel.predict(data_test)
|
|
||||||
|
|
||||||
return kernel, ClassificationMetrics(predictions, labels_test)
|
|
||||||
|
|
||||||
def random_forest_regressor(data, outputs, test_size, n_estimators="warn", criterion="mse", max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features="auto", max_leaf_nodes=None, min_impurity_decrease=0.0, min_impurity_split=None, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False):
|
|
||||||
|
|
||||||
data_train, data_test, outputs_train, outputs_test = sklearn.model_selection.train_test_split(data, outputs, test_size=test_size, random_state=1)
|
|
||||||
kernel = sklearn.ensemble.RandomForestRegressor(n_estimators = n_estimators, criterion = criterion, max_depth = max_depth, min_samples_split = min_samples_split, min_weight_fraction_leaf = min_weight_fraction_leaf, max_features = max_features, max_leaf_nodes = max_leaf_nodes, min_impurity_decrease = min_impurity_decrease, min_impurity_split = min_impurity_split, bootstrap = bootstrap, oob_score = oob_score, n_jobs = n_jobs, random_state = random_state, verbose = verbose, warm_start = warm_start)
|
|
||||||
kernel.fit(data_train, outputs_train)
|
|
||||||
predictions = kernel.predict(data_test)
|
|
||||||
|
|
||||||
return kernel, RegressionMetrics(predictions, outputs_test)
|
|
||||||
|
|
||||||
class CorrelationTests:
|
|
||||||
|
|
||||||
def anova_oneway(self, *args): #expects arrays of samples
|
|
||||||
|
|
||||||
results = scipy.stats.f_oneway(*args)
|
|
||||||
return {"F-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def pearson(self, x, y):
|
|
||||||
|
|
||||||
results = scipy.stats.pearsonr(x, y)
|
|
||||||
return {"r-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def spearman(self, a, b = None, axis = 0, nan_policy = 'propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.spearmanr(a, b = b, axis = axis, nan_policy = nan_policy)
|
|
||||||
return {"r-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def point_biserial(self, x,y):
|
|
||||||
|
|
||||||
results = scipy.stats.pointbiserialr(x, y)
|
|
||||||
return {"r-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def kendall(self, x, y, initial_lexsort = None, nan_policy = 'propagate', method = 'auto'):
|
|
||||||
|
|
||||||
results = scipy.stats.kendalltau(x, y, initial_lexsort = initial_lexsort, nan_policy = nan_policy, method = method)
|
|
||||||
return {"tau": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def kendall_weighted(self, x, y, rank = True, weigher = None, additive = True):
|
|
||||||
|
|
||||||
results = scipy.stats.weightedtau(x, y, rank = rank, weigher = weigher, additive = additive)
|
|
||||||
return {"tau": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def mgc(self, x, y, compute_distance = None, reps = 1000, workers = 1, is_twosamp = False, random_state = None):
|
|
||||||
|
|
||||||
results = scipy.stats.multiscale_graphcorr(x, y, compute_distance = compute_distance, reps = reps, workers = workers, is_twosamp = is_twosamp, random_state = random_state)
|
|
||||||
return {"k-value": results[0], "p-value": results[1], "data": results[2]} # unsure if MGC test returns a k value
|
|
||||||
|
|
||||||
class StatisticalTests:
|
|
||||||
|
|
||||||
def ttest_onesample(self, a, popmean, axis = 0, nan_policy = 'propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.ttest_1samp(a, popmean, axis = axis, nan_policy = nan_policy)
|
|
||||||
return {"t-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def ttest_independent(self, a, b, equal = True, nan_policy = 'propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.ttest_ind(a, b, equal_var = equal, nan_policy = nan_policy)
|
|
||||||
return {"t-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def ttest_statistic(self, o1, o2, equal = True):
|
|
||||||
|
|
||||||
results = scipy.stats.ttest_ind_from_stats(o1["mean"], o1["std"], o1["nobs"], o2["mean"], o2["std"], o2["nobs"], equal_var = equal)
|
|
||||||
return {"t-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def ttest_related(self, a, b, axis = 0, nan_policy='propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.ttest_rel(a, b, axis = axis, nan_policy = nan_policy)
|
|
||||||
return {"t-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def ks_fitness(self, rvs, cdf, args = (), N = 20, alternative = 'two-sided', mode = 'approx'):
|
|
||||||
|
|
||||||
results = scipy.stats.kstest(rvs, cdf, args = args, N = N, alternative = alternative, mode = mode)
|
|
||||||
return {"ks-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def chisquare(self, f_obs, f_exp = None, ddof = None, axis = 0):
|
|
||||||
|
|
||||||
results = scipy.stats.chisquare(f_obs, f_exp = f_exp, ddof = ddof, axis = axis)
|
|
||||||
return {"chisquared-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def powerdivergence(self, f_obs, f_exp = None, ddof = None, axis = 0, lambda_ = None):
|
|
||||||
|
|
||||||
results = scipy.stats.power_divergence(f_obs, f_exp = f_exp, ddof = ddof, axis = axis, lambda_ = lambda_)
|
|
||||||
return {"powerdivergence-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def ks_twosample(self, x, y, alternative = 'two_sided', mode = 'auto'):
|
|
||||||
|
|
||||||
results = scipy.stats.ks_2samp(x, y, alternative = alternative, mode = mode)
|
|
||||||
return {"ks-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def es_twosample(self, x, y, t = (0.4, 0.8)):
|
|
||||||
|
|
||||||
results = scipy.stats.epps_singleton_2samp(x, y, t = t)
|
|
||||||
return {"es-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def mw_rank(self, x, y, use_continuity = True, alternative = None):
|
|
||||||
|
|
||||||
results = scipy.stats.mannwhitneyu(x, y, use_continuity = use_continuity, alternative = alternative)
|
|
||||||
return {"u-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def mw_tiecorrection(self, rank_values):
|
|
||||||
|
|
||||||
results = scipy.stats.tiecorrect(rank_values)
|
|
||||||
return {"correction-factor": results}
|
|
||||||
|
|
||||||
def rankdata(self, a, method = 'average'):
|
|
||||||
|
|
||||||
results = scipy.stats.rankdata(a, method = method)
|
|
||||||
return results
|
|
||||||
|
|
||||||
def wilcoxon_ranksum(self, a, b): # this seems to be superceded by Mann Whitney Wilcoxon U Test
|
|
||||||
|
|
||||||
results = scipy.stats.ranksums(a, b)
|
|
||||||
return {"u-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def wilcoxon_signedrank(self, x, y = None, zero_method = 'wilcox', correction = False, alternative = 'two-sided'):
|
|
||||||
|
|
||||||
results = scipy.stats.wilcoxon(x, y = y, zero_method = zero_method, correction = correction, alternative = alternative)
|
|
||||||
return {"t-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def kw_htest(self, *args, nan_policy = 'propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.kruskal(*args, nan_policy = nan_policy)
|
|
||||||
return {"h-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def friedman_chisquare(self, *args):
|
|
||||||
|
|
||||||
results = scipy.stats.friedmanchisquare(*args)
|
|
||||||
return {"chisquared-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def bm_wtest(self, x, y, alternative = 'two-sided', distribution = 't', nan_policy = 'propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.brunnermunzel(x, y, alternative = alternative, distribution = distribution, nan_policy = nan_policy)
|
|
||||||
return {"w-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def combine_pvalues(self, pvalues, method = 'fisher', weights = None):
|
|
||||||
|
|
||||||
results = scipy.stats.combine_pvalues(pvalues, method = method, weights = weights)
|
|
||||||
return {"combined-statistic": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def jb_fitness(self, x):
|
|
||||||
|
|
||||||
results = scipy.stats.jarque_bera(x)
|
|
||||||
return {"jb-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def ab_equality(self, x, y):
|
|
||||||
|
|
||||||
results = scipy.stats.ansari(x, y)
|
|
||||||
return {"ab-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def bartlett_variance(self, *args):
|
|
||||||
|
|
||||||
results = scipy.stats.bartlett(*args)
|
|
||||||
return {"t-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def levene_variance(self, *args, center = 'median', proportiontocut = 0.05):
|
|
||||||
|
|
||||||
results = scipy.stats.levene(*args, center = center, proportiontocut = proportiontocut)
|
|
||||||
return {"w-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def sw_normality(self, x):
|
|
||||||
|
|
||||||
results = scipy.stats.shapiro(x)
|
|
||||||
return {"w-value": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def shapiro(self, x):
|
|
||||||
|
|
||||||
return "destroyed by facts and logic"
|
|
||||||
|
|
||||||
def ad_onesample(self, x, dist = 'norm'):
|
|
||||||
|
|
||||||
results = scipy.stats.anderson(x, dist = dist)
|
|
||||||
return {"d-value": results[0], "critical-values": results[1], "significance-value": results[2]}
|
|
||||||
|
|
||||||
def ad_ksample(self, samples, midrank = True):
|
|
||||||
|
|
||||||
results = scipy.stats.anderson_ksamp(samples, midrank = midrank)
|
|
||||||
return {"d-value": results[0], "critical-values": results[1], "significance-value": results[2]}
|
|
||||||
|
|
||||||
def binomial(self, x, n = None, p = 0.5, alternative = 'two-sided'):
|
|
||||||
|
|
||||||
results = scipy.stats.binom_test(x, n = n, p = p, alternative = alternative)
|
|
||||||
return {"p-value": results}
|
|
||||||
|
|
||||||
def fk_variance(self, *args, center = 'median', proportiontocut = 0.05):
|
|
||||||
|
|
||||||
results = scipy.stats.fligner(*args, center = center, proportiontocut = proportiontocut)
|
|
||||||
return {"h-value": results[0], "p-value": results[1]} # unknown if the statistic is an h value
|
|
||||||
|
|
||||||
def mood_mediantest(self, *args, ties = 'below', correction = True, lambda_ = 1, nan_policy = 'propagate'):
|
|
||||||
|
|
||||||
results = scipy.stats.median_test(*args, ties = ties, correction = correction, lambda_ = lambda_, nan_policy = nan_policy)
|
|
||||||
return {"chisquared-value": results[0], "p-value": results[1], "m-value": results[2], "table": results[3]}
|
|
||||||
|
|
||||||
def mood_equalscale(self, x, y, axis = 0):
|
|
||||||
|
|
||||||
results = scipy.stats.mood(x, y, axis = axis)
|
|
||||||
return {"z-score": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def skewtest(self, a, axis = 0, nan_policy = 'propogate'):
|
|
||||||
|
|
||||||
results = scipy.stats.skewtest(a, axis = axis, nan_policy = nan_policy)
|
|
||||||
return {"z-score": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def kurtosistest(self, a, axis = 0, nan_policy = 'propogate'):
|
|
||||||
|
|
||||||
results = scipy.stats.kurtosistest(a, axis = axis, nan_policy = nan_policy)
|
|
||||||
return {"z-score": results[0], "p-value": results[1]}
|
|
||||||
|
|
||||||
def normaltest(self, a, axis = 0, nan_policy = 'propogate'):
|
|
||||||
|
|
||||||
results = scipy.stats.normaltest(a, axis = axis, nan_policy = nan_policy)
|
|
||||||
return {"z-score": results[0], "p-value": results[1]}
|
|
@ -1,99 +0,0 @@
|
|||||||
import math
|
|
||||||
|
|
||||||
class Glicko2:
|
|
||||||
_tau = 0.5
|
|
||||||
|
|
||||||
def getRating(self):
|
|
||||||
return (self.__rating * 173.7178) + 1500
|
|
||||||
|
|
||||||
def setRating(self, rating):
|
|
||||||
self.__rating = (rating - 1500) / 173.7178
|
|
||||||
|
|
||||||
rating = property(getRating, setRating)
|
|
||||||
|
|
||||||
def getRd(self):
|
|
||||||
return self.__rd * 173.7178
|
|
||||||
|
|
||||||
def setRd(self, rd):
|
|
||||||
self.__rd = rd / 173.7178
|
|
||||||
|
|
||||||
rd = property(getRd, setRd)
|
|
||||||
|
|
||||||
def __init__(self, rating = 1500, rd = 350, vol = 0.06):
|
|
||||||
|
|
||||||
self.setRating(rating)
|
|
||||||
self.setRd(rd)
|
|
||||||
self.vol = vol
|
|
||||||
|
|
||||||
def _preRatingRD(self):
|
|
||||||
|
|
||||||
self.__rd = math.sqrt(math.pow(self.__rd, 2) + math.pow(self.vol, 2))
|
|
||||||
|
|
||||||
def update_player(self, rating_list, RD_list, outcome_list):
|
|
||||||
|
|
||||||
rating_list = [(x - 1500) / 173.7178 for x in rating_list]
|
|
||||||
RD_list = [x / 173.7178 for x in RD_list]
|
|
||||||
|
|
||||||
v = self._v(rating_list, RD_list)
|
|
||||||
self.vol = self._newVol(rating_list, RD_list, outcome_list, v)
|
|
||||||
self._preRatingRD()
|
|
||||||
|
|
||||||
self.__rd = 1 / math.sqrt((1 / math.pow(self.__rd, 2)) + (1 / v))
|
|
||||||
|
|
||||||
tempSum = 0
|
|
||||||
for i in range(len(rating_list)):
|
|
||||||
tempSum += self._g(RD_list[i]) * \
|
|
||||||
(outcome_list[i] - self._E(rating_list[i], RD_list[i]))
|
|
||||||
self.__rating += math.pow(self.__rd, 2) * tempSum
|
|
||||||
|
|
||||||
|
|
||||||
def _newVol(self, rating_list, RD_list, outcome_list, v):
|
|
||||||
|
|
||||||
i = 0
|
|
||||||
delta = self._delta(rating_list, RD_list, outcome_list, v)
|
|
||||||
a = math.log(math.pow(self.vol, 2))
|
|
||||||
tau = self._tau
|
|
||||||
x0 = a
|
|
||||||
x1 = 0
|
|
||||||
|
|
||||||
while x0 != x1:
|
|
||||||
# New iteration, so x(i) becomes x(i-1)
|
|
||||||
x0 = x1
|
|
||||||
d = math.pow(self.__rating, 2) + v + math.exp(x0)
|
|
||||||
h1 = -(x0 - a) / math.pow(tau, 2) - 0.5 * math.exp(x0) \
|
|
||||||
/ d + 0.5 * math.exp(x0) * math.pow(delta / d, 2)
|
|
||||||
h2 = -1 / math.pow(tau, 2) - 0.5 * math.exp(x0) * \
|
|
||||||
(math.pow(self.__rating, 2) + v) \
|
|
||||||
/ math.pow(d, 2) + 0.5 * math.pow(delta, 2) * math.exp(x0) \
|
|
||||||
* (math.pow(self.__rating, 2) + v - math.exp(x0)) / math.pow(d, 3)
|
|
||||||
x1 = x0 - (h1 / h2)
|
|
||||||
|
|
||||||
return math.exp(x1 / 2)
|
|
||||||
|
|
||||||
def _delta(self, rating_list, RD_list, outcome_list, v):
|
|
||||||
|
|
||||||
tempSum = 0
|
|
||||||
for i in range(len(rating_list)):
|
|
||||||
tempSum += self._g(RD_list[i]) * (outcome_list[i] - self._E(rating_list[i], RD_list[i]))
|
|
||||||
return v * tempSum
|
|
||||||
|
|
||||||
def _v(self, rating_list, RD_list):
|
|
||||||
|
|
||||||
tempSum = 0
|
|
||||||
for i in range(len(rating_list)):
|
|
||||||
tempE = self._E(rating_list[i], RD_list[i])
|
|
||||||
tempSum += math.pow(self._g(RD_list[i]), 2) * tempE * (1 - tempE)
|
|
||||||
return 1 / tempSum
|
|
||||||
|
|
||||||
def _E(self, p2rating, p2RD):
|
|
||||||
|
|
||||||
return 1 / (1 + math.exp(-1 * self._g(p2RD) * \
|
|
||||||
(self.__rating - p2rating)))
|
|
||||||
|
|
||||||
def _g(self, RD):
|
|
||||||
|
|
||||||
return 1 / math.sqrt(1 + 3 * math.pow(RD, 2) / math.pow(math.pi, 2))
|
|
||||||
|
|
||||||
def did_not_compete(self):
|
|
||||||
|
|
||||||
self._preRatingRD()
|
|
@ -1,7 +0,0 @@
|
|||||||
import numpy as np
|
|
||||||
|
|
||||||
def calculate(starting_score, opposing_score, observed, N, K):
|
|
||||||
|
|
||||||
expected = 1/(1+10**((np.array(opposing_score) - starting_score)/N))
|
|
||||||
|
|
||||||
return starting_score + K*(np.sum(observed) - np.sum(expected))
|
|
@ -1,99 +0,0 @@
|
|||||||
import math
|
|
||||||
|
|
||||||
class Glicko2:
|
|
||||||
_tau = 0.5
|
|
||||||
|
|
||||||
def getRating(self):
|
|
||||||
return (self.__rating * 173.7178) + 1500
|
|
||||||
|
|
||||||
def setRating(self, rating):
|
|
||||||
self.__rating = (rating - 1500) / 173.7178
|
|
||||||
|
|
||||||
rating = property(getRating, setRating)
|
|
||||||
|
|
||||||
def getRd(self):
|
|
||||||
return self.__rd * 173.7178
|
|
||||||
|
|
||||||
def setRd(self, rd):
|
|
||||||
self.__rd = rd / 173.7178
|
|
||||||
|
|
||||||
rd = property(getRd, setRd)
|
|
||||||
|
|
||||||
def __init__(self, rating = 1500, rd = 350, vol = 0.06):
|
|
||||||
|
|
||||||
self.setRating(rating)
|
|
||||||
self.setRd(rd)
|
|
||||||
self.vol = vol
|
|
||||||
|
|
||||||
def _preRatingRD(self):
|
|
||||||
|
|
||||||
self.__rd = math.sqrt(math.pow(self.__rd, 2) + math.pow(self.vol, 2))
|
|
||||||
|
|
||||||
def update_player(self, rating_list, RD_list, outcome_list):
|
|
||||||
|
|
||||||
rating_list = [(x - 1500) / 173.7178 for x in rating_list]
|
|
||||||
RD_list = [x / 173.7178 for x in RD_list]
|
|
||||||
|
|
||||||
v = self._v(rating_list, RD_list)
|
|
||||||
self.vol = self._newVol(rating_list, RD_list, outcome_list, v)
|
|
||||||
self._preRatingRD()
|
|
||||||
|
|
||||||
self.__rd = 1 / math.sqrt((1 / math.pow(self.__rd, 2)) + (1 / v))
|
|
||||||
|
|
||||||
tempSum = 0
|
|
||||||
for i in range(len(rating_list)):
|
|
||||||
tempSum += self._g(RD_list[i]) * \
|
|
||||||
(outcome_list[i] - self._E(rating_list[i], RD_list[i]))
|
|
||||||
self.__rating += math.pow(self.__rd, 2) * tempSum
|
|
||||||
|
|
||||||
|
|
||||||
def _newVol(self, rating_list, RD_list, outcome_list, v):
|
|
||||||
|
|
||||||
i = 0
|
|
||||||
delta = self._delta(rating_list, RD_list, outcome_list, v)
|
|
||||||
a = math.log(math.pow(self.vol, 2))
|
|
||||||
tau = self._tau
|
|
||||||
x0 = a
|
|
||||||
x1 = 0
|
|
||||||
|
|
||||||
while x0 != x1:
|
|
||||||
# New iteration, so x(i) becomes x(i-1)
|
|
||||||
x0 = x1
|
|
||||||
d = math.pow(self.__rating, 2) + v + math.exp(x0)
|
|
||||||
h1 = -(x0 - a) / math.pow(tau, 2) - 0.5 * math.exp(x0) \
|
|
||||||
/ d + 0.5 * math.exp(x0) * math.pow(delta / d, 2)
|
|
||||||
h2 = -1 / math.pow(tau, 2) - 0.5 * math.exp(x0) * \
|
|
||||||
(math.pow(self.__rating, 2) + v) \
|
|
||||||
/ math.pow(d, 2) + 0.5 * math.pow(delta, 2) * math.exp(x0) \
|
|
||||||
* (math.pow(self.__rating, 2) + v - math.exp(x0)) / math.pow(d, 3)
|
|
||||||
x1 = x0 - (h1 / h2)
|
|
||||||
|
|
||||||
return math.exp(x1 / 2)
|
|
||||||
|
|
||||||
def _delta(self, rating_list, RD_list, outcome_list, v):
|
|
||||||
|
|
||||||
tempSum = 0
|
|
||||||
for i in range(len(rating_list)):
|
|
||||||
tempSum += self._g(RD_list[i]) * (outcome_list[i] - self._E(rating_list[i], RD_list[i]))
|
|
||||||
return v * tempSum
|
|
||||||
|
|
||||||
def _v(self, rating_list, RD_list):
|
|
||||||
|
|
||||||
tempSum = 0
|
|
||||||
for i in range(len(rating_list)):
|
|
||||||
tempE = self._E(rating_list[i], RD_list[i])
|
|
||||||
tempSum += math.pow(self._g(RD_list[i]), 2) * tempE * (1 - tempE)
|
|
||||||
return 1 / tempSum
|
|
||||||
|
|
||||||
def _E(self, p2rating, p2RD):
|
|
||||||
|
|
||||||
return 1 / (1 + math.exp(-1 * self._g(p2RD) * \
|
|
||||||
(self.__rating - p2rating)))
|
|
||||||
|
|
||||||
def _g(self, RD):
|
|
||||||
|
|
||||||
return 1 / math.sqrt(1 + 3 * math.pow(RD, 2) / math.pow(math.pi, 2))
|
|
||||||
|
|
||||||
def did_not_compete(self):
|
|
||||||
|
|
||||||
self._preRatingRD()
|
|
@ -1,907 +0,0 @@
|
|||||||
from __future__ import absolute_import
|
|
||||||
|
|
||||||
from itertools import chain
|
|
||||||
import math
|
|
||||||
|
|
||||||
from six import iteritems
|
|
||||||
from six.moves import map, range, zip
|
|
||||||
from six import iterkeys
|
|
||||||
|
|
||||||
import copy
|
|
||||||
try:
|
|
||||||
from numbers import Number
|
|
||||||
except ImportError:
|
|
||||||
Number = (int, long, float, complex)
|
|
||||||
|
|
||||||
inf = float('inf')
|
|
||||||
|
|
||||||
class Gaussian(object):
|
|
||||||
#: Precision, the inverse of the variance.
|
|
||||||
pi = 0
|
|
||||||
#: Precision adjusted mean, the precision multiplied by the mean.
|
|
||||||
tau = 0
|
|
||||||
|
|
||||||
def __init__(self, mu=None, sigma=None, pi=0, tau=0):
|
|
||||||
if mu is not None:
|
|
||||||
if sigma is None:
|
|
||||||
raise TypeError('sigma argument is needed')
|
|
||||||
elif sigma == 0:
|
|
||||||
raise ValueError('sigma**2 should be greater than 0')
|
|
||||||
pi = sigma ** -2
|
|
||||||
tau = pi * mu
|
|
||||||
self.pi = pi
|
|
||||||
self.tau = tau
|
|
||||||
|
|
||||||
@property
|
|
||||||
def mu(self):
|
|
||||||
return self.pi and self.tau / self.pi
|
|
||||||
|
|
||||||
@property
|
|
||||||
def sigma(self):
|
|
||||||
return math.sqrt(1 / self.pi) if self.pi else inf
|
|
||||||
|
|
||||||
def __mul__(self, other):
|
|
||||||
pi, tau = self.pi + other.pi, self.tau + other.tau
|
|
||||||
return Gaussian(pi=pi, tau=tau)
|
|
||||||
|
|
||||||
def __truediv__(self, other):
|
|
||||||
pi, tau = self.pi - other.pi, self.tau - other.tau
|
|
||||||
return Gaussian(pi=pi, tau=tau)
|
|
||||||
|
|
||||||
__div__ = __truediv__ # for Python 2
|
|
||||||
|
|
||||||
def __eq__(self, other):
|
|
||||||
return self.pi == other.pi and self.tau == other.tau
|
|
||||||
|
|
||||||
def __lt__(self, other):
|
|
||||||
return self.mu < other.mu
|
|
||||||
|
|
||||||
def __le__(self, other):
|
|
||||||
return self.mu <= other.mu
|
|
||||||
|
|
||||||
def __gt__(self, other):
|
|
||||||
return self.mu > other.mu
|
|
||||||
|
|
||||||
def __ge__(self, other):
|
|
||||||
return self.mu >= other.mu
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
return 'N(mu={:.3f}, sigma={:.3f})'.format(self.mu, self.sigma)
|
|
||||||
|
|
||||||
def _repr_latex_(self):
|
|
||||||
latex = r'\mathcal{{ N }}( {:.3f}, {:.3f}^2 )'.format(self.mu, self.sigma)
|
|
||||||
return '$%s$' % latex
|
|
||||||
|
|
||||||
class Matrix(list):
|
|
||||||
def __init__(self, src, height=None, width=None):
|
|
||||||
if callable(src):
|
|
||||||
f, src = src, {}
|
|
||||||
size = [height, width]
|
|
||||||
if not height:
|
|
||||||
def set_height(height):
|
|
||||||
size[0] = height
|
|
||||||
size[0] = set_height
|
|
||||||
if not width:
|
|
||||||
def set_width(width):
|
|
||||||
size[1] = width
|
|
||||||
size[1] = set_width
|
|
||||||
try:
|
|
||||||
for (r, c), val in f(*size):
|
|
||||||
src[r, c] = val
|
|
||||||
except TypeError:
|
|
||||||
raise TypeError('A callable src must return an interable '
|
|
||||||
'which generates a tuple containing '
|
|
||||||
'coordinate and value')
|
|
||||||
height, width = tuple(size)
|
|
||||||
if height is None or width is None:
|
|
||||||
raise TypeError('A callable src must call set_height and '
|
|
||||||
'set_width if the size is non-deterministic')
|
|
||||||
if isinstance(src, list):
|
|
||||||
is_number = lambda x: isinstance(x, Number)
|
|
||||||
unique_col_sizes = set(map(len, src))
|
|
||||||
everything_are_number = filter(is_number, sum(src, []))
|
|
||||||
if len(unique_col_sizes) != 1 or not everything_are_number:
|
|
||||||
raise ValueError('src must be a rectangular array of numbers')
|
|
||||||
two_dimensional_array = src
|
|
||||||
elif isinstance(src, dict):
|
|
||||||
if not height or not width:
|
|
||||||
w = h = 0
|
|
||||||
for r, c in iterkeys(src):
|
|
||||||
if not height:
|
|
||||||
h = max(h, r + 1)
|
|
||||||
if not width:
|
|
||||||
w = max(w, c + 1)
|
|
||||||
if not height:
|
|
||||||
height = h
|
|
||||||
if not width:
|
|
||||||
width = w
|
|
||||||
two_dimensional_array = []
|
|
||||||
for r in range(height):
|
|
||||||
row = []
|
|
||||||
two_dimensional_array.append(row)
|
|
||||||
for c in range(width):
|
|
||||||
row.append(src.get((r, c), 0))
|
|
||||||
else:
|
|
||||||
raise TypeError('src must be a list or dict or callable')
|
|
||||||
super(Matrix, self).__init__(two_dimensional_array)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def height(self):
|
|
||||||
return len(self)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def width(self):
|
|
||||||
return len(self[0])
|
|
||||||
|
|
||||||
def transpose(self):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
src = {}
|
|
||||||
for c in range(width):
|
|
||||||
for r in range(height):
|
|
||||||
src[c, r] = self[r][c]
|
|
||||||
return type(self)(src, height=width, width=height)
|
|
||||||
|
|
||||||
def minor(self, row_n, col_n):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if not (0 <= row_n < height):
|
|
||||||
raise ValueError('row_n should be between 0 and %d' % height)
|
|
||||||
elif not (0 <= col_n < width):
|
|
||||||
raise ValueError('col_n should be between 0 and %d' % width)
|
|
||||||
two_dimensional_array = []
|
|
||||||
for r in range(height):
|
|
||||||
if r == row_n:
|
|
||||||
continue
|
|
||||||
row = []
|
|
||||||
two_dimensional_array.append(row)
|
|
||||||
for c in range(width):
|
|
||||||
if c == col_n:
|
|
||||||
continue
|
|
||||||
row.append(self[r][c])
|
|
||||||
return type(self)(two_dimensional_array)
|
|
||||||
|
|
||||||
def determinant(self):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if height != width:
|
|
||||||
raise ValueError('Only square matrix can calculate a determinant')
|
|
||||||
tmp, rv = copy.deepcopy(self), 1.
|
|
||||||
for c in range(width - 1, 0, -1):
|
|
||||||
pivot, r = max((abs(tmp[r][c]), r) for r in range(c + 1))
|
|
||||||
pivot = tmp[r][c]
|
|
||||||
if not pivot:
|
|
||||||
return 0.
|
|
||||||
tmp[r], tmp[c] = tmp[c], tmp[r]
|
|
||||||
if r != c:
|
|
||||||
rv = -rv
|
|
||||||
rv *= pivot
|
|
||||||
fact = -1. / pivot
|
|
||||||
for r in range(c):
|
|
||||||
f = fact * tmp[r][c]
|
|
||||||
for x in range(c):
|
|
||||||
tmp[r][x] += f * tmp[c][x]
|
|
||||||
return rv * tmp[0][0]
|
|
||||||
|
|
||||||
def adjugate(self):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if height != width:
|
|
||||||
raise ValueError('Only square matrix can be adjugated')
|
|
||||||
if height == 2:
|
|
||||||
a, b = self[0][0], self[0][1]
|
|
||||||
c, d = self[1][0], self[1][1]
|
|
||||||
return type(self)([[d, -b], [-c, a]])
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
sign = -1 if (r + c) % 2 else 1
|
|
||||||
src[r, c] = self.minor(r, c).determinant() * sign
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def inverse(self):
|
|
||||||
if self.height == self.width == 1:
|
|
||||||
return type(self)([[1. / self[0][0]]])
|
|
||||||
return (1. / self.determinant()) * self.adjugate()
|
|
||||||
|
|
||||||
def __add__(self, other):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if (height, width) != (other.height, other.width):
|
|
||||||
raise ValueError('Must be same size')
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
src[r, c] = self[r][c] + other[r][c]
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def __mul__(self, other):
|
|
||||||
if self.width != other.height:
|
|
||||||
raise ValueError('Bad size')
|
|
||||||
height, width = self.height, other.width
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
src[r, c] = sum(self[r][x] * other[x][c]
|
|
||||||
for x in range(self.width))
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def __rmul__(self, other):
|
|
||||||
if not isinstance(other, Number):
|
|
||||||
raise TypeError('The operand should be a number')
|
|
||||||
height, width = self.height, self.width
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
src[r, c] = other * self[r][c]
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
return '{}({})'.format(type(self).__name__, super(Matrix, self).__repr__())
|
|
||||||
|
|
||||||
def _repr_latex_(self):
|
|
||||||
rows = [' && '.join(['%.3f' % cell for cell in row]) for row in self]
|
|
||||||
latex = r'\begin{matrix} %s \end{matrix}' % r'\\'.join(rows)
|
|
||||||
return '$%s$' % latex
|
|
||||||
|
|
||||||
def _gen_erfcinv(erfc, math=math):
|
|
||||||
def erfcinv(y):
|
|
||||||
"""The inverse function of erfc."""
|
|
||||||
if y >= 2:
|
|
||||||
return -100.
|
|
||||||
elif y <= 0:
|
|
||||||
return 100.
|
|
||||||
zero_point = y < 1
|
|
||||||
if not zero_point:
|
|
||||||
y = 2 - y
|
|
||||||
t = math.sqrt(-2 * math.log(y / 2.))
|
|
||||||
x = -0.70711 * \
|
|
||||||
((2.30753 + t * 0.27061) / (1. + t * (0.99229 + t * 0.04481)) - t)
|
|
||||||
for i in range(2):
|
|
||||||
err = erfc(x) - y
|
|
||||||
x += err / (1.12837916709551257 * math.exp(-(x ** 2)) - x * err)
|
|
||||||
return x if zero_point else -x
|
|
||||||
return erfcinv
|
|
||||||
|
|
||||||
def _gen_ppf(erfc, math=math):
|
|
||||||
erfcinv = _gen_erfcinv(erfc, math)
|
|
||||||
def ppf(x, mu=0, sigma=1):
|
|
||||||
return mu - sigma * math.sqrt(2) * erfcinv(2 * x)
|
|
||||||
return ppf
|
|
||||||
|
|
||||||
def erfc(x):
|
|
||||||
z = abs(x)
|
|
||||||
t = 1. / (1. + z / 2.)
|
|
||||||
r = t * math.exp(-z * z - 1.26551223 + t * (1.00002368 + t * (
|
|
||||||
0.37409196 + t * (0.09678418 + t * (-0.18628806 + t * (
|
|
||||||
0.27886807 + t * (-1.13520398 + t * (1.48851587 + t * (
|
|
||||||
-0.82215223 + t * 0.17087277
|
|
||||||
)))
|
|
||||||
)))
|
|
||||||
)))
|
|
||||||
return 2. - r if x < 0 else r
|
|
||||||
|
|
||||||
def cdf(x, mu=0, sigma=1):
|
|
||||||
return 0.5 * erfc(-(x - mu) / (sigma * math.sqrt(2)))
|
|
||||||
|
|
||||||
|
|
||||||
def pdf(x, mu=0, sigma=1):
|
|
||||||
return (1 / math.sqrt(2 * math.pi) * abs(sigma) *
|
|
||||||
math.exp(-(((x - mu) / abs(sigma)) ** 2 / 2)))
|
|
||||||
|
|
||||||
ppf = _gen_ppf(erfc)
|
|
||||||
|
|
||||||
def choose_backend(backend):
|
|
||||||
if backend is None: # fallback
|
|
||||||
return cdf, pdf, ppf
|
|
||||||
elif backend == 'mpmath':
|
|
||||||
try:
|
|
||||||
import mpmath
|
|
||||||
except ImportError:
|
|
||||||
raise ImportError('Install "mpmath" to use this backend')
|
|
||||||
return mpmath.ncdf, mpmath.npdf, _gen_ppf(mpmath.erfc, math=mpmath)
|
|
||||||
elif backend == 'scipy':
|
|
||||||
try:
|
|
||||||
from scipy.stats import norm
|
|
||||||
except ImportError:
|
|
||||||
raise ImportError('Install "scipy" to use this backend')
|
|
||||||
return norm.cdf, norm.pdf, norm.ppf
|
|
||||||
raise ValueError('%r backend is not defined' % backend)
|
|
||||||
|
|
||||||
def available_backends():
|
|
||||||
backends = [None]
|
|
||||||
for backend in ['mpmath', 'scipy']:
|
|
||||||
try:
|
|
||||||
__import__(backend)
|
|
||||||
except ImportError:
|
|
||||||
continue
|
|
||||||
backends.append(backend)
|
|
||||||
return backends
|
|
||||||
|
|
||||||
class Node(object):
|
|
||||||
|
|
||||||
pass
|
|
||||||
|
|
||||||
class Variable(Node, Gaussian):
|
|
||||||
|
|
||||||
def __init__(self):
|
|
||||||
self.messages = {}
|
|
||||||
super(Variable, self).__init__()
|
|
||||||
|
|
||||||
def set(self, val):
|
|
||||||
delta = self.delta(val)
|
|
||||||
self.pi, self.tau = val.pi, val.tau
|
|
||||||
return delta
|
|
||||||
|
|
||||||
def delta(self, other):
|
|
||||||
pi_delta = abs(self.pi - other.pi)
|
|
||||||
if pi_delta == inf:
|
|
||||||
return 0.
|
|
||||||
return max(abs(self.tau - other.tau), math.sqrt(pi_delta))
|
|
||||||
|
|
||||||
def update_message(self, factor, pi=0, tau=0, message=None):
|
|
||||||
message = message or Gaussian(pi=pi, tau=tau)
|
|
||||||
old_message, self[factor] = self[factor], message
|
|
||||||
return self.set(self / old_message * message)
|
|
||||||
|
|
||||||
def update_value(self, factor, pi=0, tau=0, value=None):
|
|
||||||
value = value or Gaussian(pi=pi, tau=tau)
|
|
||||||
old_message = self[factor]
|
|
||||||
self[factor] = value * old_message / self
|
|
||||||
return self.set(value)
|
|
||||||
|
|
||||||
def __getitem__(self, factor):
|
|
||||||
return self.messages[factor]
|
|
||||||
|
|
||||||
def __setitem__(self, factor, message):
|
|
||||||
self.messages[factor] = message
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
args = (type(self).__name__, super(Variable, self).__repr__(),
|
|
||||||
len(self.messages), '' if len(self.messages) == 1 else 's')
|
|
||||||
return '<%s %s with %d connection%s>' % args
|
|
||||||
|
|
||||||
|
|
||||||
class Factor(Node):
|
|
||||||
|
|
||||||
def __init__(self, variables):
|
|
||||||
self.vars = variables
|
|
||||||
for var in variables:
|
|
||||||
var[self] = Gaussian()
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
return 0
|
|
||||||
|
|
||||||
def up(self):
|
|
||||||
return 0
|
|
||||||
|
|
||||||
@property
|
|
||||||
def var(self):
|
|
||||||
assert len(self.vars) == 1
|
|
||||||
return self.vars[0]
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
args = (type(self).__name__, len(self.vars),
|
|
||||||
'' if len(self.vars) == 1 else 's')
|
|
||||||
return '<%s with %d connection%s>' % args
|
|
||||||
|
|
||||||
|
|
||||||
class PriorFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, var, val, dynamic=0):
|
|
||||||
super(PriorFactor, self).__init__([var])
|
|
||||||
self.val = val
|
|
||||||
self.dynamic = dynamic
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
sigma = math.sqrt(self.val.sigma ** 2 + self.dynamic ** 2)
|
|
||||||
value = Gaussian(self.val.mu, sigma)
|
|
||||||
return self.var.update_value(self, value=value)
|
|
||||||
|
|
||||||
|
|
||||||
class LikelihoodFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, mean_var, value_var, variance):
|
|
||||||
super(LikelihoodFactor, self).__init__([mean_var, value_var])
|
|
||||||
self.mean = mean_var
|
|
||||||
self.value = value_var
|
|
||||||
self.variance = variance
|
|
||||||
|
|
||||||
def calc_a(self, var):
|
|
||||||
return 1. / (1. + self.variance * var.pi)
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
# update value.
|
|
||||||
msg = self.mean / self.mean[self]
|
|
||||||
a = self.calc_a(msg)
|
|
||||||
return self.value.update_message(self, a * msg.pi, a * msg.tau)
|
|
||||||
|
|
||||||
def up(self):
|
|
||||||
# update mean.
|
|
||||||
msg = self.value / self.value[self]
|
|
||||||
a = self.calc_a(msg)
|
|
||||||
return self.mean.update_message(self, a * msg.pi, a * msg.tau)
|
|
||||||
|
|
||||||
|
|
||||||
class SumFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, sum_var, term_vars, coeffs):
|
|
||||||
super(SumFactor, self).__init__([sum_var] + term_vars)
|
|
||||||
self.sum = sum_var
|
|
||||||
self.terms = term_vars
|
|
||||||
self.coeffs = coeffs
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
vals = self.terms
|
|
||||||
msgs = [var[self] for var in vals]
|
|
||||||
return self.update(self.sum, vals, msgs, self.coeffs)
|
|
||||||
|
|
||||||
def up(self, index=0):
|
|
||||||
coeff = self.coeffs[index]
|
|
||||||
coeffs = []
|
|
||||||
for x, c in enumerate(self.coeffs):
|
|
||||||
try:
|
|
||||||
if x == index:
|
|
||||||
coeffs.append(1. / coeff)
|
|
||||||
else:
|
|
||||||
coeffs.append(-c / coeff)
|
|
||||||
except ZeroDivisionError:
|
|
||||||
coeffs.append(0.)
|
|
||||||
vals = self.terms[:]
|
|
||||||
vals[index] = self.sum
|
|
||||||
msgs = [var[self] for var in vals]
|
|
||||||
return self.update(self.terms[index], vals, msgs, coeffs)
|
|
||||||
|
|
||||||
def update(self, var, vals, msgs, coeffs):
|
|
||||||
pi_inv = 0
|
|
||||||
mu = 0
|
|
||||||
for val, msg, coeff in zip(vals, msgs, coeffs):
|
|
||||||
div = val / msg
|
|
||||||
mu += coeff * div.mu
|
|
||||||
if pi_inv == inf:
|
|
||||||
continue
|
|
||||||
try:
|
|
||||||
# numpy.float64 handles floating-point error by different way.
|
|
||||||
# For example, it can just warn RuntimeWarning on n/0 problem
|
|
||||||
# instead of throwing ZeroDivisionError. So div.pi, the
|
|
||||||
# denominator has to be a built-in float.
|
|
||||||
pi_inv += coeff ** 2 / float(div.pi)
|
|
||||||
except ZeroDivisionError:
|
|
||||||
pi_inv = inf
|
|
||||||
pi = 1. / pi_inv
|
|
||||||
tau = pi * mu
|
|
||||||
return var.update_message(self, pi, tau)
|
|
||||||
|
|
||||||
|
|
||||||
class TruncateFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, var, v_func, w_func, draw_margin):
|
|
||||||
super(TruncateFactor, self).__init__([var])
|
|
||||||
self.v_func = v_func
|
|
||||||
self.w_func = w_func
|
|
||||||
self.draw_margin = draw_margin
|
|
||||||
|
|
||||||
def up(self):
|
|
||||||
val = self.var
|
|
||||||
msg = self.var[self]
|
|
||||||
div = val / msg
|
|
||||||
sqrt_pi = math.sqrt(div.pi)
|
|
||||||
args = (div.tau / sqrt_pi, self.draw_margin * sqrt_pi)
|
|
||||||
v = self.v_func(*args)
|
|
||||||
w = self.w_func(*args)
|
|
||||||
denom = (1. - w)
|
|
||||||
pi, tau = div.pi / denom, (div.tau + sqrt_pi * v) / denom
|
|
||||||
return val.update_value(self, pi, tau)
|
|
||||||
|
|
||||||
#: Default initial mean of ratings.
|
|
||||||
MU = 25.
|
|
||||||
#: Default initial standard deviation of ratings.
|
|
||||||
SIGMA = MU / 3
|
|
||||||
#: Default distance that guarantees about 76% chance of winning.
|
|
||||||
BETA = SIGMA / 2
|
|
||||||
#: Default dynamic factor.
|
|
||||||
TAU = SIGMA / 100
|
|
||||||
#: Default draw probability of the game.
|
|
||||||
DRAW_PROBABILITY = .10
|
|
||||||
#: A basis to check reliability of the result.
|
|
||||||
DELTA = 0.0001
|
|
||||||
|
|
||||||
|
|
||||||
def calc_draw_probability(draw_margin, size, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
return 2 * env.cdf(draw_margin / (math.sqrt(size) * env.beta)) - 1
|
|
||||||
|
|
||||||
|
|
||||||
def calc_draw_margin(draw_probability, size, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
return env.ppf((draw_probability + 1) / 2.) * math.sqrt(size) * env.beta
|
|
||||||
|
|
||||||
|
|
||||||
def _team_sizes(rating_groups):
|
|
||||||
team_sizes = [0]
|
|
||||||
for group in rating_groups:
|
|
||||||
team_sizes.append(len(group) + team_sizes[-1])
|
|
||||||
del team_sizes[0]
|
|
||||||
return team_sizes
|
|
||||||
|
|
||||||
|
|
||||||
def _floating_point_error(env):
|
|
||||||
if env.backend == 'mpmath':
|
|
||||||
msg = 'Set "mpmath.mp.dps" to higher'
|
|
||||||
else:
|
|
||||||
msg = 'Cannot calculate correctly, set backend to "mpmath"'
|
|
||||||
return FloatingPointError(msg)
|
|
||||||
|
|
||||||
|
|
||||||
class Rating(Gaussian):
|
|
||||||
def __init__(self, mu=None, sigma=None):
|
|
||||||
if isinstance(mu, tuple):
|
|
||||||
mu, sigma = mu
|
|
||||||
elif isinstance(mu, Gaussian):
|
|
||||||
mu, sigma = mu.mu, mu.sigma
|
|
||||||
if mu is None:
|
|
||||||
mu = global_env().mu
|
|
||||||
if sigma is None:
|
|
||||||
sigma = global_env().sigma
|
|
||||||
super(Rating, self).__init__(mu, sigma)
|
|
||||||
|
|
||||||
def __int__(self):
|
|
||||||
return int(self.mu)
|
|
||||||
|
|
||||||
def __long__(self):
|
|
||||||
return long(self.mu)
|
|
||||||
|
|
||||||
def __float__(self):
|
|
||||||
return float(self.mu)
|
|
||||||
|
|
||||||
def __iter__(self):
|
|
||||||
return iter((self.mu, self.sigma))
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
c = type(self)
|
|
||||||
args = ('.'.join([c.__module__, c.__name__]), self.mu, self.sigma)
|
|
||||||
return '%s(mu=%.3f, sigma=%.3f)' % args
|
|
||||||
|
|
||||||
|
|
||||||
class TrueSkill(object):
|
|
||||||
def __init__(self, mu=MU, sigma=SIGMA, beta=BETA, tau=TAU,
|
|
||||||
draw_probability=DRAW_PROBABILITY, backend=None):
|
|
||||||
self.mu = mu
|
|
||||||
self.sigma = sigma
|
|
||||||
self.beta = beta
|
|
||||||
self.tau = tau
|
|
||||||
self.draw_probability = draw_probability
|
|
||||||
self.backend = backend
|
|
||||||
if isinstance(backend, tuple):
|
|
||||||
self.cdf, self.pdf, self.ppf = backend
|
|
||||||
else:
|
|
||||||
self.cdf, self.pdf, self.ppf = choose_backend(backend)
|
|
||||||
|
|
||||||
def create_rating(self, mu=None, sigma=None):
|
|
||||||
if mu is None:
|
|
||||||
mu = self.mu
|
|
||||||
if sigma is None:
|
|
||||||
sigma = self.sigma
|
|
||||||
return Rating(mu, sigma)
|
|
||||||
|
|
||||||
def v_win(self, diff, draw_margin):
|
|
||||||
x = diff - draw_margin
|
|
||||||
denom = self.cdf(x)
|
|
||||||
return (self.pdf(x) / denom) if denom else -x
|
|
||||||
|
|
||||||
def v_draw(self, diff, draw_margin):
|
|
||||||
abs_diff = abs(diff)
|
|
||||||
a, b = draw_margin - abs_diff, -draw_margin - abs_diff
|
|
||||||
denom = self.cdf(a) - self.cdf(b)
|
|
||||||
numer = self.pdf(b) - self.pdf(a)
|
|
||||||
return ((numer / denom) if denom else a) * (-1 if diff < 0 else +1)
|
|
||||||
|
|
||||||
def w_win(self, diff, draw_margin):
|
|
||||||
x = diff - draw_margin
|
|
||||||
v = self.v_win(diff, draw_margin)
|
|
||||||
w = v * (v + x)
|
|
||||||
if 0 < w < 1:
|
|
||||||
return w
|
|
||||||
raise _floating_point_error(self)
|
|
||||||
|
|
||||||
def w_draw(self, diff, draw_margin):
|
|
||||||
abs_diff = abs(diff)
|
|
||||||
a, b = draw_margin - abs_diff, -draw_margin - abs_diff
|
|
||||||
denom = self.cdf(a) - self.cdf(b)
|
|
||||||
if not denom:
|
|
||||||
raise _floating_point_error(self)
|
|
||||||
v = self.v_draw(abs_diff, draw_margin)
|
|
||||||
return (v ** 2) + (a * self.pdf(a) - b * self.pdf(b)) / denom
|
|
||||||
|
|
||||||
def validate_rating_groups(self, rating_groups):
|
|
||||||
# check group sizes
|
|
||||||
if len(rating_groups) < 2:
|
|
||||||
raise ValueError('Need multiple rating groups')
|
|
||||||
elif not all(rating_groups):
|
|
||||||
raise ValueError('Each group must contain multiple ratings')
|
|
||||||
# check group types
|
|
||||||
group_types = set(map(type, rating_groups))
|
|
||||||
if len(group_types) != 1:
|
|
||||||
raise TypeError('All groups should be same type')
|
|
||||||
elif group_types.pop() is Rating:
|
|
||||||
raise TypeError('Rating cannot be a rating group')
|
|
||||||
# normalize rating_groups
|
|
||||||
if isinstance(rating_groups[0], dict):
|
|
||||||
dict_rating_groups = rating_groups
|
|
||||||
rating_groups = []
|
|
||||||
keys = []
|
|
||||||
for dict_rating_group in dict_rating_groups:
|
|
||||||
rating_group, key_group = [], []
|
|
||||||
for key, rating in iteritems(dict_rating_group):
|
|
||||||
rating_group.append(rating)
|
|
||||||
key_group.append(key)
|
|
||||||
rating_groups.append(tuple(rating_group))
|
|
||||||
keys.append(tuple(key_group))
|
|
||||||
else:
|
|
||||||
rating_groups = list(rating_groups)
|
|
||||||
keys = None
|
|
||||||
return rating_groups, keys
|
|
||||||
|
|
||||||
def validate_weights(self, weights, rating_groups, keys=None):
|
|
||||||
if weights is None:
|
|
||||||
weights = [(1,) * len(g) for g in rating_groups]
|
|
||||||
elif isinstance(weights, dict):
|
|
||||||
weights_dict, weights = weights, []
|
|
||||||
for x, group in enumerate(rating_groups):
|
|
||||||
w = []
|
|
||||||
weights.append(w)
|
|
||||||
for y, rating in enumerate(group):
|
|
||||||
if keys is not None:
|
|
||||||
y = keys[x][y]
|
|
||||||
w.append(weights_dict.get((x, y), 1))
|
|
||||||
return weights
|
|
||||||
|
|
||||||
def factor_graph_builders(self, rating_groups, ranks, weights):
|
|
||||||
flatten_ratings = sum(map(tuple, rating_groups), ())
|
|
||||||
flatten_weights = sum(map(tuple, weights), ())
|
|
||||||
size = len(flatten_ratings)
|
|
||||||
group_size = len(rating_groups)
|
|
||||||
# create variables
|
|
||||||
rating_vars = [Variable() for x in range(size)]
|
|
||||||
perf_vars = [Variable() for x in range(size)]
|
|
||||||
team_perf_vars = [Variable() for x in range(group_size)]
|
|
||||||
team_diff_vars = [Variable() for x in range(group_size - 1)]
|
|
||||||
team_sizes = _team_sizes(rating_groups)
|
|
||||||
# layer builders
|
|
||||||
def build_rating_layer():
|
|
||||||
for rating_var, rating in zip(rating_vars, flatten_ratings):
|
|
||||||
yield PriorFactor(rating_var, rating, self.tau)
|
|
||||||
def build_perf_layer():
|
|
||||||
for rating_var, perf_var in zip(rating_vars, perf_vars):
|
|
||||||
yield LikelihoodFactor(rating_var, perf_var, self.beta ** 2)
|
|
||||||
def build_team_perf_layer():
|
|
||||||
for team, team_perf_var in enumerate(team_perf_vars):
|
|
||||||
if team > 0:
|
|
||||||
start = team_sizes[team - 1]
|
|
||||||
else:
|
|
||||||
start = 0
|
|
||||||
end = team_sizes[team]
|
|
||||||
child_perf_vars = perf_vars[start:end]
|
|
||||||
coeffs = flatten_weights[start:end]
|
|
||||||
yield SumFactor(team_perf_var, child_perf_vars, coeffs)
|
|
||||||
def build_team_diff_layer():
|
|
||||||
for team, team_diff_var in enumerate(team_diff_vars):
|
|
||||||
yield SumFactor(team_diff_var,
|
|
||||||
team_perf_vars[team:team + 2], [+1, -1])
|
|
||||||
def build_trunc_layer():
|
|
||||||
for x, team_diff_var in enumerate(team_diff_vars):
|
|
||||||
if callable(self.draw_probability):
|
|
||||||
# dynamic draw probability
|
|
||||||
team_perf1, team_perf2 = team_perf_vars[x:x + 2]
|
|
||||||
args = (Rating(team_perf1), Rating(team_perf2), self)
|
|
||||||
draw_probability = self.draw_probability(*args)
|
|
||||||
else:
|
|
||||||
# static draw probability
|
|
||||||
draw_probability = self.draw_probability
|
|
||||||
size = sum(map(len, rating_groups[x:x + 2]))
|
|
||||||
draw_margin = calc_draw_margin(draw_probability, size, self)
|
|
||||||
if ranks[x] == ranks[x + 1]: # is a tie?
|
|
||||||
v_func, w_func = self.v_draw, self.w_draw
|
|
||||||
else:
|
|
||||||
v_func, w_func = self.v_win, self.w_win
|
|
||||||
yield TruncateFactor(team_diff_var,
|
|
||||||
v_func, w_func, draw_margin)
|
|
||||||
# build layers
|
|
||||||
return (build_rating_layer, build_perf_layer, build_team_perf_layer,
|
|
||||||
build_team_diff_layer, build_trunc_layer)
|
|
||||||
|
|
||||||
def run_schedule(self, build_rating_layer, build_perf_layer,
|
|
||||||
build_team_perf_layer, build_team_diff_layer,
|
|
||||||
build_trunc_layer, min_delta=DELTA):
|
|
||||||
if min_delta <= 0:
|
|
||||||
raise ValueError('min_delta must be greater than 0')
|
|
||||||
layers = []
|
|
||||||
def build(builders):
|
|
||||||
layers_built = [list(build()) for build in builders]
|
|
||||||
layers.extend(layers_built)
|
|
||||||
return layers_built
|
|
||||||
# gray arrows
|
|
||||||
layers_built = build([build_rating_layer,
|
|
||||||
build_perf_layer,
|
|
||||||
build_team_perf_layer])
|
|
||||||
rating_layer, perf_layer, team_perf_layer = layers_built
|
|
||||||
for f in chain(*layers_built):
|
|
||||||
f.down()
|
|
||||||
# arrow #1, #2, #3
|
|
||||||
team_diff_layer, trunc_layer = build([build_team_diff_layer,
|
|
||||||
build_trunc_layer])
|
|
||||||
team_diff_len = len(team_diff_layer)
|
|
||||||
for x in range(10):
|
|
||||||
if team_diff_len == 1:
|
|
||||||
# only two teams
|
|
||||||
team_diff_layer[0].down()
|
|
||||||
delta = trunc_layer[0].up()
|
|
||||||
else:
|
|
||||||
# multiple teams
|
|
||||||
delta = 0
|
|
||||||
for x in range(team_diff_len - 1):
|
|
||||||
team_diff_layer[x].down()
|
|
||||||
delta = max(delta, trunc_layer[x].up())
|
|
||||||
team_diff_layer[x].up(1) # up to right variable
|
|
||||||
for x in range(team_diff_len - 1, 0, -1):
|
|
||||||
team_diff_layer[x].down()
|
|
||||||
delta = max(delta, trunc_layer[x].up())
|
|
||||||
team_diff_layer[x].up(0) # up to left variable
|
|
||||||
# repeat until to small update
|
|
||||||
if delta <= min_delta:
|
|
||||||
break
|
|
||||||
# up both ends
|
|
||||||
team_diff_layer[0].up(0)
|
|
||||||
team_diff_layer[team_diff_len - 1].up(1)
|
|
||||||
# up the remainder of the black arrows
|
|
||||||
for f in team_perf_layer:
|
|
||||||
for x in range(len(f.vars) - 1):
|
|
||||||
f.up(x)
|
|
||||||
for f in perf_layer:
|
|
||||||
f.up()
|
|
||||||
return layers
|
|
||||||
|
|
||||||
def rate(self, rating_groups, ranks=None, weights=None, min_delta=DELTA):
|
|
||||||
rating_groups, keys = self.validate_rating_groups(rating_groups)
|
|
||||||
weights = self.validate_weights(weights, rating_groups, keys)
|
|
||||||
group_size = len(rating_groups)
|
|
||||||
if ranks is None:
|
|
||||||
ranks = range(group_size)
|
|
||||||
elif len(ranks) != group_size:
|
|
||||||
raise ValueError('Wrong ranks')
|
|
||||||
# sort rating groups by rank
|
|
||||||
by_rank = lambda x: x[1][1]
|
|
||||||
sorting = sorted(enumerate(zip(rating_groups, ranks, weights)),
|
|
||||||
key=by_rank)
|
|
||||||
sorted_rating_groups, sorted_ranks, sorted_weights = [], [], []
|
|
||||||
for x, (g, r, w) in sorting:
|
|
||||||
sorted_rating_groups.append(g)
|
|
||||||
sorted_ranks.append(r)
|
|
||||||
# make weights to be greater than 0
|
|
||||||
sorted_weights.append(max(min_delta, w_) for w_ in w)
|
|
||||||
# build factor graph
|
|
||||||
args = (sorted_rating_groups, sorted_ranks, sorted_weights)
|
|
||||||
builders = self.factor_graph_builders(*args)
|
|
||||||
args = builders + (min_delta,)
|
|
||||||
layers = self.run_schedule(*args)
|
|
||||||
# make result
|
|
||||||
rating_layer, team_sizes = layers[0], _team_sizes(sorted_rating_groups)
|
|
||||||
transformed_groups = []
|
|
||||||
for start, end in zip([0] + team_sizes[:-1], team_sizes):
|
|
||||||
group = []
|
|
||||||
for f in rating_layer[start:end]:
|
|
||||||
group.append(Rating(float(f.var.mu), float(f.var.sigma)))
|
|
||||||
transformed_groups.append(tuple(group))
|
|
||||||
by_hint = lambda x: x[0]
|
|
||||||
unsorting = sorted(zip((x for x, __ in sorting), transformed_groups),
|
|
||||||
key=by_hint)
|
|
||||||
if keys is None:
|
|
||||||
return [g for x, g in unsorting]
|
|
||||||
# restore the structure with input dictionary keys
|
|
||||||
return [dict(zip(keys[x], g)) for x, g in unsorting]
|
|
||||||
|
|
||||||
def quality(self, rating_groups, weights=None):
|
|
||||||
rating_groups, keys = self.validate_rating_groups(rating_groups)
|
|
||||||
weights = self.validate_weights(weights, rating_groups, keys)
|
|
||||||
flatten_ratings = sum(map(tuple, rating_groups), ())
|
|
||||||
flatten_weights = sum(map(tuple, weights), ())
|
|
||||||
length = len(flatten_ratings)
|
|
||||||
# a vector of all of the skill means
|
|
||||||
mean_matrix = Matrix([[r.mu] for r in flatten_ratings])
|
|
||||||
# a matrix whose diagonal values are the variances (sigma ** 2) of each
|
|
||||||
# of the players.
|
|
||||||
def variance_matrix(height, width):
|
|
||||||
variances = (r.sigma ** 2 for r in flatten_ratings)
|
|
||||||
for x, variance in enumerate(variances):
|
|
||||||
yield (x, x), variance
|
|
||||||
variance_matrix = Matrix(variance_matrix, length, length)
|
|
||||||
# the player-team assignment and comparison matrix
|
|
||||||
def rotated_a_matrix(set_height, set_width):
|
|
||||||
t = 0
|
|
||||||
for r, (cur, _next) in enumerate(zip(rating_groups[:-1],
|
|
||||||
rating_groups[1:])):
|
|
||||||
for x in range(t, t + len(cur)):
|
|
||||||
yield (r, x), flatten_weights[x]
|
|
||||||
t += 1
|
|
||||||
x += 1
|
|
||||||
for x in range(x, x + len(_next)):
|
|
||||||
yield (r, x), -flatten_weights[x]
|
|
||||||
set_height(r + 1)
|
|
||||||
set_width(x + 1)
|
|
||||||
rotated_a_matrix = Matrix(rotated_a_matrix)
|
|
||||||
a_matrix = rotated_a_matrix.transpose()
|
|
||||||
# match quality further derivation
|
|
||||||
_ata = (self.beta ** 2) * rotated_a_matrix * a_matrix
|
|
||||||
_atsa = rotated_a_matrix * variance_matrix * a_matrix
|
|
||||||
start = mean_matrix.transpose() * a_matrix
|
|
||||||
middle = _ata + _atsa
|
|
||||||
end = rotated_a_matrix * mean_matrix
|
|
||||||
# make result
|
|
||||||
e_arg = (-0.5 * start * middle.inverse() * end).determinant()
|
|
||||||
s_arg = _ata.determinant() / middle.determinant()
|
|
||||||
return math.exp(e_arg) * math.sqrt(s_arg)
|
|
||||||
|
|
||||||
def expose(self, rating):
|
|
||||||
k = self.mu / self.sigma
|
|
||||||
return rating.mu - k * rating.sigma
|
|
||||||
|
|
||||||
def make_as_global(self):
|
|
||||||
return setup(env=self)
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
c = type(self)
|
|
||||||
if callable(self.draw_probability):
|
|
||||||
f = self.draw_probability
|
|
||||||
draw_probability = '.'.join([f.__module__, f.__name__])
|
|
||||||
else:
|
|
||||||
draw_probability = '%.1f%%' % (self.draw_probability * 100)
|
|
||||||
if self.backend is None:
|
|
||||||
backend = ''
|
|
||||||
elif isinstance(self.backend, tuple):
|
|
||||||
backend = ', backend=...'
|
|
||||||
else:
|
|
||||||
backend = ', backend=%r' % self.backend
|
|
||||||
args = ('.'.join([c.__module__, c.__name__]), self.mu, self.sigma,
|
|
||||||
self.beta, self.tau, draw_probability, backend)
|
|
||||||
return ('%s(mu=%.3f, sigma=%.3f, beta=%.3f, tau=%.3f, '
|
|
||||||
'draw_probability=%s%s)' % args)
|
|
||||||
|
|
||||||
|
|
||||||
def rate_1vs1(rating1, rating2, drawn=False, min_delta=DELTA, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
ranks = [0, 0 if drawn else 1]
|
|
||||||
teams = env.rate([(rating1,), (rating2,)], ranks, min_delta=min_delta)
|
|
||||||
return teams[0][0], teams[1][0]
|
|
||||||
|
|
||||||
|
|
||||||
def quality_1vs1(rating1, rating2, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
return env.quality([(rating1,), (rating2,)])
|
|
||||||
|
|
||||||
|
|
||||||
def global_env():
|
|
||||||
try:
|
|
||||||
global_env.__trueskill__
|
|
||||||
except AttributeError:
|
|
||||||
# setup the default environment
|
|
||||||
setup()
|
|
||||||
return global_env.__trueskill__
|
|
||||||
|
|
||||||
|
|
||||||
def setup(mu=MU, sigma=SIGMA, beta=BETA, tau=TAU,
|
|
||||||
draw_probability=DRAW_PROBABILITY, backend=None, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = TrueSkill(mu, sigma, beta, tau, draw_probability, backend)
|
|
||||||
global_env.__trueskill__ = env
|
|
||||||
return env
|
|
||||||
|
|
||||||
|
|
||||||
def rate(rating_groups, ranks=None, weights=None, min_delta=DELTA):
|
|
||||||
return global_env().rate(rating_groups, ranks, weights, min_delta)
|
|
||||||
|
|
||||||
|
|
||||||
def quality(rating_groups, weights=None):
|
|
||||||
return global_env().quality(rating_groups, weights)
|
|
||||||
|
|
||||||
|
|
||||||
def expose(rating):
|
|
||||||
return global_env().expose(rating)
|
|
@ -1,220 +0,0 @@
|
|||||||
# Titan Robotics Team 2022: CUDA-based Regressions Module
|
|
||||||
# Written by Arthur Lu & Jacob Levine
|
|
||||||
# Notes:
|
|
||||||
# this module has been automatically inegrated into analysis.py, and should be callable as a class from the package
|
|
||||||
# this module is cuda-optimized and vectorized (except for one small part)
|
|
||||||
# setup:
|
|
||||||
|
|
||||||
__version__ = "1.0.0.004"
|
|
||||||
|
|
||||||
# changelog should be viewed using print(analysis.regression.__changelog__)
|
|
||||||
__changelog__ = """
|
|
||||||
1.0.0.004:
|
|
||||||
- bug fixes
|
|
||||||
- fixed changelog
|
|
||||||
1.0.0.003:
|
|
||||||
- bug fixes
|
|
||||||
1.0.0.002:
|
|
||||||
-Added more parameters to log, exponential, polynomial
|
|
||||||
-Added SigmoidalRegKernelArthur, because Arthur apparently needs
|
|
||||||
to train the scaling and shifting of sigmoids
|
|
||||||
1.0.0.001:
|
|
||||||
-initial release, with linear, log, exponential, polynomial, and sigmoid kernels
|
|
||||||
-already vectorized (except for polynomial generation) and CUDA-optimized
|
|
||||||
"""
|
|
||||||
|
|
||||||
__author__ = (
|
|
||||||
"Jacob Levine <jlevine@imsa.edu>",
|
|
||||||
"Arthur Lu <learthurgo@gmail.com>"
|
|
||||||
)
|
|
||||||
|
|
||||||
__all__ = [
|
|
||||||
'factorial',
|
|
||||||
'take_all_pwrs',
|
|
||||||
'num_poly_terms',
|
|
||||||
'set_device',
|
|
||||||
'LinearRegKernel',
|
|
||||||
'SigmoidalRegKernel',
|
|
||||||
'LogRegKernel',
|
|
||||||
'PolyRegKernel',
|
|
||||||
'ExpRegKernel',
|
|
||||||
'SigmoidalRegKernelArthur',
|
|
||||||
'SGDTrain',
|
|
||||||
'CustomTrain'
|
|
||||||
]
|
|
||||||
|
|
||||||
import torch
|
|
||||||
|
|
||||||
global device
|
|
||||||
|
|
||||||
device = "cuda:0" if torch.torch.cuda.is_available() else "cpu"
|
|
||||||
|
|
||||||
#todo: document completely
|
|
||||||
|
|
||||||
def set_device(self, new_device):
|
|
||||||
device=new_device
|
|
||||||
|
|
||||||
class LinearRegKernel():
|
|
||||||
parameters= []
|
|
||||||
weights=None
|
|
||||||
bias=None
|
|
||||||
def __init__(self, num_vars):
|
|
||||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
|
||||||
self.bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.parameters=[self.weights,self.bias]
|
|
||||||
def forward(self,mtx):
|
|
||||||
long_bias=self.bias.repeat([1,mtx.size()[1]])
|
|
||||||
return torch.matmul(self.weights,mtx)+long_bias
|
|
||||||
|
|
||||||
class SigmoidalRegKernel():
|
|
||||||
parameters= []
|
|
||||||
weights=None
|
|
||||||
bias=None
|
|
||||||
sigmoid=torch.nn.Sigmoid()
|
|
||||||
def __init__(self, num_vars):
|
|
||||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
|
||||||
self.bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.parameters=[self.weights,self.bias]
|
|
||||||
def forward(self,mtx):
|
|
||||||
long_bias=self.bias.repeat([1,mtx.size()[1]])
|
|
||||||
return self.sigmoid(torch.matmul(self.weights,mtx)+long_bias)
|
|
||||||
|
|
||||||
class SigmoidalRegKernelArthur():
|
|
||||||
parameters= []
|
|
||||||
weights=None
|
|
||||||
in_bias=None
|
|
||||||
scal_mult=None
|
|
||||||
out_bias=None
|
|
||||||
sigmoid=torch.nn.Sigmoid()
|
|
||||||
def __init__(self, num_vars):
|
|
||||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
|
||||||
self.in_bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.scal_mult=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.out_bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.parameters=[self.weights,self.in_bias, self.scal_mult, self.out_bias]
|
|
||||||
def forward(self,mtx):
|
|
||||||
long_in_bias=self.in_bias.repeat([1,mtx.size()[1]])
|
|
||||||
long_out_bias=self.out_bias.repeat([1,mtx.size()[1]])
|
|
||||||
return (self.scal_mult*self.sigmoid(torch.matmul(self.weights,mtx)+long_in_bias))+long_out_bias
|
|
||||||
|
|
||||||
class LogRegKernel():
|
|
||||||
parameters= []
|
|
||||||
weights=None
|
|
||||||
in_bias=None
|
|
||||||
scal_mult=None
|
|
||||||
out_bias=None
|
|
||||||
def __init__(self, num_vars):
|
|
||||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
|
||||||
self.in_bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.scal_mult=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.out_bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.parameters=[self.weights,self.in_bias, self.scal_mult, self.out_bias]
|
|
||||||
def forward(self,mtx):
|
|
||||||
long_in_bias=self.in_bias.repeat([1,mtx.size()[1]])
|
|
||||||
long_out_bias=self.out_bias.repeat([1,mtx.size()[1]])
|
|
||||||
return (self.scal_mult*torch.log(torch.matmul(self.weights,mtx)+long_in_bias))+long_out_bias
|
|
||||||
|
|
||||||
class ExpRegKernel():
|
|
||||||
parameters= []
|
|
||||||
weights=None
|
|
||||||
in_bias=None
|
|
||||||
scal_mult=None
|
|
||||||
out_bias=None
|
|
||||||
def __init__(self, num_vars):
|
|
||||||
self.weights=torch.rand(num_vars, requires_grad=True, device=device)
|
|
||||||
self.in_bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.scal_mult=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.out_bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.parameters=[self.weights,self.in_bias, self.scal_mult, self.out_bias]
|
|
||||||
def forward(self,mtx):
|
|
||||||
long_in_bias=self.in_bias.repeat([1,mtx.size()[1]])
|
|
||||||
long_out_bias=self.out_bias.repeat([1,mtx.size()[1]])
|
|
||||||
return (self.scal_mult*torch.exp(torch.matmul(self.weights,mtx)+long_in_bias))+long_out_bias
|
|
||||||
|
|
||||||
class PolyRegKernel():
|
|
||||||
parameters= []
|
|
||||||
weights=None
|
|
||||||
bias=None
|
|
||||||
power=None
|
|
||||||
def __init__(self, num_vars, power):
|
|
||||||
self.power=power
|
|
||||||
num_terms=self.num_poly_terms(num_vars, power)
|
|
||||||
self.weights=torch.rand(num_terms, requires_grad=True, device=device)
|
|
||||||
self.bias=torch.rand(1, requires_grad=True, device=device)
|
|
||||||
self.parameters=[self.weights,self.bias]
|
|
||||||
def num_poly_terms(self,num_vars, power):
|
|
||||||
if power == 0:
|
|
||||||
return 0
|
|
||||||
return int(self.factorial(num_vars+power-1) / self.factorial(power) / self.factorial(num_vars-1)) + self.num_poly_terms(num_vars, power-1)
|
|
||||||
def factorial(self,n):
|
|
||||||
if n==0:
|
|
||||||
return 1
|
|
||||||
else:
|
|
||||||
return n*self.factorial(n-1)
|
|
||||||
def take_all_pwrs(self, vec, pwr):
|
|
||||||
#todo: vectorize (kinda)
|
|
||||||
combins=torch.combinations(vec, r=pwr, with_replacement=True)
|
|
||||||
out=torch.ones(combins.size()[0]).to(device).to(torch.float)
|
|
||||||
for i in torch.t(combins).to(device).to(torch.float):
|
|
||||||
out *= i
|
|
||||||
if pwr == 1:
|
|
||||||
return out
|
|
||||||
else:
|
|
||||||
return torch.cat((out,self.take_all_pwrs(vec, pwr-1)))
|
|
||||||
def forward(self,mtx):
|
|
||||||
#TODO: Vectorize the last part
|
|
||||||
cols=[]
|
|
||||||
for i in torch.t(mtx):
|
|
||||||
cols.append(self.take_all_pwrs(i,self.power))
|
|
||||||
new_mtx=torch.t(torch.stack(cols))
|
|
||||||
long_bias=self.bias.repeat([1,mtx.size()[1]])
|
|
||||||
return torch.matmul(self.weights,new_mtx)+long_bias
|
|
||||||
|
|
||||||
def SGDTrain(self, kernel, data, ground, loss=torch.nn.MSELoss(), iterations=1000, learning_rate=.1, return_losses=False):
|
|
||||||
optim=torch.optim.SGD(kernel.parameters, lr=learning_rate)
|
|
||||||
data_cuda=data.to(device)
|
|
||||||
ground_cuda=ground.to(device)
|
|
||||||
if (return_losses):
|
|
||||||
losses=[]
|
|
||||||
for i in range(iterations):
|
|
||||||
with torch.set_grad_enabled(True):
|
|
||||||
optim.zero_grad()
|
|
||||||
pred=kernel.forward(data_cuda)
|
|
||||||
ls=loss(pred,ground_cuda)
|
|
||||||
losses.append(ls.item())
|
|
||||||
ls.backward()
|
|
||||||
optim.step()
|
|
||||||
return [kernel,losses]
|
|
||||||
else:
|
|
||||||
for i in range(iterations):
|
|
||||||
with torch.set_grad_enabled(True):
|
|
||||||
optim.zero_grad()
|
|
||||||
pred=kernel.forward(data_cuda)
|
|
||||||
ls=loss(pred,ground_cuda)
|
|
||||||
ls.backward()
|
|
||||||
optim.step()
|
|
||||||
return kernel
|
|
||||||
|
|
||||||
def CustomTrain(self, kernel, optim, data, ground, loss=torch.nn.MSELoss(), iterations=1000, return_losses=False):
|
|
||||||
data_cuda=data.to(device)
|
|
||||||
ground_cuda=ground.to(device)
|
|
||||||
if (return_losses):
|
|
||||||
losses=[]
|
|
||||||
for i in range(iterations):
|
|
||||||
with torch.set_grad_enabled(True):
|
|
||||||
optim.zero_grad()
|
|
||||||
pred=kernel.forward(data)
|
|
||||||
ls=loss(pred,ground)
|
|
||||||
losses.append(ls.item())
|
|
||||||
ls.backward()
|
|
||||||
optim.step()
|
|
||||||
return [kernel,losses]
|
|
||||||
else:
|
|
||||||
for i in range(iterations):
|
|
||||||
with torch.set_grad_enabled(True):
|
|
||||||
optim.zero_grad()
|
|
||||||
pred=kernel.forward(data_cuda)
|
|
||||||
ls=loss(pred,ground_cuda)
|
|
||||||
ls.backward()
|
|
||||||
optim.step()
|
|
||||||
return kernel
|
|
@ -1,122 +0,0 @@
|
|||||||
# Titan Robotics Team 2022: ML Module
|
|
||||||
# Written by Arthur Lu & Jacob Levine
|
|
||||||
# Notes:
|
|
||||||
# this should be imported as a python module using 'import titanlearn'
|
|
||||||
# this should be included in the local directory or environment variable
|
|
||||||
# this module is optimized for multhreaded computing
|
|
||||||
# this module learns from its mistakes far faster than 2022's captains
|
|
||||||
# setup:
|
|
||||||
|
|
||||||
__version__ = "2.0.1.001"
|
|
||||||
|
|
||||||
#changelog should be viewed using print(analysis.__changelog__)
|
|
||||||
__changelog__ = """changelog:
|
|
||||||
2.0.1.001:
|
|
||||||
- removed matplotlib import
|
|
||||||
- removed graphloss()
|
|
||||||
2.0.1.000:
|
|
||||||
- added net, dataset, dataloader, and stdtrain template definitions
|
|
||||||
- added graphloss function
|
|
||||||
2.0.0.001:
|
|
||||||
- added clear functions
|
|
||||||
2.0.0.000:
|
|
||||||
- complete rewrite planned
|
|
||||||
- depreciated 1.0.0.xxx versions
|
|
||||||
- added simple training loop
|
|
||||||
1.0.0.xxx:
|
|
||||||
-added generation of ANNS, basic SGD training
|
|
||||||
"""
|
|
||||||
|
|
||||||
__author__ = (
|
|
||||||
"Arthur Lu <arthurlu@ttic.edu>,"
|
|
||||||
"Jacob Levine <jlevine@ttic.edu>,"
|
|
||||||
)
|
|
||||||
|
|
||||||
__all__ = [
|
|
||||||
'clear',
|
|
||||||
'net',
|
|
||||||
'dataset',
|
|
||||||
'dataloader',
|
|
||||||
'train',
|
|
||||||
'stdtrainer',
|
|
||||||
]
|
|
||||||
|
|
||||||
import torch
|
|
||||||
from os import system, name
|
|
||||||
import numpy as np
|
|
||||||
|
|
||||||
def clear():
|
|
||||||
if name == 'nt':
|
|
||||||
_ = system('cls')
|
|
||||||
else:
|
|
||||||
_ = system('clear')
|
|
||||||
|
|
||||||
class net(torch.nn.Module): #template for standard neural net
|
|
||||||
def __init__(self):
|
|
||||||
super(Net, self).__init__()
|
|
||||||
|
|
||||||
def forward(self, input):
|
|
||||||
pass
|
|
||||||
|
|
||||||
class dataset(torch.utils.data.Dataset): #template for standard dataset
|
|
||||||
|
|
||||||
def __init__(self):
|
|
||||||
super(torch.utils.data.Dataset).__init__()
|
|
||||||
|
|
||||||
def __getitem__(self, index):
|
|
||||||
pass
|
|
||||||
|
|
||||||
def __len__(self):
|
|
||||||
pass
|
|
||||||
|
|
||||||
def dataloader(dataset, batch_size, num_workers, shuffle = True):
|
|
||||||
|
|
||||||
return torch.utils.data.DataLoader(dataset, batch_size=batch_size, shuffle=shuffle, num_workers=num_workers)
|
|
||||||
|
|
||||||
def train(device, net, epochs, trainloader, optimizer, criterion): #expects standard dataloader, whch returns (inputs, labels)
|
|
||||||
|
|
||||||
dataset_len = trainloader.dataset.__len__()
|
|
||||||
iter_count = 0
|
|
||||||
running_loss = 0
|
|
||||||
running_loss_list = []
|
|
||||||
|
|
||||||
for epoch in range(epochs): # loop over the dataset multiple times
|
|
||||||
|
|
||||||
for i, data in enumerate(trainloader, 0):
|
|
||||||
|
|
||||||
inputs = data[0].to(device)
|
|
||||||
labels = data[1].to(device)
|
|
||||||
|
|
||||||
optimizer.zero_grad()
|
|
||||||
|
|
||||||
outputs = net(inputs)
|
|
||||||
loss = criterion(outputs, labels.to(torch.float))
|
|
||||||
|
|
||||||
loss.backward()
|
|
||||||
optimizer.step()
|
|
||||||
|
|
||||||
# monitoring steps below
|
|
||||||
|
|
||||||
iter_count += 1
|
|
||||||
running_loss += loss.item()
|
|
||||||
running_loss_list.append(running_loss)
|
|
||||||
clear()
|
|
||||||
|
|
||||||
print("training on: " + device)
|
|
||||||
print("iteration: " + str(i) + "/" + str(int(dataset_len / trainloader.batch_size)) + " | " + "epoch: " + str(epoch) + "/" + str(epochs))
|
|
||||||
print("current batch loss: " + str(loss.item))
|
|
||||||
print("running loss: " + str(running_loss / iter_count))
|
|
||||||
|
|
||||||
return net, running_loss_list
|
|
||||||
print("finished training")
|
|
||||||
|
|
||||||
def stdtrainer(net, criterion, optimizer, dataloader, epochs, batch_size):
|
|
||||||
|
|
||||||
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
|
|
||||||
|
|
||||||
net = net.to(device)
|
|
||||||
criterion = criterion.to(device)
|
|
||||||
optimizer = optimizer.to(device)
|
|
||||||
trainloader = dataloader
|
|
||||||
|
|
||||||
return train(device, net, epochs, trainloader, optimizer, criterion)
|
|
@ -1,907 +0,0 @@
|
|||||||
from __future__ import absolute_import
|
|
||||||
|
|
||||||
from itertools import chain
|
|
||||||
import math
|
|
||||||
|
|
||||||
from six import iteritems
|
|
||||||
from six.moves import map, range, zip
|
|
||||||
from six import iterkeys
|
|
||||||
|
|
||||||
import copy
|
|
||||||
try:
|
|
||||||
from numbers import Number
|
|
||||||
except ImportError:
|
|
||||||
Number = (int, long, float, complex)
|
|
||||||
|
|
||||||
inf = float('inf')
|
|
||||||
|
|
||||||
class Gaussian(object):
|
|
||||||
#: Precision, the inverse of the variance.
|
|
||||||
pi = 0
|
|
||||||
#: Precision adjusted mean, the precision multiplied by the mean.
|
|
||||||
tau = 0
|
|
||||||
|
|
||||||
def __init__(self, mu=None, sigma=None, pi=0, tau=0):
|
|
||||||
if mu is not None:
|
|
||||||
if sigma is None:
|
|
||||||
raise TypeError('sigma argument is needed')
|
|
||||||
elif sigma == 0:
|
|
||||||
raise ValueError('sigma**2 should be greater than 0')
|
|
||||||
pi = sigma ** -2
|
|
||||||
tau = pi * mu
|
|
||||||
self.pi = pi
|
|
||||||
self.tau = tau
|
|
||||||
|
|
||||||
@property
|
|
||||||
def mu(self):
|
|
||||||
return self.pi and self.tau / self.pi
|
|
||||||
|
|
||||||
@property
|
|
||||||
def sigma(self):
|
|
||||||
return math.sqrt(1 / self.pi) if self.pi else inf
|
|
||||||
|
|
||||||
def __mul__(self, other):
|
|
||||||
pi, tau = self.pi + other.pi, self.tau + other.tau
|
|
||||||
return Gaussian(pi=pi, tau=tau)
|
|
||||||
|
|
||||||
def __truediv__(self, other):
|
|
||||||
pi, tau = self.pi - other.pi, self.tau - other.tau
|
|
||||||
return Gaussian(pi=pi, tau=tau)
|
|
||||||
|
|
||||||
__div__ = __truediv__ # for Python 2
|
|
||||||
|
|
||||||
def __eq__(self, other):
|
|
||||||
return self.pi == other.pi and self.tau == other.tau
|
|
||||||
|
|
||||||
def __lt__(self, other):
|
|
||||||
return self.mu < other.mu
|
|
||||||
|
|
||||||
def __le__(self, other):
|
|
||||||
return self.mu <= other.mu
|
|
||||||
|
|
||||||
def __gt__(self, other):
|
|
||||||
return self.mu > other.mu
|
|
||||||
|
|
||||||
def __ge__(self, other):
|
|
||||||
return self.mu >= other.mu
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
return 'N(mu={:.3f}, sigma={:.3f})'.format(self.mu, self.sigma)
|
|
||||||
|
|
||||||
def _repr_latex_(self):
|
|
||||||
latex = r'\mathcal{{ N }}( {:.3f}, {:.3f}^2 )'.format(self.mu, self.sigma)
|
|
||||||
return '$%s$' % latex
|
|
||||||
|
|
||||||
class Matrix(list):
|
|
||||||
def __init__(self, src, height=None, width=None):
|
|
||||||
if callable(src):
|
|
||||||
f, src = src, {}
|
|
||||||
size = [height, width]
|
|
||||||
if not height:
|
|
||||||
def set_height(height):
|
|
||||||
size[0] = height
|
|
||||||
size[0] = set_height
|
|
||||||
if not width:
|
|
||||||
def set_width(width):
|
|
||||||
size[1] = width
|
|
||||||
size[1] = set_width
|
|
||||||
try:
|
|
||||||
for (r, c), val in f(*size):
|
|
||||||
src[r, c] = val
|
|
||||||
except TypeError:
|
|
||||||
raise TypeError('A callable src must return an interable '
|
|
||||||
'which generates a tuple containing '
|
|
||||||
'coordinate and value')
|
|
||||||
height, width = tuple(size)
|
|
||||||
if height is None or width is None:
|
|
||||||
raise TypeError('A callable src must call set_height and '
|
|
||||||
'set_width if the size is non-deterministic')
|
|
||||||
if isinstance(src, list):
|
|
||||||
is_number = lambda x: isinstance(x, Number)
|
|
||||||
unique_col_sizes = set(map(len, src))
|
|
||||||
everything_are_number = filter(is_number, sum(src, []))
|
|
||||||
if len(unique_col_sizes) != 1 or not everything_are_number:
|
|
||||||
raise ValueError('src must be a rectangular array of numbers')
|
|
||||||
two_dimensional_array = src
|
|
||||||
elif isinstance(src, dict):
|
|
||||||
if not height or not width:
|
|
||||||
w = h = 0
|
|
||||||
for r, c in iterkeys(src):
|
|
||||||
if not height:
|
|
||||||
h = max(h, r + 1)
|
|
||||||
if not width:
|
|
||||||
w = max(w, c + 1)
|
|
||||||
if not height:
|
|
||||||
height = h
|
|
||||||
if not width:
|
|
||||||
width = w
|
|
||||||
two_dimensional_array = []
|
|
||||||
for r in range(height):
|
|
||||||
row = []
|
|
||||||
two_dimensional_array.append(row)
|
|
||||||
for c in range(width):
|
|
||||||
row.append(src.get((r, c), 0))
|
|
||||||
else:
|
|
||||||
raise TypeError('src must be a list or dict or callable')
|
|
||||||
super(Matrix, self).__init__(two_dimensional_array)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def height(self):
|
|
||||||
return len(self)
|
|
||||||
|
|
||||||
@property
|
|
||||||
def width(self):
|
|
||||||
return len(self[0])
|
|
||||||
|
|
||||||
def transpose(self):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
src = {}
|
|
||||||
for c in range(width):
|
|
||||||
for r in range(height):
|
|
||||||
src[c, r] = self[r][c]
|
|
||||||
return type(self)(src, height=width, width=height)
|
|
||||||
|
|
||||||
def minor(self, row_n, col_n):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if not (0 <= row_n < height):
|
|
||||||
raise ValueError('row_n should be between 0 and %d' % height)
|
|
||||||
elif not (0 <= col_n < width):
|
|
||||||
raise ValueError('col_n should be between 0 and %d' % width)
|
|
||||||
two_dimensional_array = []
|
|
||||||
for r in range(height):
|
|
||||||
if r == row_n:
|
|
||||||
continue
|
|
||||||
row = []
|
|
||||||
two_dimensional_array.append(row)
|
|
||||||
for c in range(width):
|
|
||||||
if c == col_n:
|
|
||||||
continue
|
|
||||||
row.append(self[r][c])
|
|
||||||
return type(self)(two_dimensional_array)
|
|
||||||
|
|
||||||
def determinant(self):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if height != width:
|
|
||||||
raise ValueError('Only square matrix can calculate a determinant')
|
|
||||||
tmp, rv = copy.deepcopy(self), 1.
|
|
||||||
for c in range(width - 1, 0, -1):
|
|
||||||
pivot, r = max((abs(tmp[r][c]), r) for r in range(c + 1))
|
|
||||||
pivot = tmp[r][c]
|
|
||||||
if not pivot:
|
|
||||||
return 0.
|
|
||||||
tmp[r], tmp[c] = tmp[c], tmp[r]
|
|
||||||
if r != c:
|
|
||||||
rv = -rv
|
|
||||||
rv *= pivot
|
|
||||||
fact = -1. / pivot
|
|
||||||
for r in range(c):
|
|
||||||
f = fact * tmp[r][c]
|
|
||||||
for x in range(c):
|
|
||||||
tmp[r][x] += f * tmp[c][x]
|
|
||||||
return rv * tmp[0][0]
|
|
||||||
|
|
||||||
def adjugate(self):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if height != width:
|
|
||||||
raise ValueError('Only square matrix can be adjugated')
|
|
||||||
if height == 2:
|
|
||||||
a, b = self[0][0], self[0][1]
|
|
||||||
c, d = self[1][0], self[1][1]
|
|
||||||
return type(self)([[d, -b], [-c, a]])
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
sign = -1 if (r + c) % 2 else 1
|
|
||||||
src[r, c] = self.minor(r, c).determinant() * sign
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def inverse(self):
|
|
||||||
if self.height == self.width == 1:
|
|
||||||
return type(self)([[1. / self[0][0]]])
|
|
||||||
return (1. / self.determinant()) * self.adjugate()
|
|
||||||
|
|
||||||
def __add__(self, other):
|
|
||||||
height, width = self.height, self.width
|
|
||||||
if (height, width) != (other.height, other.width):
|
|
||||||
raise ValueError('Must be same size')
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
src[r, c] = self[r][c] + other[r][c]
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def __mul__(self, other):
|
|
||||||
if self.width != other.height:
|
|
||||||
raise ValueError('Bad size')
|
|
||||||
height, width = self.height, other.width
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
src[r, c] = sum(self[r][x] * other[x][c]
|
|
||||||
for x in range(self.width))
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def __rmul__(self, other):
|
|
||||||
if not isinstance(other, Number):
|
|
||||||
raise TypeError('The operand should be a number')
|
|
||||||
height, width = self.height, self.width
|
|
||||||
src = {}
|
|
||||||
for r in range(height):
|
|
||||||
for c in range(width):
|
|
||||||
src[r, c] = other * self[r][c]
|
|
||||||
return type(self)(src, height, width)
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
return '{}({})'.format(type(self).__name__, super(Matrix, self).__repr__())
|
|
||||||
|
|
||||||
def _repr_latex_(self):
|
|
||||||
rows = [' && '.join(['%.3f' % cell for cell in row]) for row in self]
|
|
||||||
latex = r'\begin{matrix} %s \end{matrix}' % r'\\'.join(rows)
|
|
||||||
return '$%s$' % latex
|
|
||||||
|
|
||||||
def _gen_erfcinv(erfc, math=math):
|
|
||||||
def erfcinv(y):
|
|
||||||
"""The inverse function of erfc."""
|
|
||||||
if y >= 2:
|
|
||||||
return -100.
|
|
||||||
elif y <= 0:
|
|
||||||
return 100.
|
|
||||||
zero_point = y < 1
|
|
||||||
if not zero_point:
|
|
||||||
y = 2 - y
|
|
||||||
t = math.sqrt(-2 * math.log(y / 2.))
|
|
||||||
x = -0.70711 * \
|
|
||||||
((2.30753 + t * 0.27061) / (1. + t * (0.99229 + t * 0.04481)) - t)
|
|
||||||
for i in range(2):
|
|
||||||
err = erfc(x) - y
|
|
||||||
x += err / (1.12837916709551257 * math.exp(-(x ** 2)) - x * err)
|
|
||||||
return x if zero_point else -x
|
|
||||||
return erfcinv
|
|
||||||
|
|
||||||
def _gen_ppf(erfc, math=math):
|
|
||||||
erfcinv = _gen_erfcinv(erfc, math)
|
|
||||||
def ppf(x, mu=0, sigma=1):
|
|
||||||
return mu - sigma * math.sqrt(2) * erfcinv(2 * x)
|
|
||||||
return ppf
|
|
||||||
|
|
||||||
def erfc(x):
|
|
||||||
z = abs(x)
|
|
||||||
t = 1. / (1. + z / 2.)
|
|
||||||
r = t * math.exp(-z * z - 1.26551223 + t * (1.00002368 + t * (
|
|
||||||
0.37409196 + t * (0.09678418 + t * (-0.18628806 + t * (
|
|
||||||
0.27886807 + t * (-1.13520398 + t * (1.48851587 + t * (
|
|
||||||
-0.82215223 + t * 0.17087277
|
|
||||||
)))
|
|
||||||
)))
|
|
||||||
)))
|
|
||||||
return 2. - r if x < 0 else r
|
|
||||||
|
|
||||||
def cdf(x, mu=0, sigma=1):
|
|
||||||
return 0.5 * erfc(-(x - mu) / (sigma * math.sqrt(2)))
|
|
||||||
|
|
||||||
|
|
||||||
def pdf(x, mu=0, sigma=1):
|
|
||||||
return (1 / math.sqrt(2 * math.pi) * abs(sigma) *
|
|
||||||
math.exp(-(((x - mu) / abs(sigma)) ** 2 / 2)))
|
|
||||||
|
|
||||||
ppf = _gen_ppf(erfc)
|
|
||||||
|
|
||||||
def choose_backend(backend):
|
|
||||||
if backend is None: # fallback
|
|
||||||
return cdf, pdf, ppf
|
|
||||||
elif backend == 'mpmath':
|
|
||||||
try:
|
|
||||||
import mpmath
|
|
||||||
except ImportError:
|
|
||||||
raise ImportError('Install "mpmath" to use this backend')
|
|
||||||
return mpmath.ncdf, mpmath.npdf, _gen_ppf(mpmath.erfc, math=mpmath)
|
|
||||||
elif backend == 'scipy':
|
|
||||||
try:
|
|
||||||
from scipy.stats import norm
|
|
||||||
except ImportError:
|
|
||||||
raise ImportError('Install "scipy" to use this backend')
|
|
||||||
return norm.cdf, norm.pdf, norm.ppf
|
|
||||||
raise ValueError('%r backend is not defined' % backend)
|
|
||||||
|
|
||||||
def available_backends():
|
|
||||||
backends = [None]
|
|
||||||
for backend in ['mpmath', 'scipy']:
|
|
||||||
try:
|
|
||||||
__import__(backend)
|
|
||||||
except ImportError:
|
|
||||||
continue
|
|
||||||
backends.append(backend)
|
|
||||||
return backends
|
|
||||||
|
|
||||||
class Node(object):
|
|
||||||
|
|
||||||
pass
|
|
||||||
|
|
||||||
class Variable(Node, Gaussian):
|
|
||||||
|
|
||||||
def __init__(self):
|
|
||||||
self.messages = {}
|
|
||||||
super(Variable, self).__init__()
|
|
||||||
|
|
||||||
def set(self, val):
|
|
||||||
delta = self.delta(val)
|
|
||||||
self.pi, self.tau = val.pi, val.tau
|
|
||||||
return delta
|
|
||||||
|
|
||||||
def delta(self, other):
|
|
||||||
pi_delta = abs(self.pi - other.pi)
|
|
||||||
if pi_delta == inf:
|
|
||||||
return 0.
|
|
||||||
return max(abs(self.tau - other.tau), math.sqrt(pi_delta))
|
|
||||||
|
|
||||||
def update_message(self, factor, pi=0, tau=0, message=None):
|
|
||||||
message = message or Gaussian(pi=pi, tau=tau)
|
|
||||||
old_message, self[factor] = self[factor], message
|
|
||||||
return self.set(self / old_message * message)
|
|
||||||
|
|
||||||
def update_value(self, factor, pi=0, tau=0, value=None):
|
|
||||||
value = value or Gaussian(pi=pi, tau=tau)
|
|
||||||
old_message = self[factor]
|
|
||||||
self[factor] = value * old_message / self
|
|
||||||
return self.set(value)
|
|
||||||
|
|
||||||
def __getitem__(self, factor):
|
|
||||||
return self.messages[factor]
|
|
||||||
|
|
||||||
def __setitem__(self, factor, message):
|
|
||||||
self.messages[factor] = message
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
args = (type(self).__name__, super(Variable, self).__repr__(),
|
|
||||||
len(self.messages), '' if len(self.messages) == 1 else 's')
|
|
||||||
return '<%s %s with %d connection%s>' % args
|
|
||||||
|
|
||||||
|
|
||||||
class Factor(Node):
|
|
||||||
|
|
||||||
def __init__(self, variables):
|
|
||||||
self.vars = variables
|
|
||||||
for var in variables:
|
|
||||||
var[self] = Gaussian()
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
return 0
|
|
||||||
|
|
||||||
def up(self):
|
|
||||||
return 0
|
|
||||||
|
|
||||||
@property
|
|
||||||
def var(self):
|
|
||||||
assert len(self.vars) == 1
|
|
||||||
return self.vars[0]
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
args = (type(self).__name__, len(self.vars),
|
|
||||||
'' if len(self.vars) == 1 else 's')
|
|
||||||
return '<%s with %d connection%s>' % args
|
|
||||||
|
|
||||||
|
|
||||||
class PriorFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, var, val, dynamic=0):
|
|
||||||
super(PriorFactor, self).__init__([var])
|
|
||||||
self.val = val
|
|
||||||
self.dynamic = dynamic
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
sigma = math.sqrt(self.val.sigma ** 2 + self.dynamic ** 2)
|
|
||||||
value = Gaussian(self.val.mu, sigma)
|
|
||||||
return self.var.update_value(self, value=value)
|
|
||||||
|
|
||||||
|
|
||||||
class LikelihoodFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, mean_var, value_var, variance):
|
|
||||||
super(LikelihoodFactor, self).__init__([mean_var, value_var])
|
|
||||||
self.mean = mean_var
|
|
||||||
self.value = value_var
|
|
||||||
self.variance = variance
|
|
||||||
|
|
||||||
def calc_a(self, var):
|
|
||||||
return 1. / (1. + self.variance * var.pi)
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
# update value.
|
|
||||||
msg = self.mean / self.mean[self]
|
|
||||||
a = self.calc_a(msg)
|
|
||||||
return self.value.update_message(self, a * msg.pi, a * msg.tau)
|
|
||||||
|
|
||||||
def up(self):
|
|
||||||
# update mean.
|
|
||||||
msg = self.value / self.value[self]
|
|
||||||
a = self.calc_a(msg)
|
|
||||||
return self.mean.update_message(self, a * msg.pi, a * msg.tau)
|
|
||||||
|
|
||||||
|
|
||||||
class SumFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, sum_var, term_vars, coeffs):
|
|
||||||
super(SumFactor, self).__init__([sum_var] + term_vars)
|
|
||||||
self.sum = sum_var
|
|
||||||
self.terms = term_vars
|
|
||||||
self.coeffs = coeffs
|
|
||||||
|
|
||||||
def down(self):
|
|
||||||
vals = self.terms
|
|
||||||
msgs = [var[self] for var in vals]
|
|
||||||
return self.update(self.sum, vals, msgs, self.coeffs)
|
|
||||||
|
|
||||||
def up(self, index=0):
|
|
||||||
coeff = self.coeffs[index]
|
|
||||||
coeffs = []
|
|
||||||
for x, c in enumerate(self.coeffs):
|
|
||||||
try:
|
|
||||||
if x == index:
|
|
||||||
coeffs.append(1. / coeff)
|
|
||||||
else:
|
|
||||||
coeffs.append(-c / coeff)
|
|
||||||
except ZeroDivisionError:
|
|
||||||
coeffs.append(0.)
|
|
||||||
vals = self.terms[:]
|
|
||||||
vals[index] = self.sum
|
|
||||||
msgs = [var[self] for var in vals]
|
|
||||||
return self.update(self.terms[index], vals, msgs, coeffs)
|
|
||||||
|
|
||||||
def update(self, var, vals, msgs, coeffs):
|
|
||||||
pi_inv = 0
|
|
||||||
mu = 0
|
|
||||||
for val, msg, coeff in zip(vals, msgs, coeffs):
|
|
||||||
div = val / msg
|
|
||||||
mu += coeff * div.mu
|
|
||||||
if pi_inv == inf:
|
|
||||||
continue
|
|
||||||
try:
|
|
||||||
# numpy.float64 handles floating-point error by different way.
|
|
||||||
# For example, it can just warn RuntimeWarning on n/0 problem
|
|
||||||
# instead of throwing ZeroDivisionError. So div.pi, the
|
|
||||||
# denominator has to be a built-in float.
|
|
||||||
pi_inv += coeff ** 2 / float(div.pi)
|
|
||||||
except ZeroDivisionError:
|
|
||||||
pi_inv = inf
|
|
||||||
pi = 1. / pi_inv
|
|
||||||
tau = pi * mu
|
|
||||||
return var.update_message(self, pi, tau)
|
|
||||||
|
|
||||||
|
|
||||||
class TruncateFactor(Factor):
|
|
||||||
|
|
||||||
def __init__(self, var, v_func, w_func, draw_margin):
|
|
||||||
super(TruncateFactor, self).__init__([var])
|
|
||||||
self.v_func = v_func
|
|
||||||
self.w_func = w_func
|
|
||||||
self.draw_margin = draw_margin
|
|
||||||
|
|
||||||
def up(self):
|
|
||||||
val = self.var
|
|
||||||
msg = self.var[self]
|
|
||||||
div = val / msg
|
|
||||||
sqrt_pi = math.sqrt(div.pi)
|
|
||||||
args = (div.tau / sqrt_pi, self.draw_margin * sqrt_pi)
|
|
||||||
v = self.v_func(*args)
|
|
||||||
w = self.w_func(*args)
|
|
||||||
denom = (1. - w)
|
|
||||||
pi, tau = div.pi / denom, (div.tau + sqrt_pi * v) / denom
|
|
||||||
return val.update_value(self, pi, tau)
|
|
||||||
|
|
||||||
#: Default initial mean of ratings.
|
|
||||||
MU = 25.
|
|
||||||
#: Default initial standard deviation of ratings.
|
|
||||||
SIGMA = MU / 3
|
|
||||||
#: Default distance that guarantees about 76% chance of winning.
|
|
||||||
BETA = SIGMA / 2
|
|
||||||
#: Default dynamic factor.
|
|
||||||
TAU = SIGMA / 100
|
|
||||||
#: Default draw probability of the game.
|
|
||||||
DRAW_PROBABILITY = .10
|
|
||||||
#: A basis to check reliability of the result.
|
|
||||||
DELTA = 0.0001
|
|
||||||
|
|
||||||
|
|
||||||
def calc_draw_probability(draw_margin, size, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
return 2 * env.cdf(draw_margin / (math.sqrt(size) * env.beta)) - 1
|
|
||||||
|
|
||||||
|
|
||||||
def calc_draw_margin(draw_probability, size, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
return env.ppf((draw_probability + 1) / 2.) * math.sqrt(size) * env.beta
|
|
||||||
|
|
||||||
|
|
||||||
def _team_sizes(rating_groups):
|
|
||||||
team_sizes = [0]
|
|
||||||
for group in rating_groups:
|
|
||||||
team_sizes.append(len(group) + team_sizes[-1])
|
|
||||||
del team_sizes[0]
|
|
||||||
return team_sizes
|
|
||||||
|
|
||||||
|
|
||||||
def _floating_point_error(env):
|
|
||||||
if env.backend == 'mpmath':
|
|
||||||
msg = 'Set "mpmath.mp.dps" to higher'
|
|
||||||
else:
|
|
||||||
msg = 'Cannot calculate correctly, set backend to "mpmath"'
|
|
||||||
return FloatingPointError(msg)
|
|
||||||
|
|
||||||
|
|
||||||
class Rating(Gaussian):
|
|
||||||
def __init__(self, mu=None, sigma=None):
|
|
||||||
if isinstance(mu, tuple):
|
|
||||||
mu, sigma = mu
|
|
||||||
elif isinstance(mu, Gaussian):
|
|
||||||
mu, sigma = mu.mu, mu.sigma
|
|
||||||
if mu is None:
|
|
||||||
mu = global_env().mu
|
|
||||||
if sigma is None:
|
|
||||||
sigma = global_env().sigma
|
|
||||||
super(Rating, self).__init__(mu, sigma)
|
|
||||||
|
|
||||||
def __int__(self):
|
|
||||||
return int(self.mu)
|
|
||||||
|
|
||||||
def __long__(self):
|
|
||||||
return long(self.mu)
|
|
||||||
|
|
||||||
def __float__(self):
|
|
||||||
return float(self.mu)
|
|
||||||
|
|
||||||
def __iter__(self):
|
|
||||||
return iter((self.mu, self.sigma))
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
c = type(self)
|
|
||||||
args = ('.'.join([c.__module__, c.__name__]), self.mu, self.sigma)
|
|
||||||
return '%s(mu=%.3f, sigma=%.3f)' % args
|
|
||||||
|
|
||||||
|
|
||||||
class TrueSkill(object):
|
|
||||||
def __init__(self, mu=MU, sigma=SIGMA, beta=BETA, tau=TAU,
|
|
||||||
draw_probability=DRAW_PROBABILITY, backend=None):
|
|
||||||
self.mu = mu
|
|
||||||
self.sigma = sigma
|
|
||||||
self.beta = beta
|
|
||||||
self.tau = tau
|
|
||||||
self.draw_probability = draw_probability
|
|
||||||
self.backend = backend
|
|
||||||
if isinstance(backend, tuple):
|
|
||||||
self.cdf, self.pdf, self.ppf = backend
|
|
||||||
else:
|
|
||||||
self.cdf, self.pdf, self.ppf = choose_backend(backend)
|
|
||||||
|
|
||||||
def create_rating(self, mu=None, sigma=None):
|
|
||||||
if mu is None:
|
|
||||||
mu = self.mu
|
|
||||||
if sigma is None:
|
|
||||||
sigma = self.sigma
|
|
||||||
return Rating(mu, sigma)
|
|
||||||
|
|
||||||
def v_win(self, diff, draw_margin):
|
|
||||||
x = diff - draw_margin
|
|
||||||
denom = self.cdf(x)
|
|
||||||
return (self.pdf(x) / denom) if denom else -x
|
|
||||||
|
|
||||||
def v_draw(self, diff, draw_margin):
|
|
||||||
abs_diff = abs(diff)
|
|
||||||
a, b = draw_margin - abs_diff, -draw_margin - abs_diff
|
|
||||||
denom = self.cdf(a) - self.cdf(b)
|
|
||||||
numer = self.pdf(b) - self.pdf(a)
|
|
||||||
return ((numer / denom) if denom else a) * (-1 if diff < 0 else +1)
|
|
||||||
|
|
||||||
def w_win(self, diff, draw_margin):
|
|
||||||
x = diff - draw_margin
|
|
||||||
v = self.v_win(diff, draw_margin)
|
|
||||||
w = v * (v + x)
|
|
||||||
if 0 < w < 1:
|
|
||||||
return w
|
|
||||||
raise _floating_point_error(self)
|
|
||||||
|
|
||||||
def w_draw(self, diff, draw_margin):
|
|
||||||
abs_diff = abs(diff)
|
|
||||||
a, b = draw_margin - abs_diff, -draw_margin - abs_diff
|
|
||||||
denom = self.cdf(a) - self.cdf(b)
|
|
||||||
if not denom:
|
|
||||||
raise _floating_point_error(self)
|
|
||||||
v = self.v_draw(abs_diff, draw_margin)
|
|
||||||
return (v ** 2) + (a * self.pdf(a) - b * self.pdf(b)) / denom
|
|
||||||
|
|
||||||
def validate_rating_groups(self, rating_groups):
|
|
||||||
# check group sizes
|
|
||||||
if len(rating_groups) < 2:
|
|
||||||
raise ValueError('Need multiple rating groups')
|
|
||||||
elif not all(rating_groups):
|
|
||||||
raise ValueError('Each group must contain multiple ratings')
|
|
||||||
# check group types
|
|
||||||
group_types = set(map(type, rating_groups))
|
|
||||||
if len(group_types) != 1:
|
|
||||||
raise TypeError('All groups should be same type')
|
|
||||||
elif group_types.pop() is Rating:
|
|
||||||
raise TypeError('Rating cannot be a rating group')
|
|
||||||
# normalize rating_groups
|
|
||||||
if isinstance(rating_groups[0], dict):
|
|
||||||
dict_rating_groups = rating_groups
|
|
||||||
rating_groups = []
|
|
||||||
keys = []
|
|
||||||
for dict_rating_group in dict_rating_groups:
|
|
||||||
rating_group, key_group = [], []
|
|
||||||
for key, rating in iteritems(dict_rating_group):
|
|
||||||
rating_group.append(rating)
|
|
||||||
key_group.append(key)
|
|
||||||
rating_groups.append(tuple(rating_group))
|
|
||||||
keys.append(tuple(key_group))
|
|
||||||
else:
|
|
||||||
rating_groups = list(rating_groups)
|
|
||||||
keys = None
|
|
||||||
return rating_groups, keys
|
|
||||||
|
|
||||||
def validate_weights(self, weights, rating_groups, keys=None):
|
|
||||||
if weights is None:
|
|
||||||
weights = [(1,) * len(g) for g in rating_groups]
|
|
||||||
elif isinstance(weights, dict):
|
|
||||||
weights_dict, weights = weights, []
|
|
||||||
for x, group in enumerate(rating_groups):
|
|
||||||
w = []
|
|
||||||
weights.append(w)
|
|
||||||
for y, rating in enumerate(group):
|
|
||||||
if keys is not None:
|
|
||||||
y = keys[x][y]
|
|
||||||
w.append(weights_dict.get((x, y), 1))
|
|
||||||
return weights
|
|
||||||
|
|
||||||
def factor_graph_builders(self, rating_groups, ranks, weights):
|
|
||||||
flatten_ratings = sum(map(tuple, rating_groups), ())
|
|
||||||
flatten_weights = sum(map(tuple, weights), ())
|
|
||||||
size = len(flatten_ratings)
|
|
||||||
group_size = len(rating_groups)
|
|
||||||
# create variables
|
|
||||||
rating_vars = [Variable() for x in range(size)]
|
|
||||||
perf_vars = [Variable() for x in range(size)]
|
|
||||||
team_perf_vars = [Variable() for x in range(group_size)]
|
|
||||||
team_diff_vars = [Variable() for x in range(group_size - 1)]
|
|
||||||
team_sizes = _team_sizes(rating_groups)
|
|
||||||
# layer builders
|
|
||||||
def build_rating_layer():
|
|
||||||
for rating_var, rating in zip(rating_vars, flatten_ratings):
|
|
||||||
yield PriorFactor(rating_var, rating, self.tau)
|
|
||||||
def build_perf_layer():
|
|
||||||
for rating_var, perf_var in zip(rating_vars, perf_vars):
|
|
||||||
yield LikelihoodFactor(rating_var, perf_var, self.beta ** 2)
|
|
||||||
def build_team_perf_layer():
|
|
||||||
for team, team_perf_var in enumerate(team_perf_vars):
|
|
||||||
if team > 0:
|
|
||||||
start = team_sizes[team - 1]
|
|
||||||
else:
|
|
||||||
start = 0
|
|
||||||
end = team_sizes[team]
|
|
||||||
child_perf_vars = perf_vars[start:end]
|
|
||||||
coeffs = flatten_weights[start:end]
|
|
||||||
yield SumFactor(team_perf_var, child_perf_vars, coeffs)
|
|
||||||
def build_team_diff_layer():
|
|
||||||
for team, team_diff_var in enumerate(team_diff_vars):
|
|
||||||
yield SumFactor(team_diff_var,
|
|
||||||
team_perf_vars[team:team + 2], [+1, -1])
|
|
||||||
def build_trunc_layer():
|
|
||||||
for x, team_diff_var in enumerate(team_diff_vars):
|
|
||||||
if callable(self.draw_probability):
|
|
||||||
# dynamic draw probability
|
|
||||||
team_perf1, team_perf2 = team_perf_vars[x:x + 2]
|
|
||||||
args = (Rating(team_perf1), Rating(team_perf2), self)
|
|
||||||
draw_probability = self.draw_probability(*args)
|
|
||||||
else:
|
|
||||||
# static draw probability
|
|
||||||
draw_probability = self.draw_probability
|
|
||||||
size = sum(map(len, rating_groups[x:x + 2]))
|
|
||||||
draw_margin = calc_draw_margin(draw_probability, size, self)
|
|
||||||
if ranks[x] == ranks[x + 1]: # is a tie?
|
|
||||||
v_func, w_func = self.v_draw, self.w_draw
|
|
||||||
else:
|
|
||||||
v_func, w_func = self.v_win, self.w_win
|
|
||||||
yield TruncateFactor(team_diff_var,
|
|
||||||
v_func, w_func, draw_margin)
|
|
||||||
# build layers
|
|
||||||
return (build_rating_layer, build_perf_layer, build_team_perf_layer,
|
|
||||||
build_team_diff_layer, build_trunc_layer)
|
|
||||||
|
|
||||||
def run_schedule(self, build_rating_layer, build_perf_layer,
|
|
||||||
build_team_perf_layer, build_team_diff_layer,
|
|
||||||
build_trunc_layer, min_delta=DELTA):
|
|
||||||
if min_delta <= 0:
|
|
||||||
raise ValueError('min_delta must be greater than 0')
|
|
||||||
layers = []
|
|
||||||
def build(builders):
|
|
||||||
layers_built = [list(build()) for build in builders]
|
|
||||||
layers.extend(layers_built)
|
|
||||||
return layers_built
|
|
||||||
# gray arrows
|
|
||||||
layers_built = build([build_rating_layer,
|
|
||||||
build_perf_layer,
|
|
||||||
build_team_perf_layer])
|
|
||||||
rating_layer, perf_layer, team_perf_layer = layers_built
|
|
||||||
for f in chain(*layers_built):
|
|
||||||
f.down()
|
|
||||||
# arrow #1, #2, #3
|
|
||||||
team_diff_layer, trunc_layer = build([build_team_diff_layer,
|
|
||||||
build_trunc_layer])
|
|
||||||
team_diff_len = len(team_diff_layer)
|
|
||||||
for x in range(10):
|
|
||||||
if team_diff_len == 1:
|
|
||||||
# only two teams
|
|
||||||
team_diff_layer[0].down()
|
|
||||||
delta = trunc_layer[0].up()
|
|
||||||
else:
|
|
||||||
# multiple teams
|
|
||||||
delta = 0
|
|
||||||
for x in range(team_diff_len - 1):
|
|
||||||
team_diff_layer[x].down()
|
|
||||||
delta = max(delta, trunc_layer[x].up())
|
|
||||||
team_diff_layer[x].up(1) # up to right variable
|
|
||||||
for x in range(team_diff_len - 1, 0, -1):
|
|
||||||
team_diff_layer[x].down()
|
|
||||||
delta = max(delta, trunc_layer[x].up())
|
|
||||||
team_diff_layer[x].up(0) # up to left variable
|
|
||||||
# repeat until to small update
|
|
||||||
if delta <= min_delta:
|
|
||||||
break
|
|
||||||
# up both ends
|
|
||||||
team_diff_layer[0].up(0)
|
|
||||||
team_diff_layer[team_diff_len - 1].up(1)
|
|
||||||
# up the remainder of the black arrows
|
|
||||||
for f in team_perf_layer:
|
|
||||||
for x in range(len(f.vars) - 1):
|
|
||||||
f.up(x)
|
|
||||||
for f in perf_layer:
|
|
||||||
f.up()
|
|
||||||
return layers
|
|
||||||
|
|
||||||
def rate(self, rating_groups, ranks=None, weights=None, min_delta=DELTA):
|
|
||||||
rating_groups, keys = self.validate_rating_groups(rating_groups)
|
|
||||||
weights = self.validate_weights(weights, rating_groups, keys)
|
|
||||||
group_size = len(rating_groups)
|
|
||||||
if ranks is None:
|
|
||||||
ranks = range(group_size)
|
|
||||||
elif len(ranks) != group_size:
|
|
||||||
raise ValueError('Wrong ranks')
|
|
||||||
# sort rating groups by rank
|
|
||||||
by_rank = lambda x: x[1][1]
|
|
||||||
sorting = sorted(enumerate(zip(rating_groups, ranks, weights)),
|
|
||||||
key=by_rank)
|
|
||||||
sorted_rating_groups, sorted_ranks, sorted_weights = [], [], []
|
|
||||||
for x, (g, r, w) in sorting:
|
|
||||||
sorted_rating_groups.append(g)
|
|
||||||
sorted_ranks.append(r)
|
|
||||||
# make weights to be greater than 0
|
|
||||||
sorted_weights.append(max(min_delta, w_) for w_ in w)
|
|
||||||
# build factor graph
|
|
||||||
args = (sorted_rating_groups, sorted_ranks, sorted_weights)
|
|
||||||
builders = self.factor_graph_builders(*args)
|
|
||||||
args = builders + (min_delta,)
|
|
||||||
layers = self.run_schedule(*args)
|
|
||||||
# make result
|
|
||||||
rating_layer, team_sizes = layers[0], _team_sizes(sorted_rating_groups)
|
|
||||||
transformed_groups = []
|
|
||||||
for start, end in zip([0] + team_sizes[:-1], team_sizes):
|
|
||||||
group = []
|
|
||||||
for f in rating_layer[start:end]:
|
|
||||||
group.append(Rating(float(f.var.mu), float(f.var.sigma)))
|
|
||||||
transformed_groups.append(tuple(group))
|
|
||||||
by_hint = lambda x: x[0]
|
|
||||||
unsorting = sorted(zip((x for x, __ in sorting), transformed_groups),
|
|
||||||
key=by_hint)
|
|
||||||
if keys is None:
|
|
||||||
return [g for x, g in unsorting]
|
|
||||||
# restore the structure with input dictionary keys
|
|
||||||
return [dict(zip(keys[x], g)) for x, g in unsorting]
|
|
||||||
|
|
||||||
def quality(self, rating_groups, weights=None):
|
|
||||||
rating_groups, keys = self.validate_rating_groups(rating_groups)
|
|
||||||
weights = self.validate_weights(weights, rating_groups, keys)
|
|
||||||
flatten_ratings = sum(map(tuple, rating_groups), ())
|
|
||||||
flatten_weights = sum(map(tuple, weights), ())
|
|
||||||
length = len(flatten_ratings)
|
|
||||||
# a vector of all of the skill means
|
|
||||||
mean_matrix = Matrix([[r.mu] for r in flatten_ratings])
|
|
||||||
# a matrix whose diagonal values are the variances (sigma ** 2) of each
|
|
||||||
# of the players.
|
|
||||||
def variance_matrix(height, width):
|
|
||||||
variances = (r.sigma ** 2 for r in flatten_ratings)
|
|
||||||
for x, variance in enumerate(variances):
|
|
||||||
yield (x, x), variance
|
|
||||||
variance_matrix = Matrix(variance_matrix, length, length)
|
|
||||||
# the player-team assignment and comparison matrix
|
|
||||||
def rotated_a_matrix(set_height, set_width):
|
|
||||||
t = 0
|
|
||||||
for r, (cur, _next) in enumerate(zip(rating_groups[:-1],
|
|
||||||
rating_groups[1:])):
|
|
||||||
for x in range(t, t + len(cur)):
|
|
||||||
yield (r, x), flatten_weights[x]
|
|
||||||
t += 1
|
|
||||||
x += 1
|
|
||||||
for x in range(x, x + len(_next)):
|
|
||||||
yield (r, x), -flatten_weights[x]
|
|
||||||
set_height(r + 1)
|
|
||||||
set_width(x + 1)
|
|
||||||
rotated_a_matrix = Matrix(rotated_a_matrix)
|
|
||||||
a_matrix = rotated_a_matrix.transpose()
|
|
||||||
# match quality further derivation
|
|
||||||
_ata = (self.beta ** 2) * rotated_a_matrix * a_matrix
|
|
||||||
_atsa = rotated_a_matrix * variance_matrix * a_matrix
|
|
||||||
start = mean_matrix.transpose() * a_matrix
|
|
||||||
middle = _ata + _atsa
|
|
||||||
end = rotated_a_matrix * mean_matrix
|
|
||||||
# make result
|
|
||||||
e_arg = (-0.5 * start * middle.inverse() * end).determinant()
|
|
||||||
s_arg = _ata.determinant() / middle.determinant()
|
|
||||||
return math.exp(e_arg) * math.sqrt(s_arg)
|
|
||||||
|
|
||||||
def expose(self, rating):
|
|
||||||
k = self.mu / self.sigma
|
|
||||||
return rating.mu - k * rating.sigma
|
|
||||||
|
|
||||||
def make_as_global(self):
|
|
||||||
return setup(env=self)
|
|
||||||
|
|
||||||
def __repr__(self):
|
|
||||||
c = type(self)
|
|
||||||
if callable(self.draw_probability):
|
|
||||||
f = self.draw_probability
|
|
||||||
draw_probability = '.'.join([f.__module__, f.__name__])
|
|
||||||
else:
|
|
||||||
draw_probability = '%.1f%%' % (self.draw_probability * 100)
|
|
||||||
if self.backend is None:
|
|
||||||
backend = ''
|
|
||||||
elif isinstance(self.backend, tuple):
|
|
||||||
backend = ', backend=...'
|
|
||||||
else:
|
|
||||||
backend = ', backend=%r' % self.backend
|
|
||||||
args = ('.'.join([c.__module__, c.__name__]), self.mu, self.sigma,
|
|
||||||
self.beta, self.tau, draw_probability, backend)
|
|
||||||
return ('%s(mu=%.3f, sigma=%.3f, beta=%.3f, tau=%.3f, '
|
|
||||||
'draw_probability=%s%s)' % args)
|
|
||||||
|
|
||||||
|
|
||||||
def rate_1vs1(rating1, rating2, drawn=False, min_delta=DELTA, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
ranks = [0, 0 if drawn else 1]
|
|
||||||
teams = env.rate([(rating1,), (rating2,)], ranks, min_delta=min_delta)
|
|
||||||
return teams[0][0], teams[1][0]
|
|
||||||
|
|
||||||
|
|
||||||
def quality_1vs1(rating1, rating2, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = global_env()
|
|
||||||
return env.quality([(rating1,), (rating2,)])
|
|
||||||
|
|
||||||
|
|
||||||
def global_env():
|
|
||||||
try:
|
|
||||||
global_env.__trueskill__
|
|
||||||
except AttributeError:
|
|
||||||
# setup the default environment
|
|
||||||
setup()
|
|
||||||
return global_env.__trueskill__
|
|
||||||
|
|
||||||
|
|
||||||
def setup(mu=MU, sigma=SIGMA, beta=BETA, tau=TAU,
|
|
||||||
draw_probability=DRAW_PROBABILITY, backend=None, env=None):
|
|
||||||
if env is None:
|
|
||||||
env = TrueSkill(mu, sigma, beta, tau, draw_probability, backend)
|
|
||||||
global_env.__trueskill__ = env
|
|
||||||
return env
|
|
||||||
|
|
||||||
|
|
||||||
def rate(rating_groups, ranks=None, weights=None, min_delta=DELTA):
|
|
||||||
return global_env().rate(rating_groups, ranks, weights, min_delta)
|
|
||||||
|
|
||||||
|
|
||||||
def quality(rating_groups, weights=None):
|
|
||||||
return global_env().quality(rating_groups, weights)
|
|
||||||
|
|
||||||
|
|
||||||
def expose(rating):
|
|
||||||
return global_env().expose(rating)
|
|
@ -1,34 +0,0 @@
|
|||||||
# Titan Robotics Team 2022: Visualization Module
|
|
||||||
# Written by Arthur Lu & Jacob Levine
|
|
||||||
# Notes:
|
|
||||||
# this should be imported as a python module using 'import visualization'
|
|
||||||
# this should be included in the local directory or environment variable
|
|
||||||
# fancy
|
|
||||||
# setup:
|
|
||||||
|
|
||||||
__version__ = "1.0.0.000"
|
|
||||||
|
|
||||||
#changelog should be viewed using print(analysis.__changelog__)
|
|
||||||
__changelog__ = """changelog:
|
|
||||||
1.0.0.000:
|
|
||||||
- created visualization.py
|
|
||||||
- added graphloss()
|
|
||||||
- added imports
|
|
||||||
"""
|
|
||||||
|
|
||||||
__author__ = (
|
|
||||||
"Arthur Lu <arthurlu@ttic.edu>,"
|
|
||||||
"Jacob Levine <jlevine@ttic.edu>,"
|
|
||||||
)
|
|
||||||
|
|
||||||
__all__ = [
|
|
||||||
'graphloss',
|
|
||||||
]
|
|
||||||
|
|
||||||
import matplotlib.pyplot as plt
|
|
||||||
|
|
||||||
def graphloss(losses):
|
|
||||||
|
|
||||||
x = range(0, len(losses))
|
|
||||||
plt.plot(x, losses)
|
|
||||||
plt.show()
|
|
BIN
data-analysis/__pycache__/data.cpython-37.pyc
Normal file
BIN
data-analysis/__pycache__/data.cpython-37.pyc
Normal file
Binary file not shown.
2
data-analysis/config/keys.config
Normal file
2
data-analysis/config/keys.config
Normal file
@ -0,0 +1,2 @@
|
|||||||
|
mongodb+srv://api-user-new:titanscout2022@2022-scouting-4vfuu.mongodb.net/test?authSource=admin&replicaSet=2022-scouting-shard-0&readPreference=primary&appname=MongoDB%20Compass&ssl=true
|
||||||
|
UDvKmPjPRfwwUdDX1JxbmkyecYBJhCtXeyVk9vmO2i7K0Zn4wqQPMfzuEINXJ7e5
|
Loading…
Reference in New Issue
Block a user