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04141bbec8
regression.py v 1.0.0.003 analysis pkg v 1.0.0.8
791 lines
28 KiB
Python
791 lines
28 KiB
Python
# 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 '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__ = "1.1.13.006"
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# changelog should be viewed using print(analysis.__changelog__)
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__changelog__ = """changelog:
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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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'elo',
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'glicko2',
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'trueskill',
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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_classifier',
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'knn_regressor',
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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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'Glicko2',
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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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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 *
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import sklearn
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from sklearn import *
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from analysis 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)
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_min = npmin(data_t)
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_max = npmax(data_t)
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return _mean, _median, _stdev, _variance, _min, _max
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# returns z score with inputs of point, mean and standard deviation of spread
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@jit(forceobj=True)
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def z_score(point, mean, stdev):
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score = (point - mean) / stdev
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return score
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# expects 2d array, normalizes across all axes
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@jit(forceobj=True)
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def z_normalize(array, *args):
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array = np.array(array)
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for arg in args:
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array = sklearn.preprocessing.normalize(array, axis = arg)
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return array
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@jit(forceobj=True)
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# expects 2d array of [x,y]
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def histo_analysis(hist_data):
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if(len(hist_data[0]) > 2):
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hist_data = np.array(hist_data)
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derivative = np.array(len(hist_data) - 1, dtype = float)
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t = np.diff(hist_data)
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derivative = t[1] / t[0]
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np.sort(derivative)
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return basic_stats(derivative)[0], basic_stats(derivative)[3]
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else:
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return None
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def regression(inputs, outputs, args): # inputs, outputs expects N-D array
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X = np.array(inputs)
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y = np.array(outputs)
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regressions = []
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if 'lin' in args: # formula: ax + b
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try:
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def func(x, a, b):
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return a * x + b
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popt, pcov = scipy.optimize.curve_fit(func, X, y)
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regressions.append((popt.flatten().tolist(), None))
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except Exception as e:
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pass
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if 'log' in args: # formula: a log (b(x + c)) + d
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try:
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def func(x, a, b, c, d):
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return a * np.log(b*(x + c)) + d
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popt, pcov = scipy.optimize.curve_fit(func, X, y)
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regressions.append((popt.flatten().tolist(), None))
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except Exception as e:
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pass
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if 'exp' in args: # formula: a e ^ (b(x + c)) + d
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try:
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def func(x, a, b, c, d):
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return a * np.exp(b*(x + c)) + d
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popt, pcov = scipy.optimize.curve_fit(func, X, y)
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regressions.append((popt.flatten().tolist(), None))
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except Exception as e:
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pass
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if 'ply' in args: # formula: a + bx^1 + cx^2 + dx^3 + ...
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inputs = np.array([inputs])
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outputs = np.array([outputs])
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plys = []
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limit = len(outputs[0])
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for i in range(2, limit):
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model = sklearn.preprocessing.PolynomialFeatures(degree = i)
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model = sklearn.pipeline.make_pipeline(model, sklearn.linear_model.LinearRegression())
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model = model.fit(np.rot90(inputs), np.rot90(outputs))
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params = model.steps[1][1].intercept_.tolist()
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params = np.append(params, model.steps[1][1].coef_[0].tolist()[1::])
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params.flatten()
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params = params.tolist()
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plys.append(params)
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regressions.append(plys)
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if 'sig' in args: # formula: a tanh (b(x + c)) + d
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try:
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def func(x, a, b, c, d):
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return a * np.tanh(b*(x + c)) + d
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popt, pcov = scipy.optimize.curve_fit(func, X, y)
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regressions.append((popt.flatten().tolist(), None))
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except Exception as e:
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pass
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return regressions
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def elo(starting_score, opposing_score, observed, N, K):
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expected = 1/(1+10**((np.array(opposing_score) - starting_score)/N))
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return starting_score + K*(np.sum(observed) - np.sum(expected))
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def glicko2(starting_score, starting_rd, starting_vol, opposing_score, opposing_rd, observations):
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player = Glicko2(rating = starting_score, rd = starting_rd, vol = starting_vol)
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player.update_player([x for x in opposing_score], [x for x in opposing_rd], observations)
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return (player.rating, player.rd, player.vol)
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def trueskill(teams_data, observations): # teams_data is array of array of tuples ie. [[(mu, sigma), (mu, sigma), (mu, sigma)], [(mu, sigma), (mu, sigma), (mu, sigma)]]
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team_ratings = []
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for team in teams_data:
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team_temp = []
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for player in team:
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player = Trueskill.Rating(player[0], player[1])
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team_temp.append(player)
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team_ratings.append(team_temp)
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return Trueskill.rate(teams_data, observations)
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class RegressionMetrics():
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def __new__(cls, predictions, targets):
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return cls.r_squared(cls, predictions, targets), cls.mse(cls, predictions, targets), cls.rms(cls, predictions, targets)
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def r_squared(self, predictions, targets): # assumes equal size inputs
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return sklearn.metrics.r2_score(targets, predictions)
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def mse(self, predictions, targets):
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return sklearn.metrics.mean_squared_error(targets, predictions)
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def rms(self, predictions, targets):
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return math.sqrt(sklearn.metrics.mean_squared_error(targets, predictions))
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class ClassificationMetrics():
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def __new__(cls, predictions, targets):
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return cls.cm(cls, predictions, targets), cls.cr(cls, predictions, targets)
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def cm(self, predictions, targets):
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return sklearn.metrics.confusion_matrix(targets, predictions)
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def cr(self, predictions, targets):
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return sklearn.metrics.classification_report(targets, predictions)
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@jit(nopython=True)
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def mean(data):
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return np.mean(data)
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@jit(nopython=True)
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def median(data):
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return np.median(data)
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@jit(nopython=True)
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def stdev(data):
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return np.std(data)
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@jit(nopython=True)
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def variance(data):
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return np.var(data)
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@jit(nopython=True)
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def npmin(data):
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return np.amin(data)
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@jit(nopython=True)
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def npmax(data):
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return np.amax(data)
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@jit(forceobj=True)
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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"):
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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)
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kernel.fit(data)
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predictions = kernel.predict(data)
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centers = kernel.cluster_centers_
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return centers, predictions
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@jit(forceobj=True)
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def pca(data, n_components = None, copy = True, whiten = False, svd_solver = "auto", tol = 0.0, iterated_power = "auto", random_state = None):
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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)
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return kernel.fit_transform(data)
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@jit(forceobj=True)
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def decisiontree(data, labels, test_size = 0.3, criterion = "gini", splitter = "default", max_depth = None): #expects *2d data and 1d labels
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data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
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model = sklearn.tree.DecisionTreeClassifier(criterion = criterion, splitter = splitter, max_depth = max_depth)
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model = model.fit(data_train,labels_train)
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predictions = model.predict(data_test)
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metrics = ClassificationMetrics(predictions, labels_test)
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return model, metrics
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@jit(forceobj=True)
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def knn_classifier(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
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data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
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model = sklearn.neighbors.KNeighborsClassifier()
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model.fit(data_train, labels_train)
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predictions = model.predict(data_test)
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return model, ClassificationMetrics(predictions, labels_test)
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def knn_regressor(data, outputs, test_size, n_neighbors = 5, weights = "uniform", algorithm = "auto", leaf_size = 30, p = 2, metric = "minkowski", metric_params = None, n_jobs = None):
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data_train, data_test, outputs_train, outputs_test = sklearn.model_selection.train_test_split(data, outputs, test_size=test_size, random_state=1)
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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)
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model.fit(data_train, outputs_train)
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predictions = model.predict(data_test)
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return model, RegressionMetrics(predictions, outputs_test)
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class NaiveBayes:
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def guassian(self, data, labels, test_size = 0.3, priors = None, var_smoothing = 1e-09):
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data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
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model = sklearn.naive_bayes.GaussianNB(priors = priors, var_smoothing = var_smoothing)
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model.fit(data_train, labels_train)
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predictions = model.predict(data_test)
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return model, ClassificationMetrics(predictions, labels_test)
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def multinomial(self, data, labels, test_size = 0.3, alpha=1.0, fit_prior=True, class_prior=None):
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data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
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model = sklearn.naive_bayes.MultinomialNB(alpha = alpha, fit_prior = fit_prior, class_prior = class_prior)
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model.fit(data_train, labels_train)
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predictions = model.predict(data_test)
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return model, ClassificationMetrics(predictions, labels_test)
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def bernoulli(self, data, labels, test_size = 0.3, alpha=1.0, binarize=0.0, fit_prior=True, class_prior=None):
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data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
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model = sklearn.naive_bayes.BernoulliNB(alpha = alpha, binarize = binarize, fit_prior = fit_prior, class_prior = class_prior)
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model.fit(data_train, labels_train)
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predictions = model.predict(data_test)
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|
return model, ClassificationMetrics(predictions, labels_test)
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|
def complement(self, data, labels, test_size = 0.3, alpha=1.0, fit_prior=True, class_prior=None, norm=False):
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|
data_train, data_test, labels_train, labels_test = sklearn.model_selection.train_test_split(data, labels, test_size=test_size, random_state=1)
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model = sklearn.naive_bayes.ComplementNB(alpha = alpha, fit_prior = fit_prior, class_prior = class_prior, norm = norm)
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|
model.fit(data_train, labels_train)
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|
predictions = model.predict(data_test)
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|
return model, ClassificationMetrics(predictions, labels_test)
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|
|
|
class SVM:
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|
class CustomKernel:
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|
def __new__(cls, C, kernel, degre, gamma, coef0, shrinking, probability, tol, cache_size, class_weight, verbose, max_iter, decision_function_shape, random_state):
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|
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)
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|
|
class StandardKernel:
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|
|
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):
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|
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:
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|
|
class Linear:
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|
|
|
def __new__(cls):
|
|
|
|
return sklearn.svm.SVC(kernel = 'linear')
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|
|
class Polynomial:
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|
|
|
def __new__(cls, power, r_bias):
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|
return sklearn.svm.SVC(kernel = 'polynomial', degree = power, coef0 = r_bias)
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|
|
class RBF:
|
|
|
|
def __new__(cls, gamma):
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|
|
|
return sklearn.svm.SVC(kernel = 'rbf', gamma = gamma)
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|
|
|
class Sigmoid:
|
|
|
|
def __new__(cls, r_bias):
|
|
|
|
return sklearn.svm.SVC(kernel = 'sigmoid', coef0 = r_bias)
|
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|
|
def fit(self, kernel, train_data, train_outputs): # expects *2d data, 1d labels or outputs
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|
|
|
return kernel.fit(train_data, train_outputs)
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|
|
|
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 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()
|