Class: WholeHistoryRating::Player

Inherits:
Object
  • Object
show all
Defined in:
lib/whole_history_rating/player.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(name, config) ⇒ Player

Returns a new instance of Player.



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# File 'lib/whole_history_rating/player.rb', line 7

def initialize(name, config)
  @name = name
  @debug = config[:debug]
  @w2 = (Math.sqrt(config[:w2])*Math.log(10)/400)**2  # Convert from elo^2 to r^2
  @days = []
end

Instance Attribute Details

#anchor_gamma ⇒ Object

Returns the value of attribute anchor_gamma.



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# File 'lib/whole_history_rating/player.rb', line 5

def anchor_gamma
  @anchor_gamma
end

#days ⇒ Object

Returns the value of attribute days.



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# File 'lib/whole_history_rating/player.rb', line 5

def days
  @days
end

#debug ⇒ Object

Returns the value of attribute debug.



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# File 'lib/whole_history_rating/player.rb', line 5

def debug
  @debug
end

#id ⇒ Object

Returns the value of attribute id.



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# File 'lib/whole_history_rating/player.rb', line 5

def id
  @id
end

#name ⇒ Object

Returns the value of attribute name.



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# File 'lib/whole_history_rating/player.rb', line 5

def name
  @name
end

#w2 ⇒ Object

Returns the value of attribute w2.



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# File 'lib/whole_history_rating/player.rb', line 5

def w2
  @w2
end

Instance Method Details

#add_game(game) ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 234

def add_game(game)
  if days.last.nil? || days.last.day != game.day
    new_pday = PlayerDay.new(self, game.day)
    if days.empty?
      new_pday.is_first_day = true
      new_pday.gamma = 1
    else
      new_pday.gamma = days.last.gamma
    end
    days << new_pday
  end
  if (game.white_player == self)
    game.wpd = days.last
  else 
    game.bpd = days.last
  end
  days.last.add_game(game)
end

#compute_sigma2 ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 90

def compute_sigma2
  sigma2 = []
  days.each_cons(2) do |d1,d2|
    sigma2 << (d2.day - d1.day).abs * @w2
  end
  sigma2
end

#covariance ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 169

def covariance
  r = days.map(&:r)

  sigma2 = compute_sigma2
  h = hessian(days, sigma2)
  g = gradient(r, days, sigma2)

  n = days.count

  a = []
  d = [h[0,0]]
  b = [h[0,1]]

  n = r.size    
  (1..(n-1)).each do |i|
    a[i] = h[i,i-1] / d[i-1]
    d[i] = h[i,i] - a[i] * b[i-1]
    b[i] = h[i,i+1]
  end

  dp = []
  dp[n-1] = h[n-1,n-1]    
  bp = []
  bp[n-1] = h[n-1,n-2]
  ap = []
  (n-2).downto(0) do |i|
    ap[i] = h[i,i+1] / dp[i+1]
    dp[i] = h[i,i] - ap[i]*bp[i+1]
    bp[i] = h[i,i-1]
  end

  v = []
  0.upto(n-2) do |i|
    v[i] = dp[i+1]/(b[i]*bp[i+1] - d[i]*dp[i+1])
  end
  v[n-1] = -1/d[n-1]

  #puts "a = #{a}"
  #puts "b = #{b}"
  #puts "bp = #{bp}"
  #puts "d = #{d}"
  #puts "dp = #{dp}"
  #puts "v = #{v}" 

  Matrix.build(n) do |row,col|
    if row == col
      v[row]
    elsif row == col-1
      -1*a[col]*v[col]
    else
      0
    end
  end
end

#gradient(r, days, sigma2) ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 63

def gradient(r, days, sigma2)
  g = []
  n = days.count
  days.each_with_index do |day,idx|
    prior = 0
    prior += -(r[idx]-r[idx+1])/sigma2[idx] if idx < (n-1)
    prior += -(r[idx]-r[idx-1])/sigma2[idx-1] if idx > 0
    if @debug
      puts "g[#{idx}] = #{day.log_likelihood_derivative} + #{prior}"
    end
    g << day.log_likelihood_derivative + prior
  end
  g
end

#hessian(days, sigma2) ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 45

def hessian(days, sigma2)
  n = days.count
  Matrix.build(n) do |row,col|
    if row == col
      prior = 0
      prior += -1.0/sigma2[row] if row < (n-1)
      prior += -1.0/sigma2[row-1] if row > 0
      days[row].log_likelihood_second_derivative + prior - 0.001
    elsif row == col-1
      1.0/sigma2[row]
    elsif row == col+1
      1.0/sigma2[col]
    else
      0
    end
  end
end

#inspect ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 14

def inspect
  "#{self}:(#{name})"
end

#log_likelihood ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 18

def log_likelihood
  sum = 0.0
  sigma2 = compute_sigma2
  n = days.count
  0.upto(n-1) do |i|
    prior = 0
    if i < (n-1)
      rd = days[i].r - days[i+1].r
      prior += (1/(Math.sqrt(2*Math::PI*sigma2[i]))) * Math.exp(-(rd**2)/2*sigma2[i]) 
    end
    if i > 0
      rd = days[i].r - days[i-1].r
      prior += (1/(Math.sqrt(2*Math::PI*sigma2[i-1]))) * Math.exp(-(rd**2)/2*sigma2[i-1]) 
    end
    if prior == 0
      sum += days[i].log_likelihood
    else
      if (days[i].log_likelihood.infinite? || Math.log(prior).infinite?) 
        puts "Infinity at #{inspect}: #{days[i].log_likelihood} + #{Math.log(prior)}: prior = #{prior}, days = #{days.inspect}"
        exit
      end
      sum += days[i].log_likelihood + Math.log(prior)
    end
  end
  sum
end

#run_one_newton_iteration ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 78

def run_one_newton_iteration
  days.each do |day|
    day.clear_game_terms_cache
  end

  if days.count == 1
    days[0].update_by_1d_newtons_method
  elsif days.count > 1
    update_by_ndim_newton
  end
end

#update_by_ndim_newton ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 98

def update_by_ndim_newton
  # r
  r = days.map(&:r)

  if @debug
    puts "Updating #{inspect}"
    days.each do |day|
      puts "day[#{day.day}] r = #{day.r}"
      puts "day[#{day.day}] win terms = #{day.won_game_terms}"
      puts "day[#{day.day}] win games = #{day.won_games}"
      puts "day[#{day.day}] lose terms = #{day.lost_game_terms}"
      puts "day[#{day.day}] lost games = #{day.lost_games}"
      puts "day[#{day.day}] log(p) = #{day.log_likelihood}"
      puts "day[#{day.day}] dlp = #{day.log_likelihood_derivative}"
      puts "day[#{day.day}] dlp2 = #{day.log_likelihood_second_derivative}"
    end
  end

  # sigma squared (used in the prior)
  sigma2 = compute_sigma2

  h = hessian(days, sigma2)
  g = gradient(r, days, sigma2)

  a = []
  d = [h[0,0]]
  b = [h[0,1]]

  n = r.size    
  (1..(n-1)).each do |i|
    a[i] = h[i,i-1] / d[i-1]
    d[i] = h[i,i] - a[i] * b[i-1]
    b[i] = h[i,i+1]
  end


  y = [g[0]]
  (1..(n-1)).each do |i|
    y[i] = g[i] - a[i] * y[i-1]
  end

  x = []
  x[n-1] = y[n-1] / d[n-1]
  (n-2).downto(0) do |i|
    x[i] = (y[i] - b[i] * x[i+1]) / d[i]
  end    

  new_r = r.zip(x).map {|ri,xi| ri-xi}

  new_r.each do |r|
    if r > 650
      raise WHR::UnstableRatingException, "Unstable r (#{new_r}) on player #{inspect}"
    end
  end

  if @debug
    puts "Hessian = #{h}"
    puts "gradient = #{g}"
    puts "a = #{a}"
    puts "d = #{d}"
    puts "b = #{b}"
    puts "y = #{y}"
    puts "x = #{x}"
    puts "#{inspect} (#{r}) => (#{new_r})"
  end

  days.each_with_index do |day,idx|
    day.r = day.r - x[idx]
  end
end

#update_uncertainty ⇒ Object 



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# File 'lib/whole_history_rating/player.rb', line 224

def update_uncertainty
  if days.count > 0
    c = covariance
    u = (0..(days.count-1)).collect{|i| c[i,i]}
    days.zip(u) {|d,u| d.uncertainty = u}
  else
    5
  end
end