Add division view.

[wloh] / bayeswf.cpp

diff --git a/bayeswf.cpp b/bayeswf.cpp
index 2dfc85bab1c7663361681ca5f7afe5eee351cf2f..f2047bbf69549d510522bb316b33cf9788db3b5b 100644 (file)
--- a/bayeswf.cpp
+++ b/bayeswf.cpp
@@ -11,7 +11,9 @@
 using namespace std;
 
 #define PRIOR_MU 1500
+#define PRIOR_WEIGHT 1.0
 #define MAX_PLAYERS 4096
+#define DUMP_RAW 0
 
 float mu[MAX_PLAYERS];
 float sigma[MAX_PLAYERS];
@@ -73,8 +75,8 @@ void update_mu(float *mu, float *sigma, int player_num, const vector<match> &mat
        // Prior.
        {
                float inv_sigma2 = 1.0f / (prior_sigma * prior_sigma);
-               nom += PRIOR_MU * inv_sigma2;
-               denom += inv_sigma2;
+               nom += PRIOR_WEIGHT * PRIOR_MU * inv_sigma2;
+               denom += PRIOR_WEIGHT * inv_sigma2;
        }
 
        // All matches.
@@ -90,6 +92,31 @@ void update_mu(float *mu, float *sigma, int player_num, const vector<match> &mat
        mu[player_num] = nom / denom;
 }
 
+void dump_raw(const float *mu, const float *sigma, int num_players)
+{
+       for (int i = 0; i < num_players; ++i) {
+               for (unsigned j = 0; j < matches_for_player[i].size(); ++j) {
+                       const match& m = matches_for_player[i][j];
+
+                       // Only count each match once.
+                       if (m.other_player <= i) {
+                               continue;
+                       }
+
+                       float mu1 = mu[i];
+                       float mu2 = mu[m.other_player];
+                       float sigma1 = sigma[i];
+                       float sigma2 = sigma[m.other_player];
+                       float sigma = sqrt(sigma1 * sigma1 + sigma2 * sigma2);
+                       float mu = mu1 - mu2;
+                       float x = m.margin;
+                       float w = m.weight;
+
+                       printf("%f %f\n", (x - mu) / sigma, w);
+               }
+       }
+}
+
 /*
  * diff(logL, sigma1) = sigma1 (-sigma1² - sigma2² + (x - mu)²) / sigma_c²
  * maximizer for sigma1 is given by: sum_i[ (1/sigma_c_i)² sigma1 ((x - mu)² - (sigma1² + sigma2²) ] = 0
@@ -186,6 +213,49 @@ void update_prior_sigma(float *mu, float *sigma, int num_players)
        }
 
        prior_sigma = sqrt(nom / denom);
+       if (!(prior_sigma > 40.0f)) {
+               prior_sigma = 40.0f;
+       }
+}
+
+float compute_logl(float z)
+{
+       return -0.5 * (log(2.0f / M_PI) + z * z);
+}
+
+float compute_total_logl(float *mu, float *sigma, int num_players)
+{
+       float total_logl = 0.0f;
+
+       // Prior.
+       for (int i = 0; i < num_players; ++i) {
+               total_logl += PRIOR_WEIGHT * compute_logl((mu[i] - PRIOR_MU) / prior_sigma);
+       }
+
+       // Matches.
+       for (int i = 0; i < num_players; ++i) {
+               for (unsigned j = 0; j < matches_for_player[i].size(); ++j) {
+                       const match& m = matches_for_player[i][j];
+
+                       // Only count each match once.
+                       if (m.other_player <= i) {
+                               continue;
+                       }
+
+                       float mu1 = mu[i];
+                       float mu2 = mu[m.other_player];
+                       float sigma1 = sigma[i];
+                       float sigma2 = sigma[m.other_player];
+                       float sigma = sqrt(sigma1 * sigma1 + sigma2 * sigma2);
+                       float mu = mu1 - mu2;
+                       float x = m.margin;
+                       float w = m.weight;
+
+                       total_logl += w * compute_logl((x - mu) / sigma);
+               }
+       }
+
+       return total_logl;
 }
 
 /*
@@ -291,7 +361,7 @@ int main(int argc, char **argv)
        float sigma[MAX_PLAYERS];
 
        for (int i = 0; i < num_players; ++i) {
-               mu[i] = 1500.0f;
+               mu[i] = PRIOR_MU;
                sigma[i] = 70.0f / sqrt(2.0f);
        }
 
@@ -323,10 +393,18 @@ int main(int argc, char **argv)
                        break;
                }
        }
+
+#if DUMP_RAW
+       dump_raw(mu, sigma, num_players);
+#else
        dump_scores(players, mu, sigma, num_players);
        //fprintf(stderr, "Optimal sigma: %f (two-player: %f)\n", sigma[0], sigma[0] * sqrt(2.0f));
        printf("%f -2\n", sigma[0]);
        printf("%f -3\n", prior_sigma);
 
+       float total_logl = compute_total_logl(mu, sigma, num_players);
+       printf("%f -4\n", total_logl);
+
 //     construct_hessian(mu, sigma, num_players);
+#endif
 }