X-Git-Url: https://git.sesse.net/?a=blobdiff_plain;f=bayeswf.cpp;h=71686c999cb944f2af6226d23b9fcf7e07d9115e;hb=85aad5a8139585bbf96ddbccbac224c71949fc1a;hp=6441801e23c32c17bab637f4c8ad09b7b609b23c;hpb=72a2eedd021d38d6bb0786033c6f100062363789;p=wloh diff --git a/bayeswf.cpp b/bayeswf.cpp index 6441801..71686c9 100644 --- a/bayeswf.cpp +++ b/bayeswf.cpp @@ -201,6 +201,9 @@ void construct_hessian(const float *mu, int num_players) { memset(hessian, 0, sizeof(hessian)); + for (int i = 0; i < num_players; ++i) { + hessian[i][i] += 1.0f / (prior_sigma * prior_sigma); + } for (unsigned i = 0; i < all_matches.size(); ++i) { const match &m = all_matches[i]; @@ -224,6 +227,14 @@ void compute_mu_uncertainty(const float *mu, int num_players) { memset(mu_stddev, 0, sizeof(mu_stddev)); + // Temporarily use mu_stddev to store the diagonal of the Hessian. + + // Prior. + for (int i = 0; i < num_players; ++i) { + mu_stddev[i] += 1.0f / (prior_sigma * prior_sigma); + } + + // Matches. for (unsigned i = 0; i < all_matches.size(); ++i) { const match &m = all_matches[i]; @@ -233,10 +244,11 @@ void compute_mu_uncertainty(const float *mu, int num_players) double sigma_sq = global_sigma * global_sigma; float w = m.weight; - // Temporarily use mu_stddev to store the diagonal of the Hessian. mu_stddev[p1] += w / sigma_sq; mu_stddev[p2] += w / sigma_sq; } + + // Now convert to standard deviation. for (int i = 0; i < num_players; ++i) { mu_stddev[i] = 1.0f / sqrt(mu_stddev[i]); } @@ -337,7 +349,7 @@ int main(int argc, char **argv) sumdiff += (global_sigma - old_global_sigma) * (global_sigma - old_global_sigma); if (sumdiff < EPSILON) { //fprintf(stderr, "Converged after %d iterations. Stopping.\n", j); - printf("%d -1\n", j + 1); + printf("%d 0 -1\n", j + 1); break; } } @@ -348,11 +360,11 @@ int main(int argc, char **argv) compute_mu_uncertainty(mu, num_players); dump_scores(players, mu, mu_stddev, num_players); //fprintf(stderr, "Optimal sigma: %f (two-player: %f)\n", sigma[0], sigma[0] * sqrt(2.0f)); - printf("%f -2\n", global_sigma / sqrt(2.0f)); - printf("%f -3\n", prior_sigma); + printf("%f 0 -2\n", global_sigma / sqrt(2.0f)); + printf("%f 0 -3\n", prior_sigma); float total_logl = compute_total_logl(mu, num_players); - printf("%f -4\n", total_logl); + printf("%f 0 -4\n", total_logl); // construct_hessian(mu, sigma, num_players); #endif