X-Git-Url: https://git.sesse.net/?a=blobdiff_plain;f=bayeswf.cpp;h=f2047bbf69549d510522bb316b33cf9788db3b5b;hb=8c1fa23431ade9bec578e4a0dd6a0e1108a6b53d;hp=5eba4790bc2749f6a5ed1faf6264b6bee3884d3d;hpb=b0f2024b2a7e87cbe8d59f4c0365e0b49e16f532;p=wloh

diff --git a/bayeswf.cpp b/bayeswf.cpp
index 5eba479..f2047bb 100644
--- 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
@@ -179,12 +206,56 @@ void update_prior_sigma(float *mu, float *sigma, int num_players)
 
 			float mu1 = mu[i];
 
-			nom += ((mu1 - PRIOR_MU) * (mu1 - PRIOR_MU));
-			denom += 1.0f;
+			float w = m.weight;
+			nom += w * ((mu1 - PRIOR_MU) * (mu1 - PRIOR_MU));
+			denom += w * 1.0f;
 		}
 	}
 
 	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;
 }
 
 /*
@@ -290,7 +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);
 	}
 
@@ -322,10 +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
 }