add comments, change constant name, add ProbWin()

This commit is contained in:
swaits committed 2013-07-30 02:12:55 -07:00
1 parent f4b06ae191
commit 73bc8ffa23
1 file changed
+36 -15
+36 -15
View File
@@ -16,7 +16,8 @@ import (
"math"
)
const dvolatility float64 = 0.3
// system constant, determines delta volatility over time; should be [0.3,1.2]
const kDVOL float64 = 0.3
// Glicko2 state reprensentation (Glicko2 uses different scales from Glicko)
type Glicko2 struct {
@@ -47,6 +48,11 @@ func newGlicko2(rating float64, deviation float64, volatility float64) *Glicko2
return g
}
// get the probability of beating opponent
func (g *Glicko2) ProbWin(opponent *Glicko2) float64 {
return 1.0 / (1.0 + math.Pow(10.0, ((opponent.Rating()-g.Rating())/(400.0*math.Sqrt(1.0+0.0000100723986*((g.Deviation()*g.Deviation())+(opponent.Deviation()*opponent.Deviation())))))))
}
// Get the current rating. This rating is a Glicko rating, not a Glicko2 rating.
// For details, please see http://www.glicko.com/
func (g *Glicko2) Rating() float64 {
@@ -127,12 +133,12 @@ func (g *Glicko2) Print() {
}
}
// util func
// util func 'g'
func calcG(deviation float64) float64 {
return 1.0 / (math.Sqrt(1.0 + 3.0*(deviation*deviation)/(math.Pi*math.Pi)))
}
// util func
// util func 'E'
func calcE(rating float64, rating_opponent float64, deviation_opponent float64) float64 {
return 1.0 / (1.0 + math.Exp(-calcG(deviation_opponent)*(rating-rating_opponent)))
}
@@ -143,13 +149,26 @@ func (g *Glicko2) Update() {
// merge wins, losses, draws slices for convenience
results := append(append(g.wins, g.losses...), g.draws...)
// bail if no opponents set
// Note that if a player does not compete during the rating period, then
// only Step 6 applies.
if len(results) == 0 {
g.deviation = math.Sqrt((g.deviation * g.deviation) + (g.volatility * g.volatility))
return
}
// compute variance
// Step 1. Determine a rating and RD for each player at the onset of the
// rating period. The system constant which constrains the change in
// volatility over time, needs to be set prior to application of the system.
// Reasonable choices are between 0.3 and 1.2, though the system should be
// tested to decide which value results in greatest predictive accuracy
// ... (ratings already stored in instance)
// Step 2. For each player, convert the ratings and RD's onto the Glicko-2
// scale.
// ... (ratings already stored in G2 format)
// Step 3. Compute the quantity v. This is the estimated variance of the
// team's/player's rating based only on game outcomes.
variance := 0.0
for _, r := range results {
g_i := calcG(r.deviation)
@@ -158,7 +177,9 @@ func (g *Glicko2) Update() {
}
variance = 1.0 / variance
// compute delta
// Step 4. Compute the quantity 'delta', the estimated improvement in rating
// by comparing the pre-period rating to the performance rating based only
// on game outcomes.
delta := 0.0
for _, r := range g.wins {
delta += calcG(r.deviation) * (1.0 - calcE(g.rating, r.rating, r.deviation))
@@ -171,7 +192,7 @@ func (g *Glicko2) Update() {
}
delta *= variance
// determine new volatility
// Step 5. Determine the new value of the volatility.
new_volatility := 0.0
a := math.Log((g.volatility * g.volatility))
x := 0.0
@@ -179,16 +200,16 @@ func (g *Glicko2) Update() {
for math.Abs(x-x_new) > 0.0000001 {
x = x_new
d := (g.deviation * g.deviation) + variance + math.Exp(x)
h1 := -(x-a)/(dvolatility*dvolatility) - 0.5*math.Exp(x)/d + 0.5*math.Exp(x)*(delta/d)*(delta/d)
h2 := -1.0/(dvolatility*dvolatility) - 0.5*math.Exp(x)*((g.deviation*g.deviation)+variance)/(d*d) + 0.5*(delta*delta)*math.Exp(x)*((g.deviation*g.deviation)+variance-math.Exp(x))/(d*d*d)
h1 := -(x-a)/(kDVOL*kDVOL) - 0.5*math.Exp(x)/d + 0.5*math.Exp(x)*(delta/d)*(delta/d)
h2 := -1.0/(kDVOL*kDVOL) - 0.5*math.Exp(x)*((g.deviation*g.deviation)+variance)/(d*d) + 0.5*(delta*delta)*math.Exp(x)*((g.deviation*g.deviation)+variance-math.Exp(x))/(d*d*d)
x_new = x - h1/h2
}
new_volatility = math.Exp(x_new / 2.0)
// update the rating deviation to the new pre-rating period value
// Step 6. Update the rating deviation to the new pre-rating period value.
pre_deviation := math.Sqrt((g.deviation * g.deviation) + (new_volatility * new_volatility))
// update the rating and deviation
// Step 7. Update the rating and RD to the new values.
new_deviation := 1.0 / (math.Sqrt(1.0/(pre_deviation*pre_deviation) + 1.0/variance))
new_rating := 0.0
for _, r := range g.wins {
@@ -203,11 +224,11 @@ func (g *Glicko2) Update() {
new_rating = new_rating * (new_deviation * new_deviation)
new_rating += g.rating
// wipe our result lists
g.ClearResults()
// copy new values
// Step 8. Convert ratings and RD's back to original scale.
g.deviation = new_deviation
g.volatility = new_volatility
g.rating = new_rating
// wipe our result lists
g.ClearResults()
}