#!/usr/bin/env ruby # # # Copyright (c) 2004 Stephen Waits # # This software is provided 'as-is', without any express or implied warranty. In # no event will the authors be held liable for any damages arising from the use # of this software. # # Permission is granted to anyone to use this software for any purpose, # including commercial applications, and to alter it and redistribute it freely, # subject to the following restrictions: # # 1. The origin of this software must not be misrepresented; you must not claim # that you wrote the original software. If you use this software in a # product, an acknowledgment in the product documentation would be # appreciated but is not required. # # 2. Altered source versions must be plainly marked as such, and must not be # misrepresented as being the original software. # # 3. This notice may not be removed or altered from any source distribution. # # # Glicko-2 Rating calculator class. # # This class implements the Glicko-2 rating system algorithm written by # Professor Mark E. Glickman. All rating inputs and outputs are Glicko ratings, # but internally everything is converted to and considered Glicko-2 ratings. # # Glicko-2 is an improvement on the original Glicko, which was, in turn, an # improvement on the ELO system. # # The Glicko-2 system is specified on http://www.glicko.com/ # class Glicko2 protected # Glicko2 reprensentation (Glicko2 uses different scales from Glicko) attr_accessor :g2rating, :g2deviation, :g2volatility # a nested Class to hold a single result Result = Struct.new(:opponent, :result) public WIN = 1.0 LOSS = 0.0 DRAW = 0.5 # Constructor with rating, rating deviation, and volatility optionally # specified. If nothing specified, nitializes to a rating of 1500, a # rating deviation of 350, and a volatility of 0.06. def initialize(rating = 1500.0, deviation = 350.0, volatility = 0.06) @dvolatility = 0.3 self.rating = rating self.deviation = deviation self.volatility = volatility clear_results end include Comparable # Comparison operator def <=>(other) self.rating <=> other.rating end # Get the current rating. This rating is a Glicko rating, not a Glicko2 rating. # For details, please see http://www.glicko.com/ def rating (@g2rating * 173.7178) + 1500.0 end # Set Glicko rating. Internally this is converted to a Glicko2 rating. # For details, please see http://www.glicko.com/ def rating=(r) @g2rating = (r - 1500.0) / 173.7178 end # Get the current rating deviation. This is a Glicko rating deviation, not a # Glicko-2 RD. For details, please see http://www.glicko.com/ def deviation @g2deviation * 173.7178 end # Set Glicko rating deviation. Internally this is converted to a Glicko-2 RD. # For details, please see http://www.glicko.com/ def deviation=(d) @g2deviation = d / 173.7178 end # Get the current rating volatility. def volatility @g2volatility end # Set rating volatility. def volatility=(v) @g2volatility = v end # Clear all results previously added via add_result(), add_win(), add_loss(), # and/or add_draw(). This method is called automatically whenever update() # is called. def clear_results @opponents = [] @results = [] end # Add a result to this rating. Note that no calculation is performed until # update() is called. def add_result(opponent,result) @results.push( Result.new(opponent.clone, result) ) end # Add a win result to this rating. Note that no calculation is performed until # update() is called. def add_win(opponent) add_result(opponent,Glicko2::WIN) end # Add a loss result to this rating. Note that no calculation is performed until # update() is called. def add_loss(opponent) add_result(opponent,Glicko2::LOSS) end # Add a draw result to this rating. Note that no calculation is performed until # update() is called. def add_draw(opponent) add_result(opponent,Glicko2::DRAW) end # Update rating based on current results list, and clear results. def update # util func def Glicko2.g(deviation) 1.0 / (Math.sqrt(1.0 + 3.0 * deviation ** 2.0 / (Math::PI ** 2.0))) end # util func def Glicko2.E(rating, rating_opponent, deviation_opponent) 1.0 / (1.0 + Math.exp(-Glicko2.g(deviation_opponent)*(rating - rating_opponent))); end # bail if no opponents set if @results.empty? return nil end # compute variance #variance = 0.0 #@results.inject(0.0) do |variance,r| # g_i = Glicko2.g(r.opponent.g2deviation) # e_i = Glicko2.E(@g2rating,r.opponent.g2rating,r.opponent.g2deviation) # g_i ** 2.0 * e_i * (1.0 - e_i) #end variance = 0.0 @results.each do |r| g_i = Glicko2.g(r.opponent.g2deviation) e_i = Glicko2.E(@g2rating,r.opponent.g2rating,r.opponent.g2deviation) variance += g_i ** 2.0 * e_i * (1.0 - e_i) end variance = 1.0 / variance # compute delta delta = 0.0 @results.each do |r| delta += Glicko2.g(r.opponent.g2deviation) * (r.result - Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation)) end delta *= variance # determine new volatility new_volatility = 0.0 a = Math.log( @g2volatility**2.0 ) x = 0.0 x_new = a while ( (x - x_new).abs > 0.0000001 ) x = x_new d = @g2deviation**2.0 + variance + Math.exp(x) h1 = -(x - a)/(@dvolatility**2.0) - 0.5*Math.exp(x)/d + 0.5*Math.exp(x)*(delta/d)*(delta/d) h2 = -1.0/(@dvolatility**2.0) - 0.5*Math.exp(x)*(@g2deviation**2.0+variance)/(d**2.0) + 0.5*(delta**2.0)*Math.exp(x)*((@g2deviation**2.0) + variance - Math.exp(x))/(d**3.0) x_new = x - h1/h2 end new_volatility = Math.exp(x_new / 2.0) # update the rating deviation to the new pre-rating period value pre_deviation = Math.sqrt( @g2deviation**2.0 + new_volatility**2.0 ) # update the rating and deviation new_deviation = 1.0 / (Math.sqrt( 1.0/(pre_deviation**2.0) + 1.0 / variance)) new_rating = 0.0 @results.each do |r| new_rating += Glicko2.g(r.opponent.g2deviation) * (r.result - Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation)) end new_rating = new_rating * new_deviation**2.0 new_rating += @g2rating # wipe our result lists clear_results # copy new values @g2deviation = new_deviation @g2volatility = new_volatility @g2rating = new_rating end end