1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240
|
/*
This file is part of Leela Zero.
Copyright (C) 2017-2018 Marco Calignano
originally taken from Cute Chess (http://github.com/cutechess)
Copyright (C) 2016 Ilari Pihlajisto
Leela Zero is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
Leela Zero is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with Leela Zero. If not, see <http://www.gnu.org/licenses/>.
*/
#include "SPRT.h"
#include <cmath>
#include <iostream>
#include <QtGlobal>
class BayesElo;
class SprtProbability;
class BayesElo
{
public:
BayesElo(double bayesElo, double drawElo);
BayesElo(const SprtProbability& p);
double bayesElo() const;
double drawElo() const;
double scale() const;
private:
double m_bayesElo;
double m_drawElo;
};
class SprtProbability
{
public:
SprtProbability(int wins, int losses, int draws);
SprtProbability(const BayesElo& b);
bool isValid() const;
double pWin() const;
double pLoss() const;
double pDraw() const;
private:
double m_pWin;
double m_pLoss;
double m_pDraw;
};
BayesElo::BayesElo(double bayesElo, double drawElo)
: m_bayesElo(bayesElo),
m_drawElo(drawElo)
{
}
BayesElo::BayesElo(const SprtProbability& p)
{
Q_ASSERT(p.isValid());
m_bayesElo = 200.0 * std::log10(p.pWin() / p.pLoss() *
(1.0 - p.pLoss()) / (1.0 - p.pWin()));
m_drawElo = 200.0 * std::log10((1.0 - p.pLoss()) / p.pLoss() *
(1.0 - p.pWin()) / p.pWin());
}
double BayesElo::bayesElo() const
{
return m_bayesElo;
}
double BayesElo::drawElo() const
{
return m_drawElo;
}
double BayesElo::scale() const
{
const double x = std::pow(10.0, -m_drawElo / 400.0);
return 4.0 * x / ((1.0 + x) * (1.0 + x));
}
SprtProbability::SprtProbability(int wins, int losses, int draws)
{
Q_ASSERT(wins > 0 && losses > 0 && draws > 0);
const int count = wins + losses + draws;
m_pWin = double(wins) / count;
m_pLoss = double(losses) / count;
m_pDraw = 1.0 - m_pWin - m_pLoss;
}
SprtProbability::SprtProbability(const BayesElo& b)
{
m_pWin = 1.0 / (1.0 + std::pow(10.0, (b.drawElo() - b.bayesElo()) / 400.0));
m_pLoss = 1.0 / (1.0 + std::pow(10.0, (b.drawElo() + b.bayesElo()) / 400.0));
m_pDraw = 1.0 - m_pWin - m_pLoss;
}
bool SprtProbability::isValid() const
{
return 0.0 < m_pWin && m_pWin < 1.0 &&
0.0 < m_pLoss && m_pLoss < 1.0 &&
0.0 < m_pDraw && m_pDraw < 1.0;
}
double SprtProbability::pWin() const
{
return m_pWin;
}
double SprtProbability::pLoss() const
{
return m_pLoss;
}
double SprtProbability::pDraw() const
{
return m_pDraw;
}
Sprt::Sprt():
m_elo0(0),
m_elo1(0),
m_alpha(0),
m_beta(0),
m_wins(0),
m_losses(0),
m_draws(0),
m_mutex()
{
}
bool Sprt::isNull() const
{
return m_elo0 == 0 && m_elo1 == 0 && m_alpha == 0 && m_beta == 0;
}
void Sprt::initialize(double elo0, double elo1,
double alpha, double beta)
{
m_elo0 = elo0;
m_elo1 = elo1;
m_alpha = alpha;
m_beta = beta;
}
Sprt::Status Sprt::status() const
{
QMutexLocker locker(&m_mutex);
Status status = {
Continue,
0.0,
0.0,
0.0
};
status.lBound = std::log(m_beta / (1.0 - m_alpha));
status.uBound = std::log((1.0 - m_beta) / m_alpha);
if (m_wins <= 0 || m_losses <= 0 || m_draws <= 0) {
if (m_wins <= 0 && m_losses >= std::exp(fabs(status.lBound))) {
status.result = AcceptH0;
}
if (m_losses <= 0 && m_wins >= std::exp(fabs(status.uBound))) {
status.result = AcceptH1;
}
return status;
}
// Estimate draw_elo out of sample
const SprtProbability p(m_wins, m_losses, m_draws);
const BayesElo b(p);
// Probability laws under H0 and H1
const double s = b.scale();
const BayesElo b0(m_elo0 / s, b.drawElo());
const BayesElo b1(m_elo1 / s, b.drawElo());
const SprtProbability p0(b0), p1(b1);
// Log-Likelyhood Ratio
status.llr = m_wins * std::log(p1.pWin() / p0.pWin()) +
m_losses * std::log(p1.pLoss() / p0.pLoss()) +
m_draws * std::log(p1.pDraw() / p0.pDraw());
// Bounds based on error levels of the test
if (status.llr > status.uBound)
status.result = AcceptH1;
else if (status.llr < status.lBound)
status.result = AcceptH0;
return status;
}
void Sprt::addGameResult(GameResult result)
{
QMutexLocker locker(&m_mutex);
if (result == Win)
m_wins++;
else if (result == Draw)
m_draws++;
else if (result == Loss)
m_losses++;
}
std::tuple<int, int, int> Sprt::getWDL() const
{
return std::make_tuple(m_wins, m_draws, m_losses);
}
QTextStream& operator<<(QTextStream& stream, const Sprt& sprt) {
stream << sprt.m_elo0 << ' ' << sprt.m_elo1 << ' ';
stream << sprt.m_alpha << ' ' << sprt.m_beta << ' ';
stream << sprt.m_wins << ' ' << sprt.m_losses << ' ';
stream << sprt.m_draws << endl;
return stream;
}
QTextStream& operator>>(QTextStream& stream, Sprt& sprt) {
stream >> sprt.m_elo0;
stream >> sprt.m_elo1;
stream >> sprt.m_alpha;
stream >> sprt.m_beta;
stream >> sprt.m_wins;
stream >> sprt.m_losses;
stream >> sprt.m_draws;
return stream;
}
|