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import math |
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import pandas as pd |
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import numpy as np |
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from sqlalchemy.orm import Session |
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import pandas as pd |
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from scipy.special import expit |
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def get_matchups_models(df): |
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n_rows = len(df) |
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model_indices, models = pd.factorize(pd.concat([df["model_a"], df["model_b"]])) |
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matchups = np.column_stack([model_indices[:n_rows], model_indices[n_rows:]]) |
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return matchups, models.to_list() |
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def preprocess_for_elo(df): |
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""" |
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in Elo we want numpy arrays for matchups and outcomes |
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matchups: int32 (N,2) contains model ids for the competitors in a match |
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outcomes: float64 (N,) contains 1.0, 0.5, or 0.0 representing win, tie, or loss for model_a |
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""" |
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matchups, models = get_matchups_models(df) |
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outcomes = np.full(len(df), 0.5) |
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outcomes[df["winner"] == "model_a"] = 1.0 |
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outcomes[df["winner"] == "model_b"] = 0.0 |
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return matchups, outcomes, models |
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def compute_elo(df, k=4.0, base=10.0, init_rating=1000.0, scale=400.0): |
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matchups, outcomes, models = preprocess_for_elo(df) |
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alpha = math.log(base) / scale |
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ratings = np.full(shape=(len(models),), fill_value=init_rating) |
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for (model_a_idx, model_b_idx), outcome in zip(matchups, outcomes): |
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prob = 1.0 / ( |
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1.0 + math.exp(alpha * (ratings[model_b_idx] - ratings[model_a_idx])) |
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) |
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update = k * (outcome - prob) |
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ratings[model_a_idx] += update |
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ratings[model_b_idx] -= update |
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return {model: ratings[idx] for idx, model in enumerate(models)} |
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def compute_bootstrap_elo( |
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df, num_round=100, k=4.0, base=10.0, init_rating=1000.0, scale=400.0 |
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): |
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matchups, outcomes, models = preprocess_for_elo(df) |
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sample_indices = np.random.randint(low=0, high=len(df), size=(len(df), num_round)) |
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ratings = fit_vectorized_elo( |
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matchups, outcomes, sample_indices, len(models), k, base, init_rating, scale |
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) |
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df = pd.DataFrame(data=ratings, columns=models) |
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return df[df.median().sort_values(ascending=False).index] |
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def fit_vectorized_elo( |
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matchups, |
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outcomes, |
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sample_indices, |
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num_models, |
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k=4.0, |
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base=10.0, |
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init_rating=1000.0, |
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scale=400.0, |
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): |
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"""fit multiple sets of Elo ratings on different samples of the data at the same time""" |
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alpha = math.log(base) / scale |
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num_samples = sample_indices.shape[1] |
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ratings = np.zeros(shape=(num_samples, num_models), dtype=np.float64) |
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sample_range = np.arange(num_samples) |
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for matchup_indices in sample_indices: |
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model_a_indices = matchups[matchup_indices, 0] |
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model_b_indices = matchups[matchup_indices, 1] |
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model_a_ratings = ratings[sample_range, model_a_indices] |
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model_b_ratings = ratings[sample_range, model_b_indices] |
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sample_outcomes = outcomes[matchup_indices] |
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probs = expit(alpha * (model_a_ratings - model_b_ratings)) |
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updates = k * (sample_outcomes - probs) |
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ratings[sample_range, model_a_indices] += updates |
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ratings[sample_range, model_b_indices] -= updates |
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return ratings + init_rating |
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def get_median_elo_from_bootstrap(bootstrap_df): |
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median = dict(bootstrap_df.quantile(0.5)) |
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median = {k: int(v + 0.5) for k, v in median.items()} |
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return median |