Created
June 12, 2022 19:36
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Bayesian Sports Ranking with PyMC3
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import pymc3 as pm | |
from theano import tensor as tt | |
import arviz as az | |
import numpy as np | |
scores = np.array([1,1,1,0,0,0 | |
]).flatten() | |
games = [(0,1), (0,2), (0,3), | |
(1,2), (1,3), | |
(3,4)] | |
with pm.Model() as model: | |
z_team = pm.Normal("team", mu=0, sigma=1, shape=(5,)) | |
# Transformed parameter | |
deltas = [] | |
for left, right in games: | |
team_left = z_team[left,] | |
team_right = z_team[right,] | |
deltas.append(team_left - team_right) | |
thetas = pm.Deterministic("theta", tt.nnet.sigmoid(deltas)) | |
# Likelihood | |
kij = pm.Bernoulli("kij", p=thetas, observed=scores) | |
trace = pm.sample(chains=4, ) | |
az.plot_trace(trace, var_names=["team", "theta"] ,compact=False) |
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