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A Bradley-Terry Artificial Neural Network Model for Individual ...

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2 Joshua Menke, Tony Martinez<br />

1 Introduction<br />

The <strong>Bradley</strong>-<strong>Terry</strong> model is well known <strong>for</strong> its use in statistics <strong>for</strong> paired<br />

comparisons (<strong>Bradley</strong> & <strong>Terry</strong>, 1952; Davidson & Farquhar, 1976; David,<br />

1988; Hunter, 2004). It has also been applied in machine learning to obtain<br />

multi-class probability estimates (Hastie & Tibshirani, 1998; Zadrozny,<br />

2001; Huang, Lin, & Weng, 2005). The original model says given two subjects<br />

of strengths λ A and λ B , the probability that subject A will defeat or<br />

is better than subject B in a paired-comparison or competition is:<br />

Pr(A def. B) =<br />

λ A<br />

λ A + λ B<br />

. (1)<br />

<strong>Bradley</strong>-<strong>Terry</strong> maximum likelihood models are often fit using methods like<br />

Markov Chain Monte Carlo (MCMC) integration or fixed-point algorithms<br />

that seek the mode of the negative log-likelihood function (Hunter, 2004).<br />

These methods however, “are inadequate <strong>for</strong> large populations of competitors<br />

because the computation becomes intractable.” (Glickman, 1999). The<br />

following paper presents a method <strong>for</strong> determining the ratings of over 4,000<br />

players over 3,379 competitions.<br />

Elo (see, <strong>for</strong> example, (Glickman, 1999)) invented an efficient approach<br />

to iteratively learn the ratings of thousands of players competing in thousands<br />

of chess tournaments. The currently used “ELO Rating System” reparameterizes<br />

the <strong>Bradley</strong>-<strong>Terry</strong> model by setting λ A = e θA yielding:<br />

Pr(A def B) =<br />

1<br />

1 + 10 − θ A −θ B<br />

400<br />

. (2)

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