Recency-weighted v4 model: fast-Elo blend, Team-DC majority, nightly refit

Validated on the strict 2018-2022 window and confirmed on the untouched
2022-2026 test set (RPS 0.1703 vs 0.1721 over 4,448 matches):
- the Elo member now blends 30% of a 3x-faster Elo walk, so recent
  results move ratings much harder
- ensemble weight shifts from 75/25 toward Elo to 45/55 toward the
  time-decayed Team-DC member — the recent-form model now leads
- Team-DC refits nightly (and at boot) on the 15-year window plus every
  finished 2026 match, via a new committed-at-build dcTrain.json
  (server-only, excluded from the PWA precache)
- a recent-form goal multiplier was also tested and did NOT validate;
  it ships disabled, and backtest.json records the whole decision

buildBacktest.ts grew the experiment harness: wider xi/k grids, the
fast-Elo and form variants, a pre-registered ship bar (>=0.0005
validation RPS), and a 7-day refit-cadence check. Older ratings.json
files still work — all new model fields are optional with golden
regression coverage.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-06-11 23:34:18 +02:00
parent a3f529746f
commit d3e8df96ef
10 changed files with 379 additions and 39 deletions
+27 -3
View File
@@ -13,9 +13,13 @@ import { fitTeamDc, type DcMatch } from '../src/lib/model/teamDc';
// Ensemble hyper-params — tuned on the 20182022 validation window and verified
// out-of-sample on 20222026 by scripts/buildBacktest.ts. Keep in sync with it.
const TEAMDC_XI = 0.5;
const TEAMDC_SHRINK_K = 5;
const ENSEMBLE_W = 0.75; // log-pool weight on the Elo-DC member
// v4 recency config: more ensemble weight on Team-DC, plus a fast Elo walk
// (K×3) blended into the Elo member at β=0.3, so recent results count harder.
const TEAMDC_XI = 0.25;
const TEAMDC_SHRINK_K = 3;
const ENSEMBLE_W = 0.45; // log-pool weight on the Elo-DC member
const FAST_M = 3; // fast-Elo K multiplier
const FAST_BETA = 0.3; // blend weight on the fast walk
const FIT_WINDOW_YEARS = 15;
const ROOT = join(dirname(fileURLToPath(import.meta.url)), '..');
@@ -62,6 +66,8 @@ function main(): void {
const rows = parseCsv(readFileSync(CSV, 'utf8'));
const elo = new Map<string, number>();
const get = (t: string) => elo.get(t) ?? START_ELO;
const eloFast = new Map<string, number>();
const getFast = (t: string) => eloFast.get(t) ?? START_ELO;
// Calibration accumulators (modern era only).
let sumTotal = 0, nCalib = 0;
@@ -88,6 +94,10 @@ function main(): void {
const delta = eloDelta(r.hs, r.as, eh, ea, k, homeAdv);
elo.set(home, eh + delta);
elo.set(away, ea - delta);
const feh = getFast(home), fea = getFast(away);
const fastDelta = eloDelta(r.hs, r.as, feh, fea, k * FAST_M, homeAdv);
eloFast.set(home, feh + fastDelta);
eloFast.set(away, fea - fastDelta);
lastDate = r.date;
}
@@ -126,6 +136,8 @@ function main(): void {
}
// Ensure every WC team has a rating (default for any never seen).
for (const t of ALL_TEAMS) if (!(t in ratings)) ratings[t] = START_ELO;
const ratingsFast: Record<string, number> = {};
for (const t of Object.keys(ratings)) ratingsFast[t] = Math.round(getFast(t) * 10) / 10;
// ---- Team-DC ensemble member: fit on the recent window through today ----
const nowT = new Date(lastDate).getTime();
@@ -162,12 +174,24 @@ function main(): void {
},
teamDc,
ensembleW: ENSEMBLE_W,
ratingsFast,
fastBeta: FAST_BETA,
fastM: FAST_M,
teamDcFit: { xi: TEAMDC_XI, shrinkK: TEAMDC_SHRINK_K, windowYears: FIT_WINDOW_YEARS },
ratings,
};
mkdirSync(OUT_DIR, { recursive: true });
writeFileSync(join(OUT_DIR, 'ratings.json'), JSON.stringify(out));
// Compact training rows for the server's nightly in-tournament Team-DC refit
// (absolute dates, so daysAgo can be recomputed as the tournament progresses).
const dcRows = rows
.filter((r) => nowT - new Date(r.date).getTime() <= windowMs)
.map((r) => [r.date, canonicalTeam(r.home), canonicalTeam(r.away), r.hs, r.as, r.neutral ? 1 : 0]);
writeFileSync(join(OUT_DIR, 'dcTrain.json'), JSON.stringify({ asOf: lastDate, rows: dcRows }));
console.log(`dcTrain → public/data/dcTrain.json (${dcRows.length} rows, ${FIT_WINDOW_YEARS}y window)`);
const top = Object.entries(ratings).slice(0, 12).map(([t, r]) => `${t} ${Math.round(r)}`).join(', ');
console.log(`ratings → public/data/ratings.json (${rows.length} matches, asOf ${lastDate})`);
console.log(`params: goalsPerElo=${out.params.goalsPerElo} avgGoals=${out.params.avgGoals} rho=${rho} homeAdvElo=${HOME_ADV_ELO}`);