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slybot | 7 months ago
-> The fundamental presumption is the same Thurstone model The Thurstone model is similar, and as you said it assumes normal (as opposed to logistic) using probit link function. It predates both models and due to computational constraints, you can call Bradley-Terry and Elo rating computationally convenient approximation of the Thurstone model.
-> We did experiment with a Bradley-Terry loss function (https://hackmd.io/eOwlF7O_Q1K4hj7WZcYFiw) The math is correct. Thanks for sharing. Indeed, if you do it with incremental updating, you will lose the differentiability given the next winning probability is dependent on the previous updates. Call it what you want, but note that this is not truly and Elo rating which leads misunderstanding. It is Bradley-Terry given you do batch updates which you take extra steps to connect with Elo score, as shown in the link.
Lastly, normal and logistic distribution will lead to log(0) in evaluations which results inf in loss. As I can see from you upper comment, you try add uniform(0.02) as ad-hoc fix. An elegant fix to that is use heavy-tailed distribution such as Cauchy.
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