Index

_

__getitem__() (src.pm_rank.model.average_return.AverageReturnConfig method) (src.pm_rank.model.AverageReturnConfig method) __post_init__() (src.pm_rank.model.average_return.AverageReturnConfig method) (src.pm_rank.model.AverageReturnConfig method)

__setitem__() (src.pm_rank.model.average_return.AverageReturnConfig method) (src.pm_rank.model.AverageReturnConfig method)

A

add_market_baseline_predictions() (in module algo) AGGREGATE_FNS (in module src.pm_rank.model.utils) algo module anchor_points (src.pm_rank.model.irt.IRTObs attribute)

assign_time_bins() (in module utils) AverageReturn (class in src.pm_rank) (class in src.pm_rank.model) (class in src.pm_rank.model.average_return) AverageReturnConfig (class in src.pm_rank.model) (class in src.pm_rank.model.average_return)

B

bootstrap module bootstrap_ci_config (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturnConfig attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.AverageReturnConfig attribute) bootstrap_ci_level (src.pm_rank.model.utils.BootstrapCIConfig attribute)

BootstrapCIConfig (class in src.pm_rank.model.utils) break_tie_by_uniform (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturnConfig attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.AverageReturnConfig attribute) BrierScoringRule (class in src.pm_rank) (class in src.pm_rank.model) (class in src.pm_rank.model.scoring_rule)

C

calculate_time_to_last_submission() (in module utils) CalibrationMetric (class in src.pm_rank) (class in src.pm_rank.model) (class in src.pm_rank.model.calibration) categories (src.pm_rank.data.base.ForecastChallenge attribute) (src.pm_rank.data.ForecastChallenge attribute) (src.pm_rank.ForecastChallenge attribute) category (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastProblem attribute) challenge_title (src.pm_rank.data.GJOChallengeLoader attribute) (src.pm_rank.data.loaders.GJOChallengeLoader attribute) (src.pm_rank.data.loaders.ProphetArenaChallengeLoader attribute) (src.pm_rank.GJOChallengeLoader attribute) (src.pm_rank.ProphetArenaChallengeLoader attribute)

ChallengeLoader (class in src.pm_rank) (class in src.pm_rank.data) (class in src.pm_rank.data.base) clip_prob (src.pm_rank.LogScoringRule attribute) (src.pm_rank.model.LogScoringRule attribute) (src.pm_rank.model.scoring_rule.LogScoringRule attribute) compute_average_return_neutral() (in module algo) compute_bootstrap_ci() (in module bootstrap) compute_brier_score() (in module algo) compute_calibration_ece() (in module algo) correct_option_idx (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastProblem attribute) crowd_probs (src.pm_rank.data.base.ForecastProblem property) (src.pm_rank.data.ForecastProblem property) (src.pm_rank.ForecastProblem property)

D

data module data (data.NightlyForecasts attribute) default() (src.pm_rank.model.average_return.AverageReturnConfig class method) (src.pm_rank.model.AverageReturnConfig class method)

DEFAULT_BOOTSTRAP_CI_CONFIG (in module src.pm_rank.model.utils) DEFAULT_BOOTSTRAP_CONFIG (in module algo) device (src.pm_rank.model.irt.MCMCConfig attribute) (src.pm_rank.model.irt.SVIConfig attribute) discretized_scores (src.pm_rank.model.irt.IRTObs attribute)

E

end_time (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastProblem attribute)

exponential_weighting() (in module data)

F

first_n_weighting() (in module data) fit() (src.pm_rank.AverageReturn method) (src.pm_rank.CalibrationMetric method) (src.pm_rank.GeneralizedBT method) (src.pm_rank.model.average_return.AverageReturn method) (src.pm_rank.model.AverageReturn method) (src.pm_rank.model.bradley_terry.GeneralizedBT method) (src.pm_rank.model.calibration.CalibrationMetric method) (src.pm_rank.model.CalibrationMetric method) (src.pm_rank.model.GeneralizedBT method) (src.pm_rank.model.irt.IRTModel method) (src.pm_rank.model.scoring_rule.ScoringRule method) fit_by_category() (src.pm_rank.AverageReturn method) (src.pm_rank.model.average_return.AverageReturn method) (src.pm_rank.model.AverageReturn method) (src.pm_rank.model.scoring_rule.ScoringRule method) fit_stream() (src.pm_rank.AverageReturn method) (src.pm_rank.model.average_return.AverageReturn method) (src.pm_rank.model.AverageReturn method) (src.pm_rank.model.scoring_rule.ScoringRule method) fit_stream_with_timestamp() (src.pm_rank.AverageReturn method) (src.pm_rank.model.average_return.AverageReturn method) (src.pm_rank.model.AverageReturn method) (src.pm_rank.model.scoring_rule.ScoringRule method) forecast_id (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute)

forecast_problems (src.pm_rank.data.base.ForecastChallenge attribute) (src.pm_rank.data.ForecastChallenge attribute) (src.pm_rank.ForecastChallenge attribute) ForecastChallenge (class in src.pm_rank) (class in src.pm_rank.data) (class in src.pm_rank.data.base) forecaster_data_to_rankings() (in module src.pm_rank.model.utils) forecaster_id_to_idx (src.pm_rank.model.irt.IRTObs attribute) forecaster_ids (src.pm_rank.model.irt.IRTObs attribute) forecaster_idx_to_id (src.pm_rank.model.irt.IRTObs property) forecaster_map (src.pm_rank.data.base.ForecastChallenge property) (src.pm_rank.data.ForecastChallenge property) (src.pm_rank.ForecastChallenge property) ForecastEvent (class in src.pm_rank) (class in src.pm_rank.data) (class in src.pm_rank.data.base) ForecastProblem (class in src.pm_rank) (class in src.pm_rank.data) (class in src.pm_rank.data.base) forecasts (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastProblem attribute) from_prophet_arena_csv() (data.NightlyForecasts class method)

G

GeneralizedBT (class in src.pm_rank) (class in src.pm_rank.model) (class in src.pm_rank.model.bradley_terry) get() (src.pm_rank.model.average_return.AverageReturnConfig method) (src.pm_rank.model.AverageReturnConfig method) get_challenge_metadata() (src.pm_rank.ChallengeLoader method) (src.pm_rank.data.base.ChallengeLoader method) (src.pm_rank.data.ChallengeLoader method) (src.pm_rank.data.GJOChallengeLoader method) (src.pm_rank.data.loaders.GJOChallengeLoader method) (src.pm_rank.data.loaders.ProphetArenaChallengeLoader method) (src.pm_rank.GJOChallengeLoader method) (src.pm_rank.ProphetArenaChallengeLoader method) get_forecaster_problems() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method)

get_logger() (in module src.pm_rank.data.utils) (in module src.pm_rank.model.utils) get_problem_by_id() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method) get_problem_level_parameters() (src.pm_rank.model.irt.IRTModel method) get_problems() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method) GJOChallengeLoader (class in src.pm_rank) (class in src.pm_rank.data) (class in src.pm_rank.data.loaders)

H

has_no_odds (src.pm_rank.data.base.ForecastProblem property) (src.pm_rank.data.ForecastProblem property) (src.pm_rank.ForecastProblem property)

has_odds (src.pm_rank.data.base.ForecastProblem property) (src.pm_rank.data.ForecastProblem property) (src.pm_rank.ForecastProblem property)

I

irt_obs (src.pm_rank.model.irt.IRTModel attribute) IRTModel (class in src.pm_rank.model.irt)

IRTObs (class in src.pm_rank.model.irt) items() (src.pm_rank.model.average_return.AverageReturnConfig method) (src.pm_rank.model.AverageReturnConfig method)

K

kendall_correlation() (in module src.pm_rank) (in module src.pm_rank.model) (in module src.pm_rank.model.utils)

keys() (src.pm_rank.model.average_return.AverageReturnConfig method) (src.pm_rank.model.AverageReturnConfig method)

L

last_n_weighting() (in module data) learning_rate (src.pm_rank.model.irt.SVIConfig attribute) load_challenge() (src.pm_rank.ChallengeLoader method) (src.pm_rank.data.base.ChallengeLoader method) (src.pm_rank.data.ChallengeLoader method) (src.pm_rank.data.GJOChallengeLoader method) (src.pm_rank.data.loaders.GJOChallengeLoader method) (src.pm_rank.data.loaders.ProphetArenaChallengeLoader method) (src.pm_rank.GJOChallengeLoader method) (src.pm_rank.ProphetArenaChallengeLoader method) log_ranking_table() (in module src.pm_rank.model.utils) logger (in module data) (src.pm_rank.AverageReturn attribute) (src.pm_rank.CalibrationMetric attribute) (src.pm_rank.data.GJOChallengeLoader attribute) (src.pm_rank.data.loaders.GJOChallengeLoader attribute) (src.pm_rank.data.loaders.ProphetArenaChallengeLoader attribute) (src.pm_rank.GeneralizedBT attribute) (src.pm_rank.GJOChallengeLoader attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.bradley_terry.GeneralizedBT attribute) (src.pm_rank.model.calibration.CalibrationMetric attribute) (src.pm_rank.model.CalibrationMetric attribute) (src.pm_rank.model.GeneralizedBT attribute) (src.pm_rank.model.irt.IRTModel attribute) (src.pm_rank.model.scoring_rule.ScoringRule attribute) (src.pm_rank.ProphetArenaChallengeLoader attribute)

LogScoringRule (class in src.pm_rank) (class in src.pm_rank.model) (class in src.pm_rank.model.scoring_rule)

M

MAX_PROBLEM_WEIGHT_QUANTILE (in module src.pm_rank.model.scoring_rule) MCMCConfig (class in src.pm_rank.model.irt) method (src.pm_rank.GeneralizedBT attribute) (src.pm_rank.model.bradley_terry.GeneralizedBT attribute) (src.pm_rank.model.GeneralizedBT attribute) (src.pm_rank.model.irt.IRTModel attribute) MIN_PROBLEM_WEIGHT_QUANTILE (in module src.pm_rank.model.scoring_rule) model_rename_dict (in module plot) (in module plot_timestamp) module algo bootstrap data plot plot_timestamp src.pm_rank src.pm_rank.data src.pm_rank.data.base src.pm_rank.data.loaders src.pm_rank.data.utils src.pm_rank.model src.pm_rank.model.average_return src.pm_rank.model.bradley_terry src.pm_rank.model.calibration src.pm_rank.model.irt src.pm_rank.model.scoring_rule src.pm_rank.model.utils test_algo test_bootstrap test_calibration utils

N

n_bins (src.pm_rank.model.irt.IRTModel attribute) negate (src.pm_rank.BrierScoringRule attribute) (src.pm_rank.model.BrierScoringRule attribute) (src.pm_rank.model.scoring_rule.BrierScoringRule attribute) NightlyForecasts (class in data) no_odds (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute) num_bins (src.pm_rank.CalibrationMetric attribute) (src.pm_rank.model.calibration.CalibrationMetric attribute) (src.pm_rank.model.CalibrationMetric attribute) num_bootstrap_samples (src.pm_rank.model.utils.BootstrapCIConfig attribute) num_forecasters (src.pm_rank.data.base.ForecastChallenge property) (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastChallenge property) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastChallenge property) (src.pm_rank.ForecastProblem attribute)

num_iter (src.pm_rank.GeneralizedBT attribute) (src.pm_rank.model.bradley_terry.GeneralizedBT attribute) (src.pm_rank.model.GeneralizedBT attribute) num_money_per_round (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturnConfig attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.AverageReturnConfig attribute) num_steps (src.pm_rank.model.irt.SVIConfig attribute) num_workers (src.pm_rank.model.irt.MCMCConfig attribute)

O

odds (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute)

optimizer (src.pm_rank.model.irt.SVIConfig attribute) options (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastProblem attribute)

P

parse_json_or_eval() (in module src.pm_rank.data.utils) plot module plot() (src.pm_rank.CalibrationMetric method) (src.pm_rank.model.calibration.CalibrationMetric method) (src.pm_rank.model.CalibrationMetric method) plot_score_over_round() (in module plot) plot_score_over_time_bins() (in module plot_timestamp) plot_time_gap_distribution() (in module plot_timestamp) plot_time_gap_histogram() (in module plot_timestamp) plot_timestamp module PREDICTION_COLS (data.NightlyForecasts attribute) predictions_csv (in module algo) (in module plot) (in module plot_timestamp) (in module test_algo)

problem_id (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastEvent attribute) (src.pm_rank.ForecastProblem attribute) problem_id_to_idx (src.pm_rank.model.irt.IRTObs attribute) problem_ids (src.pm_rank.model.irt.IRTObs attribute) problem_idx_to_id (src.pm_rank.model.irt.IRTObs property) probs (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute) process_problem_fn (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.AverageReturn attribute) ProphetArenaChallengeLoader (class in src.pm_rank) (class in src.pm_rank.data.loaders) ProphetArenaForecastEvent (class in src.pm_rank.data.base)

R

random_seed (src.pm_rank.model.utils.BootstrapCIConfig attribute) rank_forecasters_by_score() (in module algo) RENAMES (data.NightlyForecasts attribute) risk_aversion (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturnConfig attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.AverageReturnConfig attribute)

S

save_result (src.pm_rank.model.irt.MCMCConfig attribute) scores (src.pm_rank.model.irt.IRTObs attribute) ScoringRule (class in src.pm_rank.model.scoring_rule) set_unnormalized_probs_default() (src.pm_rank.data.base.ForecastEvent method) (src.pm_rank.data.ForecastEvent method) (src.pm_rank.ForecastEvent method) simplify_market_outcome() (data.NightlyForecasts static method) simplify_prediction() (data.NightlyForecasts static method) smooth_odds() (src.pm_rank.data.base.ForecastEvent method) (src.pm_rank.data.ForecastEvent method) (src.pm_rank.ForecastEvent method) SMOOTH_ODDS_EPS (in module src.pm_rank.data.base) spearman_correlation() (in module src.pm_rank) (in module src.pm_rank.model) (in module src.pm_rank.model.utils) SphericalScoringRule (class in src.pm_rank) (class in src.pm_rank.model) (class in src.pm_rank.model.scoring_rule) src.pm_rank module src.pm_rank.data module src.pm_rank.data.base module src.pm_rank.data.loaders module src.pm_rank.data.utils module

src.pm_rank.model module src.pm_rank.model.average_return module src.pm_rank.model.bradley_terry module src.pm_rank.model.calibration module src.pm_rank.model.irt module src.pm_rank.model.scoring_rule module src.pm_rank.model.utils module strategy (src.pm_rank.CalibrationMetric attribute) (src.pm_rank.model.calibration.CalibrationMetric attribute) (src.pm_rank.model.CalibrationMetric attribute) stream_problems() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method) stream_problems_over_time() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method) SUBMISSION_COLS (data.NightlyForecasts attribute) submission_id (src.pm_rank.data.base.ProphetArenaForecastEvent attribute) SVIConfig (class in src.pm_rank.model.irt) symmetric (src.pm_rank.model.utils.BootstrapCIConfig attribute)

T

test_algo module test_bootstrap module test_bootstrap_average_return() (in module test_bootstrap) test_bootstrap_simple() (in module test_bootstrap) test_calibration module test_perfect_calibration() (in module test_calibration) test_simple_calibration() (in module test_calibration) test_simple_case() (in module test_algo) threshold (src.pm_rank.GeneralizedBT attribute) (src.pm_rank.model.bradley_terry.GeneralizedBT attribute) (src.pm_rank.model.GeneralizedBT attribute)

TIME_BINS (in module plot_timestamp) time_to_last_weighting() (in module data) timestamp (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute) title (src.pm_rank.data.base.ForecastChallenge attribute) (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastChallenge attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastChallenge attribute) (src.pm_rank.ForecastProblem attribute) total_samples (src.pm_rank.model.irt.MCMCConfig attribute) turn_market_data_to_odds() (data.NightlyForecasts static method)

U

uniform_weighting() (in module data) unique_forecasters (src.pm_rank.data.base.ForecastChallenge property) (src.pm_rank.data.base.ForecastProblem property) (src.pm_rank.data.ForecastChallenge property) (src.pm_rank.data.ForecastProblem property) (src.pm_rank.ForecastChallenge property) (src.pm_rank.ForecastProblem property) unnormalized_probs (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute) url (src.pm_rank.data.base.ForecastProblem attribute) (src.pm_rank.data.ForecastProblem attribute) (src.pm_rank.ForecastProblem attribute) use_approximate (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturnConfig attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.AverageReturnConfig attribute)

use_bid_for_odds (src.pm_rank.data.loaders.ProphetArenaChallengeLoader attribute) (src.pm_rank.ProphetArenaChallengeLoader attribute) use_binary_reduction (src.pm_rank.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.average_return.AverageReturnConfig attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.AverageReturnConfig attribute) use_empirical_quantiles (src.pm_rank.model.irt.IRTModel attribute) use_open_time (src.pm_rank.data.loaders.ProphetArenaChallengeLoader attribute) (src.pm_rank.ProphetArenaChallengeLoader attribute) username (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute) utils module

V

validate_categories() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method) validate_correct_option_idx() (src.pm_rank.data.base.ForecastProblem method) (src.pm_rank.data.ForecastProblem method) (src.pm_rank.ForecastProblem method) validate_forecasts() (src.pm_rank.data.base.ForecastProblem method) (src.pm_rank.data.ForecastProblem method) (src.pm_rank.ForecastProblem method) validate_odds() (src.pm_rank.data.base.ForecastEvent method) (src.pm_rank.data.ForecastEvent method) (src.pm_rank.ForecastEvent method) validate_probabilities() (src.pm_rank.data.base.ForecastEvent method) (src.pm_rank.data.ForecastEvent method) (src.pm_rank.ForecastEvent method) validate_problems() (src.pm_rank.data.base.ForecastChallenge method) (src.pm_rank.data.ForecastChallenge method) (src.pm_rank.ForecastChallenge method)

validate_unnormalized_probabilities() (src.pm_rank.data.base.ForecastEvent method) (src.pm_rank.data.ForecastEvent method) (src.pm_rank.ForecastEvent method) validate_weight() (src.pm_rank.data.base.ForecastEvent method) (src.pm_rank.data.ForecastEvent method) (src.pm_rank.ForecastEvent method) verbose (src.pm_rank.AverageReturn attribute) (src.pm_rank.CalibrationMetric attribute) (src.pm_rank.GeneralizedBT attribute) (src.pm_rank.model.average_return.AverageReturn attribute) (src.pm_rank.model.AverageReturn attribute) (src.pm_rank.model.bradley_terry.GeneralizedBT attribute) (src.pm_rank.model.calibration.CalibrationMetric attribute) (src.pm_rank.model.CalibrationMetric attribute) (src.pm_rank.model.GeneralizedBT attribute) (src.pm_rank.model.irt.IRTModel attribute) (src.pm_rank.model.scoring_rule.ScoringRule attribute)

W

warmup_steps (src.pm_rank.model.irt.MCMCConfig attribute) weight (src.pm_rank.data.base.ForecastEvent attribute) (src.pm_rank.data.ForecastEvent attribute) (src.pm_rank.ForecastEvent attribute)

weight_event (src.pm_rank.CalibrationMetric attribute) (src.pm_rank.model.calibration.CalibrationMetric attribute) (src.pm_rank.model.CalibrationMetric attribute) WeightingStrategy (in module data)