An Analysis of Elo Rating Systems via Markov Chains

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Olesker-Taylor, Sam, Zanetti, Luca
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866909220206542848
author Olesker-Taylor, Sam
Zanetti, Luca
author_facet Olesker-Taylor, Sam
Zanetti, Luca
contents We present a theoretical analysis of the Elo rating system, a popular method for ranking skills of players in an online setting. In particular, we study Elo under the Bradley--Terry--Luce model and, using techniques from Markov chain theory, show that Elo learns the model parameters at a rate competitive with the state of the art. We apply our results to the problem of efficient tournament design and discuss a connection with the fastest-mixing Markov chain problem.
format Preprint
id arxiv_https___arxiv_org_abs_2406_05869
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle An Analysis of Elo Rating Systems via Markov Chains
Olesker-Taylor, Sam
Zanetti, Luca
Probability
Statistics Theory
Machine Learning
We present a theoretical analysis of the Elo rating system, a popular method for ranking skills of players in an online setting. In particular, we study Elo under the Bradley--Terry--Luce model and, using techniques from Markov chain theory, show that Elo learns the model parameters at a rate competitive with the state of the art. We apply our results to the problem of efficient tournament design and discuss a connection with the fastest-mixing Markov chain problem.
title An Analysis of Elo Rating Systems via Markov Chains
topic Probability
Statistics Theory
Machine Learning
url https://arxiv.org/abs/2406.05869