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Model Ensemble - Combines multiple ML models for robust predictions
Weighted averaging of predictions from:
- Podos Transformer (30%)
- XGBoost (35%)
- FootballerModel (20%)
- LSTM Form (15%)
Includes confidence calibration and model disagreement detection.
"""
import numpy as np
from typing import Dict, List, Optional, Any, Tuple
from dataclasses import dataclass, asdict
from pathlib import Path
import json
import logging
logger = logging.getLogger(__name__)
@dataclass
class EnsemblePrediction:
"""Output from ensemble prediction"""
home_win_prob: float
draw_prob: float
away_win_prob: float
predicted_outcome: str
confidence: float
model_agreement: float
individual_predictions: Dict[str, Dict]
calibrated: bool = True
def to_dict(self) -> Dict:
return asdict(self)
class ModelEnsemble:
"""
Ensemble predictor combining multiple ML models.
Uses weighted averaging with confidence calibration.
"""
# Default model weights (sum to 1.0)
DEFAULT_WEIGHTS = {
'podos': 0.30,
'xgboost': 0.35,
'footballer': 0.20,
'lstm': 0.15
}
def __init__(self, weights: Optional[Dict[str, float]] = None):
"""
Initialize ensemble.
Args:
weights: Custom model weights. Default weights used if not provided.
"""
self.weights = weights or self.DEFAULT_WEIGHTS.copy()
self.models: Dict[str, Any] = {}
self._calibration_params: Dict[str, float] = {}
self._load_calibration()
def _load_calibration(self):
"""Load calibration parameters if available"""
config_path = Path(__file__).parent.parent.parent / "models" / "config" / "calibration.json"
if config_path.exists():
with open(config_path, 'r') as f:
self._calibration_params = json.load(f)
def register_model(self, name: str, model: Any, weight: Optional[float] = None):
"""
Register a model with the ensemble.
Args:
name: Model identifier
model: Model object with predict() method
weight: Model weight (optional, uses default if not specified)
"""
self.models[name] = model
if weight is not None:
self.weights[name] = weight
self._normalize_weights()
logger.info(f"Registered model: {name} (weight: {self.weights.get(name, 0)})")
def _normalize_weights(self):
"""Ensure weights sum to 1.0"""
# Only consider weights for registered models
active_weights = {k: v for k, v in self.weights.items() if k in self.models}
total = sum(active_weights.values())
if total > 0:
for k in active_weights:
self.weights[k] = active_weights[k] / total
def predict(self, home_team: str, away_team: str, **features) -> EnsemblePrediction:
"""
Get ensemble prediction from all models.
Args:
home_team: Home team name
away_team: Away team name
**features: Additional features (form, odds, etc.)
Returns:
EnsemblePrediction with combined probabilities
"""
if not self.models:
raise ValueError("No models registered in ensemble")
individual_preds = {}
weighted_probs = np.array([0.0, 0.0, 0.0]) # home, draw, away
total_weight = 0.0
# Get prediction from each model
for name, model in self.models.items():
try:
pred = model.predict(home_team, away_team, **features)
# Extract probabilities
if hasattr(pred, 'home_win_prob'):
probs = np.array([
pred.home_win_prob,
pred.draw_prob,
pred.away_win_prob
])
elif isinstance(pred, dict):
probs = np.array([
pred.get('home_win_prob', 0.33),
pred.get('draw_prob', 0.33),
pred.get('away_win_prob', 0.34)
])
else:
continue
# Store individual prediction
individual_preds[name] = {
'home_win_prob': float(probs[0]),
'draw_prob': float(probs[1]),
'away_win_prob': float(probs[2]),
'confidence': getattr(pred, 'confidence', 0.5)
}
# Add weighted contribution
weight = self.weights.get(name, 0.1)
weighted_probs += probs * weight
total_weight += weight
except Exception as e:
logger.warning(f"Model {name} prediction failed: {e}")
continue
if total_weight == 0:
raise ValueError("All model predictions failed")
# Normalize weighted probabilities
final_probs = weighted_probs / total_weight
# Ensure probabilities sum to 1
final_probs = final_probs / final_probs.sum()
# Calculate model agreement (measure of consensus)
agreement = self._calculate_agreement(individual_preds)
# Determine predicted outcome
outcome_idx = np.argmax(final_probs)
outcomes = ['Home Win', 'Draw', 'Away Win']
predicted_outcome = outcomes[outcome_idx]
# Calculate confidence (base + agreement bonus)
base_confidence = float(final_probs[outcome_idx])
confidence = self._calibrate_confidence(base_confidence, agreement)
return EnsemblePrediction(
home_win_prob=float(final_probs[0]),
draw_prob=float(final_probs[1]),
away_win_prob=float(final_probs[2]),
predicted_outcome=predicted_outcome,
confidence=confidence,
model_agreement=agreement,
individual_predictions=individual_preds,
calibrated=True
)
def _calculate_agreement(self, predictions: Dict[str, Dict]) -> float:
"""
Calculate how much models agree on the outcome.
Returns:
Agreement score from 0 (complete disagreement) to 1 (full agreement)
"""
if len(predictions) < 2:
return 1.0
# Get predicted outcome from each model
outcomes = []
for pred in predictions.values():
probs = [pred['home_win_prob'], pred['draw_prob'], pred['away_win_prob']]
outcomes.append(np.argmax(probs))
# Calculate agreement as percentage of models agreeing with majority
from collections import Counter
outcome_counts = Counter(outcomes)
most_common_count = outcome_counts.most_common(1)[0][1]
return most_common_count / len(outcomes)
def _calibrate_confidence(self, raw_confidence: float, agreement: float) -> float:
"""
Calibrate confidence based on model agreement.
High agreement → boost confidence
Low agreement → reduce confidence
"""
# Agreement multiplier
if agreement >= 0.8:
multiplier = 1.1 # Boost for high agreement
elif agreement >= 0.6:
multiplier = 1.0 # No change
elif agreement >= 0.4:
multiplier = 0.9 # Slight reduction
else:
multiplier = 0.8 # Significant reduction for disagreement
calibrated = raw_confidence * multiplier
# Clamp to valid range
return max(0.3, min(0.95, calibrated))
def get_model_contributions(self, home_team: str, away_team: str,
**features) -> Dict[str, Dict]:
"""
Get detailed breakdown of each model's contribution.
Useful for debugging and understanding predictions.
"""
contributions = {}
for name, model in self.models.items():
try:
pred = model.predict(home_team, away_team, **features)
weight = self.weights.get(name, 0)
contributions[name] = {
'weight': weight,
'prediction': pred.to_dict() if hasattr(pred, 'to_dict') else pred,
'weighted_contribution': {
'home': getattr(pred, 'home_win_prob', 0.33) * weight,
'draw': getattr(pred, 'draw_prob', 0.33) * weight,
'away': getattr(pred, 'away_win_prob', 0.34) * weight
}
}
except Exception as e:
contributions[name] = {'error': str(e)}
return contributions
def save_weights(self, path: Optional[Path] = None):
"""Save current weights to config file"""
path = path or Path(__file__).parent.parent.parent / "models" / "config" / "ensemble_weights.json"
path.parent.mkdir(parents=True, exist_ok=True)
with open(path, 'w') as f:
json.dump(self.weights, f, indent=2)
logger.info(f"Saved weights to {path}")
def load_weights(self, path: Optional[Path] = None):
"""Load weights from config file"""
path = path or Path(__file__).parent.parent.parent / "models" / "config" / "ensemble_weights.json"
if path.exists():
with open(path, 'r') as f:
self.weights = json.load(f)
logger.info(f"Loaded weights from {path}")
else:
logger.warning(f"No weights file found at {path}, using defaults")
class SimpleVotingEnsemble:
"""
Simple voting ensemble - each model gets one vote.
Good for when you want equal weighting.
"""
def __init__(self):
self.models: Dict[str, Any] = {}
def register_model(self, name: str, model: Any):
self.models[name] = model
def predict(self, home_team: str, away_team: str, **features) -> str:
"""Get majority vote for outcome"""
votes = {'home': 0, 'draw': 0, 'away': 0}
for model in self.models.values():
pred = model.predict(home_team, away_team, **features)
probs = [pred.home_win_prob, pred.draw_prob, pred.away_win_prob]
outcome_idx = np.argmax(probs)
vote_keys = ['home', 'draw', 'away']
votes[vote_keys[outcome_idx]] += 1
winner = max(votes, key=votes.get)
return {'home': 'Home Win', 'draw': 'Draw', 'away': 'Away Win'}[winner]
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