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Base WDL model on material count and normalize evals dynamically
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This PR proposes to change the parameter dependence of Stockfish's
internal WDL model from full move counter to material count. In addition
it ensures that an evaluation of 100 centipawns always corresponds to a
50% win probability at fishtest LTC, whereas for master this holds only
at move number 32. See also
#4920 and the
discussion therein.

The new model was fitted based on about 340M positions extracted from
5.6M fishtest LTC games from the last three weeks, involving SF versions
from e67cc97 (SF 16.1) to current
master.

The involved commands are for
[WDL_model](https://github.com/official-stockfish/WDL_model) are:
```
./updateWDL.sh --firstrev e67cc97
python scoreWDL.py updateWDL.json --plot save --pgnName update_material.png --momType "material" --momTarget 58 --materialMin 10 --modelFitting optimizeProbability
```

The anchor `58` for the material count value was chosen to be as close
as possible to the observed average material count of fishtest LTC games
at move 32 (`43`), while not changing the value of
`NormalizeToPawnValue` compared to the move-based WDL model by more than
1.

The patch only affects the displayed cp and wdl values.

closes #5121

No functional change
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robertnurnberg authored and Disservin committed Mar 20, 2024
1 parent 117e08c commit 9b92ada
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Showing 5 changed files with 76 additions and 58 deletions.
4 changes: 2 additions & 2 deletions src/evaluate.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -92,11 +92,11 @@ std::string Eval::trace(Position& pos, const Eval::NNUE::Networks& networks) {

Value v = networks.big.evaluate(pos, false);
v = pos.side_to_move() == WHITE ? v : -v;
ss << "NNUE evaluation " << 0.01 * UCI::to_cp(v) << " (white side)\n";
ss << "NNUE evaluation " << 0.01 * UCI::to_cp(v, pos) << " (white side)\n";

v = evaluate(networks, pos, VALUE_ZERO);
v = pos.side_to_move() == WHITE ? v : -v;
ss << "Final evaluation " << 0.01 * UCI::to_cp(v) << " (white side)";
ss << "Final evaluation " << 0.01 * UCI::to_cp(v, pos) << " (white side)";
ss << " [with scaled NNUE, ...]";
ss << "\n";

Expand Down
18 changes: 9 additions & 9 deletions src/nnue/nnue_misc.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -54,11 +54,11 @@ void hint_common_parent_position(const Position& pos, const Networks& networks)
namespace {
// Converts a Value into (centi)pawns and writes it in a buffer.
// The buffer must have capacity for at least 5 chars.
void format_cp_compact(Value v, char* buffer) {
void format_cp_compact(Value v, char* buffer, const Position& pos) {

buffer[0] = (v < 0 ? '-' : v > 0 ? '+' : ' ');

int cp = std::abs(UCI::to_cp(v));
int cp = std::abs(UCI::to_cp(v, pos));
if (cp >= 10000)
{
buffer[1] = '0' + cp / 10000;
Expand Down Expand Up @@ -90,9 +90,9 @@ void format_cp_compact(Value v, char* buffer) {


// Converts a Value into pawns, always keeping two decimals
void format_cp_aligned_dot(Value v, std::stringstream& stream) {
void format_cp_aligned_dot(Value v, std::stringstream& stream, const Position& pos) {

const double pawns = std::abs(0.01 * UCI::to_cp(v));
const double pawns = std::abs(0.01 * UCI::to_cp(v, pos));

stream << (v < 0 ? '-'
: v > 0 ? '+'
Expand All @@ -114,7 +114,7 @@ std::string trace(Position& pos, const Eval::NNUE::Networks& networks) {
board[row][8 * 8 + 1] = '\0';

// A lambda to output one box of the board
auto writeSquare = [&board](File file, Rank rank, Piece pc, Value value) {
auto writeSquare = [&board, &pos](File file, Rank rank, Piece pc, Value value) {
const int x = int(file) * 8;
const int y = (7 - int(rank)) * 3;
for (int i = 1; i < 8; ++i)
Expand All @@ -125,7 +125,7 @@ std::string trace(Position& pos, const Eval::NNUE::Networks& networks) {
if (pc != NO_PIECE)
board[y + 1][x + 4] = PieceToChar[pc];
if (value != VALUE_NONE)
format_cp_compact(value, &board[y + 2][x + 2]);
format_cp_compact(value, &board[y + 2][x + 2], pos);
};

// We estimate the value of each piece by doing a differential evaluation from
Expand Down Expand Up @@ -180,13 +180,13 @@ std::string trace(Position& pos, const Eval::NNUE::Networks& networks) {
{
ss << "| " << bucket << " ";
ss << " | ";
format_cp_aligned_dot(t.psqt[bucket], ss);
format_cp_aligned_dot(t.psqt[bucket], ss, pos);
ss << " "
<< " | ";
format_cp_aligned_dot(t.positional[bucket], ss);
format_cp_aligned_dot(t.positional[bucket], ss, pos);
ss << " "
<< " | ";
format_cp_aligned_dot(t.psqt[bucket] + t.positional[bucket], ss);
format_cp_aligned_dot(t.psqt[bucket] + t.positional[bucket], ss, pos);
ss << " "
<< " |";
if (bucket == t.correctBucket)
Expand Down
7 changes: 4 additions & 3 deletions src/search.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -155,7 +155,8 @@ void Search::Worker::start_searching() {
{
rootMoves.emplace_back(Move::none());
sync_cout << "info depth 0 score "
<< UCI::value(rootPos.checkers() ? -VALUE_MATE : VALUE_DRAW) << sync_endl;
<< UCI::to_score(rootPos.checkers() ? -VALUE_MATE : VALUE_DRAW, rootPos)
<< sync_endl;
}
else
{
Expand Down Expand Up @@ -1898,10 +1899,10 @@ std::string SearchManager::pv(const Search::Worker& worker,

ss << "info"
<< " depth " << d << " seldepth " << rootMoves[i].selDepth << " multipv " << i + 1
<< " score " << UCI::value(v);
<< " score " << UCI::to_score(v, pos);

if (worker.options["UCI_ShowWDL"])
ss << UCI::wdl(v, pos.game_ply());
ss << UCI::wdl(v, pos);

if (i == pvIdx && !tb && updated) // tablebase- and previous-scores are exact
ss << (rootMoves[i].scoreLowerbound
Expand Down
99 changes: 58 additions & 41 deletions src/uci.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,7 @@
#include <memory>
#include <optional>
#include <sstream>
#include <utility>
#include <vector>

#include "benchmark.h"
Expand All @@ -44,9 +45,8 @@

namespace Stockfish {

constexpr auto StartFEN = "rnbqkbnr/pppppppp/8/8/8/8/PPPPPPPP/RNBQKBNR w KQkq - 0 1";
constexpr int NormalizeToPawnValue = 356;
constexpr int MaxHashMB = Is64Bit ? 33554432 : 2048;
constexpr auto StartFEN = "rnbqkbnr/pppppppp/8/8/8/8/PPPPPPPP/RNBQKBNR w KQkq - 0 1";
constexpr int MaxHashMB = Is64Bit ? 33554432 : 2048;


namespace NN = Eval::NNUE;
Expand Down Expand Up @@ -338,15 +338,43 @@ void UCI::position(Position& pos, std::istringstream& is, StateListPtr& states)
}
}

int UCI::to_cp(Value v) { return 100 * v / NormalizeToPawnValue; }
namespace {
std::pair<double, double> win_rate_params(const Position& pos) {

int material = pos.count<PAWN>() + 3 * pos.count<KNIGHT>() + 3 * pos.count<BISHOP>()
+ 5 * pos.count<ROOK>() + 9 * pos.count<QUEEN>();

// The fitted model only uses data for material counts in [10, 78], and is anchored at count 58.
double m = std::clamp(material, 10, 78) / 58.0;

// Return a = p_a(material) and b = p_b(material), see github.com/official-stockfish/WDL_model
constexpr double as[] = {-185.71965483, 504.85014385, -438.58295743, 474.04604627};
constexpr double bs[] = {89.23542728, -137.02141296, 73.28669021, 47.53376190};

double a = (((as[0] * m + as[1]) * m + as[2]) * m) + as[3];
double b = (((bs[0] * m + bs[1]) * m + bs[2]) * m) + bs[3];

std::string UCI::value(Value v) {
return {a, b};
}

// The win rate model is 1 / (1 + exp((a - eval) / b)), where a = p_a(material) and b = p_b(material).
// It fits the LTC fishtest statistics rather accurately.
int win_rate_model(Value v, const Position& pos) {

auto [a, b] = win_rate_params(pos);

// Return the win rate in per mille units, rounded to the nearest integer.
return int(0.5 + 1000 / (1 + std::exp((a - double(v)) / b)));
}
}

std::string UCI::to_score(Value v, const Position& pos) {
assert(-VALUE_INFINITE < v && v < VALUE_INFINITE);

std::stringstream ss;

if (std::abs(v) < VALUE_TB_WIN_IN_MAX_PLY)
ss << "cp " << to_cp(v);
ss << "cp " << to_cp(v, pos);
else if (std::abs(v) <= VALUE_TB)
{
const int ply = VALUE_TB - std::abs(v); // recompute ss->ply
Expand All @@ -358,6 +386,30 @@ std::string UCI::value(Value v) {
return ss.str();
}

// Turns a Value to an integer centipawn number,
// without treatment of mate and similar special scores.
int UCI::to_cp(Value v, const Position& pos) {

// In general, the score can be defined via the the WDL as
// (log(1/L - 1) - log(1/W - 1)) / ((log(1/L - 1) + log(1/W - 1))
// Based on our win_rate_model, this simply yields v / a.

auto [a, b] = win_rate_params(pos);

return std::round(100 * int(v) / a);
}

std::string UCI::wdl(Value v, const Position& pos) {
std::stringstream ss;

int wdl_w = win_rate_model(v, pos);
int wdl_l = win_rate_model(-v, pos);
int wdl_d = 1000 - wdl_w - wdl_l;
ss << " wdl " << wdl_w << " " << wdl_d << " " << wdl_l;

return ss.str();
}

std::string UCI::square(Square s) {
return std::string{char('a' + file_of(s)), char('1' + rank_of(s))};
}
Expand All @@ -383,41 +435,6 @@ std::string UCI::move(Move m, bool chess960) {
return move;
}

namespace {
// The win rate model returns the probability of winning (in per mille units) given an
// eval and a game ply. It fits the LTC fishtest statistics rather accurately.
int win_rate_model(Value v, int ply) {

// The fitted model only uses data for moves in [8, 120], and is anchored at move 32.
double m = std::clamp(ply / 2 + 1, 8, 120) / 32.0;

// The coefficients of a third-order polynomial fit is based on the fishtest data
// for two parameters that need to transform eval to the argument of a logistic
// function.
constexpr double as[] = {-1.06249702, 7.42016937, 0.89425629, 348.60356174};
constexpr double bs[] = {-5.33122190, 39.57831533, -90.84473771, 123.40620748};

// Enforce that NormalizeToPawnValue corresponds to a 50% win rate at move 32.
static_assert(NormalizeToPawnValue == int(0.5 + as[0] + as[1] + as[2] + as[3]));

double a = (((as[0] * m + as[1]) * m + as[2]) * m) + as[3];
double b = (((bs[0] * m + bs[1]) * m + bs[2]) * m) + bs[3];

// Return the win rate in per mille units, rounded to the nearest integer.
return int(0.5 + 1000 / (1 + std::exp((a - double(v)) / b)));
}
}

std::string UCI::wdl(Value v, int ply) {
std::stringstream ss;

int wdl_w = win_rate_model(v, ply);
int wdl_l = win_rate_model(-v, ply);
int wdl_d = 1000 - wdl_w - wdl_l;
ss << " wdl " << wdl_w << " " << wdl_d << " " << wdl_l;

return ss.str();
}

Move UCI::to_move(const Position& pos, std::string& str) {
if (str.length() == 5)
Expand Down
6 changes: 3 additions & 3 deletions src/uci.h
Original file line number Diff line number Diff line change
Expand Up @@ -42,11 +42,11 @@ class UCI {

void loop();

static int to_cp(Value v);
static std::string value(Value v);
static int to_cp(Value v, const Position& pos);
static std::string to_score(Value v, const Position& pos);
static std::string square(Square s);
static std::string move(Move m, bool chess960);
static std::string wdl(Value v, int ply);
static std::string wdl(Value v, const Position& pos);
static Move to_move(const Position& pos, std::string& str);

static Search::LimitsType parse_limits(const Position& pos, std::istream& is);
Expand Down

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