3 ms·
This is a fun project and there's plenty to learn even if you don't end up with a great model. But if you really want to try to solve this problem, you're goin
by solidasparagus 8y ago
This is a fun project and there's plenty to learn even if you don't end up with a great model.
But if you really want to try to solve this problem, you're going to need more granular data - play-by-play, per-play lineup, injuries, player tracking if you can get your hands on it. The stats you are using are very lossy summaries of the season, so they aren't very strong predictive features.
From a technical POV, consider bucketing some of those per-game stats (e.g. 4 binary features representing which quartile the team's stat falls in compared to every other team that season). This can help to adjust for year-to-year differences. Work with pace-adjusted stats if you have access to them. Find a baseline accuracy by picking the simplest possible non-ML strategy and measuring how accurate that is (e.g. what is the accuracy of a model that always picks the better seed or W/L record?).
You need to adjust your training data to only use data that would have been available at the time of the game - if W/L or PPG includes data from future games, this is a form of data snooping and will probably give you results on your test set that won't generalize to the real world. Time-series snooping is a very easy mistake to make, but it's crucial to avoid it in order to build a good model.
Interesting work, thanks for sharing!
- ham_sandwich 8y agoYou’re right. Like a lot of other engineers, I once thought “ML+High level team info=$$$$” but quickly learned that you really can’t get an edge unless you’re digging into that more granular data and even then it’s really tough. It can be very hard to improve on simple linear models. The odds coming out of Vegas are usually priced correctly. Sports markets are very efficient—although perhaps not as ruthlessy efficient as public equity markets. I would imagine there are still syndicates out there that are the “RenTec of sports betting” and just printing alpha.
- nrjames 8y agoThis is a great article about how the actions of some players are very predictive of the outcome of the game even if their stats don't reflect that: https://www.nytimes.com/2009/02/15/magazine/15Battier-t.html https://www.nytimes.com/2009/02/15/magazine/15Battier-t.html