Developing Hierarchical Models for Sports Analytics with Chris Fonnesbeck

Decision-making in sports has become increasingly data-driven with GPS, cameras, and other sensors providing streams of information at high spatial and temporal resolution. While machine learning is a popular approach for turning these data streams into actionable information, Bayesian statistical methods offer a robust alternative. They allow for the combining of multiple data sources, a natural means for imputing missing data, as well as full accounting for various system uncertainties.
In particular, hierarchical models provide a means for integrating information at multiple scales and adjusting for biases associated with small sample sizes. I will demonstrate a Bayesian workflow for model development using PyMC version 5, from data preparation through to the summarization of estimates and predictions, using baseball data.
#HierarchicalModels #sportsanalytics #datamodeling #statisticalanalysis #predictivemodeling #machinelearning #sportsperformance #PlayerEvaluation
#DataDriven #teamstrategy
Resources
Slides: drive.google.com/file/d/102gk...
Blog Posts
www.pymc-labs.com/blog-posts/...
twiecki.io/blog/2019/01/14/su...
Repository: github.com/fonnesbeck/hierarc...
About the speakers
Chris Fonnesbeck
Chris is the Principal Quantitative Analyst in Baseball Research & Development for the Philadelphia Phillies. He is interested in computational statistics, machine learning, Bayesian methods, and applied decision analysis. He hails from Vancouver, Canada and received his Ph.D. from the University of Georgia.​
👉 LinkedIn: / christopher-fonnesbeck...
Dr. Thomas Wiecki (PyMC Labs)
Dr. Thomas Wiecki is an author of PyMC, the leading platform for statistical data science. To help businesses solve some of their trickiest data science problems, he assembled a world-class team of Bayesian modelers and founded PyMC Labs -- the Bayesian consultancy. He did his PhD at Brown University studying cognitive neuroscience.
GitHub: github.com/twiecki
Twitter: / twiecki
Website: twiecki.io/
Connecting with PyMC Labs
- LinkedIn: / pymc-labs
- Twitter: / pymc_labs
- KZbin: / pymclabs
- Meetup: www.meetup.com/pymc-labs-onli...
Timestamps
00:00:00 Welcome
00:07:24 Presentation begins
00:09:11 Data Science in Baseball
00:09:36 Sabermetrics
00:10:33 Canoncial Baseball statistcs
00:12:02 Advanced metrics
00:13:03 Ball Tracking technology
00:13:44 Trackman
00:14:08 Hawkeye
00:17:36 Bayesian inference
00:18:58 PyMC
00:19:59 Home run rate estimation
00:23:37 Prior predictive checks
00:25:00 Nuts about MCMC
00:28:14 Posterior predictive sampling
00:28:48 Informative priors
00:31:18 Unpooled Model
00:31:40 Hierarchical Model
00:32:16 Partial pooling
00:32:40 HyperPriors
00:32:56 Partial Pooling Model
00:34:06 Group Covariate Model
00:36:12 Park Effects
00:38:24 Model Comparison with Expected Log Predictive Density
00:39:08 Leave One Out Cross Validation
00:40:18 Individual covariates
00:42:03 Variable interactions
00:42:27 Gaussian processes
00:43:55 Accelerated Sampling
00:45:13 Out-Of-Sample Prediction
00:47:05 Prediction Model
00:48:38 Workflow steps
00:50:51 Q/A Could you explain the kernel function ...?
00:52:30 Q/A What is the advantage of ...?
00:54:23 Q/A How would you handle categorical variables in the individual ...?
00:56:37 Q/A How Bayesian analytics is bringing value to ...?
01:00:26 Q/A Can you give insights into how you interact ...?
01:01:40 Q/A Do you have recommended ...?
01:03:32 Q/A Any advice if I'm new and want to improve?
01:04:28 Q/A Does it happen that a selected model is not good at ...?
01:06:13 Q/A Could you comment on the usage of Bayesian decision-making...?
01:08:10 Webinar Ends
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#bayes #statistics #probabilistic

[@MrPlatinum148]

Absolutely fantastic. I agree with the other comments. I am so happy that I found this. Very succinctly explains many of the concepts rolling around in my head learning this!

[@dustineagar1999]

So glad that I found this, what an outstanding presentation and Q/A!

[@jonathanlarkin1112]

Outstanding presentation! I learned a lot. Thank you.

[@PyMCLabs]

Great to hear Jonathan. I also thought it was one of the best PyMC presentations I ever saw!

[@ichidyakin]

Terrific presentation! Thanks a lot!

[@dangernoodle2868]

Some really good questions here towards the end

[@PyMCLabs]

Agreed, really great discussion. Chris is a treasure trove of knowledge.

[@samwalsh8393]

Awesome!! I’ve been trying to develop a hierarchical model for pitcher location simulation in PyMC but I’m having some trouble. This should be helpful

[@alau931]

Thanks for sharing the notebook. It is helpful for me to learn pymc. I had a challenge at the group covariate model. When the position covariate is added, I don't understand why the mean of the m_mu is used minus 2. It doesn't seem to explain in the video or notebook. Can someone shed some lights for me?

[@andrewrivers4723]

Thomas is extremely stoic

[@oscarhurtado7107]

Is there gonna be a notebook available with the code from the example?

[@PyMCLabs]

Yes, Chris just needs to tidy it up a bit and we'll post it on the meetup page and our social media.

[@ichidyakin]

Any updates on the notebook?

[@PyMCLabs]

@@ichidyakin Yes, you can check our blog post which now contains a link. Thanks for checking!