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One-Match-Ahead Forecasting in Two-Team Sports with Stacked Bayesian Regressions Cover

One-Match-Ahead Forecasting in Two-Team Sports with Stacked Bayesian Regressions

By: Max W. Y. Lam  
Open Access
|Feb 2018

Abstract

There is a growing interest in applying machine learning algorithms to real-world examples by explicitly deriving models based on probabilistic reasoning. Sports analytics, being favoured mostly by the statistics community and less discussed in the machine learning community, becomes our focus in this paper. Specifically, we model two-team sports for the sake of one-match-ahead forecasting. We present a pioneering modeling approach based on stacked Bayesian regressions, in a way that winning probability can be calculated analytically. Benefiting from regression flexibility and high standard of performance, Sparse Spectrum Gaussian Process Regression (SSGPR) – an improved algorithm for the standard Gaussian Process Regression (GPR), was used to solve Bayesian regression tasks, resulting in a novel predictive model called TLGProb. For evaluation, TLGProb was applied to a popular sports event – National Basketball Association (NBA). Finally, 85.28% of the matches in NBA 2014/2015 regular season were correctly predicted by TLGProb, surpassing the existing predictive models for NBA.

Language: English
Page range: 159 - 171
Submitted on: Feb 10, 2017
Accepted on: Apr 10, 2017
Published on: Feb 9, 2018
Published by: SAN University
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2018 Max W. Y. Lam, published by SAN University
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.