A common example of how one might use fitzRoy
is for
creating a simple ELO rating
system. These models are common for tippers that are part of The Squiggle and also becoming
common in other team sports. This vignette shows a minimum working
example to get you started on creating an ELO model from scratch, using
fitzRoy
to get data and the elo
package
to do the modelling.
First we need to grab a few packages. If you don’t have any of these, you’ll need to install them.
Our first job is to now get the relevant data. For the most basic of
ELO models, we need to have the results of past matches that includes
the home and away team and the score of the match. To do our
predictions, we also need upcoming matches. We can get both of those
things using fitzRoy
.
For this example we will use results
data from AFL Tables and
fixture
data from Footywire. While this is generally
fine, it can cause issues with teams, dates, venues or various other
data to be inconsistent. This example will try to show some ways to take
that into account.
# Get data
results <- fitzRoy::fetch_results_afltables(1897:2019)
fixture <- fitzRoy::fetch_fixture_footywire(2019)
We can make sure our results are from before the fixture we are trying to predict for.
Before we create our model, some data preparation. In the ELO package
we are using, we need a way to identify each round as a separate match,
so we’ll combine season
and Round.Number
into
a string as a unique identifier when combined with the team name.
Since our fixture
data and results
data are
coming from different sources, we need to fix a few things up. This is a
good time to point out that using similar sources is great when
possible!
There are a range of parameters that we can tweak and include in ELO model. Here we set some basic parameters - you can read a bit more on the PlusSixOne blog, which uses a similar method. For further reading, I strongly recommend checking out Matter of Stats for a great explainer on the types of parameters that could be included.
The original ELO models in chess use values of 0 for a loss, 1 for a win and 0.5 for a draw. Since we are adapting these for AFL and we want to use the margin rather than a binary outcome, we need to map our margin to a score between 0 and 1. You can do this in many varied and complex ways, but for now, I just normalise everything based on a margin of -80 to 80. Anything outside of this goes to the margins of 0 or 1.
We create that as a function and then use that function in our elo model.
Now we are ready to create our ELO ratings! We can use the
elo.run
function from the elo
package for
this. I won’t explain everything about what is going on here - you can
read all about it at the package vignette - but in
general, we provide a function that indicates what is included in our
model, as well as some model parameters.
# Run ELO
elo.data <- elo.run(
map_margin_to_outcome(Home.Points - Away.Points) ~
adjust(Home.Team, HGA) +
Away.Team +
regress(Season, 1500, carryOver) +
group(seas_rnd),
k = k_val,
data = results
)
Now that is run, we can view our results. The elo
package provides various ways to do this.
Firstly, using as.data.frame
we can view the predicted
and actual result of each game. Also in this table is the change in ELO
rating for the home and away side. See below for the last few games of
2018.
We can specifically focus on how each team’s rating changes over time
using as.matrix
. Again - viewing the end of 2018 also shows
teams that didn’t make the finals have the same ELO as the rounds go on
since they aren’t playing finals.
Lastly, we can check the final ELO ratings of each team at the end of
our data using final.elos
(here - up to end of 2018).
We could keep tweaking our parameters until we are happy. Ideally we’d have a training and test set and be using some kind of cost function to optimise these values on like a log likelihood, mean absolute margin or something similar. I’ll leave that as beyond the scope of this vignette though and assume we are happy with these parameters.
Now we’ve got our ELO model and are happy with our parameters, we can
do some predictions! For this, we just need to use our fixture and the
prediction
function with our ELO model as an input. The
elo
package takes care of the result.
From here - you could turn these probabilities back into a margin through another mapping function. Again - I’ll leave that for the reader to decide.