MLB Play-by-Play Win Expectancy

Github: jacobdanovitch/Pitch-Level-Win-Expectancy

Breaking down the popular concept of win expectancy into a more granular, pitch-by-pitch estimate.

How it works

Using the pitchRx package, I scraped MLB Gameday’s pitch f/x database going back to 2008, and used data back to 2013 in my analysis. I grouped every observed, unique state (see example below) seen in a baseball game. I then trained a Random Forest model to estimate the win expectancy for any given state.

Example of game state

1 out
2-1 count
Home team down by 2
Bases empty
3rd inning

I chose to use a model rather than tweaking observed data for outlier situations - say, very large defecits, or extra inning situations. The lower number of observations tends to sway the win expectancy towards 0 or 1, and can be incredibly impactful and misleading in the final analysis. My model explained 90.61% of the variation in observed win expectancy throughout all states.

From there, I calculated the win expectancy for every pitch of the 2016 season. I then calculated the win expectancy for the next pitch, and found the delta. I summed the deltas to give me a pitch by pitch level measure of Win Probability Added (WPA).

What I Learned

Being my first large-scale project, I learned a lot about different areas of computer science and data science. One of the most important things I learned was the impact of efficiency. Ironically, I could have saved a lot of time, and been a lot more productive, had I simply slowed down. I should have split my data into a very, very small “initialization” partition on which to ensure my code worked, before creating my testing and training partitions.

Perhaps the area I learned the most about was data processing. I’m lucky that I was able to disillusion myself early on of the popular notion that data science is all about testing new algorithms and getting awesome results right away. This project taught me a ton about the importance of processing your data, and that little errors will always be hiding somewhere. I learned how to use SQL, which was very useful in managing big sets of data. I also learned why SQL is so useful for larger datasets in the first place; the difference between writing transactions to storage (SQL) and holding data in memory (R, Python). I’ve heard that experientially is the best way to learn, so the experience of repeatedly crashing my computer by trying to hold a 13 gigabyte dataset in memory with R probably taught me a lot.

I also had the opportunity to learn about Random Forest models, which really excited me and interested me in the field of machine learning. The concept is incredibly intuitive and the package was (mostly) easy to use.

Finally, the last thing I learned was don’t commit transactions on your 13 GB dataset without understanding and testing it first because that thing took weeks to download and you ruined all of it honestly what’s wrong with you?

Applications

Win expectancy can be utilized in a variety of ways. It can tell teams which players are doing the most to contribute in an easy to understand and intuitive way, and it can explain the pros and cons of various strategic decisions.

The first application of my project is to be able to analyze the best players in baseball by how much they affect their team’s win expectancy on a pitch-by-pitch basis.

The second application is to be able to analyze strategy more in depth than previous instances of WPA. Previously, the metric was best suited for between at bats (bunting, sending a runner to steal, etc). Now, however, we should be able to quantify decisions such as the value of throwing a particular pitch - even down to the location. Mitchel Lichtman, co-author of The Book: Playing the Percentages in Baseball is vocal about potential game-theory applications of this information, and was extremely helpful in assisting me with this project.

Future Plans

  • Integrate model with personal website to allow users to examine how different features affect win probability between pitches

Current (Known) Problems

  • Adjust the run differential to be reflective of the current at bat on scoring plays
  • Optimize SQLite codebase and triggers to minimize query run time

Built With

  • R - Used to create model and complete data analysis
  • SQLite - Used to manage Pitch F/X data

Acknowledgments

  • Mitchel Lichtman, co-author of “The Book: Playing the Percentages in Baseball” for his time and brain power assisting on this
  • The authors of the Pitch R/X library for making my life 1000x easier
  • All my friends I annoyed endlessly about my stupidity various struggles with this project