Expected goals under a Bayesian viewpoint: uncertainty quantification and online learning

Bernardo Nipoti; Lorenzo Schiavon

doi:10.1515/jqas-2024-0081

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Expected goals under a Bayesian viewpoint: uncertainty quantification and online learning

Bernardo Nipoti und Lorenzo Schiavon

Veröffentlicht/Copyright: 4. November 2024

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Aus der Zeitschrift Journal of Quantitative Analysis in Sports Band 21 Heft 1

Abstract

While the use of expected goals (xG) as a metric for assessing soccer performance is increasingly prevalent, the uncertainty associated with their estimates is often overlooked. This work bridges this gap by providing easy-to-implement methods for uncertainty quantification in xG estimates derived from Bayesian models. Based on a convenient posterior approximation, we devise an online prior-to-posterior update scheme, aligning with the typical in-season model training in soccer. Additionally, we present a novel framework to assess and compare the performance dynamics of two teams during a match, while accounting for evolving match scores. Our approach is well-suited for graphical representation and improves interpretability. We validate the accuracy of our methods through simulations, and provide a real-world illustration using data from the Italian Serie A league.

Keywords: Bayesian statistics; expected goals; online learning; quadratic approximation; uncertainty quantification

Corresponding author: Lorenzo Schiavon, Department of Economics, Ca’ Foscari University of Venice, Venice, Italy, E-mail: lorenzo.schiavon@unive.it

Research ethics: Not applicable.
Informed consent: Not applicable.
Author contributions: All authors have accepted responsibility for the entire content of this manuscript and approved its submission.
Use of Large Language Models, AI and Machine Learning Tools: None declared.
Conflict of interest: The authors state no conflict of interest.
Research funding: Bernardo Nipoti acknowledges support of MUR - Prin 2022 - Grant no. 2022CLTYP4, funded by the European Union – Next Generation EU.
Data availability: The simulated datasets used in this study are available from the corresponding author upon reasonable request.

Appendix A

A closed-form approximation of the credible intervals for p ̃ l ( t ) can be recovered by exploiting a multivariate Gaussian approximation as in (4) and a suitable approximating function f l , t l , r − 1 ( t ) for p l , t l , r − 1 ( t ) , which depends on a linear transformation η ̃ l , r of the elements η l , i = x ̃ l , i ⊺ β , for i such that t_l,i ∈ (t_l,r−1, t_l,r).

In logistic regression, for instance, one may approximate the function p l , t l , r − 1 ( t ) from below by using

f l , t l , r − 1 ( t ) = max t * ∈ ( t l , r − 1 , t ) 1 − ∑ k = 0 n l t l , r − 1 , t * n l t l , r − 1 , t * k exp k η ̃ l , r ( t * ) n t l , r − 1 , t * − 1 ,

with η ̃ l , r ( t * ) = ∑ i : t l , i ∈ t l , r − 1 , t * x ̃ l , i ⊺ β and where n l t l , r − 1 , t * is the number of shots of the lth team in the interval t l , r − 1 , t * . The precision of such an approximation improves as the set of shots in the interval (t_l,r−1, t) is homogeneous with respect to the values of η_l,i. This fact is often observed in the case of soccer matches, where the number of shots in an interval is relatively small and with similar low values of the linear predictor.

We rely on the multivariate Gaussian approximation for the posterior of the vector η resulting at the end of the online learning procedure, specifying η ̂ l , i = x ̃ l , i ⊺ β ̂ , and s l , i 2 = − x ̃ l , i ⊺ S β x ̃ l , i , with β ̂ and S_β being the estimated posterior mean and variance of β after T iterations. Then, the posterior distribution of η ̃ l , r is approximated by the Gaussian distribution

η ̃ l , r ∼ ⋅ N ∑ i : t l , i ∈ ( t l , r − 1 , t l , r ) η ̂ l , i , ∑ i : t l , i ∈ ( t l , r − 1 , t l , r ) s l , i 2 + ∑ i < j : t l , i ∈ ( t l , r − 1 , t l , r ) , t l , j ∈ ( t l , r − 1 , t l , r ) 2 c i , j ,

where c i , j = x ̃ l , i ⊺ S β x ̃ l , j is the approximate covariance between the shots i and j of the lth team. Since f l , t l , r − 1 ( t ) is a monotonically decreasing function with respect to η ̃ l , r , approximate (1 − α)100 % credible intervals for p l , t l , r − 1 ( t ) at time t_l,r can be obtained by means of an element-wise transformation of the boundaries of the (1 − α)100 % approximate credible interval for η ̃ l ( t l , r − 1 , t l , r ) . Then, the derivation of credible intervals for p ̃ l ( t ) is straightforward. The comparison displayed in Figure 7 is replicated in Figure 8, with the approximate shifted cumulative scoring probability displaying the closed-form approximation discussed in this Appendix.

Figure 8:

Serie A league dataset. Comparison between the shifted cumulative scoring probability functions for Juventus in the match Genoa-Juventus, played on the 27th of November 2016, computed via Gibbs sampler and by applying a closed-form approximation. Shaded areas denote 95 % credible intervals.

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Received: 2024-05-24

Accepted: 2024-10-09

Published Online: 2024-11-04

Published in Print: 2025-03-26

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https://doi.org/10.1515/jqas-2024-0081

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Bayesian statistics; expected goals; online learning; quadratic approximation; uncertainty quantification