Posts tagged Weighted EPA
Weighted EPA Methodology & Performance

Summary

  • WEPA is a framework that weights EPA to improve its predictive power

  • The goal of WEPA is to use publicly available play-by-play data to create an open source model that is free, reproducible, and more predictive than proprietary alternatives

  • The 2018 WEPA proof-of-concept suffered from overfitting and used forward looking data to train, resulting in an unreliable model

  • This post addresses these issues while improving the model through an expanded dataset and feature group

  • The new WEPA model is substantially more reliable and predicts future point margin better than current proprietary alternatives

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