Linear regression analysis has been called the “Hello World” of machine learning, because it’s both easy to understand and very powerful. And it’s the first machine learning algorithm we’ve added to Tablesaw.

One of the best known applications of regression comes from the book Moneyball, which describes the use of data science at the Oakland A’s baseball team. My analysis is based on a lecture given in the EdX course: MITx: 15.071x The Analytics Edge. If you’re new to data analytics, I would *strongly* recommend this course.

Moneyball is a great example of how to apply data science to solve a business problem. For the A’s, the business problem was “How do we make the playoffs?” They break that problem down into simpler problems that can be solved with data science. Their approach is summarized in the diagram below:

In baseball, you make the playoffs by winning more games than your rivals. The number of games the rivals win is out of your control so the A’s looked instead at how many wins it took historically to make the playoffs. They decided that 95 wins would give them a strong chance. Here’s how we might check that assumption in Tablesaw.

// Get the data Table baseball = Table.createFromCsv("data/baseball.csv"); // filter to the data available at the start of the 2002 season Table moneyball = baseball.selectWhere(column("year").isLessThan(2002));

We can check the assumption visually by plotting wins per year in a way that separates the teams who make the playoffs from those who don’t. This code produces the chart below:

NumericColumn wins = moneyball.nCol("W"); NumericColumn year = moneyball.nCol("Year"); Column playoffs = moneyball.column("Playoffs"); XchartScatter.show("Regular season wins by year", wins, year, moneyball.splitOn(playoffs));

Teams that made the playoffs are shown as greenish points. If you draw a vertical line at 95 wins, you can see that it’s very likely that a team that wins over 95 games will make the playoffs. So far so good.

Unfortunately, you can’t directly control the number of games you win. We need to go deeper. At the next level, we hypothesize that the number of wins can be predicted by the number of Runs Scored during the season, combined with the number of Runs Allowed.

To check this assumption we compute Run Difference as Runs Scored – Runs Allowed:

IntColumn runDifference = moneyball.shortColumn("RS").subtract(moneyball.shortColumn("RA")); moneyball.addColumn(runDifference); runDifference.setName("RD");

Now lets see if Run Difference is correlated with Wins. We use a scatter plot again:

Scatter.show("RD x Wins", moneyball.numericColumn("RD"), moneyball.numericColumn("W"));

Our plot shows a strong linear relation between the two. Lets create our first predictive model using linear regression, with runDifference as the explanatory variable.

LeastSquares winsModel = LeastSquares.train(wins, runDifference);

If we print our “winsModel”, it produces the output below:

Linear Model: Residuals: Min 1Q Median 3Q Max -14.2662 -2.6511 0.1282 2.9365 11.6570 Coefficients: Estimate Std.Error t value Pr(>|t|) (Intercept) 80.8814 0.1312 616.6747 0.0000 *** RD 0.1058 0.0013 81.5536 0.0000 *** --------------------------------------------------------------------- Significance codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.9391 on 900 degrees of freedom Multiple R-squared: 0.8808, Adjusted R-squared: 0.8807 F-statistic: 6650.9926 on 1 and 900 DF, p-value: 0.000

If you’re new to regression, here are some take-aways from the output:

- The R-squared of 88 can be interpreted to mean that roughly 88% of the variance in Wins can be explained by the Run Difference variable. The rest may be determined by some other variable, or it may be pure chance.
- The estimate for the Intercept is the average wins independent of Run Difference. In baseball, we have a 162 game season so we expect this value to be about 81, as it is.
- The estimate for the RD variable of .1, suggests that an increase of 10 in Run Difference, should produce about 1 additional win over the course of the season.

Of course, this model is not simply descriptive. We can use it to make predictions. In the code below, we predict how many games we will win if we score 135 more runs than our opponents. To do this, we pass an array of doubles, one for each explanatory variable in our model, to the predict() method. In this case, there’s just one variable – run difference.

double[] runDifference = new double[1]; runDifference[0] = 135; double expectedWins = winsModel.predict(runDifference);

In this case, expectedWins is 95.2 when we outscore opponents by 135 runs.

It’s time to go deeper again and see how we can model Runs Scored and Runs Allowed. The approach the A’s took was to model Runs Scored using team On-base percent (OBP) and team Slugging Average (SLG). In Tablesaw, we write:

LeastSquares runsScored2 = LeastSquares.train(moneyball.nCol("RS"), moneyball.nCol("OBP"), moneyball.nCol("SLG"));

Once again the first parameter takes a Tablesaw column containing the values we want to predict (Runs scored). The next two parameters take the explanatory variables OBP and SLG.

```
Linear Model:
Residuals:
Min 1Q Median 3Q Max
-70.8379 -17.1810 -1.0917 16.7812 90.0358
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -804.6271 18.9208 -42.5261 0.0000 ***
OBP 2737.7682 90.6846 30.1900 0.0000 ***
SLG 1584.9085 42.1556 37.5966 0.0000 ***
---------------------------------------------------------------------
Significance codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 24.7900 on 899 degrees of freedom
Multiple R-squared: 0.9296, Adjusted R-squared: 0.9294
F-statistic: 5933.7256 on 2 and 899 DF, p-value: 0.000
```

Again we have a model with excellent explanatory power with an R-squared of 92. Now we’ll check the model visually to see if it violates any assumptions. First, our residuals should be normally distributed. We can use a histogram to verify:

Histogram.show(runsScored2.residuals());

This looks great. It’s also important to plot the predicted (or fitted) values against the residuals. We want to see if the model fits some values better than others, which will influence whether we can trust its predictions or not. We want to see a cloud of random dots around zero on the y axis.

Our Scatter class can create this plot directly from the model:

Scatter.showFittedVsResidual(runsScored2);

Again, the plot looks good.

Lets review. We’ve created a model of baseball that predicts entry into the playoffs based on batting stats, with the influence of the variables as:

SLG & OBP -> Runs Scored -> Run Difference -> Regular Season Wins

Of course, we haven’t modeled the Runs Allowed side of Run Difference. We could use pitching and field stats to do this, but the A’s cleverly used the same two variables (SLG and OBP), but now looked at how their opponent’s performed against the A’s. We could do the same as these data are encoded in the dataset as OOBP and OSLG.

We used regression to build predictive models, and visualizations to check our assumptions and validate our models.

However, we still haven’t shown how this knowledge can be applied. That step involves predicting how the current team will perform using historical data, and considering the available talent to see who can bring up the team’s average OBP or SLG numbers, or reduce the opponent values of the same stats. They can create scenarios where they consider various trades and expected salary costs. Taking it to that level requires individual player stats that aren’t in our dataset, so we’ll leave it here, but I hope this post has shown how Tablesaw makes regression analysis in Java easy and practical.

This author is a grade-A asshole. I recall seeing someone ask a question about home runs allowed and referred to this article. He explained his article and mentioned that he was talking about runs allowed rather than home runs allowed. Someone called him out on not focusing on the question asked, and he cursed that person out.

I’ll get laid into and deleted, I’m sure, but as I come across this article again, I was reminded of the unnecessarily harsh treatment and hope I don’t come across any of this author’s articles.

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Thanks, Rob.

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I think that the question Bob referred to is from

[Runs Allowed](https://sports.stackexchange.com/questions/14339/what-does-home-runs-allowed-mean)

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