Uefa Bayesian
Uefa Bayesian
Abstract:
This article presents a Bayesian implementation of a cumulative probit model to
forecast the outcomes of the UEFA Champions League matches. The argument
of the normal CDF involves a cut-off point, a home vs away playing effect and
the difference in strength of the two competing teams. Team strength is assumed
to follow a Gaussian distribution the expectation of which is expressed as a
linear regression on an external rating of the team from eg. the UEFA Club
Ranking (UEFACR) or the Football Club World Ranking (FCWR). Priors on
these parameters are updated at the beginning of each season from their
posterior distributions obtained at the end of the previous one. This allows
making predictions of match results for each phase of the competition: group
stage and knock-out. An application is presented for the 2013-2014 season.
Adjustment based on the FCWR performs better than on UEFACR. Overall,
using the former provides a net improvement of 24% and 23% in accuracy and
Brier’s score over the control (zero prior expected difference between teams). A
rating and ranking list of teams on their performance at this tournament and
possibilities to include extra sources of information (expertise) into the model
are also discussed.
1
Affiliated to Institut de Mathématiques et de Modélisation de Montpellier (3M) Université de Montpellier II
34095 Montpellier Cedex 05 and E-mail : [email protected]
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1. Introduction
2. The tournament
The tournament per se begins with a double round group stage of 32 teams
distributed into eight groups: A, B, C, D, E, F, G and H. The eight groups result
from a draw among the 32 teams allocated into four “pots” based on their UEFA
club coefficients (Table 1). Among the 32 participants, 22 were automatically
qualified and the ten remaining teams were selected through two qualification
streams for national league champions and non champions. In the case studied
here (2013-14 season), the 22 teams were: the title holder of the previous season
(Bayern Munich for 2013-2014), the top three clubs of England (GBR), Spain
(ESP) and Germany (DEU) championships, the top two of Italy (ITA), Portugal
(PRT) and France (FRA) and the champions of Russia (RUS), Ukraine (UKR),
Netherlands (NLD), Turkey (TUR), Denmark (DNK) and Greece (GRC).
Table 1: Distribution of the 32 qualified teams for UEFA 2013-14 into the four pots and their
UEFA coefficient
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Pot 1 Pot 2 Pot 3 Pot 4
Bayern Munich*-DEU Atlético Madrid-ESP Zenith Petersburg-RUS FC Copenhagen-
146.922 99.605 70.766 DNK
47.140
FC Barcelona-ESP Shakhtar Donetsk-UKR Manchester City-GBR SSC Napoli-ITA
157.605 94.951 70.592 46.829
Chelsea -GBR AC Milano-ITA Ajax Amsterdam-NLD RSC Anderlecht-
137.592 93.829 64.945 BEL
44.880
Real de Madrid -ESP Schalke 04-DEU Borussia Dortmund-DEU Celtic Glasgow-SCO
136.605) 84.922 61.922 37.538
Manchester United- O Marseille FRA FC Basel-CHE Steaua Bucarest-
GBR 78.800 59.785 ROU
130.592 35.604
Arsenal-GBR CSKA Moscow -RUS Olympiacos-GRC Viktoria Plzen-CZE
113.592 77.766 57.800 28.745
FC Porto-PRT Paris Saint Germain-FRA Galatasaray SK-TUR Real Sociedad-ESP
104.833) 71.800 54.400 17.605
Benfica Lisbon-PRT Juventus-ITA Bayer Leverkusen –DEU Austria Wien-AUT
102.833 70.829 53.922 16.575
Team underlined: National League Champion; Team in italics: qualified through the play-off
rounds
*Title holder of the UEFA Champions League 2012-13
3. Statistical methods
Outcomes of matches under the format of Win Draw and Loss can be predicted
either directly or indirectly via the number of goals scored by the two teams. As
there is little practical difference between these two approaches (Goddard,
2005), we use for the sake of simplicity the former benchmark model under its
latent ordered probit form known in sports statistics, as the Glenn and David
(1960) model.
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Let us briefly recall the reader the structure of this model. The random variable
pertaining to the outcome X ij of the match m (ij ) between home i and away j
teams is expressed via the cumulated density function of an associated latent
variable Z ij as follows (Agresti, 1992):
p ij ,1 = Pr( X ij = 1) = Pr(Zij > d ) (1a)
p ij ,2 = Pr( X ij = 2) = Pr( -d £ Zij £ d ) (1b)
p ij ,3 = Pr( X ij = 3) = Pr(Zij < -d ) (1c)
with d being the threshold or cut-off point on the underlying scale and 1,2,3
standing for win, draw and loss respectively.
Assuming that Z ij has a Gaussian distribution with mean mij and unit standard
deviation, the cumulative probit model consists of expressing mij as the sum of
the difference Dsij = si - s j in strength between teams i and j and a home vs
away playing effect hij usually taken as a constant h so that:
mij = Dsij + h
(2)
(
p ij ,1 = L d - Dsij - h ) (3a)
p ij ,3= L (d + Ds ij + h) (3b)
p ij ,2 = 1 - p ij ,1 - p ij ,3 (3c)
where L ( x ) = Pr( X > x ) = 1 - F ( x ) is the survival function equal to 1 minus the
CDF F ( x ) , here the standard normal. The higher the difference between the
strengths of the two teams i and j, the higher is the probability of win by team i
against j which makes sense; the same reasoning applies to the well known
home vs away playing advantage.
Now, there are several ways to implement statistical methods for making
inference about the parameters of this basic model. Classical methods consider
the team strength and home effects as fixed and make inference about them and
other covariates effects, using maximum likelihood procedures: see eg. the
general review by Cattelan (2012) in the context of the Bradley-Terry model.
For others, model fitting to data is accomplished within a Bayesian framework
(eg. Glickman, 1999) and this is the way chosen here.
The first stage of the Bayesian hierarchical model reduces to a generalized
Bernoulli or categorical distribution Cat(.) with probability parameters of the
three possible outcomes described in (3abc)
1) X ij | θ ~ Cat Π ij( ) (4)
( )
where θ refers to all the model parameters and Πij = p ij ,k for k = 1,2,3 .
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A the second stage, we have to specify the distributions of parameters involved
in Π ij viz. team strength, cut-off value and home effect. This is done as follows:
2) (
si | hi ,s 2 ~ id N hi ,s s2 ) (5)
where the team strength si is assumed normally distributed with mean hi and
variance s 2 .
Similarly, Gaussian distributions are taken for d and h :
( )
d ~ N d 0 ,s d2 (6)
h ~ N ( h ,s )
0
2
h (7)
with means and variances calibrated as explained later on.
At the third stage, prior distributions are:
3) (
h i = b xi with b ~ N b 0 ,s b2 ) (8)
where xi = ( xi - x ) / sˆ is a centered standardized reference value for team i and
b a regression coefficient.
As far as team strength variability is concerned, several choices may be
envisioned. A lognormal distribution on the standard deviation was chosen for
practical reasons as advocated by Barnard et al. (2000) and Foulley and Jaffrezic
(2010):
(
g s = log (s s ) ~ N g 0 ,s g2 ) (9)
At the beginning of a new season, the latest evaluations of the 32 teams entering
the group stage are incorporated into (5) from exogenous rating systems: UEFA
Club Ranking (UEFACR) or Football Club World Ranking (FCWR).
Similarly, the parameters of the prior distributions of d , h , b and g s in
(6,7,8,9) are updated from their posterior distributions calculated at the end of
the previous season. This can be done recursively so that past information on the
matches played in all the preceding seasons is automatically taken into account
in the model.
Posterior inference of the parameters is based on a Gibbs sampling algorithm.
This can be easily carried out using the Winbugs/Openbugs software (Lunn et
al., 2013).
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The Brier score (1950) for any match m is defined as the squared difference
between the probabilities of the different forecast outcomes of the match
Pm ,k (θ ) and the actual one when observed Om ,k :
2
Bm = ∑ k =1 Pm,k ( θ ) − Om,k
K =3
(10)
(
Here Pm ,k ( θ ) = Pr( X mnew = k | θ) and Om ,k = I X mobs = k ) with I (.) being the
indicator variable. Notice that Bm varies in the range 0 (exact forecast) to 2
(false forecast with a probability of one). For a set of M matches, we just take:
B= (∑ M
m =1 )
Bm / M . As Bm is a function of the θ parameters of the model, there
are two ways of estimating it: either as a plug-in estimator replacing θ by its
( )
posterior mean θ = E θ | y av or, as here, by its posterior predictive expectation:
Bm = E ( Bm | y av ) .
In this formulation (10), the Brier score is derived from a quadratic discrepancy
function of observed data and parameters as defined in Gelman et al. (2004,
chapter 6) and which can be viewed as an analog of the deviance function used
in model comparison. As noted by Gelman et al. (2004) and Plummer (2008),
the expected form has some advantages over the plug-in; it is insensitive to
reparameterization and takes the precision of parameters into account.
As some people might be not familiar with the scale of Brier’s score, we also
present a more accessible criterion of efficiency namely “Accuracy”. Accuracy
(A) or Exact Forecasting Rate (EFR) is defined here as the expected percent of
correctly forecasted outcomes of matches. For a given match, the accuracy of
the forecast Am is defined as
Am = Pr( X mnew = X mobs | θ) (11)
and is estimated by Am = E(Am | y av ) which is the posterior predictive probability
that the forecast outcome of the match (Win or Draw or Loss) is the actual one.
As previously regarding the Brier score, A is taken as the arithmetic mean
A= (∑ M
m =1 )
Am / M for a set of M matches. Notice also that A can be viewed as
particular case of the general criteria proposed by Laud and Ibrahim (1995) to
assess model efficiency from an expected distance between observed and
predictive distributions (0-1 loss).
The composition of the four pots giving rise to the draw of August 29, 2013 for
the 2013-14 round-robin tournament is shown in Table 1 along with its result
allocating the 32 qualified teams to the eight groups A to G and H (Table 2).
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Table2: List of the 32 teams qualified for the group stage of the 2013-14 UEFA Champions
league
The draw looks fair as it did not generate much difference among the groups as
shown by the F statistics of the ANOVA: 0.07 on the UEFA coefficient scale.
On this scale, the top group is H (+0.30±0.562 in standard deviation unit) mainly
due to the presence of Barcelona ranked second in the pot 1 and the bottom one
is C (-0.21±0.562) due to Benfica ranked last in the same pot.
Regarding the reference team value entering as the expectation of the
distribution of team strength, two external rating systems were chosen:
i) the “UEFA Club Ranking” (UEFACR) acting as the official basis for
seeding of clubs entering the European competitions (Champions League CL
and Europa League EL) , and
ii) the “Football Club World Ranking” (FCWR) issued by the Institute of
Football Club Coaching Statistics (Netherlands) which is a major independent
provider of world statistics for football clubs publishing rating and ranking of
teams updated weekly.
These two are contrasted with a control situation in which the expectation of
team strength is set to zero (h i = 0 for any i ).
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Although substantially correlated (r=0.807 with a 95% confidence interval of
[0.628; 0.905]), evaluations i) and ii) are not based on the same principles and
use historical data on match outcomes differently. The UEFACR takes into
account the club performance over five previous UEFA CL an EL competitions.
FCWR relies on matches played over the last 52 weeks both at the national and
international levels using a complex system of weights.
Table2: List of the 32 teams qualified for the group stage (continued)
To make comparisons between the two systems fair, values of UEFACR and
FCWR calculated at the same time ie. at the beginning of the tournament (end of
August) were implemented in the model for the two rating systems (Table 2).
This operation can be repeated each new season according to the teams coming
in and out of the competition and the updated levels of all the participating
teams.
Updates of the prior distributions of cut-off d , home effect h , regression
coefficient b and precision g were calculated from their posterior distributions
obtained at the end of the 2012-13 season. For the sake of simplicity, the same
values of parameters were adopted for cut-off and home effects, but different
ones have been used for the regression coefficient and the precision as these
clearly depend on the type of pre-adjustment (Zero, UEFACR, FCWR)
considered (Table 3).
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Table 3. Characteristics of the prior distributions used for the parameters of the model
according to the type of adjustment
Type of adjustment
Parameter Zero UEFACR FCWR
δ N(0.335,1/300) N(0.335,1/300) N(0.335,1/300)
h N(0.225,1/100) N(0.225,1/100) N(0.225,1/100)
β N(0.250,1/100) N(0.430,1/120)
γ N(-1.00,1/5.79) N(-1.13,1/5.00) N(-2.00,1/2.30)
N(mean, variance)
Using the prior distributions defined previously from the information available
at the end of CL 2012-13 and the external team rating system (UEFACR or
FCWR) at the beginning of CL 2013-2014, we are able to forecast outcomes of
matches played for the group stage. The same applies for the knock-out stage
with additional information on match results prior to the round considered. For
instance, in the case of the round of 16, data on the group stage matches and on
the eight 1st leg matches played on 18-19 and 25-26 February 2013 are taken
into account for predicting the eight forthcoming 2nd leg matches played on 11-
12 and 13-19 March. A typical example of such predictions is shown on Table 4
for the match Manchester City (MCI) against Barcelona (BAR) illustrating the
differences between the forecasting probabilities obtained with zero adjustment
(all teams being equal in expectation) and the other two systems with a better
performance for FCWR over UEFA and Zero adjustment. Notice also the
difference between the posterior mean and plug-in versions of the Brier score,
the former being larger due to taking into account additional uncertainty in the
parameters of the distribution of X ijnew = k | y av .
Table 4: An example of match forecast for the 2013-14 UEFA season: Round of 16 MCI vs
BAR (0-2) 1st leg and BAR vs MCI (2-1) 2nd leg
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[1],[X],[2] for Win, Draw and Loss respectively; Probability underlined: Accuracy or Exact
Î (
Forecasting Rate ;* Posterior Predictive Probability defined as E È Pr X ij
new
)
= k | y av ˘˚
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Table 6 : Rating of the 32 teams on their match results in the UEFA CL 2013-14
5. Discussion-Conclusion
We intended to build a model as simple as possible but, at the same time, make
it capable of updating previous historical information easily and consistently via
the Bayesian learning rule that posteriors at the end of a season can serve as
priors for the next one. This is especially convenient for forecasting the
outcomes of the group stage matches by combining these priors with an update
of the external ratings of teams issued from UEFA or FCWR. Using the latter,
we got an accuracy of 47.4% and a Brier score of 0.530 for the whole 2013-14
season. This forecasting performance might look mediocre but, as well-known
from specialists, predictions of football matches are notoriously unreliable. For
instance, Forrest et al (2005) reported a Brier score of 0.633 in forecasting
home-draw-away match results for 5 seasons of the English football
competitions. Actually, the overall forecasting performance represents a net
improvement of 23.8% in accuracy and of 22.6% in Brier’s score with respect to
the basic situation of no prior adjustment for team strength. We implemented the
UEFA-CR and FCWR rating systems as external information on team strength,
but we could also have used other database systems such as the Soccer Club
World Ranking (SCWR) that gave results close to FCWR for the 2013-14
season.
The choice was made of a latent variable model with a cumulative link function
based on the probit, but we could have chosen another link such as the logit
(Rao and Kupper, 1967). The difference between the probit and the logit is very
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small after adjusting for the measurement scale (logit=1.7 probit). In addition,
the choice of the probit is consistent with priors on parameters of its argument
(cut-off, home effect, team strength) handled as Gaussian distributions. Another
option for direct modeling of the win, draw and loss would have been the
“adjacent categories logit model” with the link applied to adjacent categories
rather than to cumulative ones (Agresti, 1992). This approach has been proposed
in sports by Davidson (1970) as another variation of the Bradley-Terry-Luce
model for taking into account ties: see Shawul and Coulom (2012) for a
comparison of this model with the Glenn-David and Rao-Kupper models for
chess game outcomes.
Using a Bayesian approach of these models implies that team strength is
automatically treated as a random effect, the benefit of which has been clearly
demonstrated by several authors (eg. Harville, 1977; Cattelan, 2012). Instead of
a point estimator such as REML, we have to specify a prior distribution on the
inter team variability: here we chose a lognormal distribution, but other choices
might have been envisioned such as an inverse gamma on the variance or a half
Cauchy on the standard deviation (Gelman, 2006). The convenience for
updating this prior at each season prevails in our choice. Team strength could
also have been made varying over time either by introducing a dynamic
stochastic process (Glickman and Stern, 1998; Coulom, 2008; Cattelan et al.,
2012) or just by updating the values of the UEFA or FCWR external rating list
regularly during the season. But, in that case, one must be careful not to use the
same match data twice.
Table 7 : Example of inclusion of subjective information on the outcome of a forthcoming
match into the model FCWR: BAY-RMA : 0-4, 1/2F, 2nd leg
The model itself can be enriched with additional explanatory variables eg.
importance of match or presence or not of key players. Expert’s views on
outcomes of football matches might also be valuable information to take into
account, especially those of odds-setters (Forres et al., 2005).
Different avenues can be taken in this respect. In a Bayesian setting, elicitation
of this additional expertise information can be carried out via implicit data
introduced into the model; this can be easily interpreted under conjugate forms
of prior and likelihood (here Dirichlet and multinomial). For a match m , the
contribution l (m) to the log-likelihood reduces simply to:
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K =3
l (m) = Â k =1 am ,k log(p m ,k ) (12)
where the parameter p m,k is the probability that match m has outcome k as
modeled in (3abc) and am ,k = wmp mex,k - 1 is a coefficient involving the expert’s
probability p mex,k that match m will have outcome k and wm a weight given to
this expert information for match m.
An example of this combined model is shown in Table 7 pertaining to the
Bayern Munich vs Real Madrid 2nd leg match of the semifinal lost by Bayern 0-
4 whereas model predictions were clearly favorable to Bayern. Imagine the
expert information is clearly opposite, viz. favoring Real Madrid; if integrated
into the model, this probability information can change the direction of the final
forecast. More work is still needed to investigate what kind of expert
information is really valuable and how it should be weighted. However this is
already an encouraging perspective made possible by the synthetic Bayesian
approach adopted here.
Finally, it must also be noted that our procedure can be applied equally, along
the same principles, to other major football tournaments eg. to the UEFA
European championship and the FIFA World Cup.
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