Statistical enhanced learning for modeling and prediction tennis matches at Grand Slam tournaments

TL;DR

This paper investigates the impact of statistically enhanced covariates, like Elo ratings and age variables, on improving machine learning models' ability to predict tennis match outcomes at Grand Slam tournaments.

Contribution

It introduces the use of enhanced covariates in tennis match prediction models and compares various regression and machine learning approaches with interpretability tools.

Findings

Enhanced covariates improve predictive performance.

Random forest achieved the best results among models.

Interpretability tools like PDP and ICE provide insights into model predictions.

Abstract

In this manuscript, we concentrate on a specific type of covariates, which we call statistically enhanced, for modeling tennis matches for men at Grand slam tournaments. Our goal is to assess whether these enhanced covariates have the potential to improve statistical learning approaches, in particular, with regard to the predictive performance. For this purpose, various proposed regression and machine learning model classes are compared with and without such features. To achieve this, we considered three slightly enhanced variables, namely elo rating along with two different player age variables. This concept has already been successfully applied in football, where additional team ability parameters, which were obtained from separate statistical models, were able to improve the predictive performance. In addition, different interpretable machine learning (IML) tools are employed to gain insights into the factors influencing the outcomes of tennis matches predicted by complex machine learning models, such as the random forest. Specifically, partial dependence plots (PDP) and individual conditional expectation (ICE) plots are employed to provide better interpretability for the most promising ML model from this work. Furthermore, we conduct a comparison of different regression and machine learning approaches in terms of various predictive performance measures such as classification rate, predictive Bernoulli likelihood, and Brier score. This comparison is carried out on external test data using cross-validation, rolling window, and expanding window strategies.