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Uncertainty-Aware Reinforcement Learning for Risk-Sensitive Player Evaluation in Sports Game
Guiliang Liu · Yudong Luo · Oliver Schulte · Pascal Poupart

Wed Nov 30 09:00 AM -- 11:00 AM (PST) @ Hall J #339

A major task of sports analytics is player evaluation. Previous methods commonly measured the impact of players' actions on desirable outcomes (e.g., goals or winning) without considering the risk induced by stochastic game dynamics. In this paper, we design an uncertainty-aware Reinforcement Learning (RL) framework to learn a risk-sensitive player evaluation metric from stochastic game dynamics. To embed the risk of a player’s movements into the distribution of action-values, we model their 1) aleatoric uncertainty, which represents the intrinsic stochasticity in a sports game, and 2) epistemic uncertainty, which is due to a model's insufficient knowledge regarding Out-of-Distribution (OoD) samples. We demonstrate how a distributional Bellman operator and a feature-space density model can capture these uncertainties. Based on such uncertainty estimation, we propose a Risk-sensitive Game Impact Metric (RiGIM) that measures players' performance over a season by conditioning on a specific confidence level. Empirical evaluation, based on over 9M play-by-play ice hockey and soccer events, shows that RiGIM correlates highly with standard success measures and has a consistent risk sensitivity.

Author Information

Guiliang Liu (The Chinese University of Hong Kong, Shenzhen)
Yudong Luo (University of Waterloo)
Oliver Schulte (Simon Fraser University)
Oliver Schulte

Bio: Oliver Schulte is a Professor in the School of Computing Science at Simon Fraser University, Vancouver, Canada. He received his Ph.D. from Carnegie Mellon University in 1997. His current research focuses on machine learning for structured, relational, and event data. He has published sports analytics papers in leading AI and machine learning venues, and co-organized two hockey analytics conferences. The last two years he has worked with Sportlogiq, a leading hockey data provider. While he has won some nice awards, his biggest claim to fame may be a draw against chess world champion Gary Kasparov.

Pascal Poupart (University of Waterloo & Vector Institute)

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