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dalyea

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Posts posted by dalyea

  1. I'm curious to see how your models would have predicted with the rest of the competitions included all the way up through semi finals.

    Would it have predicted the way it turned out tonight?

    I ran the models tonight. Here are the results:

     rank                corps NN LM  GBM H20 optim  score  optim     NN     LM    GBM    H20
        1          Blue Devils  2  2  2.0   2     2 0.9765 0.9676 0.9687 0.9687 0.9696 0.9670
        2       Carolina Crown  1  1  1.0   1     1 0.9708 0.9693 0.9716 0.9713 0.9732 0.9682
        3            Bluecoats  3  3  3.0   3     3 0.9692 0.9604 0.9606 0.9603 0.9588 0.9605
        4           The Cadets  4  4  4.0   4     4 0.9590 0.9523 0.9585 0.9582 0.9547 0.9501
        5 Santa Clara Vanguard  5  5  5.0   5     5 0.9385 0.9357 0.9358 0.9353 0.9342 0.9358
        6         Blue Knights  6  6  6.0   6     6 0.9185 0.9053 0.9091 0.9088 0.9027 0.9044
        7     Phantom Regiment  7  7  7.0   7     7 0.9032 0.8905 0.8954 0.8951 0.8923 0.8888
        8       Madison Scouts  8  8  9.0   9     9 0.8875 0.8768 0.8819 0.8818 0.8738 0.8755
        9        The Cavaliers  9  9  8.0   8     8 0.8832 0.8778 0.8801 0.8789 0.8765 0.8774
       10     Boston Crusaders 10 10 11.5  10    10 0.8680 0.8581 0.8576 0.8563 0.8550 0.8587
       11           Blue Stars 11 11 10.0  12    11 0.8515 0.8440 0.8463 0.8474 0.8551 0.8420
       12             Crossmen 12 12 11.5  11    12 0.8503 0.8426 0.8322 0.8324 0.8550 0.8444
    

    These results rely on all scores through semis, with the 1/2 point penalty for the Blue Devils added back in to their Thursday show score.

    (That is the right thing to do, since trying to reckon for penalties introduces unnecessary noise into the modeling process.) The columns

    names optim refer to the R function optim rank-loss weightings of the 4 models to predict the actual final rankings, whereas the 4 models

    are built to predict the finals scores for each drum corps.

    Based on all the data through semifinals, relying on the models built on the 600 data points of the top 12 corps from 2005-2014, Carolina Crown

    had the statistical advantage going into finals with a predicted winning margin of 0.15 points (rounding down the optim difference).

    Note the huge score jump for the Bluecoats. For drum corps from position #6 to #12, note that all had scores ~+1 pts. over expected -

    and remember, these models factor in any finals jumps in scores from past years' data. From semis to finals scoring, it appears to me

    to be an unprecedented increase in scores for all those drum corps.

    If we credit Clara for 1/2 point of GE, that would give the Blue Devils a 0.35 winning margin based on the predicte values above. Even now,

    after seeing semis and finals for myself, I can't quite grasp the 0.575 margin of victory, in absolute terms having seen the shows and in relative

    terms thinking about the progression of scores from 3 weeks out, 9 days out, then Thursday/Friday/Saturday.

    2015.semis.cv.lm.png

    2015.semis.gbm.varimp.png

    • Like 2
  2. Highlighting the 2006 Cavaliers as pointed out as the lowest finals score since 2000:

    2015.score.trend.2006.cavaliers.png

    The black line shows the Cavaliers scoring trend line. They had quite a few high scores during the season, relative to other winners' scores, yet that telltale 3 score cluster for Thursday/Friday/Saturday at the end of the season.

  3. Could be completely accurate, since no one corps has a firm grasp on multiple captions.

    That's a great explanation of why we're seeing lower scores. I've only seen one show this season at Stanford University, and I haven't followed scores and caption scores much since then. What you said sounds spot on - I recall years in which horns, drums, GE and guard wins were split by different drum corps, and naturally the winning scores in those years are 97.X or thereabouts.

  4. For 2015, scores throughout the season have been at a 12-year historic low. Generally, scores for the top 3 corps - Blue Devils, The Cadets, and Carolina Crown - have been right at -2 points from the champions' score trajectories from 2003-2014.

    2015.score.trend.9.days.out.png

    The rainbow of smaller dots are the season scores for the champions from 2003-2014. I highlighted with bigger dots two score sets: Blue Devils 2007 (green), who started the season scoring 75+ and won with a finals score of 98.00, and Blue Devils 2014 (red), the all-time highest score at finals, 99.65. Note the wildly different paths to those wins, and the 7 points increase for the 2014 Blue Devils at -40 days out from finals.

    The 3 lines below the main array of dots shows the Blue Devils, The Cadets, and Carolina Crown scores for 2015, up until -9 days before finals. If those 3 drum corps names for 2015 weren't known in the plot, you'd think none of them could be contenders to win it all this year. Just in the last week, the 2015 scores have started to intersect with the past champions' scores.

    In past years, the linear regression for the winner's finals score at -N days from finals often goes to a score at or over 100. It has been very common to see the Thursday/Friday/Saturday show scores for the eventual winner to fall about 1 point below the regression line.

    This year, it appears that scoring will track, it may be argued, as it should - linearly increasing right through Saturday night. Corps continue to make consistent fixes and improvements in their show performances right up until the very end. Some years, corps pull out surprises for Saturday night only, like SCV did in the 80's. So scores can buck the linear trend for various reasons, but all things being equal, the kids keep working as hard as they have all season, the shows get that much better even in the final week, and the scores should reflect this right along the trend line.

    Here is the aggregation of the champions' scores, showing the mean/max/min in black and gray:

    2015.score.trend.9.days.out.minus.png

    Here we see the mean and max 2015 scores for the top 3 contenders in blue and red, respectively. For the best 2015 drum corps, the scores have been below the min boundary for past winners for almost the entire season. Note the sets of 3, 3, and 4 data points at day -28 and forward which start far below the regression line, but by day -16, catch up to it. Relative to previous years, whether for judges scoring or massive show improvements or both, the top 3 contenders for this year made huge strides.

    The red line shows the linear regression for the max scores - the smaller red circles - which point to a final score at day=0, finals Saturday night, of 97.60.

    Will the winner's score exceed 97.60? I think it's entirely likely. Yet, if scores were to follow the trends from the last 12 years, if no one drum corps has miraculous improvement in the final 7 days of the season, and if the eventual winner doesn't pull out a Saturday night surprise show element, it looks like the winning score will be right in the 97.60 to 98.00 range, rounding up a bit factoring in the excitement even for the judges and the importance of finals night.

    • Like 1
  5. I was curious... In your methodology utilization how much consideration in your modeling have you given to the floccinaucinihilpilification factor. What is the Standard Deviation Probability computer modeling of this factor look like at the moment, dalyea ?

    I had to look up that word, that's a new one for me. All models have the chance to be wrong, this one for 2015 rankings predictions included for sure. For sure, the ultimate experience is seeing the corps give their all at finals and finding out which corps is crowned the champion.

  6. I'll go with:

    1. The Cadets
    2. Blue Devils
    3. Carolina Crown
    4. Santa Clara Vanguard
    5. Bluecoats
    6. Cavaliers
    7. Phantom Regiment
    8. Blue Knights
    9. Madison Scouts
    10. Crossmen
    11. Blue Stars
    12. Boston Crusaders

    for my personal picks, but by the numbers:

    1. The Cadets
    2. Blue Devils
    3. Carolina Crown
    4. Bluecoats
    5. Santa Clara Vanguard
    6. Phantom Regiment
    7. Blue Knights
    8. The Cavaliers
    9. Madison Scouts
    10. Blue Stars
    11. Crossmen
    12. Colts

    And here's why:

    http://davidalyea.com/dci/2015/

  7. One thing I noticed while doing analysis, but didn't have the time to look into until now, was that all my 2015 scoring predictions based on 2005-2014 training data were unusually low. For other years where I back-tested, my final model scores predicting winners' scores between 97 and 99, which is in line with usual scoring at Saturday finals. The highest predicted scores I was getting this year, from any of the 4 sub-models, was in the 94 range. Why is that the case?

    The plot below shows that scores this year are -4 points behind scores at the same point in the season, from -30 to -21 days removed from finals, than ALL other years 2003 to 2014. Each set of colored dots are the 5 scores for the champion drum corps from 2003 to 2014 - I've noted that the peak score was an S4 score at T-22 days from finals for the Blue Devils in 2010. The 3 lines below the dots are the 5 scores for the top 3 drum corps for 2015, as of T-21 days from the 8/8/2015 finals.

    For whatever reason, this is a low scoring year. Were there rules or judging changes? I haven't followed drum corps news all summer, so perhaps I'm not aware of some change that would result in scores being, relative to the past 12 years, so low.

    What I would find troubling at this point is to see that finals scores rocket to 98+ as semis and finals next week. Certainly, every corps is working hard to perfect their show, and performance levels and scores will rise. However, there is no reason to think that corps will work harder or improve more in the final 21 days before finals this year than in any of the previous 12 years. From what we see in the scores so far this season, if the winning drum corps finals score is much over 96.0, it appears that would be out of line (regression humor?!) with clearly delineated scoring trajectories from the past 12 years. If we assume that the judging criteria and the drum corps' final polishing up their shows remain the same as in all previous years, the scoring trends this year clearly point to a champion score of about 96.0.

    low-scoring-3.png

  8. I noticed this the first time I saw it, but aren't the corps Predicted placement v. Rank flip flopped, for 2015?

    In a judged activity where cleanliness is not the only factor for scoring, I'm not sure about the results.

    Done quite a bit of math in my day, kind of skeptical on some of these fronts but cool analysis on stuff I had always wished I had tried to put together.

    If I reversed some numbers, let me know and I'll make the correction. I'll doublecheck my posted 2015 ranks, but I don't recall them being reversed.

  9. I've heard it my entire career:

    "Past performance is not indicative of future returns"

    It is interesting that your predicted results are close, but I wonder if your placement results could have been as accurately predicted by "random walk" analysis.

    Fun exercise. Nice work, but I think you lost most readers after the first paragraph. :shutup:

    And, as much as I love PR, I'll be disappointed if they are the "surge" corps that knocks BK down a notch.

    I'd have to think about how a random walk approach might lead to predicted scores. I get the thought - I was once working on price predictions and, at some point, I realized that using random walks as a form of simulation would get me the results I needed. Though now, I'd likely use bootstrapping instead - I didn't know about that technique back then! Thanks for reading my predictions and for the idea.

  10. A couple of folks have tried to do this in the past (I very simplistically tried neural nets a decade ago), and this is easily the most comprehensive modeling job in terms of the choice of variables and the ensemble approach.

    I couldn't tell from the output - were the estimated coefficients for regression and GBM interesting (I don't know anything about GBM, but I assume the output is similar to GLM)? Did they give any insights on what "show" is the most influential on the finals week outcome? I guess at 21 days out, that'd be a difficult thing to nail down, though I suspect regional performance matters.

    There is an H20 library function called deeplearning now, which is basically neural networks at hyperspeed! H20 has implemented deeplearning to use dropout, which is akin to regularization in some ways, but is more aptly described as multi-modeling to avoid overfitting. I'm keeping that in my hip pocket for future modeling. :-)

    GBM in a nutshell is tree-based learning, but with a twist. For classification, at each step of defining what the eventual tree will look like, the decision rule is a stump. That is, for one feature only, the model finds a split value for it. The first stump is chosen to classify the data correctly as best as possible. Then, for the next stump, the split is determined by, as before, trying to classify as many items as possible correctly, but the loss function this time weights the misclassified items by the first stump more heavily. The second stump boosts the treatment for misclassified items. This system of boosting to account for misclassifications continues with subsequent stump decision boundaries.

    One advantage of GBM is that it tends to not overfit the data. If you look at RMSE for tighter and tighter training data fits, the test data RMSE tends to decrease in lockstep and eventually flatten out - without rising as would be seen with overfitting by other modeling techniques. For those reasons, I used two GBM models in my approach for predicting finals scores this year.

    The GBM library in R then has a build in varimp function to tell us, which of the features was most important when defining all those stumps? As I'd expect, S5, the most recent score, was most important. Surprisingly, S1 or S2 was often 2nd most important. The reason I think this is the case is that S1 and S5 values implicitly define the scoring slopes that are directed toward the target final scores. I'm not sure that S4 and S5 would always provide as much pair-indicated directional guidance toward the finals scores. Presumably, variable selection or variable importance for linear models may also favor S5 and S1/S2 as most relevant.

  11. See what I did there?

    Anyway I'll be blunt and I'm sure I'll enrage quite a few people.

    I saw Phantom three times in California this season and am watching the live webcast tonight.

    Geez. I am not impressed. Performance is OK, design is... Not. Performance isn't good enough to make up for design flaws (or, phlaws).

    In my opinion, this trend has been occuring with PR for the last few years. What's the deal? Have they just become a middle of the pack 6-8 place corps?

    I could see them as low as 10th.

    Go ahead, chew me out. :-)

    I have Phantom finishing in 6th place this year:

    http://davidalyea.com/dci/2015/

    Across the board, scores appear to be 4 points lower this year than previous years. Here is Phantom's scores at 3 weeks and just before that from 2003 to 2015:

    year S1 S2 S3 S4 S5 final D1 D2 D3 D4 D5 corps finals rank

    2003 86.900 87.85 88.50 87.35 88.050 94.750 -26 -25 -24 -23 -21 Phantom 2003-08-09 4

    2004 84.150 84.55 83.90 85.60 87.125 93.575 -28 -27 -26 -24 -21 Phantom 2004-08-07 5

    2005 85.425 86.10 87.25 87.15 87.800 96.825 -28 -26 -25 -23 -21 Phantom 2005-08-13 3

    2006 86.975 86.85 87.75 87.40 88.000 96.850 -28 -26 -25 -24 -23 Phantom 2006-08-12 2

    2007 86.325 86.50 87.35 87.45 87.375 94.850 -29 -28 -24 -23 -21 Phantom 2007-08-11 4

    2008 84.350 86.85 87.00 88.20 89.775 98.125 -28 -26 -25 -23 -21 Phantom 2008-08-09 1

    2009 81.900 82.35 83.05 84.55 84.250 89.900 -29 -26 -23 -22 -21 Phantom 2009-08-08 9

    2010 86.700 87.55 86.20 86.95 86.850 93.150 -26 -25 -23 -22 -21 Phantom 2010-08-14 6

    2011 84.900 84.90 85.20 86.15 87.400 95.050 -26 -25 -23 -22 -21 Phantom 2011-08-13 5

    2012 84.450 84.85 85.30 85.45 87.750 96.550 -26 -24 -23 -22 -21 Phantom 2012-08-11 3

    2013 82.000 81.55 82.45 85.55 85.750 93.250 -28 -27 -26 -22 -21 Phantom 2013-08-10 6

    2014 81.850 83.15 84.10 85.05 84.725 91.425 -27 -26 -24 -22 -21 Phantom 2014-08-09 7

    2015 77.750 77.70 80.55 80.35 80.975 0.000 -27 -26 -23 -22 -21 Phantom 2015-08-08 0

    For comparison, here are the Blue Devils scores for the same time period:

    year S1 S2 S3 S4 S5 final D1 D2 D3 D4 D5 corps finals rank

    2003 88.300 88.150 89.65 89.85 90.500 98.800 -28 -26 -24 -23 -21 Blue Devils 2003-08-09 1

    2004 88.100 88.100 87.80 88.90 89.900 98.525 -28 -27 -25 -24 -22 Blue Devils 2004-08-07 2

    2005 86.575 87.350 88.45 88.90 89.775 95.250 -29 -26 -25 -23 -21 Blue Devils 2005-08-13 4

    2006 86.875 89.025 89.45 89.70 90.550 96.550 -32 -28 -26 -25 -23 Blue Devils 2006-08-12 3

    2007 88.475 89.650 88.15 90.40 91.350 98.000 -28 -27 -26 -23 -21 Blue Devils 2007-08-11 1

    2008 87.150 88.400 88.60 89.85 92.375 98.100 -28 -26 -25 -23 -21 Blue Devils 2008-08-09 2

    2009 89.300 89.850 90.70 91.70 91.400 99.050 -26 -25 -23 -22 -21 Blue Devils 2009-08-08 1

    2010 90.650 91.150 92.00 92.45 92.300 98.900 -26 -25 -23 -22 -21 Blue Devils 2010-08-14 1

    2011 86.450 85.550 88.50 89.40 90.950 97.800 -27 -26 -23 -22 -21 Blue Devils 2011-08-13 2

    2012 86.000 85.900 88.35 89.35 90.400 98.700 -27 -26 -23 -22 -21 Blue Devils 2012-08-11 1

    2013 84.850 86.100 87.30 87.70 89.450 98.050 -27 -26 -25 -23 -21 Blue Devils 2013-08-10 2

    2014 87.600 88.900 89.80 91.30 91.650 99.650 -27 -26 -25 -22 -21 Blue Devils 2014-08-09 1

    2015 82.850 83.800 84.65 86.90 87.300 0.000 -28 -27 -26 -22 -21 Blue Devils 2015-08-08 0

    EX) S3=score at time D3; D3=number of days before finals

    Note the steady upward progression of BD scores over 7 days; to your point, PR had a huge 3 point jump,

    then leveled off their score increases.

    I wonder if there were some scoring changes made for this season - I haven't kept up to date

    on all the DCI rules and judging changes.

    In any case, if PR scores appear a bit lackluster, it's not your imagination - and, it's about the

    same for most drum corps this year, about a 4 point drop over previous years.

    Looking forward to seeing all the performances in Indy next week!

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