Building an Expected

Goals model from scratch

Dan Morse

Github
Twitter
Introduction

● Expected goals are an increasingly common metric used to describe

individual and team performance in a hockey game
● Shots are not created equal — xG tries to account for that
● There isn’t one single model that everyone uses
○ Evolving Hockey, Hockeyviz, Natural Stat Trick, MoneyPuck

Why are we making yet another expected goals model?

● To provide xG data at the individual shot level

● Because I wanted to
Expected by whom exactly?

● More than a decade’s worth of NHL games

featuring over 1 million unblocked shots and
80k goals
● Mathematical models can take into account
any number of variables
● Variables, in this case, represent context
○ Where is the shot coming from?
○ Was the shot a rebound? A rush chance?
○ Was there a power play?
○ Did it come right after a takeaway?
The context of a model

● Context is added
through feature
selection
● The model is trained
with varying features —
only the best make it in
the final product
● Some context does
have to be estimated
Different models include different context

● Does the model account for who is shooting the puck?

○ The Hockey Graphs model (Sprigings & Toumi) does
● The hockeyR model excludes shooter talent — can infer shooter talent via
the model instead
● Alex Ovechkin since
2010-11 shoots over
2 percentage points
higher than his
expectation
Different models include different context
● How do models account for game strength? (Even, PP, PK, etc.)
● Matthew Barlowe’s public model includes strength as a variable
● Josh & Luke Younggren’s
model for Evolving
Hockey is four separate
models — even strength,
power play, shorthanded,
and empty net
● hockeyR is split into two
models — 5-on-5 and
special teams
Making the model

● Many earlier models used logistic regression

○ Hockey Graphs, Corsica (Perry), and Barlowe all used logistic regression
● Later models have tended towards gradient boosting
○ Evolving Hockey, MoneyPuck, and hockeyR

● Extreme Gradient Boosting

is a form of supervised
machine learning
● Rachel Tatman provides a
great introduction here
Evaluating the model

● Commonly evaluated using

log-loss and area under the
curve
● How similar are expected goal
probabilities to observed goal
probabilities?
● Performs well on lower
probabilities
● Underestimates higher
probabilities
Evaluating the model

● At the player
level, this model
does quite well at
predicting
season-long goal
totals
Evaluating the model

● Team level
expected goals
also predict actual
goals quite well,
though not quite
as well as at the
player level
Final Thoughts

● Expected goals can help account for the difference in danger between
different types of shots
● Building a model involves many human choices
● Expected goals models can watch every single minute of every game

Thanks for your time!