Summary
WEPA is a framework that weights EPA to improve its predictive power
The goal of WEPA is to use publicly available play-by-play data to create an open source model that is free, reproducible, and more predictive than proprietary alternatives
The 2018 WEPA proof-of-concept suffered from overfitting and used forward looking data to train, resulting in an unreliable model
This post addresses these issues while improving the model through an expanded dataset and feature group
The new WEPA model is substantially more reliable and predicts future point margin better than current proprietary alternatives