Informed choices through Machine Learning-2: Pitting together Kumble, Kapil, Chandra

Continuing my earlier ‘innings’, of test driving my knowledge in Machine Learning acquired via Coursera,  I now turn my attention towards the bowling performances of our Indian bowling heroes. In this post I give a slightly different ‘spin’ to the bowling analysis and hope I can ‘swing’ your opinion based on my assessment.

I guess that is enough of my cricketing ‘double-speak’ for now and I will get down to the real business of my bowling analysis!

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As in my earlier post Informed choices through Machine Learning – Analyzing Kohli, Tendulkar and Dravid ,the first part of the post has my analyses and the latter part has the details of the implementation of the algorithm. Feel free to read the first part and either scan or skip the latter.

To perform this analysis I have skipped the data on our recent crop of new bowlers. The reason being that data is scant on these bowlers, besides they also seem to have a relatively shorter shelf life (hope there are a couple of finds in this Australian tour of Dec 2014). For the analyses I have chosen B S Chandrasekhar, Kapil Dev Anil Kumble. My rationale as to why I chose the above 3

B S Chandrasekhar also known as “Chandra’ was one of the most lethal leg spinners in the late 1970’s. He had a very dangerous combination of fast leg breaks, searing tops spins interspersed with the  occasional googly. On many occasions he would leave most batsmen completely clueless.

Kapil Nikhanj Dev, the Haryana Hurricane who could outwit the most technically sound batsmen  through some really clever bowling. His variations were almost always effective and he would achieve the vital breakthrough outsmarting the opponent.

And finally Anil Kumble, I chose Kumble because in my opinion he is truly the embodiment of the ‘thinking’ bowler. Many times I have seen Kumble repeatedly beat batsmen. It was like he was telling the batsman ‘check’ as he bowled faster leg breaks, flippers, a straighter delivery or top spins before finally crashing into the wickets or trapping the batsmen. It felt he was saying ‘checkmate dude!’

I have taken the data for the 3 bowlers from ESPN Cricinfo. Only the Test matches were considered for the analyses. All tests against all oppositions both at home and away were included

The assumptions taken and basis of the computation is included below
a.The data is based on the following 2 input variables a) Overs bowled b) Runs given. The output variable is ‘Wickets taken’

b.To my surprise I found that in the late 1970’s when BS Chandrasekhar used to bowl, an over had 8 balls for matches in Australia. So, I had to normalize this data for Chandra to make it on par with the others. Hence for Chandra where the overs were made up of 8 balls the overs was calculated as follows
Overs (O) = (Overs * 8)/6

c.The Economy rate E was calculated as below
E = Overs/runs was chosen as input variable to take into account fewer runs given by the bowler

d.The output variable was re-calculated as Strike Rate (SR) to determine the ‘bowling effectiveness’
Strike Rate = Wickets/Overs
(not be confused with a batsman’s strike rate batsman strike rate = runs/ balls faced)

e.Hence the analysis is based on
f(O,E) = SR
An outline of the Octave code and the data used can be cloned from GitHub at ml-bowling-analyze

 1. Surface of Bowling Effectiveness (SBE)
In my earlier post I was able to fit a ‘prediction plane’ based on the minutes at crease, balls faced versus the runs scored. But in this case a plane did not make sense as the wickets can only range from 0 – 10 and in most cases averaging between 3 and 5. So I plot the best fitting 3-D surface over the predicted hypothesis function. The steps performed are

1) The data for the different  bowlers were cleaned with data which indicated (DNB – Did not bowl)
2) The Economy Rate (E) = Runs given/Overs and Strike Rate(SR) = Wickets/overs were calculated.
3) The product of Overs (O), and Economy(E) were stored as Over_Economy(OE)
4) The hypothesis function was computed as h(O, E, OE) = y
5) Theta was calculated using the Normal Equation. The Surface of Bowling Effectiveness( SBE) was then plotted. The plots for each of the bowler is shown below

Here are the plots

A) Anil Kumble
The  data of Kumble, based on Overs bowled & Economy rate versus the Strike Rate is plotted as a 3-D scatter plot (pink crosses). The best fit as determined by solving the optimum theta using the Normal Equation is plotted as 3-D surface shown below.
The 3-D surface is what I have termed as ‘Surface of Bowling Effectiveness (SBE)’ as it depicts bowlers overall effectiveness as it plots the overs (O), ‘economy rate’ E against predicted ‘strike rate’ SR.
Here is another view
The theta values obtained for Kumble are
Theta =

And the cost at this theta is
Cost Function J = 0.0046269

B) B S Chandrasekhar
Here are the best optimal surface plot for Chandra with the data on O,E vs SR plotted as a 3D scatter plot.  Note: The dataset for  Chandrasekhar is smaller compared to the other two.
chandra-1Another view for Chandra

Theta values for B S Chandrasekhar are
Theta =
and the cost is
Cost Function J = 0.0032980

c) Kapil Dev
The plots  for Kapil
Another view of SBE for Kapil
The Theta values and cost function for Kapil are
Theta =
Cost Function J = 0.0035123

2. Predicting wickets
In the previous section the optimum theta with the lowest Cost Function J was calculated. Based on the value of theta, the wickets that will be taken by a bowler can be computed as the product of the hypothesis function and theta. i.e.

y= h(x) * theta  => Strike Rate (SR) = [1 O E OE] * theta
Now predicted wickets can be calculated as

wickets = Strike rate(SR) * Overs(O)
This is done  for Kumble, Chandra and Kapil  for different combinations of Overs(O) and Economy(E) rate.

Here are the results
Predicted wickets for Anil Kumble
The plot of predicted wickets for Kumble is represented below
This can also be represented as a a table

Predicted wickets for B S Chandrasekhar
The table for Chandra
 Predicted wickets for Kapil Dev

The plot

The predicted table from the hypothesis function for Kapil Dev

Observation: A closer look at  the predicted wickets for Kapil, Kumble and B S Chandra shows an interesting aspect. The predicted number of wickets is higher for lower economy rates. With a little thought we can see bowlers on turning or pitches with a lot of movement can not only be more economical but can also be destructive and take a lot of wickets. Hence the higher wickets for lower economy rates!

Implementation details
In this post I have used the Normal Equation to get the optimal values of theta for local minimum of the Gradient function.  As mentioned above when I had run the 3D scatter plot fitting a 2D plane did not seem quite right. So I had to experiment with different polynomial equations first trying 2nd order, 3rd order and also the sqrt

I tried the following where ‘O is Overs, ‘E’ stands for Economy Rate and ‘SR’ the predicated Strike rate. Theta is the computed theta from the Normal Equation. The notation in  Matrix notation is shown below

i) A linear plane
SR = [1 O E] * theta

ii) Using the sqrt function
SR = [1 sqrt(O) sqrt(E)]  * theta

iii) Using 2nd order plynomial
SR = [1 O^2 E^2] * theta

iv) Using the 3rd order polynomial
SR = [1 O^3 E^3] * theta

v) Before finally settling on
SR = [1 O E OE] * theta

where OE  = O .* E

The last one seemed to give me the lowest cost and also seemed the most logical visual choice.

A good resource to play around with different functions and check out the shapes of combinations of variables and polynomial order of equation is at WolframAlpha: Plotting and Graphics

Note 1: The gradient descent with the Normal Equation has been performed on the entire data set (approx 220 for Kumble & Kapil) and 99 for Chandra. The proper process for verifying a Machine Learning algorithm is to split the data set into (60% training data, 20% cross validation data and 20% as the test set).  We need to validate the prediction function against the cross-validation set, fine tune it and finally ensure that it  fits  the test set samples well.  However, this split was not done as the data set itself was very low. The entire data set was used to perform the optimal surface fit

Note 2: The optimal theta values have been chosen with a feature vector that is of the form
[1 x y x .* y] The Surface of  Bowling Effectiveness’ has been plotted above. It may appear that there is a’high bias’ in the fit and an even better fit could be obtained by choosing higher order polynomials like
[1 x y x*y x^2 y^2 (x^2) .* y x  .* (y^2)] or
[1 x y x*y x^2 y^2 x^3 y^3]  etc
While we can get a better fit we could run into the problem of ‘high variance; and without the cross validation and test set we will not be able to verify the results, Hence the simpler option [1 x y x*y] was chosen

The Octave code outline and the data used can be cloned from GitHub at ml-bowling-analyze


1) Predicted wickets: The predicted number of wickets is higher at lower economy rates
2) Comparing performances: There are different ways of looking at the results. One possible way is to check for a particular number of overs and economy rate who is most effective. Here is one way. Taking a small slice from each bowler’s predicted wickets table for anm Economy Rate=4.0 the predicted wickets are


From the above it does appear that Kapil is definitely more effective than the other two. However one could slice and dice in different ways, maybe the most economical for a given numbers and wickets combination or wickets taken in the least overs etc. Do add your thoughts. comments on my assessment or analysis

Also see
1. Analyzing cricket’s batting legends – Through the mirage with R
2. Masters of spin: Unraveling the web with R

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Simplifying ML: Impact of degree of polynomial degree on bias & variance and other insights

This post takes off from my earlier post Simplifying Machine Learning: Bias, variance, regularization and odd facts- Part 4. As discussed earlier a poor hypothesis function could either underfit or overfit the data.  If the number of features selected were small of the order of 1 or 2 features, then we could plot the data and try to determine how the hypothesis function fits the data. We could also see whether the function is capable of predicting output target values for new data.

 However if the number of features were large for e.g. of the order of 10’s of features then there needs to be method by which one can determine if the learned hypotheses is a ‘just right’ fit for all the data.

Checkout my book ‘Deep Learning from first principles Second Edition- In vectorized Python, R and Octave’.  My book is available on Amazon  as paperback ($18.99) and in kindle version($9.99/Rs449).

You may also like my companion book “Practical Machine Learning with R and Python:Second Edition- Machine Learning in stereo” available in Amazon in paperback($12.99) and Kindle($9.99/Rs449) versions.


The following technique can be used to determine the ‘goodness’ of a hypothesis or how well the hypothesis can fit the data and can also generalize to new examples not in the training set.

Several insights on how to evaluate a hypothesis is  given below

Consider a hypothesis function

hƟ (x) = Ɵ0 + Ɵ1x1 + Ɵ2x22 + Ɵ3x33  +  Ɵ4x44


The above hypothesis does not generalize well enough for new examples in the data set.

Let us assume that there 100 training examples or data sets. Instead of using the entire set of 100 examples to learn the hypothesis function, the data set is divided into training set and test set in a 70%:30% ratio respectively

The hypothesis is learned from the training set. The learned hypothesis is then checked against the 30% test set data to determine whether the hypothesis is able to generalize on the test set also.

This is done by determining the error when the hypothesis is used against the test set.

For linear regression the error is computed by determining the average mean square error of the output value against the actual value as follows

The test set error is computed as follows

Jtest(Ɵ) = 1/2mtest Σ(hƟ (xtest – ytesti)2

For logistic regression the test set error is similarly determined as

Jtest(Ɵ) = = 1/mtest Σ -ytest * log(hƟ (xtest))  – (1-ytest) * (log(1 – hƟ (xtest))

The idea is that the test set error should as low as possible.

Model selection

A typical problem in determining the hypothesis is to choose the degree of the polynomial or to choose an appropriate model for the hypothesis

The method that can be followed is to choose 10 polynomial models

  1. hƟ (x) = Ɵ0 + Ɵ1x1
  2. hƟ (x) = Ɵ0 + Ɵ1x1 + Ɵ2x22
  3. hƟ (x) = Ɵ0 + Ɵ1x12 + Ɵ2x22 + Ɵ3x33

Here‘d’ is the degree of the polynomial. One method is to train all the 10 models. Run each of the model’s hypotheses against the test set and then choose the model with the smallest error cost.

While this appears to a good technique to choose the best fit hypothesis, in reality it is not so. The reason is that the hypothesis chosen is based on the best fit and the least error for the test data. However this does not generalize well for examples not in the training or test set.

So the correct method is to divide the data into 3 sets  as 60:20:20 where 60% is the training set, 20% is used as a test set to determine the best fit and the remaining 20% is the cross-validation set.

The steps carried out against the data is

  1. Train all 10 models against the training set (60%)
  2. Compute the cost value J against the cross-validation set (20%)
  3. Determine the lowest cost model
  4. Use this model against the test set and determine the generalization error.

Degree of the polynomial versus bias and variance

How does the degree of the polynomial affect the bias and variance of a hypothesis?

Clearly for a given training set when the degree is low the hypothesis will underfit the data and there will be a high bias error. However when the degree of the polynomial is high then the fit will get better and better on the training set (Note: This does not imply a good generalization)

We run all the models with different polynomial degrees on the cross validation set. What we will observe is that when the degree of the polynomial is low then the error will be high. This error will decrease as the degree of the polynomial increases as we will tend to get a better fit. However the error will again increase as higher degree polynomials that overfit the training set will be a poor fit for the cross validation set.

This is shown below


Effect of regularization on bias & variance

Here is the technique to choose the optimum value for the regularization parameter λ

When λ is small then Ɵi values are large and we tend to overfit the data set. Hence the training error will be low but the cross validation error will be high. However when λ is large then the values of Ɵi become negligible almost leading to a polynomial degree of 1. These will underfit the data and result in a high training error and a cross validation error. Hence the chosen value of λ should be such that the cross validation error is the lowest


Plotting learning curves

This is another technique to identify if the learned hypothesis has a high bias or a high variance based on the number of training examples

A high bias indicates an underfit. When the number of samples in training set if low then the training error and cross validation error will be low as it will be easy to create a hypothesis if there are few training examples. As the number of samples increase the error will increase for the training set and will slightly decrease for the cross validation set. However for a high bias, or underfit, after a certain point increasing the number of samples will not change the error. This is the case of a high bias


In the case of high variance where a high degree polynomial is used for the hypothesis the training error will be low for smaller number of training examples. As the number of training examples increase the error will increase slowly. The cross validation error will be high for lesser number of training samples but will slowly decrease as the number of samples grow as the hypothesis will learn better. Hence for the case of high variance increasing the number of samples in the training set size will decrease the gap between the cross validation and the training error as shown below


Note: This post, line previous posts on Machine Learning,  is based on the Coursera course on Machine Learning by Professor Andrew Ng

Also see
1. My book ‘Practical Machine Learning in R and Python: Third edition’ on Amazon
2.My book ‘Deep Learning from first principles:Second Edition’ now on Amazon
3.The Clash of the Titans in Test and ODI cricket
4. Introducing QCSimulator: A 5-qubit quantum computing simulator in R
5.Latency, throughput implications for the Cloud
6. Simulating a Web Joint in Android
5. Pitching yorkpy … short of good length to IPL – Part 1

Simplifying Machine Learning: Bias, Variance, regularization and odd facts – Part 4

In both linear and logistic regression the choice of the degree of the polynomial for the hypothesis function is extremely critical. A low degree for the polynomial can result in an underfit, while a very high degree can overfit the data as shown below


The figure on the left the data is underfit as we try to fit the data with a first order polynomial which is a straight line. This is a case of strong ‘bias’

The rightmost figure a much higher polynomial is used. All the data points are covered by the polynomial curve however it is not effective in predicting other values. This is a case of overfitting or a high variance.

The middle figure is just right as it intuitively fits the data points the best possible way.

A similar problem exists with logistic regression as shown below


There are 2 ways to handle overfitting

a)      Reducing the number of features selected

b)      Using regularization

In regularization the magnitude of the parameters Ɵ is decreased to reduce the effect of overfitting

Hence if we choose a hypothesis function

hƟ (x) = Ɵ0 + Ɵ1x12 + Ɵ2x22 + Ɵ3x33 +  Ɵ4x44


The cost function for this without regularization as mentioned in earlier posts

J(Ɵ) = 1/2m Σ(hƟ (xi  – yi)2

Where the key is minimize the above function for the least error

The cost function with regularization becomes

J(Ɵ) = 1/2m Σ(hƟ (xi  – yi)2 + λ Σ Ɵj2


As can be seen the regularization now adds a factor Ɵj2  as a part of the cost function which needs to be minimized.

Hence with the regularization factor the problem of underfitting/overfitting can be solved


However the trick is determine the value of λ. If λ is too big then it would result in underfitting or resulting in a high bias.

Similarly the regularized equation for logistic regression is as shown below

J(Ɵ) = |1/m Σ  -y * log(hƟ (x))  – (1-y) * (log(1 – hƟ (x))  | + λ/2m Σ Ɵj2

Some tips suggested by Prof Andrew Ng while determining the parameters and features for regression

a)      Get as many training examples. It is worth spending more effort in getting as much examples

b)      Add additional features

c)      Observe changes to the learning algorithm with different values of λ

This post is continued in my next post – Simplifying ML: Impact of degree of polynomial on bias, variance and other insights

Note: This post, in line with my previous posts on Machine Learning,  is based on the Coursera course on Machine Learning by Professor Andrew Ng

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