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Linear HPM x3 Quadratic Side Context

Last updated: 2026-08-15

This candidate tests the first nonlinear extension of the Linear HPM x3 Attribution Contract, without using splines.

For each of the ten player-compilable additive feature totals \(X_f(U)\), it fits:

\[ C(H,A)= \sum_f \beta_f\big(X_f(H)-X_f(A)\big) +\sum_f \gamma_f\big(X_f(H)^2-X_f(A)^2\big). \]

The \(\beta\) component can be compiled into the player prior. The \(\gamma\) component remains explicit lineup context: it permits diminishing returns or threshold-like curvature based on each unit's own completed total, while preserving antisymmetry between the two sides.

Unlike the P-spline models, this has exactly one nonlinear degree of freedom per additive feature. It is the lowest-complexity test of whether aggregate nonlinearity adds predictive value beyond the compiled additive player layer.

Run

uv run nba-train-hpm-x3-linear-quadratic-side-context --through-season 2025-26
uv run nba-run-frozen-multiseason-backtest

The frozen leaderboard will compare this candidate against the equivalent compiled-additive linear baseline and the existing HPM models.

Frozen Result

The completed three-season replay evaluates 2023-24 through 2025-26 using only the state available before each target season. It covers 584,970 regular season possessions (3,284 games) and 39,967 playoff possessions (238 games).

Cohort Metric Canonical Compiled-Linear HPM x3 Linear plus quadratic side context Quadratic minus linear
Regular season Possession RMSE 1.197978 1.198002 +0.000024
Regular season Possession MAE 1.141349 1.141366 +0.000017
Regular season Eligible game RMSE 14.1051 14.1311 +0.0260
Regular season Full-game RMSE 14.3529 14.3922 +0.0393
Regular season Winner accuracy 68.13% 67.36% -0.77 pp
Playoffs Possession RMSE 1.192766 1.192719 -0.000047
Playoffs Eligible game RMSE 16.6817 16.5978 -0.0838

The per-side quadratic terms do not earn promotion: the linear baseline is better on every regular-season aggregate metric. The small playoff advantage is a useful follow-up signal, but it is not sufficient to outweigh the larger regular-season cohort or justify the additional degrees of freedom.

Artifact: artifacts/models/frozen_multiseason_backtest/2023-24_to_2025-26/frozen_multiseason_backtest-2023-24-to-2025-26-20260816T033818Z-07bc6a53.