How to create your own Machine Learning Predictive System in the NBA using Python

Which sports geek wouldn't like to create their own system for predicting matches, be it if you want to bet or just from an intellectual curiosity? Fortunately, nowadays advanced statistics are publicly available in the internet in websites like basketball-reference and awesome machine learning libraries can be used for every programming language. This is not going to be a comprehensive DIY kind of guide, I'm just going to talk about what I found when playing with this stuff for a few months and share some code that will be very useful for anyone that wants to get started with this. Machine Learning works by building models that capture weights and relationship between attributes from historical data and then use these models for predicting future outcomes. So, you need to understand the sport, think which variables are representative of future performance, build a database that contains this information and run Machine Learning algorithms on historical data to analytically assign weights to these variables.