Machine Learning Meetup Notes:2011-4-13

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Anthony Goldbloom from Kaggle Visits

  • Link to his talk: PPT presentation
  • Guy used random forests to win HIV competition. Word "random forests" is trademarked. Dude taught himself machine learning from watching youtube videos. Random forests are pretty robust to new data.
    • Used caret package in R to deal with random forests.
  • Kaggle splits test dataset into two, uses half for leaderboard.
  • Often score difference between winning model and second place is not statistically significant. So they award prizes to top few. Might impose restrictions on execution time of model.
  • Performance bottoms out in competitions within a few weeks in general. This seems to be due to all the information being "squeezed" out of the dataset at that point.
  • Chess rating competition: build a new rating system that more accurately produces the results. The performance still plateaued, but took longer.
  • Most users of kaggle are from computer science and statistics, followed by economics, math, biostats.
  • Tools people use:
    • R: lots of american users
    • Matlab
    • SAS
    • Weka
    • SPSS
    • Python: although it's lower on the list, people are successful with it
  • R packages used: Caret, RFE, GLM, NNET, Forecast
  • Heritage Prize
    • Real shit is going down may 4th, with release of all datasets.
    • Ends in 2 years. No rush.
    • Four prizes in total, given out throughout the next two years.