gradient boosting

This is the second and last post summarising my team’s solution for the Yandex search personalisation Kaggle competition. See the first post for a summary of the dataset, evaluation approach, and some thoughts about search engine optimisation and privacy. This post discusses the algorithms and features we used. To quickly recap the first post, Yandex released a 16GB dataset of query & click logs. The goal of the competition was to use this data to rerank query results such that the more relevant results appear before less relevant results....

In my summary of the Kaggle bulldozer price forecasting competition, I mentioned that part of my solution was based on stochastic gradient boosting. To reduce runtime, the number of boosting iterations was set by minimising the loss on the out-of-bag (OOB) samples, skipping trees where samples are in-bag. This approach was motivated by a bug in scikit-learn, where the OOB loss estimate was calculated on the in-bag samples, meaning that it always improved (and thus was useless for the purpose of setting the number of iterations)....

Messy data, buggy software, but all in all a good learning experience... Early last year, I had some free time on my hands, so I decided to participate in yet another Kaggle competition. Having never done any price forecasting work before, I thought it would be interesting to work on the Blue Book for Bulldozers competition, where the goal was to predict the sale price of auctioned bulldozers. I’ve done alright, finishing 9th out of 476 teams....