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20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail [email protected] twitter @antgoldbloom Predictive modeling competitions Photo by mikebaird, www.flickr.com/photos/mikebaird making data science a sport 1. Motivation 2. Does it Work? 3. Why it Works 4. How it Works 5. Case Studies

Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail [email protected] twitter @antgoldbloom Predictive modeling competitions

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Page 1: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

20/10/2011

1

Anthony GoldbloomCEO, Kaggle

e-mail [email protected] @antgoldbloom

Predictive modeling competitions

Photo by mikebaird, www.flickr.com/photos/mikebaird

making data science a sport

1. Motivation2. Does it Work?3. Why it Works4. How it Works5. Case Studies

Page 2: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Mismatch between those with data andthose with the skills to analyse it

Crowdsourcing

1. Motivation2. Does it Work?3. Why it Works4. How it Works5. Case Studies

Page 3: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Forecast Error(MASE)

Existing model

Tourism Forecasting Competition

Aug 9 2 weeks later

1 month later

Competition End

dunnhumby Shopping Challenge

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1 2 3 4 5 6 7 8 9 10 11

% C

orr

ec

tly P

red

icte

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isit

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Competition Progress (Weeks)

Page 4: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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1. Motivation2. Does it Work?3. Why it Works4. How it Works5. Case Studies

Page 5: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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“In less than a week, Martin

O’Leary, a PhD student in glaciology, outperformed

the state-of-the-art algorithms”

“The world’s brightest physicists

have been working for decades on solving one of the great unifying

problems of our universe”

Kaggle’s Dark Matter Competition on the White House blog

User base: ~16,000 registered data scientists

Page 6: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Our User Base

• neural networks

• logistic regression

• support vector machine

• decision trees

• ensemble methods

• adaBoost

• Bayesian networks

• genetic algorithms

• random forest

• Monte Carlo methods

• principal component analysis

• Kalman filter

• evolutionary fuzzy modeling

Users apply different techniques

Page 7: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Additional slidesNot MIT, not SAS … UoL?

Page 8: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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1. Motivation2. Does it Work?3. Why it Works4. How it Works5. Case Studies

1 2 3

Upload Submit Evaluate &Exchange

Page 9: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Use the wizard to post a competition

Participants make their entries

Page 10: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Competitions are judged based on predictive accuracy

Competition Mechanics

Competitions are judged on objective criteria

Page 11: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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1. Motivation2. Does it Work?3. Why it Works4. How it Works5. Case Studies

Page 12: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Benchmarking

Page 13: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Untouched problems

Page 14: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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2011$3 million prize

Successfulgrant applications

Outcomes of a competition to predict the success of grant applications:

- Better identify likely successes to avoid wasting resources on

hopeless applications

- Identify and communicate the characteristics of a successful application to future applicants

~25%

Page 15: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Who to hire?

Branding: “we do analytics”

Page 16: Predictive modeling competitions - cas.confex.com · 20/10/2011 1 Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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Photo by gidzy, www.flickr.com/photos/gidzy

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