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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

Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail [email protected] twitter @antgoldbloom Predictive modeling competitions

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Page 1: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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

Page 2: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Global competitions

1½ weeks 70.8%

Competition closes 77%

State of the art 70%

Predicting HIV viral load

Page 3: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

HIV Research Stock Price Prediction Chess Ratings

Dr. Derek

Gatherer

UK

Diverse experts solving diverse problems

John Blatz

Baltimore

Edmund & Adrian

London & USA Jason Trigg

Pennsylvania

Chih-Li Sung & Roy Tseng

Penghu & Taipei Jure Zbontar

Ljubljana

Thomas Mahony

Canberra

Emir Delic

Australia

Glen Maher

Canberra

Chris Raimondi

Batimore

Claudio Perlich

USA

Gzegorz Swiszcz

Gera

Edmund & Adrian

London & USA

Rajstennaj

Barrabas

USA

Jason Trigg

Pennsylvania

Felipe Maia

Uppsala University

Lee Baker

Las Cruces,

NM

Cole Harris

Texas

Nan Zhou

Pittsburgh

Uri Blass

Tel-Aviv

Giuseppe Ragusa

Rome

Robert

Warsaw

Jeremy Howard

Australia

Ivan

Russian Federation

Chris DuBois

Portland

Philipp Emanuel

Widmann

Heidelberg, DE

Dr. Christopher

Hefele, New York

Travel Time Prediction Grant Application Forecasting Sales Forecasting

Page 4: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1. Motivation

2. Why host a competition?

3. Why compete?

4. How it works

5. Heritage Health Prize

6. Questions

Page 5: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

“I keep saying the sexy job in the next ten years will be statisticians.” Hal Varian

Google Chief Economist

2009

Page 6: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Mismatch between those with data and

those with the skills to analyse it

Crowdsourcing

Page 7: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Additional slides Not MIT, not SAS … UoL?

Page 8: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1. Motivation

2. Why host a competition?

3. Why compete?

4. How it works

5. Heritage Health Prize

6. Questions

Page 9: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Forecast Error

(MASE)

Existing model

Tourism Forecasting Competition

Aug 9 2 weeks

later

1 month

later

Competition

End

Page 10: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Existing model (ELO)

Chess Ratings Competition

Aug 4 1 month

later

2 months

later

Today

Error Rate

(RMSE)

Page 11: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Our User Base

Page 12: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

• 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 13: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Benchmarking

Page 14: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions
Page 15: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Successful

grant applications

~25%

NASA tried, now it’s our turn

Page 16: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Untouched problems

Page 17: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Successful

grant 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 18: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

18

Who to hire?

Page 19: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Branding: “we do analytics”

Page 20: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1. Motivation

2. Why host a competition?

3. Why compete?

4. How it works

5. Heritage Health Prize

6. Questions

Page 21: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Clean, Real world data Professional Reputation & Experience

Interactions with experts in related fields Prizes

1

4

2

3

Why Participants Compete

Page 22: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

User base

Page 23: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

User base

Page 24: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1. Motivation

2. Why host a competition?

3. Why compete?

4. How it works

5. Heritage Health Prize

6. Questions

Page 25: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1 2 3

Upload Submit Evaluate &

Exchange

Page 26: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Use the wizard to post a competition

Page 27: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Participants make their entries

Page 28: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Competitions are judged based on predictive accuracy

Page 29: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

Competition Mechanics

Competitions are judged on objective criteria

Page 30: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1. Motivation

2. Why host a competition?

3. Why compete?

4. How it works

5. Heritage Health Prize

6. Questions

Page 31: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

NetFlix Prize

2006 – 2009

$1 million prize

50,000 registrations

2011

$3 million prize

Projected 100,000 registrations

Page 32: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

1. Motivation

2. Why host a competition?

3. Why compete?

4. How it works

5. Heritage Health Prize

6. Questions

Page 33: Predictive modeling competitions - Predictive Analytics … · Anthony Goldbloom CEO, Kaggle e-mail anthony.goldbloom@kaggle.com twitter @antgoldbloom Predictive modeling competitions

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

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