Model Selection Tips From Competitive Machine Learning

Last Updated on June 7, 2016

After spot checking algorithms on your problem and tuning the better few, you ultimately need to select one or two best models with which to proceed.

This problem is called model selection and can be vexing because you need to make a choice given incomplete information. This is where the test harness you create and test options you choose are critical.

In this post you will discover the tips for model selection inspired from competitive machine learning and ideas on how you can take those tips to the next level and study your test harness like any other complex system.

Model Selection in Competitions

In a machine learning competition, you are provided with a sample of data from which you need to construct your models.

You submit your
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