Hello! I see that challenge is now officialy closed. I must admit I really enjoyed it! Maybe the first one in which I was at least remotely happy about my solution. But I have no idea how did you guys got all those amazing results. Very impressive, chapeu.
I do work in O’n’G’ but data science is only my hobby so I am in no position to win any prize here; I just treat it as a good motivation to learn. Since learning is easier in the group — do you care to share your solution now that challenge is closed? I’ll start with mine.
You could only submit 5 solutions per day so my first step was to write a function that would approximate Xeek result. After few attempts I found below good enough for my needs.
Once I had this function, large part of my approach was just a brute force — generating a lot of solutions for different parameters and see where does it take me. In total I attempted 1276 parameters combinations and generated almost 125k solutions. Only 24% of those solutions were not cut off by the linearity and RMSE checks.
At some point I turned from “educated guessing” best paramters to something more structured. I used database of generated solutions to train a Generalized Additive Model to understand influence of the parameters and try to predict which combination may be most favorable. Final iteration of my GAM shows folowing influence:
@wormsdacs noticed in another thread on this discord, that since you can arbitrarily choose any solution form thousands generated, you may find a one-off champion that will not necesarelly be so good in generalizing. I have however noticed in my case, that if I fliter to only those solutions that meet the linearity and RMSE criteria and then group by model parameters, mean score correlates nicely with a max score.
Best solution that I produced gave me a score of 0.1707 and placed me in about one third of a leaderboard — not great, not terrible (= 3.6 rtg ). It looked like this:
And that’s it. Do you mind sharing your approach? Or maybe pointing out weaknesses of mine?