Hey Everyone,
\r\nI am a Financial Math grad student. I realize the competition was over about ten months ago, but I am fascinated by this dataset and would be mining it as a course project for the next two months or so. If anyone is currently working or planning to work\r\n on this dataset, feel free to share your thoughts/questions on this forum and I would love to collaborate with you.
\r\nMajid
", "messages": [ { "id": "16961", "postDate": "11/17/2012 23:12:54", "content": "Hey Everyone,
\r\nI am a Financial Math grad student. I realize the competition was over about ten months ago, but I am fascinated by this dataset and would be mining it as a course project for the next two months or so. If anyone is currently working or planning to work\r\n on this dataset, feel free to share your thoughts/questions on this forum and I would love to collaborate with you.
\r\nMajid
", "rawMarkdown": "", "votes": null }, { "id": "17156", "postDate": "11/26/2012 21:32:57", "content": "Hi Majid,
\r\nI'm also working on it for a class project. How is going with your project? What types of model did you try?
", "rawMarkdown": "", "votes": null }, { "id": "17162", "postDate": "11/27/2012 19:26:15", "content": "Cool. Thanks for letting me know.
\r\nReading the whole file at once was a pain. It is too large for my laptops. I had to send the job to a server. Now I am trying regression models first. I'll see how they go and then may be some more sophisticated ones.
\r\nMajid
\r\n", "rawMarkdown": "", "votes": null }, { "id": "17163", "postDate": "11/27/2012 19:36:12", "content": "
Yes, the data is big. I don't understand how they others read it into R. I have to use SAS, and split a piece into R and try some models. What language are you using? We are also working on regression.
", "rawMarkdown": "", "votes": null }, { "id": "17164", "postDate": "11/27/2012 19:48:08", "content": "I am using R. It is possible to read it in R, just takes too long. Have you tried using sqldf package? It puts data into an sql database and they you can fetch as much as you need using the standard SQL functions (see\r\n http://stackoverflow.com/questions/1727772/quickly-reading-very-large-tables-as-dataframes-in-r). It does seem faster than read.csv, and it saves you the trouble of splitting file into many pieces. If you have a powerful computer it might solve your problem.
\r\nMajid
", "rawMarkdown": "", "votes": null }, { "id": "17165", "postDate": "11/27/2012 21:52:52", "content": "I don't use SQL very much. We get a random sample of 50000 lines from SAS and put it into R. Thanks for your advice!\r\n
", "rawMarkdown": "", "votes": null }, { "id": "17166", "postDate": "11/27/2012 23:42:11", "content": "SQL is simple, but if you can already select desired rows from SAS then you probably don't need SQL.
\r\nMajid
", "rawMarkdown": "", "votes": null }, { "id": "17167", "postDate": "11/27/2012 23:52:04", "content": "Hey,
\r\nMy friend and I are also working on this dataset. We have gotten some pretty promising results 0.779 for our best model with only a couple of days of effort and some tweaking. We used regression thusfar and now are looking into more complicated mixture models.\r\n Any ideas?
Cool. No, I haven't got any results yet. I just started running regression today. Should have some results in a few days. But I think SVM and neural networks could do a good job on this dataset.\r\n
\r\nMajid
", "rawMarkdown": "", "votes": null }, { "id": "17205", "postDate": "11/29/2012 03:21:39", "content": "I have thought of using SVM, however, was unable to come up with a good way of using SVM prediction. Based upon my understanding SVMs can predict multiclass output, however, here, we are trying to predict a real-valued output. I thought of splitting the\r\n real-valued output into bins and predicting a bin (and accepting some round-off error) however the number of bins depends on the security and based upon what I have read in these forms the models that train on the entire data set are much better then models\r\n that do security based training. Furthermore, I don't think we have enough data points to make the number of bins precise and still maintain a large number of points within each bin during training giving it predictive power.
", "rawMarkdown": "", "votes": null }, { "id": "17366", "postDate": "12/03/2012 21:55:08", "content": "Yea you are right. I can't think of a decent implementation of SVM either. I am still playing around with regression, and may be I'll try neural networks. What did you use in your best regression model so far?
", "rawMarkdown": "", "votes": null }, { "id": "32484", "postDate": "10/21/2013 12:13:10", "content": "To me, the issue with SVM seems to be mainly a computational one. There is no problem using SVM for regression (standard tools offer this as an option). But SVM computation time is typically roughly quadratic in the number of rows, and this can lead to months of computation with large data sets (depending on how many hyper-parameters are explored during tuning).
", "rawMarkdown": "", "votes": null } ], "comments": [ { "id": 17156, "author_name": "scarllet", "author_url": "", "post_date": "11/26/2012 21:32:57", "content": "Hi Majid,
\r\nI'm also working on it for a class project. How is going with your project? What types of model did you try?
", "votes": null, "replies": [] }, { "id": 17162, "author_name": "naimo69663", "author_url": "", "post_date": "11/27/2012 19:26:15", "content": "Cool. Thanks for letting me know.
\r\nReading the whole file at once was a pain. It is too large for my laptops. I had to send the job to a server. Now I am trying regression models first. I'll see how they go and then may be some more sophisticated ones.
\r\nMajid
\r\n", "votes": null, "replies": [] }, { "id": 17163, "author_name": "scarllet", "author_url": "", "post_date": "11/27/2012 19:36:12", "content": "
Yes, the data is big. I don't understand how they others read it into R. I have to use SAS, and split a piece into R and try some models. What language are you using? We are also working on regression.
", "votes": null, "replies": [] }, { "id": 17164, "author_name": "naimo69663", "author_url": "", "post_date": "11/27/2012 19:48:08", "content": "I am using R. It is possible to read it in R, just takes too long. Have you tried using sqldf package? It puts data into an sql database and they you can fetch as much as you need using the standard SQL functions (see\r\n http://stackoverflow.com/questions/1727772/quickly-reading-very-large-tables-as-dataframes-in-r). It does seem faster than read.csv, and it saves you the trouble of splitting file into many pieces. If you have a powerful computer it might solve your problem.
\r\nMajid
", "votes": null, "replies": [] }, { "id": 17165, "author_name": "scarllet", "author_url": "", "post_date": "11/27/2012 21:52:52", "content": "I don't use SQL very much. We get a random sample of 50000 lines from SAS and put it into R. Thanks for your advice!\r\n
", "votes": null, "replies": [] }, { "id": 17166, "author_name": "naimo69663", "author_url": "", "post_date": "11/27/2012 23:42:11", "content": "SQL is simple, but if you can already select desired rows from SAS then you probably don't need SQL.
\r\nMajid
", "votes": null, "replies": [] }, { "id": 17167, "author_name": "hershey101", "author_url": "", "post_date": "11/27/2012 23:52:04", "content": "Hey,
\r\nMy friend and I are also working on this dataset. We have gotten some pretty promising results 0.779 for our best model with only a couple of days of effort and some tweaking. We used regression thusfar and now are looking into more complicated mixture models.\r\n Any ideas?
Cool. No, I haven't got any results yet. I just started running regression today. Should have some results in a few days. But I think SVM and neural networks could do a good job on this dataset.\r\n
\r\nMajid
", "votes": null, "replies": [] }, { "id": 17205, "author_name": "hershey101", "author_url": "", "post_date": "11/29/2012 03:21:39", "content": "I have thought of using SVM, however, was unable to come up with a good way of using SVM prediction. Based upon my understanding SVMs can predict multiclass output, however, here, we are trying to predict a real-valued output. I thought of splitting the\r\n real-valued output into bins and predicting a bin (and accepting some round-off error) however the number of bins depends on the security and based upon what I have read in these forms the models that train on the entire data set are much better then models\r\n that do security based training. Furthermore, I don't think we have enough data points to make the number of bins precise and still maintain a large number of points within each bin during training giving it predictive power.
", "votes": null, "replies": [] }, { "id": 17366, "author_name": "naimo69663", "author_url": "", "post_date": "12/03/2012 21:55:08", "content": "Yea you are right. I can't think of a decent implementation of SVM either. I am still playing around with regression, and may be I'll try neural networks. What did you use in your best regression model so far?
", "votes": null, "replies": [] }, { "id": 32484, "author_name": "elroch", "author_url": "", "post_date": "10/21/2013 12:13:10", "content": "To me, the issue with SVM seems to be mainly a computational one. There is no problem using SVM for regression (standard tools offer this as an option). But SVM computation time is typically roughly quadratic in the number of rows, and this can lead to months of computation with large data sets (depending on how many hyper-parameters are explored during tuning).
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