Midterm Assignment

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# Midterm Assignment
## Kaggle Prediction Competition
### Itamar Caspi
### April 14, 2019 (updated: 2019-04-15)

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# What is Kaggle?

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- Kaggle is a huge data science community where machine learning practitioners around the world compete against each other.

- The datasets used in Kaggle are uploaded by public companies as well as private users.

- A "kaggler" wins if her algorithm is the most accurate on a particular data set.

- Kaggle competitions are one of the best places to practice your ML skills and learn about state-of-the-art ML method.  
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<img src="figs/titanic.jpg" width="50%" style="display: block; margin: auto;" />
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# Introduce yourself to Kaggle

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1. Visit [www.kaggle.com](www.kaggle.com) and sing-up.

2. Go to the ml4econ course competition webpage: [https://www.kaggle.com/c/55750-machine-learning-for-economists-huji-2019/data](https://www.kaggle.com/c/55750-machine-learning-for-economists-huji-2019/data).

3. Review competition details: objectives, deadline, data, evaluation, submission rules, etc. 
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<img src="figs/ml4econ-kaggle.png" width="1265" style="display: block; margin: auto;" />
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# Kaggle competition data structure

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- MSE for the public test immediately available at submission.

- MSE for the private test available only once the competition closes.

- The split between public and private test sets is arbitrary and unknown in advance.

Your final ranking is based on how well you perform on the *private* test set.
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<img src="figs/mse.png" width="865" style="display: block; margin: auto;" />
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# The basic Kaggle competition workflow

1. Acquire domain knowledge.

2. Explore the data.

3. Preprocessing (standardization, dummies, interactions, etc.).  
4. Choose a model class (Lasso, trees, NN, etc.).

5. Tune complexity (Cross validation).

6. Submit your prediction.

7. __Document your workflow (R Markdown)__

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# Tracking your performance

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- Use the public lead-board to track your performance.

- Your ranking ("scores" column) is based on your MSE on the public test set.

- Once the competition is closed, the final ranking will be based on the MSE on the private test set.

- Your can submit multiple predictions but be careful not to overfit the public test set!
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<img src="figs/tracking.png" width="1085" style="display: block; margin: auto;" />
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# Getting started

Running the following code chunk will automatically download the data you need for our kaggle competition and create a new R project and open it in a new RStudio session:

```r
# install.packages("usethis")
library(usethis)

use_course("https://github.com/ml4econ/course-spring2019/blob/master/kaggle/kaggle.zip?raw=true")
```

__NOTE:__ By default, the new project will be created on your desktop.
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# `slides %>% end()`

[<i class="fa fa-github"></i> Source code](https://raw.githack.com/ml4econ/notes-spring2019/master/a-kaggle/a-kaggle.html)