Competitive Machine Learning: Best Theoretical Prediction vs Optimization

9 Mar 2018Amin KhajehnejadShima Hajimirza

Machine learning is often used in competitive scenarios: Participants learn and fit static models, and those models compete in a shared platform. The common assumption is that in order to win a competition one has to have the best predictive model, i.e., the model with the smallest out-sample error... (read more)

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