Live by the Variance, Die by the Variance (and why I hate Duke [and Mercer] for that matter

The first weekend of the NCAA Tournament was a wild one. In our competition, we chose models with high variance, knowing full well we could be in a world of hurt if a game or two did not go our way. Being scored on a log loss scale was new to us, and we knew of the risks, but did not really think things could get too bad. ...

March 24, 2014 · 3 min · sixmanguru

My 50,000 Monte Carlo Simulation Results for the NCAA Basketball Tournament

With March Madness upon us, I have been in a solid state of sleep-deprivation. It all started with a class project assigned in late February that suggested we enter the Kaggle competition of our choice or create a similar type project. I was immediately drawn to the March Machine Learning Mania being hosted by Kaggle and Intel. For the past three weeks, in any spare time, I have been trying to find and clean data to run models. I thought things were slowing down last week until I decided to try some new data I had found. ...

March 21, 2014 · 4 min · granger