Chapter 11. Improving Model Performance

When a sports team falls short of meeting its goal—whether it is to obtain an Olympic gold medal, a league championship, or a world record time—it must begin a process of searching for improvements to avoid a similar fate in the future. Imagine that you're the coach of such a team. How would you spend your practice sessions? Perhaps you'd direct the athletes to train harder or train differently in order to maximize every bit of their potential. Or, you might place a greater emphasis on teamwork, which could utilize the athletes' strengths and weaknesses more smartly.

Now imagine that you're the coach tasked with finding a world champion machine learning algorithm—perhaps to enter a competition, such as those posted on the Kaggle website (http://www.kaggle.com/competitions), to win the million dollar Netflix Prize (http://www.netflixprize.com/), or simply to improve the bottom line for your business. Where do you begin?

Although the context of the competition...