Earlier quoted context omitted.
Love each of the individual BellKor approaches ( http://www2.research.att.com/~volinsky/netflix/ProgressPrize... ) for finding recommendations in the space of movies or users-- an MDS embedding, a PCA whitening, an NMF factorization by alternating least squares. Each of those hunches seems like the true art in these problems. The blending 100 of them together is far less interesting to me, though. Yet that seems to b…
> Is there an art or science then to the subsequent blending? You could regard this as an application of the "Smoothed expectation theorem", Saying E[X] = E[E[X|Y]]. That is, if you are trying to compute the expectation of something, you can make it depend on anything else, and compute the inner expectation with respect to that. Might seem trivial or useless, but it is wildly applicable and often significantly simpli…
Re: My Python Code for the Netflix Prize
#31Yeah, the tower property! That made my day. Thanks for cleanly giving motivation and mathematical beauty to something that irked me up until now. Which is probably the problem of having your aesthetics drive you in the first place.