It's the 2nd day of 2017 and soon to be 2018 or so it always seems when you look back at years. I've dawdled for to long on some old work I wanted to do and the years turning over has put that in sharp relief.
First I started a you tube channel https://www.youtube.com/channel/UCoTP8WbdsCW_6FSLz0pUSsA (Hardcore in a Hurry) for my video game exploits. I don't play a lot of video games these days, but that being said I like playing games on the hardest setting possible. I'm not a fan cheat modes or easy walk through settings (or AIs that cheat for that matter, I mean seriously? couldn't you write a better AI?). That being said, minecraft is the only thing on there now. I don't have plans to add any other types of videos right now, but things change.
Next Let me say I've spent some more time on my layered Gradient boosting stuff. I learned a little bit about what t-sne can do for me. So feeding t-sne in initially can help if the groups do self organize out of the original data but normally, I think it is something you want to do after a few iterations have passed. it seems the further down the gradient you are the better the effect. The effects arent remarkable, but they aren't terrible either. The unfortunate takeway is that it is very time intensive. running t-sne processing on the current state of the gradient descent and the source data just takes ... well a while. maybe i can cherry pick features to use and speed it up, but as it stands right now unless the data set is pretty small its not a good option for eking out more performance.
For a couple years now i've wanted to implement a stock analysis program, so i can do personal investment. I did this once along time ago with a friend using far less sophisticated methods. That's a story for another time. I've never been happy enough with my software for datamining to start the code/project for investing. I think i'm happy enough now. The really work will be in getting the data in to a form that is easily updated daily and makes measurable testable predictions. My recent work on https://www.kaggle.com/c/santander-product-recommendation got me to rewrite parts of my code to handle time series in a different way. which is key for the training and evaluation. (a contest i never got anywhere with. I've never implemented the map@<x> evaluation so it makes it hard to train for such a thing. )