It's over! time for the epilogue. The winner scored 0.97024 I came in at 0.96477 on the private leader board with 1056 people between us. :) My GBM submission this morning moved me up a ton. I also did a follow up submission later which moved me up a little. Oh if only i had another week. :) but that's okay! I'm sure I would have improved my score, but getting past .97024 well that would have been something.
I did find there was some more tweaks to be made that i could bring some real improvement but I ran out of time. Specifically, the feature selection i did on each round. I hadn't honed that very well. Also while making a forest of the results does improve results in general, adding rounds to the GBM was my path to most success. If I had more time, I think I would have at least figured out the breaking point where GBM stops making gains. That is, unlike random forest, when you make too many trees, the noise starts dominating.
My next challenge is one I was actually already working on, https://www.kaggle.com/c/prudential-life-insurance-assessment . I'll take what I've created here and go apply it there. I'm a long way from the top there as well, but well, I didn't have GBM. :) 'sides prudential pays more... ;)