I suppose vectors for both training and testing would be required.
Would gladly pay $1-$5 per batch for a service to do this.
I suppose vectors for both training and testing would be required.
Would gladly pay $1-$5 per batch for a service to do this.
1) Take a dataset and split into training and test
2) Using the training set: run a bunch of different regressors (for a training-training subset) and get predictions (for the remaining test-training subset)
3) Run a higher-level regression against test-training subset predictions. I use either plain linear regression (so my meta-regressor is a linear combination of the regressors) or K-nearest neighbors (so the best regressor for each region of feature space is chosen).
4) If there are hyperparameters, optimize against the test set (not the test-training subset).
It's not available as an API. I'm available for consulting though.
Weka and various ML tools require you select the algorithm and do the A/B testing on your own.
There's an opportunity for an Optimizely of ML.
You will find a model that looks good on your data. It will not be the model you should use.
The model I've consistently chosen (Decision Trees) may not be the best model. Need to get pushed outside my comfort zone.
I could put in the months/years like a proper Data Scientist and optimize the model. Or let a magic API tell me the best model. I'm lazy, so I prefer the latter ;-)