Tuesday, September 23 2014 @ 00:00 +0200
MGL-GPR is no longer a Genetic Programming only library because it got another Evolutionary Algorithm implementation: Differential Evolution. My original plan for this contest was to breed input features that the physicists in their insistence on comprehensibility overlooked, but it didn't work as well as I had hoped for reasons specific to this contest and also because evolutionary algorithms just do not scale to larger problem sizes.
In other news, MGL got cross-validation, bagging and stratification support in the brand new MGL-RESAMPLE package documented with MGL-PAX which all of you will most definitely want to use. My winning submission used bagged cross-validated dropout neural networks with stratified splits so this is where it's coming from.
MGL itself and MGL-MAT were updated to work with the latest CL-CUDA. The neural network code also saw some additions such as ->MAX-CHANNEL activation (which originated as LWTA) and also gaussian multiplicative noise. The next steps here are further cleanups to MGL, writing documentation and moving it to github. Also, there is some hope that one day CL-CUDA can be included in quicklisp allowing my stuff there to be updated to their latest versions.
The code for this contest is available at higgsml which from now on doubles as my skeleton for lisp projects that need to be delivered as source and as binary. It sucks in all dependencies from quicklisp available at a certain date, clones the necessary repositories not available in quicklisp, builds an executable, and has a simple 'make dist' rule as well.
There is also a fairly generic ensembling algorithm that I will factor out of the code later.