Tournament NN baseline with the new massive data

Tournament
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Hi, I published an end-to-end (from data loading to submission) kaggle notebook for the Numerai Tournament. Although a kaggle notebook has only ca. 16GB RAM, a bit of tricks make it possible to use the massive data in it.

This notebook uses a multi-layer perceptron with multi-outputs to take advantage of multiple targets of the new data.

[Numerai] NN baseline with new massive data

Hopefully this notebook helps those who have troubles with dealing with the massive data. Have fun!

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Katsu1110 san, thanks for sharing the source code again. Btw if feel using xgb will be more reliable than NN.

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Thanks for your feedback. It is nice for Numerai to have different model predictions, so go for your idea!

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The two top numerai signals models are based in NN

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