Tournament NN baseline with the new massive data

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!


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!

The two top numerai signals models are based in NN

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