A linear ensemble of individual and blended models for music rating prediction

Track 1 of KDDCup 2011 aims at predicting the rating behavior of users in the Yahoo! Music system. At National Taiwan University, we organize a course that teams up students to work on both tracks of KDDCup 2011. For track 1, we first tackle the problem by building variants of existing individual models, including Matrix Factorization, Restricted Boltzmann Machine, k-Nearest Neighbors, Probabilistic Latent Semantic Analysis, Probabilistic Principle Component Analysis and Supervised Regression. We then blend the individual models along with some carefully extracted features in a non-linear manner. A large linear ensemble that contains both the individual and the blended models is learned and taken through some post-processing steps to form the final solution. The four stages: individual model building, non-linear blending, linear ensemble and post-processing lead to a successful final solution, within which techniques on feature engineering and aggregation (blending and ensemble learning) play crucial roles. Our team is the first prize winner of both tracks of KDD Cup 2011.