How to get a good RMSE on the netflix prize.
Here is an interesting post describing how one person got an RMSE of 0.8937 with the Netflix contest data. Since he didn’t think this procedure would go any lower he published his method. What I find really interesting is that his method took a couple of weeks on at 3GHz computer. Clearly this method would not work real time. He also has 256 point in his sytem that is used. I my methods I was only have to have about 130 before I ran into some memory issues.
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