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Walmart sales

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Publicada em: Tecnologia, Negócios
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Walmart sales

  1. 1. Kaggle Walmart sales prediction Data Science General Assembly in DC 19 May 2014 Yifan Li
  2. 2. Contents The problem The data The model The result Conclusion
  3. 3. The problem To predict the Walmart sales number Regression problem 1. Given past sales, markdown(sales) events 2. Given associated CPI, temperature, unemployment, fuel_price, store type, store size
  4. 4. The data • The weekly sales data corresponding to store line plot histogram
  5. 5. The data(cont.) Which feature to choose? type vs. size Training data Test data
  6. 6. The data(cont.) Handling missing Markdown data 1. Fill it with zero Handling missing CPI, temperature data 1. (CPI)Fill it with linear prediction of Temperature and Fuel Price 2. (Unemployment)Fill it with linear prediction of CPI and Temperature
  7. 7. The model linear regression: lm{stats} regularization: glmnet{glmnet} least absolute deviation: rq{quantreg}
  8. 8. linear regression The result
  9. 9. regularization(result is not improved) The result(cont.)
  10. 10. The result(cont.)! linear regression with weight(1 for normal week, 5 for holiday week)
  11. 11. The result(cont.)! least absolute deviation with weight
  12. 12. The result(cont.) first Kaggle experience 44 submissions(maximum 5 submissions per day) 592nd/694(18416.22852 points) beat the all zero benchmark(647th,22265.71813 points)
  13. 13. Conclusion Linear regression is a good starting point for feature selection(which takes a lot of time) Using model that corresponding to the evaluation method may improve score The best five on leaderboard uses Autoregression, Random Forest: With limited data, more sophisticated algorithm would be beneficial