Linear Digressions

Competing in a machine learning competition on Kaggle is a kind of rite of passage for data scientists. Losing unexpectedly at the very end of the contest is also something that a lot of us have experienced. It's not just bad luck: a very specific combination of overfitting on popular competitions can take someone who is in the top few spots in the final days of a contest and bump them down hundreds of slots in the final tally.