Allstate Claims Severity Competition, 2nd Place Winner's Interview: Alexey Noskov

The Allstate Claims Severity recruiting competition ran on Kaggle from October to December 2016. As Kaggle's most popular recruiting competitions to-date, it attracted over 3,000 entrants who competed to predict the loss value associated with Allstate insurance claims. In this interview, Alexey Noskov walks us through how he came in second place by creating features based on distance from cluster centroids and applying newfound intuitions for (hyper)-parameter tuning. Along the way, he provides details on his favorite tips and tricks including lots of feature engineering and implementing a custom objective function for XGBoost. I have MSc in computer science and work as a software engineer at Evil Martians.