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The auto researcher: How FanDuel finds a winning model in 300 attempts

Summary

Michael Mathews, Director of Data and AI Product at FanDuel, runs the teams behind the auto researcher, an agent that takes a data set, an objective function and the production model, then proposes, writes and scores about 300 strategies in an hour for roughly $300 in tokens, handing back the winner as readable code. Host Ashley Stirrup gets the three things that surprised FanDuel as it scaled: the agent builds its own features (756 down to 20), the holdout is enforced so it cannot cheat, and it reframes problems when the scoring rules tell it to.

The conversation covers the churn run…

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