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I participate in predictive modeling competitions on Kaggle, TunedIt, and CrowdAnalytix. I find that these sites are a good way to "work-out" for statistics/machine learning.

  • Are there any other sites I should know about?
  • How do you all feel about competitions where the host intends to profit from competitors' submissions?

/edit: Here's a more complete list:
Kaggle
TunedIt
Clopinte
KDD Cup
Innocentive
Crowdanalytix
Topcoder

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    $\begingroup$ I think you are asking two very distinct questions here; (1) What are other sites? (2) How do you feel about hosts profiting from the competition ... If you're interested in answers to the latter question, I'd ask a separate question on this topic, and remove it from this question. Also, part of me thinks that this question should be converted into a voting style community wiki question (i.e., what are the major predictive modelling competition hosts, one host per answer, style). $\endgroup$
    – Jeromy Anglim
    Commented Oct 8, 2011 at 0:20

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Isabelle Guyon (working with many colleagues) has organised a series of machine learning challenges, see the website for details of previous challenges. The competitions are usually part of the programme of a conference, but attendance at the event is optional, and they are a good test of the tools in ones toolbox!

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Here are some nice datasets: http://archive.ics.uci.edu/ml/

Update: The question has changed since I gave this answer.

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Adding Numerai! http://www.numer.ai Numerai is an AI competition where you model the underlying fund's data - in real time - and make predictions. Download the fund's data - protected by homomorphic encryption. Upload predictions and get featured on the leaderboard. You may even get assigned profits.

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