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If you're doing a Kaggle competition and you're evaluating your models / ideas according to a fixed validation split of the training data (plus the public leaderboard), you will consistently underperform on the private leaderboard. The same is true in research at large.
Here is a very simple recommendation to help you overcome this: use a higher-entropy validation process, such as k-fold validation, or even better, iterated k-fold validation with shuffling. Only check your results on the official validation set at the very end.
Yes, it's more expensive, but that cost itself is a regularization factor: it will force you to try fewer ideas instead of throwing spaghetti at the wall and seeing what sticks.
I guess by "official validation set", you mean "test set", right? Otherwise, I don't really see what you mean here.
Is iterated with shuffling similar to nested CV?
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