Machine learning in trading: theory, models, practice and algo-trading - page 925

 
forexman77:
How not to retrain the model, who has any guesses?
early stop, regularization, dropouts... everything works. In fact, I use all 3.
 
Maxim Dmitrievsky:
early stop, regularization, dropouts... everything works. In fact, I use all 3.

Completed at the top. Tried a lot of things. Regularization, something I read I'll have to look into. If it is not difficult what is it?

Confused dropouts with cross validation (cross validation shows the same thing)

 
forexman77:

Completed at the top. Tried a lot of things. Dropouts show the same thing not much different. Regularization, something I read I'll have to look into. If it's not difficult what is it?

Idon't know whatf1_score is.

In neural networks, it's a decrease in the degree of the polynomial that interpolates the f-scores. I think this is what it sounds like scientifically.

What kind of NS do you have, where are you from? or the forest

 
Maxim Dmitrievsky:

I don't know whatf1_score is

In neural networks, it is a decrease in the degree of the polynomial by which the f-value is interpolated. I think that's what it sounds like scientifically

What is your NS, where is it from?

https://msdn.microsoft.com/ru-ru/magazine/dn904675.aspx

https://en.wikipedia.org/wiki/F1_score

F1 score - Wikipedia
F1 score - Wikipedia
  • en.wikipedia.org
In statistical analysis of binary classification, the F1 score (also F-score or F-measure) is a measure of a test's accuracy. It considers both the precision p and the recall r of the test to compute the score: p is the number of correct positive results divided by the number of all positive results returned by the classifier, and r is the...
 
Maxim Dmitrievsky:

I don't know whatf1_score is

In neural networks, it is a decrease in the degree of the polynomial by which the f-value is interpolated. I think that's what it sounds like scientifically.

What's your NS, where is it from? Or the forest.

https://msdn.microsoft.com/ru-ru/magazine/dn904675.aspx

Les.

 
In general, the closer the values on the train and the test, the better
 
forexman77:

Les.

If forest then parameter r as pseudoregularization
 
Maxim Dmitrievsky:
in general, the closer the values on the train and the test the better

Mm-hmm. But, I know that and it's not hard to guess)

 
forexman77:

Uh-huh. But, I know about it and it's not hard to guess)

So you can see for yourself that you've been retrained
 
Maxim Dmitrievsky:
So you can see that you have retrained

So far I can not say exactly, because I played a lot of parameters improvements were about 0.1. Maybe there are some techniques, which I do not know, that's why I asked.

Reason: