Machine learning in trading: theory, models, practice and algo-trading - page 3320

 
Andrey Dik #:

OK, can you give graphs of these criteria when training and show exactly where on that graph you need to stop training?

Just don't throw links, you can draw by hand and show where exactly.

pinching

 
...
Here, it's not the first time readers have had a question during the discussion, so the discussion is useful.
 
it's the basics of the MoD, read books, I don't get paid for counselling. I want to learn useful things for myself too.
 
Maxim Dmitrievsky #:

pinching

Yes.

will the graph of your criteria show where you should stop training or not?

 
Andrey Dik #:

nada.

will the graph of your criteria show exactly where to stop learning or not?

Are you implying that this will be the minimum/maximum of the criterion? This has nothing to do with the global minimum/maximum of the model itself.

 
Maxim Dmitrievsky #:

You can stop training by any criterion, but they are usually trained by logloss.

Depending on the criterion, you will get different models with different properties.

I just thought that the problem of the MO is that it is driven under one umbrella of ambiguous price behaviour.

Apparently the problem is solvable.

OK, got it

 
Maxim Dmitrievsky #:
it's the basics of the MoD, read books, I don't get paid for counselling. I want to learn useful things for myself too.

It's a good answer when there's nothing to answer.

"Experts" recommend in such cases to answer "That's just it!".

 
Renat Akhtyamov #:

I just thought it was the trouble with the MoD that there is a lumping together of ambiguous price behaviour.

Apparently the problem is solvable

OK, got it.

This is just the tip of the iceberg.

 
Maxim Dmitrievsky #:

This is just the tip of the iceberg

it's clear

 
Maxim Dmitrievsky #:

you're leading up to this being the minimum/maximum of the criterion? This has nothing to do with the global minimum/maximum of the model itself.

Show me the graph.

Please.

Show on that criterion graph where you need to stop training.

Reason: