Machine learning in trading: theory, models, practice and algo-trading - page 3501

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ada and RF work at 30-40 times the ratio between the two classes?
 
СанСаныч Фоменко #:
ada and RF work at 30-40 times the ratio between the two classes?
Yes, but.

If for example class "1" is 10 times less than class "2", then you have to adjust for the fact that when the model gives the probability of class "1" (0.1) that 10% is actually 100%.
So you need to look at probabilities, not labels, and adjust them.

Or just make a balance of classes, upsample for example
 
Aleksey Vyazmikin #:

That's an odd statement - especially considering I'm still alive and you can try asking me specific questions.

I was wondering if anyone realises
 
mytarmailS #:
Yes, but...

If, for example, class "1" is 10 times smaller than class "2", then you have to make an allowance for the fact that when the model gives the probability of class "1" (0.1) that 10% is actually 100%.
So you have to look at the probabilities, not the labels, and adjust them.

Or just make a balance of classes, upsample for example

I've tried everything.

The ranger seems to solve the problem. Last resort.

 
СанСаныч Фоменко #:

I've tried everything.

The ranger seems to solve the problem. Last resort

What does ranger solve? Forrest is just like Forrest.
 
Aleksey Vyazmikin #:

In a galaxy far, far away, the human species is on trial.... This species has destroyed many worlds inhabited by other intelligent beings, and now man is isolated, and representatives of other species must decide his fate.

In defence of mankind the lawyer asks the judge to conduct a judicial experiment (expertise), claims that the aggressive behaviour and interspecies struggle were forced by exceptional circumstances, and the species itself is quite peaceful and friendly, it was conceived as a likeness of an ancient race, which has already lost its fleshy shell and became pure energy. The court agrees to satisfy the petition, and the court decides to send several representatives of the human species to a habitable planet inhabited by a biome in order to assess the predisposition of the latter to the destruction and annihilation of all living things.

This is how the life of people on planet Earth begins. Each person's deed is counted and added to the total sample, as it becomes representative by the standards of the universe, so the decision of the court will be taken. Or maybe it has already been made, they just decided that mankind will destroy itself, and there is no sense to stop the experiment - maybe as a reserve of hatred and enmity....

Well, in general, the soul enters a certain world to get experience. If to be guided by Blavatsky's writings, the earth belongs to one of the lowest worlds. Not the lowest, but below average. No other laws are possible here. And it will always be the way it is.
That's me in uni from nothing to do went to the library and read different scriptures. Even a piece of the Mahabharata by heart.
 
Aleksey Vyazmikin #:

That's an odd statement - especially considering I'm still alive and you can try asking me specific questions.

Hmm... try explaining how your approach differs from clustering/mode detection. What are the advantages.

 
Maxim Dmitrievsky #:
Well, actually the soul enters a certain world to get experience. According to Blavatsky's writings, earth is one of the lowest worlds. Not the lowest, but below average. No other laws are possible here. And it will always be the way it is.
That's me in uni from nothing to do went to the library and read different scriptures. Even a piece of the Mahabharata by heart.

Well, such philosophy teaches humility... but it's not good for development.

 
Maxim Dmitrievsky #:
Well, actually the soul enters a certain world to get experience. According to Blavatsky's writings, earth is one of the lowest worlds. Not the lowest, but below average. No other laws are possible here. And it will always be the way it is.
That's me in uni from nothing to do went to the library and read different scriptures. Even a piece of the Mahabharata by heart.

In the Mahabharata, the Bhagavadgita is important, where Krishna explains to Arjuna about karma yoga. "Do what you have to do and be what you will be" - very well suited to trading, for example).

 
Aleksey Vyazmikin #:

Well, this philosophy teaches humility... but it's not good for development.

Human hubris does no good. Especially when multiplied by Dunning-Kruger.)
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