Machine learning in trading: theory, models, practice and algo-trading - page 3506

 
Aleksey Vyazmikin #:

I'm going to bed - wasting time discussing your desire to learn - well - I guess I don't have that kind of time.

You shouldn't be sleeping, you should be drinking cahors.
You just have a little pity for us.
I get the scheme. It's just that it can be done through clustering, for its direct purpose. And not by pulling split borders or whatever out of a trained catbuster. You're doing sort of clustering. Quantum segments are clusters of data.
 
Maxim Dmitrievsky #:
I got the schematic.

Or you think you do.

 
Then you do clustering of already existing clusters, you get like branches and leaves. I already wrote that this is hierarchical clustering, but you pull these groups of data (clusters) from the classifier, which does not contradict anything, because the algorithm of construction is almost the same.
 
Aleksey Nikolayev #:

Again using an obsolete term at will?) Reducing the choices for a split does not mean giving up greed (a local optimum is always chosen). And using a different criterion, "considering sustainability", does not mean giving up greed.

We are talking about standard metrics for evaluating a split, and the term relative to them is used because my approach is being compared to the generally accepted one - no need to take it out of context. It feels like you want to find something in the form, but the content is not interesting at all.

 
Now, in the context of clustering, you can make your further inferences and will probably be understood from the 1st time, if you don't pile on top of new definitions again.
 
Aleksey Vyazmikin #:

I'm talking about standard split evaluation metrics and the term relative to them is used because my approach is being compared to the accepted one - no need to take it out of context. It feels like you want to find something in the form, but the content is not interesting at all.

Giving common terms self-made meanings greatly reduces the possibility of understanding the content.

It turns out that a) thinning of possible points for splits is used (quantisation), b) on the set of points for splits thinned in point (a) a tree is built according to a custom criterion of "stability" (this is the darkest place, probably it is more correct to call it clustering), c) "stable" points for splits obtained in point (b) are used in catbusta to build the final working model.


 
Maxim Dmitrievsky #:
I got the schematic.

Based on this statement " And not pulling split borders or whatever out of a trained catbuster. " - no.

Maxim Dmitrievsky #:
Quantum splits are clusters of data.

If there is clustering in one dimension, then - yes, you can say so .

Maxim Dmitrievsky #:
Then you do clustering of already existing clusters, you get like branches and leaves.

Where do I do this?

Maxim Dmitrievsky #:
I have already written that this is hierarchical clustering.

I have already written about a number of disadvantages of this method...

Maxim Dmitrievsky #:
because the algorithm is almost the same.

Can you describe the algorithm, what we take and what operations we perform? Maybe it's really as you say - algorithms can be different, from the ones I looked at - I didn't notice anything similar, but I couldn't look through all of them obviously.

Maxim Dmitrievsky #:
you can make your further inferences.

Thank you.

 
Aleksey Nikolayev #:
Giving commonly accepted terms self-defined meanings greatly reduces the ability to understand the content.

It's a generally accepted term. But you have transferred it to the maximum of my custom FF for selection - however it is expressed there - i.e. you yourself have expanded a concept that in the context of wooden models is limited within the generally accepted concepts. It's not even this that is surprising, but the desire to identify and discuss it.....

Aleksey Nikolayev #:

It turns out that a) thinning of possible points for splits is used (quantisation), b) on the set of points for splits thinned in point (a) a tree is built using a custom criterion of "stability" (this is the darkest place, it is probably more correct to call it clustering), c) "stable" points for splits obtained in point (b) are used in catbusta to build the final working model.

Your understanding of the process is much improved. In (b) all candidates are selected according to a number of criteria (probability bias and number of activations - number of examples in the sample), selection from those selected for the split is done according to an additional criterion. For the catbuster, a quantum table is made of the quantum splits selected at different iterations from point b. There are variants there.

 
Aleksey Vyazmikin #:

The term is a generally accepted term there. But you have transferred it to the maximum of my custom FF for selection - however it is expressed there - i.e. you yourself have extended the concept, which in the context of wooden models is limited within the generally accepted concepts. It's not even this that is surprising, but the willingness to identify and discuss it....

I won't get into arguments, I just recommend to read at least the wiki about greedy algorithms. Trees are always built by greedy algorithms.

Aleksey Vyazmikin #:
Your understanding of the process has greatly improved. In (b) all candidates are selected according to a number of criteria (probability bias and number of activations - number of examples in the sample), selection from those selected for the split is made according to an additional criterion. For the catbuster, a quantum table is made of the quantum splits selected at different iterations from point b. There are options there.
Thanks for the copliment. Indeed point (b) is the darkest, if only because multi-criteria optimisation is used. I guess my curiosity ends here.
 
Aleksey Vyazmikin #:

Judging by that statement " And not pulling split borders or whatever out of a trained catbuster. " - no.

If in one dimensional clustering, then - yes, you could say that .

Where am I doing that?

Already wrote about a number of disadvantages of such a method....

Can you describe the algorithm, what we take and what operations we perform? Maybe, indeed, as you say - algorithms can be different, from those that I looked - similar did not notice, but I could not look through everything obviously.

Thank you.

You need to read carefully all the definitions, what are the methods of data analysis and make up your mind. Quantisation is not one of them.

Since you can't decide what you are doing, I don't want to get into the mess any further.
Reason: