Machine learning in trading: theory, models, practice and algo-trading - page 3625

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Evgeni Gavrilovi #:

Interesting. Certainly haven't given up, I'm experimenting with hyperparameters in the catbusters

To get the metrics to match the competition metrics:

model = CatBoostClassifier(iterations=1000,
                               custom_loss=['MultiClass'],
                               eval_metric='Accuracy',
                               auto_class_weights='Balanced',
                               verbose=True,
                               use_best_model=True,
                               task_type='CPU')
model.fit(X_train, y_train, eval_set=(X_test, y_test),
              early_stopping_rounds=50, plot=False)
 
Maxim Dmitrievsky #:

To calculate the correct metrics to match the competition:

I think that in this contest the first place will be taken by a person outside the top 10

This sometimes happens on kaggle, for example here on the private dataset the leader was as high as 2089 in the public ranking!

https://www.kaggle.com/competitions/icr-identify-age-related-conditions/leaderboard

 
Evgeni Gavrilovi #:

I think the top spot in this contest will go to someone outside the top 10

This sometimes happens on kaggle, for example here on the private dataset the leader was as high as 2089th place in the public ranking!

https://www.kaggle.com/competitions/icr-identify-age-related-conditions/leaderboard

Well, getting a high scor above 0.5 in this contest is probably as likely as creating a profitable ts on increments with a single lag :)

 
A relatively new method in kozula is coincidence analysis. I haven't studied it in detail yet, for the future.
 

Hopfield and Hinton were given a Nobel in physics on a wave of hype :)

"Godfather of Artificial Intelligence" also talks about some kind of security. More scaremongering? :)


 

Prado poured in a new laptop for the contest, using Transformers

Mm. Pythorch. Pythorch. I know.


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To be honest, I gave up on the contest because I ran out of simple ideas and no time for complex ones.

slipped from 30th to 70th place out of 6500+ participants.
 

A curious interview, in my opinion. How our IT industry survived.


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