Add option for Training / Validation split for In sample

see screenshot:

- reorganize the settings a little

- add new option to split IS to two parts (Training / Validation). Spinner that shows real percentages. The spinner should have steps by 10.

- add new options to restarting combo box: In Sample (whole), In Sample (Training) , In Sample (Validation)

Attachments

gen_evo_opt.jpg

(135.83 KiB)

Votes +3
Project StrategyQuant X
Type Feature
Status Fixed
Priority Normal

History

Mark Fric

16.09.2019 15:25

Task created

Partizanas

16.09.2019 15:50

Voted for this task.

hankeys

16.09.2019 18:20

what is the difference between - TRAINING / VALIDATION vs IS / OOS?

where the ranking will be set for validation or how this will work?

Mark Fric

17.09.2019 09:14

I'll write an article aboiut this, but basically Training/Validation split in In sample is used to better control genetic evolution and prevent overfitting.

One more thing related to this - in the new build we plan to finally add support also for computation of metrics for multiple OOS parts separately, not just one result for whole OOS.

KlausA

23.09.2019 10:44

Voted for this task.

Mark Fric

23.09.2019 13:37

Priority changed from Normal to Low

Mark Fric

22.10.2019 08:54

Priority changed from Low to Normal

Attachment gen_evo_settig.jpg added

neudeme prerabat tie panely, zostanu ako su. Ta jedna nova vec ratio zmizne, to sme dali do OOS komponenty.

bude tam este predlzenie combo boxu vid moj screenshot.

ps21

23.10.2019 14:13

Voted for this task.

Votes: +3