Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Test error weighting by time #296

Open
3 tasks
dfsnow opened this issue Dec 19, 2024 · 0 comments
Open
3 tasks

Test error weighting by time #296

dfsnow opened this issue Dec 19, 2024 · 0 comments
Assignees
Labels
method ML technique or method change

Comments

@dfsnow
Copy link
Member

dfsnow commented Dec 19, 2024

Per @Douglasmsw, let's test weighting the model errors by time, such that the errors of more recent sales are larger. This should be accomplishable with the weights parameter built into LightGBM (though it might be a bit faffy). There's also a weights argument built into Lightsnip: https://github.com/ccao-data/lightsnip/blob/master/R/lightgbm.R#L135

As a first pass, let's try simply weighting all post-2020 sales with a fixed constant. If that works (i.e. the predicted values change) we can then:

@dfsnow dfsnow added the method ML technique or method change label Dec 19, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
method ML technique or method change
Projects
None yet
Development

No branches or pull requests

2 participants