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Penalize contra predictions #4

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drew2323 opened this issue Jan 2, 2024 · 0 comments
Open

Penalize contra predictions #4

drew2323 opened this issue Jan 2, 2024 · 0 comments

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@drew2323
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drew2323 commented Jan 2, 2024

Úprava tréninku a validace

1)Penalize predictions that lead to another trend

Úprava loss funkce to compare with subsequent (include subsequent trend in pipeline) trend.https://chat.openai.com/share/bd221024-c3c6-42df-84ba-61ed2d8b9b1b

https://chat.openai.com/share/bd221024-c3c6-42df-84ba-61ed2d8b9b1b

2)Validacni target penalizujici ztráty.
Na za cíl evakuaci výkonu, krom standardního targetu jsou označeny všechny datapointy pointy zda v rámci thresholdu vedou k zisku nebo ztrátě. Tim se otestuje skutečná výkonnost modelu.

Tbd zvážit podobné označení i v tréninkových datech.

Možná by to vedlo k samostatným modelům na růst a klesání.

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