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advanced cross-validation tip

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Advanced cross-validation tips for time series

#artificialintelligenceJan-14-2019, 00:42:51 GMT

The blue line, suddenly dropping to zero at t 80, is our modified target. The green line plots our predictions for that modified target, and its diverging from the red line (plotting our predictions for the original target) after t 80 reveals that we are suffering from feature leakage (without feature leakage, the green and red line would have diverged after t 94).

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Technology: Information Technology > Artificial Intelligence > Machine Learning > Performance Analysis > Cross Validation (0.40)

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