3 ms·
This is cool, but I'm amused that CatBoost still beats it.
by glial 3y ago
This is cool, but I'm amused that CatBoost still beats it.
- shiandow 3y agoThe fact that the mean absolute error doesn't even change all that much from ARIMA suggests to me that there's no magic here. Though mean absolute error is a bit of a weird measure. They're basically testing how closely a model predicts the median.
- naijaboiler 3y agoI’m not sure that’s what MAE measures. What’s the median of a time series? What does that even mean?
- shiandow 3y agoThe MAE is minimized by the median. I share your confusion as for why one would use it for a time series. Clearly they had some reason to pick it over others, but I couldn't tell you why. Especially since ARIMA effectively minimizes RMS error.
- naijaboiler 3y agoBet minute feature engineering + glm beats it comfortably
- old_bayes 3y agoFraction of the cost, way more interpretable. Still, I suppose we gotta keep an eye on this kind of work in case there's a tipping point.