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LightGBM won M5 and it wasn't even a competition.
by orangemaen 6mo ago
LightGBM won M5 and it wasn't even a competition.
- srean 6mo agoThe task was slightly different and favored GBMs. Note they aren't NNs whose underwhelming performance was what my comment was about. The M series of competitions change the tasks every year to explore what models perform best under different scenarios. As I mentioned, neural network based models win here and there, but very spotty performance over all.