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[FR] Prediction Models Accuracy or F-Score metrics?

Open myst10py opened this issue 3 years ago • 5 comments

We cannot compare the prediction models for our different use cases unless we have some sort of scoring metric for each.

This will improve the prediction piece of the project tremendously imho.

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myst10py avatar Apr 14 '21 19:04 myst10py

You mean like we have implemented for the Neural Network models?

E.g.

DidierRLopes avatar Apr 14 '21 21:04 DidierRLopes

Thanks @DidierRLopes I didn't notice this in the code, what method did you call for the above screenshot? I was merely using the pred -> one of the models and passing a ticker to see preds, but didn't see the function for displaying the model scoring metrics for the historical.

myst10py avatar Apr 20 '21 20:04 myst10py

This one is only used for Neural Networks!

Do you think the other prediction models should also have these?

DidierRLopes avatar Apr 21 '21 20:04 DidierRLopes

Yeah I think it is interesting to see the model metrics for any kind of predictive model personally

myst10py avatar Apr 22 '21 15:04 myst10py

Sounds good, I'll try to work on this soon!

DidierRLopes avatar Apr 22 '21 23:04 DidierRLopes