OpenBBTerminal
OpenBBTerminal copied to clipboard
[FR] Prediction Models Accuracy or F-Score metrics?
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.
- A
You mean like we have implemented for the Neural Network models?
E.g.
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.
This one is only used for Neural Networks!
Do you think the other prediction models should also have these?
Yeah I think it is interesting to see the model metrics for any kind of predictive model personally
Sounds good, I'll try to work on this soon!