kmedved

Sure. I work a lot with sports data (and in fact found this package through this: http://savvastjortjoglou.com/nfl-bayesian-bootstrap.html), where it is common for each row to represent a single game or...

That was my instinct as well @JulianWgs - that the same multiplication could be done on top of the bootstrap weight, and I don't see any obvious issues. But I...

Just found a discussion of this issue here: https://stats.stackexchange.com/questions/88615/reweighting-importance-weighted-samples-in-bayesian-bootstrap. If I'm reading this correctly (and I may not be - I'm a bit over my head here), then I think...

Good ideas. Approach 2 seems to seems to be the most straightforward to test. I will give it a try and see what it looks like with a high enough...

Thanks. Would it be possible to put add an example of notebook functionality? I'm getting tripped up on the `bb = BlackBoxOptimizer(file=__file__)` line in the examples, which seems more geared...

Thank you!

I've found the same issue. It appears to be specific to 2020-21 games, but not sure why.

That's correct, yes @Innixma - the earliest in time rows would never be included in the validation data. Depending on the size of your training data, you can do 10...

That's an interesting question @rsesha. I was envisioning sample_weight as something the user would pass themselves, in cases where they know the sample weight in advance (e.g., if your individual...

Thanks @fabsig - I apologize for my lack of familiar with the underlying math behind Gaussian process modeling, but traditionally I see sample weights implemented by multiplying the loss (or...