Machine Learning on Quantopian
Stunning, no other word for it.It will take me a while to absorb it all since I am still currently working through various books. However, your work will make this entire area vastly easier for me to comprehend and put into practice. One initial question: Exercise: It is also common to run cross-validation on the training data and tweak the parameters based on that score, testing should only be done rarely. I am aware of having made serious errors in this respect in the past. I still can’t quite think my way through this properly. I understand the whole concept of cross validation on training data and so forth but wonder whether you could expand your thoughts a little on when to actually resort to the test data? We will…
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