Chapter 11: The ML Pipeline
Loss Functions, Error Metrics, and What They Hide intermediate
A model is trained to optimize one quantity, selected on another, and traded on a third. Most confusion in predictive modeling starts when those three layers are blurred together.
A model is trained to optimize one quantity, selected on another, and traded on a third. Most confusion in predictive modeling starts when those three layers are blurred together.
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References
Making and Evaluating Point Forecasts
Tilmann Gneiting
— Journal of the American Statistical Association
Machine Learning for Probabilistic Prediction (PhD thesis, VALERY MANOKHIN)
Valery Manokhin
(2022)