Questions tagged [backtest]

I am using lightGBM on time series data. I first split my data set into 10% folds. The last fold is used as a test set. For each choice of hyperparameters I first use 6 folds to train, then predict on the 7th. I then use 7 folds to train, 8 to…

In shadow deployment we 1) deploy a new model in parallel with the existing one; 2) route every incoming request to both the existing and candidate model; 3) serve the existing model's predictions for users but only log the candidate's for…