Comment by amypetrik8

Comment by amypetrik8 30 minutes ago

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just to go off of this there is also stochastic random overfit retraining process (SRORP). Idea behind SRORP is to avoid overfitting. SRORP will take data points from -any- aspect of the past process with replacment and create usually 3-9 bootstrap models randomly. The median is then taken from all model weights to wipe out outliers. This SRORP polishing -if done carefully- is usually good for a 3-4% gain in all benchmarks