Comment by amypetrik8
Comment by amypetrik8 30 minutes ago
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