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ffill+bfill是不是还是会在测试集里引入未来信息呀? #25
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No. If you don't know the label, you cannot compare the model prediction to it. |
会有影响,我刚做了实验的,就是将重复行完全去除之后,IC值将降到0.04左右
然后在 def train_epoch(self, data_loader):中修改每个批次的循环,增加删除重复行的函数:
最终的结果会下降不少: |
感谢作者的工作,很有启发性
最近follow了MASTER、MATCC等系列工作,尽管作者更新了opensouce data,但是pickle文件里里面还是使用ffill+bfill,应该还是会引入未来信息?
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