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#105 - Dr. MICHAEL OLIVER [CSO - Numerai]
Machine Learning Street Talk (MLST)
Using a Gradient Bumped Tree to Improve the Meta Model
We're prediction with expert advice, you have a learning rate. And so yeah, this true contribution idea, this gradient of the stakes, we did simulations to show it does actually improve the meta model over time. It's nothing. I mean, people do things like take their stakes out and withdraw money. People entering the tournament, people, some people entering with a lot of money, some people entered not that much money. We are essentially adjusting the weights through our payouts towards this sort of more optimal metamodel over time.
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