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Detecting Drift

Data Skeptic

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Is There a Difference Between Overfit and Drift?

A model that's not very specific to the data will generally perform better if the data changes. Technology changes, say, as a problem. I could imagine where a lot of algarithms that run on the stock market might be making confusing predictions about game stop for example. And of course, there's a lot of complexity in the markets. It's not surprising there'd be drift there.

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