
17. Ernest Chan
Mutiny Investing Podcast
00:00
How to Overcome Overfitting in Machine Learning
In order to overcome overfitting you have to introduce randomness in the model. That's the same as the dropout technique where you randomly punch holes into the neural network. Of course with respect to finance in particular there is one realization that we're much more recent which is that if you are trying to use machine learning to predict the market directly the chance of success is low.
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