Closed SupetZYK closed 3 years ago
Thank you for your attention.
In fact, these two approaches lead to the same estimates of covariance since the networks become stable gradually during training. We find that the current implementation has already worked well, and simply do not try applying bigger weight to new features. In addition, such a mechanism may involve additional hyper-parameters, complicating the algorithm. I'm not sure if the performance gains worth it.
Hi, I read the EstimatorCV and found that the average feature are calculated by averaging all the running features, including the old features and new ones. Should it be more reasonable to apply bigger weight to new features?