Open chengsoonong opened 7 years ago
My thought for this issue is to do some non-linear squashing (something like a sigmoid) and that should do the most of the required job.
I recall @jbanfield suggesting something like asinh.
Alright, let's use asinh; I recall seeing a source saying that asinh has been shown to work well on inputs to these things.
I can't seem to get fitting logistic regression to actually terminate with an asinh stretch (working on it...) but for random forests the performance is improved a fair bit with such a stretch.
This could be arbitrarily hard; could we mark it wontfix?