Open bdesmarais opened 6 years ago
@bdesmarais Sounds good. I will start the simulations today, but they will probably not be finished by our meeting time tomorrow
How has this gone? If I recall correctly, I wrote the out-of-sample test script for SPSA. Let me know if you want me to work on or review the code for this experiment.
Yes, I have the code and I am able to follow it, so I should be able to use/apply your code. I was not able to run the out-of-sample script yet, since I don't have the inference results for the model with the new data at this point. I will run these simulations as soon as I have the new results.
These predictive results are pretty surprising. It looks like none of the models improve (judging by the range of F1 scores) on the network model with linear trends. We need to double check that the linear trends improve predictive fit. Would you run this without any trends?
I was just working through my code and found a big mistake that was most likely the reason for the controversial results. I will rerun the holdout experiment and also include a simulation for the model without any trends.
@schmid86, we can proceed with polynomials only---no splines, but we should do some predictive experiments to see if model fit improves with the use of higher-order polynomials. Would you please run the cross-validation experiments to compare models with 0-4 order polynomials? Ideally, we want to run the fit experiments until we find an order of polynomials that does not fit better than the previous order (i.e., cubic splines fitting better than models with time^4 interactions). Let me know if you have questions about this.