karolinachalupova / DiplomaThesis

Explaining Equity Returns with Interpretable Machine Learning
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A few models predict the same number for all inputs (just for some seeds). What should I do? #11

Closed karolinachalupova closed 3 years ago

karolinachalupova commented 3 years ago

@martinhronec I had a deeper look on the models by random seed for models trained on 12 years and models trained on 13 years. I discovered that a few of them (3/(592) = 3 percent of models) learned to predict the same number no matter what input. It appears in deep models in particular. The following models suffer from the issue:

The predicted number is always very close to the mean of the training data.

What do you think I should do about these models?

martinhronec commented 3 years ago

@KarolinaChalupova Try using SGD instead of ADAM and try adding batchnorm.

karolinachalupova commented 3 years ago

@martinhronec batchnorm already there, will try SGD. Thanks a lot!