produvia / kryptos

Kryptos AI is a virtual investment assistant that manages your cryptocurrency portfolio

http://twitter.com/kryptos_ai

MIT License

48 stars 8 forks source link

Ensemble Modeling #90

Closed slavakurilyak closed 6 years ago

slavakurilyak commented 6 years ago

Goal

As a developer, I want to combine two or more analytical models, so that I can synthesize the results into a single score or spread in order to improve the accuracy.

Inspiration

"This is how you win ML competitions: you take other peoples’ work and ensemble them together.” Vitaly Kuznetsov (NIPS, 2014)

slavakurilyak commented 6 years ago

Latest work by @bukosabino allows two models to be run at the same time via $ strat -ml lightgbm -ml xgboost