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John W

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Posts: 84

Joined: 6/18/2011
Location: Sydney, NSW, Australia

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Subject : RE: Improving the GA
Posted : 2/29/2020 3:24 PM
Post #30943 - In reply to #30770

Mel that's a really good point you make.

There is a GA setting to 'enable internal validation' - I switch it on all the time now to reduce the risk of curve fit, that's a must if employing the concept proposed.

But with your thoughts in mind, perhaps there is an additional stronger safeguard to avoid curve fit with the concept proposed:

That is for the GA to keep 2 sets of results - one set using the concept as suggested over 'n' iterations, and a second set over 'n' iterations using ALL the sample data.

Then compare and see which of the 2 sets, or both, holds up in the forward test.


Deleting message 30943 : RE: Improving the GA


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