is this model any good?

Question

is this model any good?

ren85 opened this issue 3 years ago · 3 comments

If I were to build a model that predicts yesterdays closing price as today's closing price we would also get similar graph, but the model is useless. Where are prediction accuracy numbers? I bet they would be terrible.

Answer 1 · 2021-06-14T02:09:29.000Z

Hi @ren85,
As we are prediction values, we used MSE. You can check the MSE from the logs, for example, on the training and validation set, where loss is the MSE:

Epoch[100/100] | loss train:0.006102, test:0.000972 | lr:0.000100

Answer 2 · 2021-06-14T08:09:59.000Z

The question is is this any better than using yesterdays closing price as today's prediction

Answer 3 · 2021-06-14T10:47:59.000Z

is this any better than using yesterdays closing price as today's prediction

To find that out, what you can do is to calculate the error using MSE of yesterdays closing price and today's prediction, and then compare it against the MSE of the model after training.