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fix(MetaLabeling): previously misinterpreted meta-labeling, now also multiplying base model's prediction with the meta model's prediction (#193)
* fix(MetaLabeling): previously misinterpreted meta-labeling, now also multiplying base model's prediction with the meta model's prediction * fix(Evaluate): print results * fix(Evaluate): make sure we have numerical stability in returns * fix(Inference): only output and print stats in training mode * fix(Evaluate): don't add miniscule amount to result
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@@ -16,13 +16,13 @@ class TrainingOutcome:
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model_id: str
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predictions: PredictionsSeries
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probabilities: ProbabilitiesDataFrame
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stats: Stats
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stats: Optional[Stats]
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model_over_time: ModelOverTime
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@dataclass
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class EnsembleOutcome:
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weights: WeightsSeries
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stats: Stats
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stats: Optional[Stats]
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@dataclass
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class BetSizingWithMetaOutcome:
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@@ -30,7 +30,7 @@ class BetSizingWithMetaOutcome:
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meta_training: list[TrainingOutcome]
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meta_transformations: TransformationsOverTime
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weights: WeightsSeries
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stats: Stats
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stats: Optional[Stats]
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@dataclass
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class DirectionalTrainingOutcome:
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@@ -47,5 +47,5 @@ class PipelineOutcome:
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def get_output_weights(self) -> WeightsSeries:
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return self.secondary_bet_sizing.weights if self.secondary_bet_sizing else self.ensemble.weights
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def get_output_stats(self) -> Stats:
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def get_output_stats(self) -> Optional[Stats]:
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return self.secondary_bet_sizing.stats if self.secondary_bet_sizing else self.ensemble.stats
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