Neuro-Lab: Number of epochs - Wealth Lab Forum

Neuro-Lab: Number of epochs

Author: Mockasino

Creation Date: 1/15/2017 5:22 PM

Wealth Lab » Extensions » Neuro-Lab: Number of epochs

Mockasino

1/15/2017 5:22 PM

Hi Neural-Trader, hi Len,

do you have an estimation or recommendation regarding number of epochs?
I still do hard recognizing / avoiding overfitting

Regards
Christian

See second paragraph of post #10 in https://www.wealth-lab.com/Forum/Posts/Neuro-Lab-Interpretation-of-NNIndicator-and-Evaluate-Performance-38620. I'm looking for a pattern, not a number of epochs.

In my case (which seems to be very different than yours), I stop training as early as 400 and rarely, if ever see 2,000. A lot of the research I've seen trains upward of 100K epochs. That doesn't work for me.

LenMoz

1/16/2017 8:48 PM

In 2013, I submitted this improvement request. It was never worked and I subsequently cancelled it in 2015. It was intended to help users see when overtraining was beginning.

QUOTE:
During training, graph the out-sample error (from the same portfolio) in addition to the training error, in a different color. Up to the point of over-training, this will draw parallel lines. When overtraining starts, the lines begin to diverge. Since this option adds processing, it may be prohibitive for large datasets, so also add a checkbox or radio button to turn this feature on and off. This feature takes out a lot of the guesswork.

Mockasino

1/17/2017 11:46 PM

Eugene,
Are there any improvements / enhancements planned for neuro lab?
As Len already requested, the visualization of overfitting would be a great feature.

Regards
Christian