Should I expect major performance improvements by scaling my features?












0












$begingroup$


I'm trying to decide whether I should scale my features & responses for training, and I'm in a situation where I can't just try both scaling and not scaling.



My features currently have an std around 0.05, and the behavior of the timeseries I'm studying is very much scale dependent (0.5 means a VERY different thing than a 0.05 in terms of what's happening in the market).



Can I expect major improvements in performance, optimizer-wise, if I scaled my features to have std of 1?



Thank you! [and yes; I'm another one of those people who are trying to forecast the stock market]










share|improve this question







New contributor




Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.







$endgroup$

















    0












    $begingroup$


    I'm trying to decide whether I should scale my features & responses for training, and I'm in a situation where I can't just try both scaling and not scaling.



    My features currently have an std around 0.05, and the behavior of the timeseries I'm studying is very much scale dependent (0.5 means a VERY different thing than a 0.05 in terms of what's happening in the market).



    Can I expect major improvements in performance, optimizer-wise, if I scaled my features to have std of 1?



    Thank you! [and yes; I'm another one of those people who are trying to forecast the stock market]










    share|improve this question







    New contributor




    Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      0












      0








      0





      $begingroup$


      I'm trying to decide whether I should scale my features & responses for training, and I'm in a situation where I can't just try both scaling and not scaling.



      My features currently have an std around 0.05, and the behavior of the timeseries I'm studying is very much scale dependent (0.5 means a VERY different thing than a 0.05 in terms of what's happening in the market).



      Can I expect major improvements in performance, optimizer-wise, if I scaled my features to have std of 1?



      Thank you! [and yes; I'm another one of those people who are trying to forecast the stock market]










      share|improve this question







      New contributor




      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I'm trying to decide whether I should scale my features & responses for training, and I'm in a situation where I can't just try both scaling and not scaling.



      My features currently have an std around 0.05, and the behavior of the timeseries I'm studying is very much scale dependent (0.5 means a VERY different thing than a 0.05 in terms of what's happening in the market).



      Can I expect major improvements in performance, optimizer-wise, if I scaled my features to have std of 1?



      Thank you! [and yes; I'm another one of those people who are trying to forecast the stock market]







      neural-network feature-engineering gradient-descent






      share|improve this question







      New contributor




      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question







      New contributor




      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question






      New contributor




      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked 3 hours ago









      CedarCedar

      11




      11




      New contributor




      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.





      New contributor





      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






      Cedar is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






















          0






          active

          oldest

          votes











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "557"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: false,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: null,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });






          Cedar is a new contributor. Be nice, and check out our Code of Conduct.










          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f45286%2fshould-i-expect-major-performance-improvements-by-scaling-my-features%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown

























          0






          active

          oldest

          votes








          0






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes








          Cedar is a new contributor. Be nice, and check out our Code of Conduct.










          draft saved

          draft discarded


















          Cedar is a new contributor. Be nice, and check out our Code of Conduct.













          Cedar is a new contributor. Be nice, and check out our Code of Conduct.












          Cedar is a new contributor. Be nice, and check out our Code of Conduct.
















          Thanks for contributing an answer to Data Science Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fdatascience.stackexchange.com%2fquestions%2f45286%2fshould-i-expect-major-performance-improvements-by-scaling-my-features%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          Ponta tanko

          Tantalo (mitologio)

          Erzsébet Schaár