Should I expect major performance improvements by scaling my features?
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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
asked 3 hours ago
CedarCedar
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add a comment |
$begingroup$
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]
neural-network feature-engineering gradient-descent
asked 3 hours ago
CedarCedar
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.
$endgroup$
add a comment |
$begingroup$
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]
neural-network feature-engineering gradient-descent
asked 3 hours ago
CedarCedar
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.
$endgroup$
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
neural-network feature-engineering gradient-descent
asked 3 hours ago
CedarCedar
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.
asked 3 hours ago
CedarCedar
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.
asked 3 hours ago
CedarCedar
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.
asked 3 hours ago
CedarCedar
11
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.
add a comment |
add a comment |
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