Super Massive LGBM Grid Search

[mantz]

I don’t understand this experiments, since better results were published here:

Target Cyrus - New Primary Target

Overview 4 new target variations are being released on Numerai. There are 20D and 60D versions of each, for a total of 8 new targets. They will be released in the v4.1 dataset starting with the round opening on April 18. One of them, target Cyrus, will become the official target used for payouts in one month, beginning with the round opening on May 13. Along with this change, we are also implementing a change in the way correlation is calculated. This change weights your lowest and highest p…

What is the reason why you perform a huge grid search and get worse results?