A Payout Scheme that Directly Encourages Unique Models

[of_s]

This discussion has been ongoing with unfortunately no progress to report:

Alternative payout when negative MMC but positive CORR

Can we get some variant of “if MMC < 0 then min(0, max(CORR, MMC)), else MMC” to get less burned if your CORR is better than your MMC? So we had people ask about some variant of MMC scoring that doesn’t burn people that try to make a model that does well during burns (me included) - we just went through a phase where a CORR of 0.012 or so would get you a negative MMC of -0.033, because you are outcompeted by models that do well now, but would burn heavily during burn times. That seems unwante…