[ACTIVE] Bounty for using and feedback on NumerBlox

perfect_fit · November 15, 2023, 6:07pm

Good one! NumeraiClassicEvaluator will now give legacy EPC and MMC metrics with .full_evaluation. Legacy MMC will only be calculated if you define a meta_model_col and have meta model predictions in your validation DataFrame.

NOTE: Numerai hasn’t released the full details on these metrics yet so we use the “MMC2” calculation and deliberately call it “legacy”.

This quickstart notebook explains evaluation in step 3. Note that you also need to add meta model predictions and specify meta_model_col.

github.com

crowdcent/numerblox/blob/master/examples/quickstart.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# 0. Dependencies"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from xgboost import XGBRegressor\n",
    "\n",
    "from numerblox.misc import Key\n",
    "from numerblox.numerframe import create_numerframe\n",

This file has been truncated. show original