Since model has to ultimately run on weekly data, would it make sense to also include a set of weekly data in validation set?
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It does not run on “weekly data” in the sense that it only lasts one week. It is monthly data still, just overlapping with a new round starting each week (but each round still lasts 4 weeks).
Agrew that we should reduce the data in tournament data set. 2.5G data is too big for newbie.