CORR with Meta Model

Hey would anyone have a model that is 90%+ correlation with meta model? I am trying to understand about what is in meta model to replicate it. I was thinking perhaps trying the Light GBM starter code they provided but figured I ask here first. Thanks.

Like this guy’s model would be amazing

https://numer.ai/crowdcent_q3zsek

Why you want to correlate with meta? Even example data submission is better than meta.

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I would be interested in something like that as well, just so that i can internally test for correlation with meta model rather than wait for some weeks to have the same info from the tournament. I don’t know if it would be too much to ask for but an extra “target” column in the data which is the actual meta model prediction would be a nice to have, at least for me

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Yes, I do not think it is too difficult for them to provide us the historical meta model predictions (after all restrictions so what they actually went to the market with) either. Actually, it would also be interesting to see the meta model predictions before they applied restrictions too.

I am not sure if they have some considerations if they do provide, like if people can mess with their results somehow. I am not sure.


Goldmn_15 has one of the higher metamodel correlations that I have seen.

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