I was wondering how NumerAI is selecting the models to construct their metamodel.
At the beginning they were evaluating DS based on some data of the “prediction dataset” of which the true results were known only to NumerAI.
With the new tournament the leaderboard is heavily overfitted being that a lot of people are training on validation data set. At the same time the whole live dataset is unknown to DS and NumerAI.
So: how is NumerAI at the moment selecting the models to use for their metamodel?