Comments (3)
Hey, yes you're right that we haven't updated the guide. Sorry for that. Currently, we've removed the time series validation as preparation for our coming release: the "rolling window update" for continuous reporting. Before, you could use for example 80% data to build model and 20% as out-of-sample to test and we've reported the R-squared on the test. However, when considering updating the result constantly, we want to always include the latest data into the model. This is a conflict to the time-series validation. In the end, we understand that Robyn is more of a decomposition tool than time series forecast. Also, the potential overfitting issue is already addressed by ridge regression. Therefore we've removed the time-series validation, meaning at the moment the model is built on the entire dataset and only the "train R squared" is reported. With the upcoming update, users will be able to select the window for the modelling and the cadance of update. Hope it helps
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Yes, that helps. Thank you! Looking forward to the rolling window update feature!
from robyn.
Hei!
We have created several Robyn models and our customers are a bit worried about no train test split or cross-validation.
I agree with the fact that Ridge regression prevents overfitting, however, I am not sure it is enough. I wonder if Nevergrad should optimize towards R-squared in test data.
Even though it is a decomposition model, several functionalities regarding future estimates are key, and already implemented (i.e. Budget Allocator) So, there is a predictive utility in the model.
Customers prefer a model that can generalize, or at least we can prove it does.
Are you guys considering including that functionality again? Maybe as an option?
It would be very helpful!
Thank you for your amazing work; we are really happy with Robyn and hope to start using it soon.
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Related Issues (20)
- Grps instead of the spent HOT 1
- Error Running Demo.R with test dataset: Error in signif(nevergrad_hp_val[[co]][index], 6): non-numeric argument to mathematical function HOT 6
- Are spend variables that are mostly 0 (i.e. rare spends) okay to use in Robyn? HOT 9
- Different NRMSE calculations for train vs val/test HOT 3
- Robyn Allocator failure HOT 4
- Prophet results issue HOT 2
- Training Split results in poorer models HOT 1
- Robyn is not working in Databricks HOT 4
- Robyn error while running OutputModels <- code - Error in task 7 failed - "arguments imply differing number of rows: 7, 9" HOT 1
- rssd_zero_penalty = TRUE ; is this the default setting? HOT 1
- Optimizer Used for Budget Allocator HOT 3
- robyn_refresh "Error: ValueError: zero-size array to reduction operation minimum which has no identity" HOT 3
- Run allocator without robyn_write JSON export? HOT 1
- Graphs are not scaling properly HOT 1
- Error Running Demo.R with test dataset: Error in OutputCollect <- robyn_outputs(...) and AllocatorCollect1 <- robyn_allocator(...) HOT 1
- Validation procedure of Robyn HOT 6
- 0% effect from organic variables HOT 4
- demo.r | document error HOT 1
- robyn_allocator - What's the difference between expSpendUnitTot & optmSpendUnitTotal? HOT 2
- Robyn_outputs: vector size error HOT 2
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