🥈 NMAE score of 4.44 ranked the 2nd place / 29 teams
Leaderboard Shake-up
There was huge shake-ups on the leaderboard.
- public 1st → private 6th
- public 2nd → private 2nd (🤚 Our team)
- public 3rd → private 12th
- public 4th → private 1st
- public 5th → private 3rd
Shake-up was due to China Evergrande debt crisis affecting Korean stock market.
- The public leaderboard week of
09-15 ~ 09-24was prior to the Evergrande debt crisis. - The private leaderboard week of
09-27 ~ 10-01was just after Evergrande issue was disclosed.
Our team maintained the second place for both public and private leaderboard. Therefore, it is reasonable to conclude that our ElasticNetCV model isn’t overfitted to particular week.
Performance
Our ElasticNetCV model’s NMAE score outperformed Baseline’s score by 30%.
| Model | NMAE (09-06 ~ 09-10) | NMAE (09-27 ~ 10-01) |
|---|---|---|
| ElasticNetCV | 3.02 | 4.44 |
| Linear Regression (Baseline) | 4.03 | 6.42 |
The submission is the result of ElasticNetCV model only. This was to assess the single model’s performance compared to other possibly ensembled submissions. Thus, we can possibly conclude that ElaticNetCV may reduce the errors of the prediction when ensembled with other model.
