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Quantitative Finance · Glossaire

Qu'est-ce que « Baseline model » ?

Definition 4.1 Machine Learning for Markets · Chapitre 4 — Linear and Regularised Baselines

A baseline model is the simplest credible model of a task, fitted and evaluated with the same data, splits, target and report as the candidate: any claim that a model works is a claim that it beats the baseline by more than the noise of the comparison.

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