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Quantitative Finance · Glossaire

Qu'est-ce que « Experiment tracker, run record » ?

Aussi appelé : experiment tracker · run record

Definition 25.1 Machine Learning for Markets · Chapitre 25 — Experiment Tracking and Reproducibility

An experiment tracker stores a record of every training run a team makes, including the ones that are discarded. A run record holds everything that determines the run’s result (parameters, seeds, the data snapshot, the code version, the environment) and everything the run produced (metrics, artefacts, logs), with the time and the author.

Validation Sharpe ratios of the 200 tracked runs; circle: the champion’s (2.22); square: its test Sharpe ratio (0.91); dashed: the expected maximum of 200 independent strategies with no skill over 150 days (3.58). Data: ml_track.study.
Figure 25.1. Validation Sharpe ratios of the 200 tracked runs; circle: the champion’s (2.22); square: its test Sharpe ratio (0.91); dashed: the expected maximum of 200 independent strategies with no skill over 150 days (3.58). Data: ml_track.study.
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