oversampling while training

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M1 Oversampling
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oversampling while training #441153 05/14/14 05:50 05/14/14 05:50
Joined: Oct 2013 Posts: 18 5 512mb OP Newbie
512mb OP Newbie 5 Joined: Oct 2013 Posts: 18	simple question: does training with oversampling increase overfitting? yes? no? depends on indicators?

Re: oversampling while training [Re: 512mb] #441156 05/14/14 07:59 05/14/14 07:59
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Training with oversampling will normally reduce overfitting, as it trains with several slightly different price curves.

Re: oversampling while training [Re: jcl] #441159 05/14/14 10:35 05/14/14 10:35
Joined: Jul 2013 Posts: 522 D dusktrader User
dusktrader User D Joined: Jul 2013 Posts: 522	I specifically avoid oversampling while Training, as it caused unusual results in my experience.

Re: oversampling while training [Re: dusktrader] #441160 05/14/14 11:10 05/14/14 11:10
Joined: Oct 2013 Posts: 18 5 512mb OP Newbie
512mb OP Newbie 5 Joined: Oct 2013 Posts: 18	Yes, unusual results, guess its just unstable strategy. Or could be because of the way certain indicators are combined (Spearman and DominantPhase) in my case.

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