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Update tutorial notebooks to include references to MMC / BMC #154

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merged 7 commits into from
Dec 19, 2023

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ndharasz
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@ndharasz ndharasz commented Dec 11, 2023

  • update all notebooks to install and use numerai-tools scoring functions
  • update hello_numerai to to also score created model against MMC
  • update feature_neutralization to use numerai-tools neutralization and score MMC
  • update target_ensemble to use target teager and score against MMC/BMC
  • delete unused requirements files
  • mark utils.py as soft deprecated and link to numerai-tools

@idan192
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idan192 commented Dec 15, 2023

First of all, looks great overall! I think Egi's inputs on Slack are good but I like the format.

Few questions:

  • I see warning messages about missing lida requirements, should we address it?
  • Should we move get_mmc into numerai_tools?
  • Should we update these notebooks with v4.3 data instead of v4.2 so they don't apply all these changes and then again change everything in a week, or do we prefer a separate PR?

👍

@ndharasz
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Thanks for the feedback, here are my thoughts:

  • I tried to quiet these, but the notebook still seems to work with the warnings, so I kept as-is to reduce the number of lines that needed reviewing. I'll add a card to the backlog to revisit and try to solve these errors after I upgrade all of our python envs to modern stuff.
  • I think we could add helper / convenience methods to numerai-tools, I'll add this to the same card as above.
  • Let's make a separate PR to keep things simpler and isolate any potential issues.

@ndharasz ndharasz merged commit d46f941 into master Dec 19, 2023
@ndharasz ndharasz deleted the ndharasz/bmc-tutorials branch December 19, 2023 18:32
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2 participants