r/MachineLearning · · 1 min read

XGBoost vs Human Markets [P]

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What is the generally thought of as the upper limit of the predictive power of XGBoost vs an aggregate of humans?

Right now I feed the model the same information that the human market has access to, and the model gets crushed on Top 1 accuracy, it closes the gap a bit but is still 10pp below the market on Top 2 accuracy. Adding the market pricing information to the model does nothing or hurts accuracy compared to just the market pricing.

I'm just feeling really stuck, and I cant seem to be able to tell if I am legitimately at the upper end of what is actually possible with a XGBoost model or if there is some sort of data encoding issue or I just lack enough data.

submitted by /u/TravalonTom
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