no code implementations • 21 Mar 2024 • William Toner, Luke Darlow
Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models.
no code implementations • 24 Jul 2023 • William Toner, Amos Storkey
Building upon this observation, we propose imposing a lower bound on the empirical risk during training to mitigate overfitting.