Re: [scikit-learn] Can y of datasets be increasing/decreasing ratio when train regression model?

> but again you need to look at the distribution of y and the assumptions of > the regressor. > > So in the first, Should I plot graph to check y is distribution when X changes? I'm just thinking about how to know if it's distribution. ___ scikit-learn

Re: [scikit-learn] Can y of datasets be increasing/decreasing ratio when train regression model?

Particular regressors may make assumptions about the distribution of y, or its relationship with the features X. You should be aware of those assumptions and reason about whether they are held well enough. A TransformedTargetRegressor may be used to make your target better match those assumptions,

Re: [scikit-learn] Can y of datasets be increasing/decreasing ratio when train regression model?

Hi lampahome, It is a common practice in financial modeling ( https://en.wikipedia.org/wiki/Capital_asset_pricing_model). [image: image.png] P_t is price at time t, R_t is "return", which is the variable they are trying to predict. Best, Charles On Wed, Jan 30, 2019 at 5:43 AM lampahome

[scikit-learn] Can y of datasets be increasing/decreasing ratio when train regression model?

I found many cases in kaggle to predict the quantity or trends. They all set the real quantity as y. But I have question is that does anyone set the changing ratio as y? Like: X y Day1 0.2 Day2 0.1 Day3 0.15 Day4 -0.1 y is the changing ratio compared with previous day. Why anybody set