A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...
GPR works well with small datasets and generates a metric of confidence of a predicted result, but it's moderately complex and the results are not easily interpretable, says Dr. James McCaffrey of ...
When applying machine learning to trading strategy, two inevitable practical issues are achieving interpretable results and securing robustness to market changes. To overcome these challenges, ...