Backtesting
Overview
A backtesting test in H2O Model Validation is a technique used to assess the robustness of a model using historical training data. It involves iteratively training the model with shorter time spans of the training data while using a portion of that data as a test dataset. This process allows for the understanding of model accuracy variance, development of accuracy over time, and identification of potential performance issues with the modeling approach in the past.
H2O Model Validation offers various settings for a backtesting test.
By utilizing these settings, H2O Model Validation can simulate a model refitting process while observing and recording the model's accuracy over time, providing valuable insights into the model's performance.
Resources
- To learn how to create a backtesting test, see Create a backtesting test.
- See Settings: Backtesting to learn about all the settings for a backtesting validation test.
- See Metrics: Backtesting to learn about all the metrics for a backtesting validation test.
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