{
  "id": 485104,
  "title": "CV/LB correlation",
  "url": "/competitions/home-credit-credit-risk-model-stability/discussion/485104",
  "author_name": "skrrydg",
  "post_date": "2024-03-19T13:21:22.989000",
  "votes": 6,
  "comment_count": 10,
  "views": 0,
  "content": "<p>Do you see correlation between your CV and LB?</p>\n<p>My LB and CV are absolutely not correlated:</p>\n<pre><code>LB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \n</code></pre>\n<p>Maybe while i'm increasing CV, i'm reducing stability?<br>\nDid you face with this problem?</p>",
  "messages": [
    {
      "id": 2705684,
      "postDate": "2024-03-19T13:21:22.990Z",
      "content": "<p>Do you see correlation between your CV and LB?</p>\n<p>My LB and CV are absolutely not correlated:</p>\n<pre><code>LB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \nLB: , CV: \n</code></pre>\n<p>Maybe while i'm increasing CV, i'm reducing stability?<br>\nDid you face with this problem?</p>",
      "rawMarkdown": "Do you see correlation between your CV and LB?\n\nMy LB and CV are absolutely not correlated:\n```python\nLB: 0.555, CV: 0.8345\nLB: 0.549, CV: 0.8357\nLB: 0.561, CV: 0.8356\nLB: 0.568, CV: 0.8356\nLB: 0.564, CV: 0.83559\nLB: 0.545, CV: 0.8371\nLB: 0.557, CV: 0.83566\nLB: 0.558, CV: 0.8358\n```\n\nMaybe while i'm increasing CV, i'm reducing stability?\nDid you face with this problem?",
      "votes": 6
    },
    {
      "id": 2706268,
      "postDate": "2024-03-19T19:19:41.313Z",
      "content": "<p>The CV that you have calculated is the which metrics? auc or roc_auc or gini stability score or something else</p>",
      "rawMarkdown": "The CV that you have calculated is the which metrics? auc or roc_auc or gini stability score or something else",
      "votes": -1,
      "replies": [
        {
          "id": 2706283,
          "postDate": "2024-03-19T19:31:16.527Z",
          "content": "<p>It's roc_auc metric</p>",
          "rawMarkdown": "It's roc_auc metric",
          "replies": [
            {
              "id": 2706311,
              "postDate": "2024-03-19T19:56:13.313Z",
              "content": "<p>then it the other terms in the calculation of gini stability like falling rate and std of residuals must be responsible for this non correlation</p>",
              "rawMarkdown": "then it the other terms in the calculation of gini stability like falling rate and std of residuals must be responsible for this non correlation"
            }
          ]
        }
      ]
    },
    {
      "id": 2705720,
      "postDate": "2024-03-19T13:39:31.517Z",
      "content": "<p>May I ask if you are using all the data or partial data for training? My current score is still 0.52, and my CV is calculated as \"mean_gini\". I feel that there is still a correlation overall.</p>",
      "rawMarkdown": "May I ask if you are using all the data or partial data for training? My current score is still 0.52, and my CV is calculated as \"mean_gini\". I feel that there is still a correlation overall.",
      "replies": [
        {
          "id": 2705777,
          "postDate": "2024-03-19T14:19:28.903Z",
          "content": "<p>Yes, I split train dataset in 5 fold, train on 4 of them and predict on the last.(Do it 5 times). <br>\nStandart cross validation, you can find it in any training notebook.</p>",
          "rawMarkdown": "Yes, I split train dataset in 5 fold, train on 4 of them and predict on the last.(Do it 5 times). \nStandart cross validation, you can find it in any training notebook.",
          "replies": [
            {
              "id": 2707186,
              "postDate": "2024-03-20T10:54:25.727Z",
              "content": "<p>Based on this 5 folds scoring - accumulate auc scores in a dataframe and then apply the gini stability formula (found in many notebooks) over your scores grouped by week so you'll have the same scoring metric between CV and LB</p>",
              "rawMarkdown": "Based on this 5 folds scoring - accumulate auc scores in a dataframe and then apply the gini stability formula (found in many notebooks) over your scores grouped by week so you'll have the same scoring metric between CV and LB"
            },
            {
              "id": 2719342,
              "postDate": "2024-03-27T16:37:06.813Z",
              "content": "<p>Of course i did it. It's not correlated with LB as well</p>",
              "rawMarkdown": "Of course i did it. It's not correlated with LB as well"
            }
          ]
        }
      ]
    },
    {
      "id": 2706172,
      "postDate": "2024-03-19T17:46:00.100Z",
      "rawMarkdown": "",
      "isDeleted": true
    },
    {
      "id": 2706066,
      "postDate": "2024-03-19T16:22:56.030Z",
      "rawMarkdown": "",
      "votes": 1,
      "isDeleted": true
    },
    {
      "id": 2705725,
      "postDate": "2024-03-19T13:44:02.930Z",
      "rawMarkdown": "",
      "isDeleted": true
    }
  ],
  "comments": [
    {
      "id": 2706268,
      "author_name": "Shreyas Bhatt",
      "author_url": "",
      "post_date": "2024-03-19T19:19:41.313000",
      "content": "<p>The CV that you have calculated is the which metrics? auc or roc_auc or gini stability score or something else</p>",
      "votes": -1,
      "replies": [
        {
          "id": 2706283,
          "author_name": "skrrydg",
          "author_url": "",
          "post_date": "2024-03-19T19:31:16.527000",
          "content": "<p>It's roc_auc metric</p>",
          "votes": 0,
          "replies": [
            {
              "id": 2706311,
              "author_name": "Shreyas Bhatt",
              "author_url": "",
              "post_date": "2024-03-19T19:56:13.313000",
              "content": "<p>then it the other terms in the calculation of gini stability like falling rate and std of residuals must be responsible for this non correlation</p>",
              "votes": 0,
              "replies": []
            }
          ]
        }
      ]
    },
    {
      "id": 2705720,
      "author_name": "yunsuxiaozi",
      "author_url": "",
      "post_date": "2024-03-19T13:39:31.517000",
      "content": "<p>May I ask if you are using all the data or partial data for training? My current score is still 0.52, and my CV is calculated as \"mean_gini\". I feel that there is still a correlation overall.</p>",
      "votes": 0,
      "replies": [
        {
          "id": 2705777,
          "author_name": "skrrydg",
          "author_url": "",
          "post_date": "2024-03-19T14:19:28.903000",
          "content": "<p>Yes, I split train dataset in 5 fold, train on 4 of them and predict on the last.(Do it 5 times). <br>\nStandart cross validation, you can find it in any training notebook.</p>",
          "votes": 0,
          "replies": [
            {
              "id": 2707186,
              "author_name": "Danu A.",
              "author_url": "",
              "post_date": "2024-03-20T10:54:25.727000",
              "content": "<p>Based on this 5 folds scoring - accumulate auc scores in a dataframe and then apply the gini stability formula (found in many notebooks) over your scores grouped by week so you'll have the same scoring metric between CV and LB</p>",
              "votes": 0,
              "replies": []
            },
            {
              "id": 2719342,
              "author_name": "skrrydg",
              "author_url": "",
              "post_date": "2024-03-27T16:37:06.813000",
              "content": "<p>Of course i did it. It's not correlated with LB as well</p>",
              "votes": 0,
              "replies": []
            }
          ]
        }
      ]
    },
    {
      "id": 2706172,
      "author_name": "",
      "author_url": "",
      "post_date": "2024-03-19T17:46:00.100000",
      "content": "",
      "votes": 0,
      "replies": []
    },
    {
      "id": 2706066,
      "author_name": "",
      "author_url": "",
      "post_date": "2024-03-19T16:22:56.030000",
      "content": "",
      "votes": 1,
      "replies": []
    },
    {
      "id": 2705725,
      "author_name": "",
      "author_url": "",
      "post_date": "2024-03-19T13:44:02.930000",
      "content": "",
      "votes": 0,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "2705684": "Do you see correlation between your CV and LB?\n\nMy LB and CV are absolutely not correlated:\n```python\nLB: 0.555, CV: 0.8345\nLB: 0.549, CV: 0.8357\nLB: 0.561, CV: 0.8356\nLB: 0.568, CV: 0.8356\nLB: 0.564, CV: 0.83559\nLB: 0.545, CV: 0.8371\nLB: 0.557, CV: 0.83566\nLB: 0.558, CV: 0.8358\n```\n\nMaybe while i'm increasing CV, i'm reducing stability?\nDid you face with this problem?",
    "2706268": "The CV that you have calculated is the which metrics? auc or roc_auc or gini stability score or something else",
    "2705720": "May I ask if you are using all the data or partial data for training? My current score is still 0.52, and my CV is calculated as \"mean_gini\". I feel that there is still a correlation overall.",
    "2706172": "",
    "2706066": "",
    "2705725": ""
  }
}