{
  "id": 542963,
  "title": "difficulty with feature engineering",
  "url": "/competitions/jane-street-real-time-market-data-forecasting/discussion/542963",
  "author_name": "",
  "post_date": "2024-10-28T00:10:34.611699500Z",
  "votes": 4,
  "comment_count": 4,
  "views": 0,
  "content": "<p>Has anyone been able to find features that improve CV/LB? Even basic features like lag/rolling feats are causing significant overfitting for me. I haven't been able to find any set of features better than just using the raw feature_00 to feature_78 so far.</p>",
  "messages": [
    {
      "id": "3029931",
      "postDate": "10/28/2024 00:10:34",
      "content": "<p>Has anyone been able to find features that improve CV/LB? Even basic features like lag/rolling feats are causing significant overfitting for me. I haven't been able to find any set of features better than just using the raw feature_00 to feature_78 so far.</p>",
      "rawMarkdown": "Has anyone been able to find features that improve CV/LB? Even basic features like lag/rolling feats are causing significant overfitting for me. I haven't been able to find any set of features better than just using the raw feature_00 to feature_78 so far.",
      "votes": null
    },
    {
      "id": "3030181",
      "postDate": "10/28/2024 09:21:29",
      "content": "<p>what was your CV/LB before and after feature engineering?</p>",
      "rawMarkdown": "what was your CV/LB before and after feature engineering?",
      "votes": null
    },
    {
      "id": "3030218",
      "postDate": "10/28/2024 10:01:57",
      "content": "<p>Yes, it's indeed very difficult to do feature engineering in this competition, but not really impossible. </p>",
      "rawMarkdown": "Yes, it's indeed very difficult to do feature engineering in this competition, but not really impossible.",
      "votes": null
    },
    {
      "id": "3032226",
      "postDate": "10/30/2024 17:33:10",
      "content": "<p>maybe making money in market is just difficult like this😭</p>",
      "rawMarkdown": "maybe making money in market is just difficult like this😭",
      "votes": null
    },
    {
      "id": "3094645",
      "postDate": "01/12/2025 10:49:33",
      "content": "<p>Do you need feature engineering, if you are using neural nets like RNN? Isnt the features automatically supposed to be detected </p>",
      "rawMarkdown": "Do you need feature engineering, if you are using neural nets like RNN? Isnt the features automatically supposed to be detected",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 3030181,
      "author_name": "aymanallawi",
      "author_url": "",
      "post_date": "10/28/2024 09:21:29",
      "content": "<p>what was your CV/LB before and after feature engineering?</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 3030218,
      "author_name": "lihaorocky",
      "author_url": "",
      "post_date": "10/28/2024 10:01:57",
      "content": "<p>Yes, it's indeed very difficult to do feature engineering in this competition, but not really impossible. </p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 3032226,
      "author_name": "zzhstaboy",
      "author_url": "",
      "post_date": "10/30/2024 17:33:10",
      "content": "<p>maybe making money in market is just difficult like this😭</p>",
      "votes": null,
      "replies": []
    },
    {
      "id": 3094645,
      "author_name": "adam99",
      "author_url": "",
      "post_date": "01/12/2025 10:49:33",
      "content": "<p>Do you need feature engineering, if you are using neural nets like RNN? Isnt the features automatically supposed to be detected </p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "3029931": "Has anyone been able to find features that improve CV/LB? Even basic features like lag/rolling feats are causing significant overfitting for me. I haven't been able to find any set of features better than just using the raw feature_00 to feature_78 so far.",
    "3030181": "what was your CV/LB before and after feature engineering?",
    "3030218": "Yes, it's indeed very difficult to do feature engineering in this competition, but not really impossible.",
    "3032226": "maybe making money in market is just difficult like this😭",
    "3094645": "Do you need feature engineering, if you are using neural nets like RNN? Isnt the features automatically supposed to be detected"
  },
  "source": "meta"
}