"Support Vector Machine (Evolutionary) only predicting true outcomes"

Eric005
Eric005 New Altair Community Member
edited November 2024 in Community Q&A

Just curious why this is the case, using a SVM on a sliding window time series validation for a binary indication and the SVM is only providing a true estimate.  Is this becuase the SVM estimates the 1 of 2 cases (true or not true) instead of postively true or postively false?  Is there a workaround?  Thanks!

 

 

Tagged:

Answers

  • MartinLiebig
    MartinLiebig
    Altair Employee

    Hey,

     

    are you sure that your windows are not sometimes completly one class or highly skewed?

     

    Best,

    Martin

  • Eric005
    Eric005 New Altair Community Member
    Thank you Martin. The data being analyzed is a set of fairly high-frequency market data over a number of periods so it's nearly impossible to conceive of a situation where it would be directionally skewed so uniformly. Any thoughts?

Categories