Submitted by SpookyTardigrade t3_zn4egx in MachineLearning
chaosmosis t1_j0ib3ja wrote
Reply to comment by BrisklyBrusque in [R] Are there open research problems in random forests? by SpookyTardigrade
No problem at all. I'm leaving ML research for at least the next couple years, and I want my best ideas to get adopted by others. I figured out all of the above in a three month summer internship in 2020 and nobody there cared because it couldn't immediately be used to blow things up more effectively, which was incredibly disappointing.
As far as I can tell, nobody but me and this one footnote in an obscure economics paper I've forgotten the citation of has ever noted that ensembles and financial portfolios deal with the same problem if you cast both in terms of control variates. In theory, bridging between the two by way of control variates should allow for stealing lots and lots of ideas from finance literature for ML papers. Would really like seeing someone make something of the connection someday.
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