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Dealing with sum(w) != 1 #41

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jankrepl opened this issue Jun 3, 2020 · 0 comments
Open

Dealing with sum(w) != 1 #41

jankrepl opened this issue Jun 3, 2020 · 0 comments
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@jankrepl
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jankrepl commented Jun 3, 2020

With the convex optimization it could happen that the solver does not find solution and then it results in weights not summing up to one (sometimes drastically different).

Possible solutions

  • Postprocessing layer (rescales to 1)
  • Loss punishing incorrect w
@jankrepl jankrepl added the bug Something isn't working label Jun 3, 2020
@jankrepl jankrepl mentioned this issue Dec 7, 2020
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