Two quick updates

Myst Platform Release (2022-06-10)

Hello Myst Platform users,

We have two quick changes for you this week. Also, we expect hyperparameter optimization to be available in its MVP form soon! We’ll let you know as soon as it’s available.

In the meantime, please update your myst-alpha package at your earliest convenience to ensure you have access to this week’s updates (instructions here).

Changes this week:

  • ✅ Bug fix – We fixed an issue with LightGBM where the subsample parameter was not being used because subsample_freq was using its default value of 0. We now update subsample_freq to 1 if subsample < 1.
  • ⚡️ Enhancement – Backtests that create empty folds will now run successfully. Previously, a backtest that generated folds without predictions would fail. Now, empty folds will not be appended to a backtest, but the backtest will complete.

As always, please do not hesitate to reach out via the chat embedded in the Myst Platform or email us at [email protected] with questions or feedback.

Thank you!
Ellery and the Myst team