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Explore poor performance of complex hierarchical models #13

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seabbs opened this issue Nov 25, 2021 · 0 comments
Open

Explore poor performance of complex hierarchical models #13

seabbs opened this issue Nov 25, 2021 · 0 comments
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enhancement New feature or request

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@seabbs
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seabbs commented Nov 25, 2021

Models that are hierarchical across age groups, and particularly flexible ones, appear to perform poorly in hold out evaluation. This is somewhat surprising as models that are independent across age groups but otherwise flexible perform very well (which is not perhaps what would be expected if overfitting was the root cause). This may be attributable to a range of factors. To start exploring this potential options are:

  • Check in sample performance to understand possible overfitting
  • Check model formulation and model backend in epinowcast for issues.
  • Visualise and explore the observations in case
  • Potentially explore a hierarchical structure across locations rather than age groups to see if location differences are the key factor.
@seabbs seabbs added the enhancement New feature or request label Nov 25, 2021
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