Quant Library · Evidence and gear · Any
Specification-to-Effect Regression
Predict the effect of a product nobody has measured, from the ones somebody has.
A physics-informed Bayesian ridge in which the known term is fixed at its published value and only the unknown ones are learnt, with leave-one-out error printed beside every prediction.
Inputs
3What it takes
| Name | Type | Units | Where it comes from |
|---|---|---|---|
| measured products | list of (specification vector, effect, interval) | mixed | the literature |
| fixed coefficients | dict | - | the terms physics already settles, such as mass |
| prior sd optional | float | - | how far the learnt terms may roam |
Outputs
4What it gives back
| Name | Type | Units | Notes |
|---|---|---|---|
| coefficients and their errors | dict | - | |
| prediction and sd per product | floats | - | |
| leave-one-out error | float | - | |
| gap to the maker's claim | float | - |
Method
How it works
- Subtract the fixed physical term from the measured effects, so the regression only learns what is left.
- 2 further steps in the licensed specification
Assumptions
- The specification vector contains the things that matter. If it does not, the residual will be large and the leave-one-out error will say so.
Limits
- Ten measured products is a small training set; the model exists to bound a claim, not to certify a product.
In the package
- The full specification: inputs, method, assumptions and limits
- The validation panel as measured on the day of purchase
- A reference implementation extracted from the running source
- Perpetual commercial use for one entity
Reference modules:
- 1 module(s), named in the licensed specification and shipped in the package
Read this before you buy. The platform's own walk-forward tests say the closing line forecasts football better than these models do. What they give you is a coherent price for every market and match, before the market opens, with the band and the working attached. Any model here that has been beaten by something simpler says so in its limits, and the validation panel above is generated from the platform's result files rather than typed in.