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orangemaenyesterday at 3:16 PM1 replyview on HN

LightGBM won M5 and it wasn't even a competition.


Replies

sreanyesterday at 4:07 PM

The task was slightly different and favored GBMs. Note they aren't NNs whose underwhelming performance was what my comment was about.

The M series of competitions change the tasks every year to explore what models perform best under different scenarios. As I mentioned, neural network based models win here and there, but very spotty performance over all.