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Retrain frequently or preserve stability

Question

Daily retraining improves recent validation loss but causes unstable positions. How would you choose a retraining schedule?

Short answer

Evaluate complete schedules including computation, transaction costs, turnover, model uncertainty and operational failure risk. Compare fixed and event-triggered schedules using historical information available at each retrain. Separate changes in fitted coefficients from changes in incoming features. Select schedule parameters within development periods and report net outcomes on independent windows. More frequent adaptation can chase noise rather than track useful drift.

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