Mechanism diagram · MLP / Linear
How it works
The flattened lookback window is fed to a sequence of dense layers with non-linear activations.
Final layer outputs the forecast horizon directly.
No structural priors — relies entirely on capacity and regularisation.
Pros and cons on this universe
Pros
- Cheapest possible incumbent — fast to train.
- CPCV history available for comparison against more elaborate arms.
Cons / failure modes
- Sub-zero IC (−0.009) on this universe.
- Highly scaling-sensitive — small changes in normalisation can flip the sign of performance.
- Beaten by every structured architecture on the screen.