During an optimization WL seems to evaluate the ScoreCard selected in Backtest Results -> Metrics Report (which makes no sense)
With a simple script this can have a huge impact. An SMAC optimization with 500 Iterations takes:
* 10 Minutes if Basic ScoreCard is selected
* 30 Minutes if Insample /Out of Sample ScoreCard is selected
During an optimization the metrics in Preferences->Metric Columns are relevant only. WL should not evaluate any other metrics.
With a simple script this can have a huge impact. An SMAC optimization with 500 Iterations takes:
* 10 Minutes if Basic ScoreCard is selected
* 30 Minutes if Insample /Out of Sample ScoreCard is selected
During an optimization the metrics in Preferences->Metric Columns are relevant only. WL should not evaluate any other metrics.
Rename
The ScoreCards we have are constructed in such a way that many of the metrics depend on other ones, and all metrics are evaluated in one initialization pass. That's just how the architecture is established, and we won't be able to change it. Note that if no metrics from a selected ScoreCard are now selected, then none of those metrics will get calculated.
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