说到特征降维/选择的问题，大部分EDA的套路都是从model训练的loss来判断feature importance。其实有一个简单易行而且很有效的办法是在CV里面用做feature permutation，对原始特征shuffle得到shadow（也可以加一些噪音），在通过zscore比较两者差异来判断importance，不断遍历筛选。在ESLII中593页有提到这个办法。R里面有一个包Boruta可以做这件事，py也有：https://github.com/scikit-learn-contrib/boruta_py
BY Data Science Archive
To pay the bills, Mr. Durov is issuing investors $1 billion to $1.5 billion of company debt, with the promise of discounted equity if the company eventually goes public, the people briefed on the plans said. He has also announced plans to start selling ads in public Telegram channels as soon as later this year, as well as offering other premium services for businesses and users.
“To the extent it is used I fear it’s often for illicit finance. It’s an extremely inefficient way of conducting transactions, and the amount of energy that’s consumed in processing those transactions is staggering,” the former Fed chairwoman said. Yellen’s comments have been cited as a reason for bitcoin’s recent losses. However, Yellen’s assessment of bitcoin as a inefficient medium of exchange is an important point and one that has already been raised in the past by bitcoin bulls. Using a volatile asset in exchange for goods and services makes little sense if the asset can tumble 10% in a day, or surge 80% over the course of a two months as bitcoin has done in 2021, critics argue. To put a finer point on it, over the past 12 months bitcoin has registered 8 corrections, defined as a decline from a recent peak of at least 10% but not more than 20%, and two bear markets, which are defined as falls of 20% or more, according to Dow Jones Market Data.
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