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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



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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

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Among the actives, Ascendas REIT sank 0.64 percent, while CapitaLand Integrated Commercial Trust plummeted 1.42 percent, City Developments plunged 1.12 percent, Dairy Farm International tumbled 0.86 percent, DBS Group skidded 0.68 percent, Genting Singapore retreated 0.67 percent, Hongkong Land climbed 1.30 percent, Mapletree Commercial Trust lost 0.47 percent, Mapletree Logistics Trust tanked 0.95 percent, Oversea-Chinese Banking Corporation dropped 0.61 percent, SATS rose 0.24 percent, SembCorp Industries shed 0.54 percent, Singapore Airlines surrendered 0.79 percent, Singapore Exchange slid 0.30 percent, Singapore Press Holdings declined 1.03 percent, Singapore Technologies Engineering dipped 0.26 percent, SingTel advanced 0.81 percent, United Overseas Bank fell 0.39 percent, Wilmar International eased 0.24 percent, Yangzijiang Shipbuilding jumped 1.42 percent and Keppel Corp, Thai Beverage, CapitaLand and Comfort DelGro were unchanged.

Spiking bond yields driving sharp losses in tech stocks

A spike in interest rates since the start of the year has accelerated a rotation out of high-growth technology stocks and into value stocks poised to benefit from a reopening of the economy. The Nasdaq has fallen more than 10% over the past month as the Dow has soared to record highs, with a spike in the 10-year US Treasury yield acting as the main catalyst. It recently surged to a cycle high of more than 1.60% after starting the year below 1%. But according to Jim Paulsen, the Leuthold Group's chief investment strategist, rising interest rates do not represent a long-term threat to the stock market. Paulsen expects the 10-year yield to cross 2% by the end of the year. A spike in interest rates and its impact on the stock market depends on the economic backdrop, according to Paulsen. Rising interest rates amid a strengthening economy "may prove no challenge at all for stocks," Paulsen said.

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