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
The STAR Market, as is implied by the name, is heavily geared toward smaller innovative tech companies, in particular those engaged in strategically important fields, such as biopharmaceuticals, 5G technology, semiconductors, and new energy. The STAR Market currently has 340 listed securities. The STAR Market is seen as important for China’s high-tech and emerging industries, providing a space for smaller companies to raise capital in China. This is especially significant for technology companies that may be viewed with suspicion on overseas stock exchanges.
The Singapore stock market has alternated between positive and negative finishes through the last five trading days since the end of the two-day winning streak in which it had added more than a dozen points or 0.4 percent. The Straits Times Index now sits just above the 3,060-point plateau and it's likely to see a narrow trading range on Monday.
Data Science Archive from it