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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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If riding a bucking bronco is your idea of fun, you’re going to love what the stock market has in store. Consider this past week’s ride a preview.The week’s action didn’t look like much, if you didn’t know better. The Dow Jones Industrial Average rose 213.12 points or 0.6%, while the S&P 500 advanced 0.5%, and the Nasdaq Composite ended little changed.

The lead from Wall Street offers little clarity as the major averages opened lower on Friday and then bounced back and forth across the unchanged line, finally finishing mixed and little changed.The Dow added 33.18 points or 0.10 percent to finish at 34,798.00, while the NASDAQ eased 4.54 points or 0.03 percent to close at 15,047.70 and the S&P 500 rose 6.50 points or 0.15 percent to end at 4,455.48. For the week, the Dow rose 0.6 percent, the NASDAQ added 0.1 percent and the S&P gained 0.5 percent.The lackluster performance on Wall Street came on uncertainty about the outlook for the markets following recent volatility.

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