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
n the U.S. people generally use Bitcoin as an alternative investment, helping diversify a portfolio apart from stocks and bonds. You can also use Bitcoin to make purchases, but the number of vendors that accept the cryptocurrency is still limited. Big companies that accept Bitcoin include Overstock, AT&T and Twitch. You may also find that some small local retailers or certain websites take Bitcoin, but you’ll have to do some digging. That said, PayPal has announced that it will enable cryptocurrency as a funding source for purchases this year, financing purchases by automatically converting crypto holdings to fiat currency for users. “They have 346 million users and they’re connected to 26 million merchants,” says Spencer Montgomery, founder of Uinta Crypto Consulting. “It’s huge.”
The S&P 500 slumped 1.8% on Monday and Tuesday, thanks to China Evergrande, the Chinese property company that looks like it is ready to default on its more-than $300 billion in debt. Cries of the next Lehman Brothers—or maybe the next Silverado?—echoed through the canyons of Wall Street as investors prepared for the worst.
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