Clustered Feature Importance Algorithms in Financial Machine Learning: Part 2

Описание к видео Clustered Feature Importance Algorithms in Financial Machine Learning: Part 2

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This lecture builds on Part 1 of feature importance algorithms by introducing:

Clustered Mean Decrease Accuracy (cMDA)
Clustered Mean Decrease Impurity (cMDI)
Optimal Number of Clusters (ONC)
Feature Clusters
Co-dependence distance metrics

The documentation can be read on: https://www.mlfinlab.com/en/latest/fe...

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