192: “Predicting profitability using machine learning” – Ernie Chan
Better System Trader
Feature Selection in a Machine Learning Process?
You always have to train a model twice, because the first time you train a is for feature selection. You are training a model with a thousand rit fa of the original variables. And if they become useless on this corse variation t which is essentially a outer semble test set, you will kep meu with wank and blow,. So that in every machine ling process that involves fiator selection, you will already train the model tris a. Now ayou ance gos live.
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