Classifier-LassoEfficient priceInformed tradingPanel error-correction modelUnobserved heterogeneityThis article proposes a new measure of efficient price as a weighted average of bid and ask prices, where the weights are constructed from the bid-ask long-run relationships in a panel error-correction ...
python LGBMClassifier 重要参数 python lasso 1. __slots__ : 申明允许赋予给实例的属性 Python默认用字典__dict__来保存类的实例属性,这会占用大量的空间。 使用__slots__后,Python不会再建立字典,只给一个slots声明的属性分配空间。 当一个类需要创建大量实例时,可以通过__slots__声明实例所需要的属性,以减...
LASSO-based feature selection and naïve Bayes classifier for crime prediction and its typeLASSOCrime predictionNaïve BayesFor centuries, crime has been viewed as random because it is based on human behavior; even now, it incorporates an excessive number of factors for current machine learning ...
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso*Wenxin HuangLiangjun SuYuan Zhuang
The feature extraction was comprised with multi scale-invariant feature transform ( MSIFT), with feature optimization with support vector machine algorithm then classified using LASSO classifier. For better performance identification, three different classification models were implemented and tested too. ...
We design a new classifier to improve classification accuracy: (1) we use sparse group lasso to select K most relevant classes/groups, which makes this approach robust, because it filters out unrelated classes/groups in group level, instead of individual sample level; (2) KSVD is used to ...
toxicity classifier, of which, GBDT as BV-2 cell toxicity classifier based on boosting ensemble method, Tree Parzen Estimator (TPE) was used to optimize the model hyper-parameter so as to realize better performance of the model, Lasso feature selection method was used to eliminate redundant ...