Machine learning in trading: theory, models, practice and algo-trading - page 774

 

YOOOOOOOOOOOOOOO! So no one told me how to calculate Likelihood and AIC. But, I did and the calculation is the same as R.

 
SanSanych Fomenko:

Is there a 3.4.3 in microsoft?

For LIME, thank you.

There is. But after installing CUDA and cuDNN MRO doesn't want to install. I haven't found the reason. That is why I am using the clean K 3.4.3. Although 3.4.4 has already been released.

Does anyone have the site hung for the last half an hour?

 
Vladimir Perervenko:

There is. But after installing CUDA and cuDNN MRO does not want to install. I have not found the reason. This is why I am using pure C 3.4.3. Although 3.4.4 has already been released.

Does anyone have the site hung for the last half an hour?

I use DALEX too. I will start with it, it seems to be easier than LIME.

 
SanSanych Fomenko:

I have a news feed coming fromR-bloggers. Today came an ad for DALEX, a variable importance selection package. Tried to install - it does not install for my R 3.4.2.

I really liked the idea though.

Usually variable importance is importance in the sense of how often the predictor was used in fitting the model.

But DALEX uses a different idea: predictor importance refers to the effect of that predictor on the success of the prediction . The model itself is treated as a black box.

I've tried to remember all the packages I've used and I can't recall a package with the same idea of influencing the prediction.

Maybe someone can give me a hint?

Interesting topic a. I myself use vtraet and I am happy with it, but there is no limit to perfection. I would like to try running Dalex on my data, but I don't know how to do it. Maybe someone can help... At least start ...

 
Maxim Dmitrievsky:
Mihail Marchukajtes:

"Master Barin. The offer is withdrawn. And stop being friends already...

 
Mihail Marchukajtes:

.... I want to try to run Dalex on my data, but I don't know how to do it. Maybe someone can help... At least get me started...

I have not been able to use it for an hour...

 
SanSanych Fomenko:

Couldn't use it for an hour...

It's kind of complicated????

 
Vizard_:

"Host-Barin. Offer withdrawn. And stop being friends already...

Whatever you say, Trickster. I have already severed ties of friendship with Maxim, but exclusively until he apologizes in verse..... APPLIED!!!!

 

Check out....


 
Mihail Marchukajtes:

Check out....


Shalom,

Is this the place where the deposit was drained?