馃敟 寮€澶寸伒榄傛嫹闂?/h3>

浣犳槸涓嶆槸鎬绘劅瑙夋ā鍨嬪湪璁粌鏃舵垚缁╀紭绉€锛屼竴鍒板疄鎴樺氨鈥滅炕杞︹€濓紵灏卞儚瀛﹂湼骞虫椂妯℃嫙鑰冩弧鍒嗭紝楂樿€冨嵈鑰冪牳浜嗏€斺€旇繖灏辨槸杩囨嫙鍚堬紒浠婂ぉ鍜变滑灏辫亰閫忓彉閲忛€夋嫨閲岀殑涓夊ぇ鎶ゆ硶锛氣€?strong>鈥嬭繃婊ゆ硶銆佸寘瑁规硶銆佸祵鍏ユ硶鈥?/strong>鈥嬶紝鐪嬬湅瀹冧滑鎬庝箞甯挶浠殑妯″瀷浠庘€滄璁扮‖鑳屸€濊繘鍖栨垚鈥滅伒娲诲簲鍙樷€濓紒

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馃З 杩囨嫙鍚堝埌搴曟槸涓暐锛?/h3>

鎯宠薄涓€涓嬶細浣犺儗浜?00閬撴暟瀛﹂绛旀锛岀粨鏋滆€冭瘯鍑虹殑鍏ㄦ槸鍙樺舰棰橈紝鐩存帴鍌荤溂鈥斺€旇繖灏辨槸妯″瀷杩囨嫙鍚堢殑鏃ュ父銆傛牴鎹甗甯嗚蒋鏁板瓧鍖栬浆鍨嬬煡璇嗗簱]鐨勬暟鎹紝瓒?0%鐨勬ā鍨嬪け璐ユ渚嬮兘鏍藉湪杩囨嫙鍚堜笂銆傝€屽彉閲忛€夋嫨灏卞儚缁欐ā鍨嬮厤浜嗕釜鈥滄櫤鑳界瀹垛€濓紝涓撻棬娓呯悊閭ｄ簺娌″暐鐢ㄨ繕娣讳贡鐨勫啑浣欑壒寰併€?/p>

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馃攳 鏂规硶涓€锛氳繃婊ゆ硶锛團ilter Method锛?/h2>

鈥?strong>鈥嬭鐧戒簡灏辨槸鈥滅湅鑴哥瓫閫夆€濃€?/strong>鈥嬶紒閫氳繃缁熻瀛︽寚鏍囧揩閫熼攣瀹氶珮娼滃姏閫夋墜銆?/p>

馃搶 鏍稿績涓夋楠わ細

1. 鈥?strong>鈥嬬畻鎸囨爣鈥?/strong>鈥嬶細鐨皵閫婄浉鍏崇郴鏁般€佸崱鏂规楠屻€佷簰淇℃伅...
2. 鈥?strong>鈥嬫帓搴ф鈥?/strong>鈥嬶細鎸夋寚鏍囧€间粠楂樺埌浣庢帓搴?/li>
3. 鈥?strong>鈥嬪垏鍒嗘暟绾库€?/strong>鈥嬶細姣斿淇濈暀鍓?0%鐨勫彉閲?/li>

馃彔 瀹炰緥锛氭埧浠烽娴?/h4>

鍋囪鏈?0涓彉閲忥紙闈㈢Н銆佹ゼ灞傘€佸懆杈瑰鏍℃暟閲?..锛夛紝鐢ㄢ€?strong>鈥嬬毊灏旈€婄浉鍏崇郴鏁扳€?/strong>鈥嬬瓫閫夛細

鍙橀噺	涓庢埧浠风浉鍏虫€?/th>
闈㈢Н	0.85
鍦伴搧绔欒窛绂?/td>	-0.72
闃冲彴鏁伴噺	0.32
鐩存帴娣樻卑闃冲彴鏁伴噺杩欑"鍚婅溅灏?閫夋墜锛?/td>

鈥?strong>鈥嬩紭鐐光€?/strong>鈥嬶細閫熷害蹇紙5鍒嗛挓鎼炲畾50涓彉閲忥級
鈥?strong>鈥嬬己鐐光€?/strong>鈥嬶細鍙兘婕忔帀"缁勫悎鍨嬮€夋墜"锛堟瘮濡傞潰绉?妤煎眰缁勫悎鎵嶆湁鎰忎箟锛?/p>

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馃摝 鏂规硶浜岋細鍖呰９娉曪紙Wrapper Method锛?/h2>

鈥?strong>鈥嬭繖鎷涘彨"瀹炴垬鍑虹湡鐭?鈥?/strong>鈥嬶紒鍍忚冻鐞冩暀缁冧笉鏂瘯闃靛鎵炬渶浣崇粍鍚堛€?/p>

馃幆 缁忓吀鎿嶄綔锛氶€掑綊鐗瑰緛娑堥櫎锛圧FE锛?/h4>

1. 鍏ㄥ彉閲忓厛涓婁竴閬?/li>
2. 娣樻卑鏈€鑿滅殑涓€涓?/li>
3. 閲嶅鐩村埌鍓╀笅绮捐嫳

馃洅 瀹炰緥锛氱數鍟嗙敤鎴锋祦澶遍娴?/h4>

鐢≧FE绛涢€夌敤鎴疯涓哄彉閲忔椂鍙戠幇锛?/p>

1. 鍒濆15涓彉閲忓噯纭巼82%
2. 娣樻卑"椤甸潰鍋滅暀鏃堕棿"鍚庡崌鍒?5%
3. 淇濈暀鏈€鍚?涓彉閲忔椂杈惧埌89%宄板€?/li>

鈥?strong>鈥嬬巹瀛︽椂鍒烩€?/strong>鈥嬶細鏈夋椂鍊欏皯鍗虫槸澶氾紒鏌愰噾铻嶅叕鍙哥敤杩欐嫑鎶婇鎺фā鍨嬪彉閲忎粠30涓爫鍒?2涓紝鍙嶈€屾彁鍗囬娴嬬簿搴?/p>

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鈿欙笍 鏂规硶涓夛細宓屽叆娉曪紙Embedded Method锛?/h2>

鈥?strong>鈥嬭繖鎵嶆槸"杈硅缁冭竟绛涢€?鐨勬櫤鑳芥搷浣溾€?/strong>鈥嬶紒妯″瀷鑷繁鍐冲畾甯﹁皝涓婂垎銆?/p>

馃尠 鍏稿瀷浠ｈ〃锛歀asso鍥炲綊

閫氳繃鈥?strong>鈥嬫儵缃氶」鈥?/strong>鈥嬭嚜鍔ㄦ妸寮遍浮鍙橀噺鐨勭郴鏁板帇鎴?锛?/p>

python澶嶅埗
from sklearn.linear_model import Lasso
lasso = Lasso(alpha=0.1)  # 鍔涘害璋冭妭閽?/span>
lasso.fit(X, y)
# 绯绘暟涓?鐨勫彉閲忚嚜鍔ㄥ嚭灞€锛?/span>

馃挸 瀹炰緥锛氫俊鐢ㄥ崱璇勫垎妯″瀷

鐢↙asso澶勭悊200+寰佷俊鍙橀噺鏃讹細

• 瀛﹀巻鑳屾櫙绯绘暟锛?
• 杩戞湡閫炬湡娆℃暟绯绘暟锛?0.78
• 鏈堟敹鍏ョ郴鏁帮細0.65
  缁撴灉瀛﹀巻鍙橀噺鐩存帴琚涪鍑虹兢鑱娾€斺€旀儕涓嶆儕鍠滐紵

馃啔 涓夊ぇ鏂规硶瀵规瘮琛?/h3>

	杩囨护娉?/th>	鍖呰９娉?/th>	宓屽叆娉?/th>
鈥?strong>鈥嬪師鐞嗏€?/strong>鈥?/td>	鍗曟墦鐙枟鐪嬫寚鏍?/td>	缁勫洟瀹炴垬楠屾晥鏋?/td>	璁粌杩囩▼鑷瓫閫?/td>
鈥?strong>鈥嬮€熷害鈥?/strong>鈥?/td>	鈿♀殹鈿?/td>	鈿♀殹	鈿?/td>
鈥?strong>鈥嬬簿搴︹€?/strong>鈥?/td>	涓瓑	杈冮珮	楂?/td>
鈥?strong>鈥嬮€傚悎鍦烘櫙鈥?/strong>鈥?/td>	鍒濈瓫/鏁版嵁閲忚秴澶?/td>	涓皬鏁版嵁闆?/td>	闇€瑕佽嚜鍔ㄥ寲

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馃挕 鐙瑙佽В

鏈€杩戝府鏌愪笁鐢插尰闄㈠仛绯栧翱鐥呴娴嬫ā鍨嬫椂锛屽彂鐜颁釜鍙嶅父璇嗙幇璞♀€斺€旂敤鈥?strong>鈥嬪寘瑁规硶+宓屽叆娉曠粍鍚堟嫵鈥?/strong>鈥嬫晥鏋滄瘮鍗曠敤浠讳竴鏂规硶鎻愬崌15%锛佸叿浣撴搷浣滐細

1. 鍏堢敤杩囨护娉曚粠300+浣撴鎸囨爣鐮嶅埌50涓?/li>
2. 鍐嶇敤Lasso杩涗竴姝ュ帇缂╁埌22涓?/li>
3. 鏈€鍚庣敤鍖呰９娉曞井璋冨嚭18涓粍閲戝彉閲?/li>

缁撴灉锛熸ā鍨嬩笉浠呰窇寰楀揩锛堟瘮鍘熸潵蹇?鍊嶏級锛孉UC杩樹粠0.81椋欏埌0.89锛佽繖璇存槑鍟婏紝鈥?strong>鈥嬫柟娉曟贩鎼€?/strong>鈥嬫墠鏄帇閬擄綖

馃 浣犲彲鑳戒細闂?/h3>

鈥?strong>鈥婹锛氭柊鎵嬭鍏堝鍝锛熲€?/strong>鈥?br/> A锛氬瑁傛帹鑽愪粠杩囨护娉曞叆鎵嬶紒灏卞儚瀛﹀仛鑿滃厛瀛︽礂鑿滃垏鑿滐紝鎶奡PSS鐨勭浉鍏崇郴鏁板垎鏋愮帺鏄庣櫧浜嗗啀杩涢樁銆?/p>

鈥?strong>鈥婹锛氬彉閲忔槸涓嶆槸瓒婂皯瓒婂ソ锛熲€?/strong>鈥?br/> A锛歂oNoNo锛佹煇闆跺敭宸ㄥご鏇炬妸淇冮攢妯″瀷鍙橀噺浠?0鐮嶅埌5涓紝缁撴灉棰勬祴閿€閲忓弽鑰屽穿浜嗏€斺€斿師鏉ヤ涪鎺変簡"鑺傚亣鏃ュ墠涓夊ぉ"杩欎釜鍏抽敭鍙橀噺銆?/p>

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涓嬫闈㈠鏁版嵁娲祦鏃讹紝璁颁綇杩欎笁鏉挎枾锛氣€?strong>鈥嬪揩閫熷垵绛涒啋瀹炴垬浼樺寲鈫掓櫤鑳界簿绠€鈥?/strong>鈥嬨€傚氨鍍忔窐閲戜竴鏍凤紝绛涙帀娉ユ矙鎵嶈兘瑙佸埌鐪熼噾锛佹悶涓嶅畾鐨勯殢鏃舵潵闂紝鍜变滑璇勮鍖鸿锝?/p>

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