Re:BlackRock shelves unexplainable AI liquidity models
by a-dub on Tuesday November 13, 2018 @07:09PM
(#18446110)
One trick I like to do in PCA is to sweep each of the variables, one at a time, in the low-d subspace and then project back up. Looking at these sweeps in the original space gives some hand-wavey "intuition" for what each low-d variable is capturing.
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