2025-04-30 01:34
IndustryFeature Importance
#CurrencyPairPrediction
Feature Importance What it is: Measures which features (inputs) most affect model outputs.
Tools:
• Built-in methods (e.g., XGBoost feature importance plot).
• Permutation importance (shuffle one feature, see how much performance drops).
In Forex Example:
• MACD signal strength: 30% importance.
• Volatility spike: 20% importance.
• Order book imbalance: 15% importance.
You can see what signals the model cares about.
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Feature Importance
Malaysia | 2025-04-30 01:34#CurrencyPairPrediction
Feature Importance What it is: Measures which features (inputs) most affect model outputs.
Tools:
• Built-in methods (e.g., XGBoost feature importance plot).
• Permutation importance (shuffle one feature, see how much performance drops).
In Forex Example:
• MACD signal strength: 30% importance.
• Volatility spike: 20% importance.
• Order book imbalance: 15% importance.
You can see what signals the model cares about.
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