The overfitting we often mention is essentially a curse of dimensionality.
Excessive input of information entropy can lead to dimensional explosion. The essence of trend is dimensionality reduction, market consensus. The essence of oscillation is dimensionality elevation, market unable to find consensus.
View Original
This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.
The overfitting we often mention is essentially a curse of dimensionality.
Excessive input of information entropy can lead to dimensional explosion.
The essence of trend is dimensionality reduction, market consensus.
The essence of oscillation is dimensionality elevation, market unable to find consensus.