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xiaobaiybz · 2020年02月16日

问一道题:NO.PZ2015120204000036 [ CFA II ]

问题如下:

Paul suggests the following step which would be repeated every quarter.

Step 3 For each of the 20 different groups, we use labeled data to train a model that will predict the five stocks (in any given group) that are most likely to become acquisition targets in the next one year.

Assuming a Classification and Regression Tree (CART) model is initially used to accomplish Step 3, as a further step which of the following techniques is most likely to result in more accurate predictions?

选项:

A.

Discarding CART and using the predictions of a Support Vector Machine (SVM) model instead.

B.

Discarding CART and using the predictions of a K-Nearest Neighbor (KNN) model instead.

C.

Combining the predictions of the CART model with the predictions of other models – such as logistic regression, SVM, and KNN – via ensemble learning.

解释:

C is correct. Ensemble learning is the technique of combining the predictions from a collection of models, and it typically produces more accurate and more stable predictions than the best single model.

A is incorrect, because a single model will have a certain error rate and will make noisy predictions. By taking the average result of many predictions from many models (i.e., ensemble learning) one can expect to achieve a reduction in noise as the average result converges towards a more accurate prediction.

B is incorrect, because a single model will have a certain error rate and will make noisy predictions. By taking the average result of many predictions from many models (i.e., ensemble learning) one can expect to achieve a reduction in noise as the average result converges towards a more accurate prediction.

麻烦老师解释一下这道题,谢谢

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已采纳答案

星星_品职助教 · 2020年02月16日

同学你好,

题干问哪种方法会使得预测更精确。A,B选项都是放弃一种方法选另一个,只有C是合并了多种方法一起预测的ensemble learning。

提问需要具体一些。

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