IMF-替代数据模型：解释大规模机器学习危机预测模型（英）-2023.2

159

IMF-替代数据模型：解释大规模机器学习危机预测模型（英）-2023.2

# 数据模型 # 大规模机器 # 危机预测大小：2.07M | 页数：31 | 上架时间：2023-03-03 | 语言：英文

IMF-替代数据模型：解释大规模机器学习危机预测模型（英）-2023.2.pdf

免费阅读10页，购买之后可查看、下载31页完整报告

IMF-替代数据模型：解释大规模机器学习危机预测模型（英）-2023.2.pdf

试看10页

类型: 专题

上传者: Wna

撰写机构: IMF

出版日期: 2023-02-26

摘要：

Machine learning models are becoming increasingly important in the prediction of economic crises. The models, however, use datasets comprising a large number of predictors (features) which impairs model interpretability and their ability to provide adequate guidance in the design of crisis prevention and mitigation policies. This paper introduces surrogate data models as dimensionality reduction tools in large-scale crisis prediction models. The appropriateness of this approach is assessed by their application to large-scale crisis prediction models developed at the IMF. The results are consistent with economic intuition and validate the use of surrogates as interpretability tools.

展开>> 收起<<

请登录，再发表你的看法

Wna

关注