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Cool, thanks. I suppose financial/risk modeling is also primarily "feature engineering"; I've just never seen it as separate from the modeling itself. Perhaps i
by mcrad 8y ago
Cool, thanks. I suppose financial/risk modeling is also primarily "feature engineering"; I've just never seen it as separate from the modeling itself. Perhaps it's because I've typically been as involved in the domain expertise as in the math part.
- srean 8y agoFeature engineering is about going from a concrete real world problem to a representation that a computer can operate on. Furthermore, this representation has to facilitate solving the problem. DNNs are good at trying many alternative representations on their own, but you need a lot of data. When you cannot use these beasts, one has to be creative and think of good ways to represent the problem (either as numbers or syntactic structures such as graphs). Once the representation part is done then one can throw computation and maths at the problem.