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  • UMAP n_components
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並前往https://www.kaggle.com/c/optiver-realized-volatility-prediction/discussion/275806

Solution - Optiver Realized Volatility Prediction | Kaggle

Transform X by PCA(n_components=50) then transform by UMAP(n_components=3); Apply k-Means(n_clusters=8); Classify 8 clusters to 3 labels by hand ...

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