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<aside> 💡 Feature exposure and max feature exposure are similar but not exactly the same
</aside>
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.def feature_exposures(df):
feature_names = [f for f in df.columns
if f.startswith("feature")]
exposures = []
for f in feature_names:
fe = spearmanr(df[PREDICTION_NAME], df[f])[0]
exposures.append(fe)
return np.array(exposures)
Numerai Forums
Model Diagnostics: Feature Exposure
An introduction to feature neutralization / exposure
Other Resources