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信不信由你,我發現,最強的特徵往往具有最線性化的行為。
這也顯然暗示了,只有在弱特徵中,特徵與未來回報的曲線才會顯得波動,這是缺乏信號的本質。
你可以在某些特定類型的特徵中找到一些非線性,但一般來說,它們與未來回報呈線性映射。