Using Permutation Feature Importance to Improve Your Trading Models
-Sunday, November 3, 2024
When you're building a machine learning model to power your NinjaTrader strategy, it’s easy to assume that more indicators equal better predictions. But what if some of your indicators are just adding noise? That’s where Permutation Feature Importance (PFI) comes in. This tool, built into the Deep Signal Library, helps you discover which indicators (or features) actually contribute to your model’s performance—and which ones are holding it back.