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Quantitative Finance · Glossaire

Qu'est-ce que « Linear probe » ?

Definition 10.5 Machine Learning for Markets · Chapitre 10 — Representation Learning

A linear probe is a linear model (here a ridge regression) fitted on the frozen codes of a pre-trained encoder; its score measures how much of the task the representation makes linearly available (Alain and Bengio, 2017).

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