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Quantitative Finance · Glossaire

Qu'est-ce que « Representation learning » ?

Definition 10.1 Machine Learning for Markets · Chapitre 10 — Representation Learning

Representation learning fits a map h=eθ(x)h = e_\theta(x) from raw inputs to a lower-dimensional code hh on which later tasks are easier; the map is judged by what those tasks achieve with it.

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