利用captum.attr的IntegratedGradients工具进行特征选择实验

When it comes to feature engineering, possibilities are seemingly limitless, and there is certainly room for some experimentation and creativity. The good news is there are already quite a few packages out there that do the job for us, like meteostat for historical weather data or yfinance for stock market data. The bad one is, there is generally no clear answer to which additional features may improve the model performance without actually trying them out.
说到特征工程，可能的组合似乎是无限的，当然还有一些实验和创造力的空间。好消息是已经有相当多的软件包为我们做了这项工作，比如历史天气数据的meteostat或股票市场数据的yfinance。糟糕的是，通常没有明确的答案来说明哪些附加特征可以在不实际试用的情况下提高模型性能。

去掉“16个交易日内的涨停情况（riseStopInfo）”、“16个交易日内的跌停情况（fallStopInfo）”这两个特征后：