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You're reading from  Python for Finance Cookbook - Second Edition

Product typeBook
Published inDec 2022
PublisherPackt
ISBN-139781803243191
Edition2nd Edition
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Author (1)
Eryk Lewinson
Eryk Lewinson
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Eryk Lewinson

Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
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Exploring Google’s TabNet

Another possible approach to modeling tabular data using neural networks is Google’s TabNet. As TabNet is a complex model, we will not describe its architecture in depth. For that, we refer you to the original paper (mentioned in the See also section). Instead, we provide a high-level overview of TabNet’s main features:

  • TabNet uses raw tabular data without any preprocessing.
  • The optimization procedure used in TabNet is based on gradient descent.
  • TabNet combines the ability of neural networks to fit very complex functions and the feature selection properties of tree-based algorithms. By using sequential attention to choose features at each decision step, TabNet can focus on learning from only the most useful features.
  • TabNet’s architecture employs two critical building blocks: a feature transformer and an attentive transformer. The former processes the features into a more useful representation. The...
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Python for Finance Cookbook - Second Edition
Published in: Dec 2022Publisher: PacktISBN-13: 9781803243191

Author (1)

author image
Eryk Lewinson

Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
Read more about Eryk Lewinson