feature-analysis

What problem does it solve?

This Skill resolves the problem of unclear feature quality in finance modeling by deeply analyzing each feature’s predictive power, stability over time, and redundancy risk so you can choose a reliable modeling feature set.

Core Features & Use Cases

• IV值预测能力评估：对全量特征计算 IV 并给出 Top 排名，判断哪些特征可为建模带来区分度。
• PSI稳定性诊断：在提供基准集/对比集切分条件（或自动切分条件满足）时，输出 PSI 并识别显著漂移特征。
• 相关性与共线性建议：计算 Pearson 相关性，识别 |r|≥0.7 的高相关特征对，并在方案中给出去共线性策略。
• 四套建模特征方案输出：生成全量入模、去共线性标准、高预测力精选、稳定性优先四套特征集合建议。

Quick Start

Ask the agent to run feature analysis on your parquet dataset by specifying the target label, exclude columns, and (optionally) baseline/comparison filters for PSI, then generate the feature_analysis_report.md report with the recommended feature sets.