adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fix avg distance value by removing itseld distance

Browse Source
This commit is contained in:
longyu 2022-07-22 17:33:26 +02:00
parent 84cfdb1e3c
commit 0d32e72cb5
1 changed files with 4 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
freqtrade/freqai/data_kitchen.py
View File

@ -553,7 +553,10 @@ class FreqaiDataKitchen:
logger.info("computing average mean distance for all training points") logger.info("computing average mean distance for all training points")
tc = self.freqai_config.get("model_training_parameters", {}).get("thread_count", -1) tc = self.freqai_config.get("model_training_parameters", {}).get("thread_count", -1)
pairwise = pairwise_distances(self.data_dictionary["train_features"], n_jobs=tc) pairwise = pairwise_distances(self.data_dictionary["train_features"], n_jobs=tc)
avg_mean_dist = pairwise.mean(axis=1).mean() # remove the diagonal distances which are itself distances ~0
np.fill_diagonal(pairwise, np.NaN)
pairwise = pairwise.reshape(-1, 1)
avg_mean_dist = pairwise[~np.isnan(pairwise)].mean()
logger.info(f"avg_mean_dist {avg_mean_dist:.2f}") logger.info(f"avg_mean_dist {avg_mean_dist:.2f}")
return avg_mean_dist return avg_mean_dist