fix avg distance value by removing itseld distance

This commit is contained in:
longyu 2022-07-22 17:33:26 +02:00
parent 84cfdb1e3c
commit 0d32e72cb5

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@ -553,7 +553,10 @@ class FreqaiDataKitchen:
logger.info("computing average mean distance for all training points")
tc = self.freqai_config.get("model_training_parameters", {}).get("thread_count", -1)
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}")
return avg_mean_dist