From 22b42e91f3d1875e73780d8ce4dcbbedeac01b92 Mon Sep 17 00:00:00 2001 From: robcaulk Date: Sun, 28 Aug 2022 11:53:24 +0200 Subject: [PATCH] add new parameter to freqai doc --- docs/freqai.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/freqai.md b/docs/freqai.md index bba6faaea..78d71e2f8 100644 --- a/docs/freqai.md +++ b/docs/freqai.md @@ -113,6 +113,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `use_SVM_to_remove_outliers` | Train a support vector machine to detect and remove outliers from the training data set, as well as from incoming data points. See details about how it works [here](#removing-outliers-using-a-support-vector-machine-svm).
**Datatype:** Boolean. | `svm_params` | All parameters available in Sklearn's `SGDOneClassSVM()`. See details about some select parameters [here](#removing-outliers-using-a-support-vector-machine-svm).
**Datatype:** Dictionary. | `use_DBSCAN_to_remove_outliers` | Cluster data using DBSCAN to identify and remove outliers from training and prediction data. See details about how it works [here](#removing-outliers-with-dbscan).
**Datatype:** Boolean. +| `outlier_protection_percentage` | If more than `outlier_protection_percentage` fraction of points are removed as outliers, FreqAI will log a warning message and ignore outlier detection while keeping the original dataset intact.
**Datatype:** float. Default: `0.3` | | **Data split parameters** | `data_split_parameters` | Include any additional parameters available from Scikit-learn `test_train_split()`, which are shown [here](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html) (external website).
**Datatype:** Dictionary. | `test_size` | Fraction of data that should be used for testing instead of training.
**Datatype:** Positive float < 1.