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ignore sample self distance in avg_mean_dist

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longyu 2022-08-17 14:57:38 +02:00
parent e8313ec317
commit 3140559446
1 changed files with 4 additions and 1 deletions
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5
freqtrade/freqai/data_kitchen.py
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@ -506,7 +506,10 @@ class FreqaiDataKitchen:
# logger.info("computing average mean distance for all training points") # logger.info("computing average mean distance for all training points")
pairwise = pairwise_distances( pairwise = pairwise_distances(
self.data_dictionary["train_features"], n_jobs=self.thread_count) self.data_dictionary["train_features"], n_jobs=self.thread_count)
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()
return avg_mean_dist return avg_mean_dist