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Merge branch 'develop' into add-xgboostclassifier

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This commit is contained in:
Emre
2022-09-10 23:59:11 +03:00
committed by GitHub
parent 60eb02bb62 075748b21a
commit 330d7068ab
24 changed files with 254 additions and 403 deletions
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3
freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py
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@@ -60,6 +60,9 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
{'eval_set': eval_sets[i], 'init_model': init_models[i]})
model = FreqaiMultiOutputRegressor(estimator=cbr)
thread_training = self.freqai_info.get('multitarget_parallel_training', False)
if thread_training:
model.n_jobs = y.shape[1]
model.fit(X=X, y=y, sample_weight=sample_weight, fit_params=fit_params)
return model

6
freqtrade/freqai/prediction_models/LightGBMRegressorMultiTarget.py
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@@ -56,9 +56,9 @@ class LightGBMRegressorMultiTarget(BaseRegressionModel):
'init_model': init_models[i]})
model = FreqaiMultiOutputRegressor(estimator=lgb)
thread_training = self.freqai_info.get('multitarget_parallel_training', False)
if thread_training:
model.n_jobs = y.shape[1]
model.fit(X=X, y=y, sample_weight=sample_weight, fit_params=fit_params)
# model = FreqaiMultiOutputRegressor(estimator=lgb)
# model.fit(X=X, y=y, sample_weight=sample_weight, init_models=init_models,
# eval_sets=eval_sets, eval_sample_weight=eval_weights)
return model

3
freqtrade/freqai/prediction_models/XGBoostRegressorMultiTarget.py
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@@ -55,6 +55,9 @@ class XGBoostRegressorMultiTarget(BaseRegressionModel):
'xgb_model': init_models[i]})
model = FreqaiMultiOutputRegressor(estimator=xgb)
thread_training = self.freqai_info.get('multitarget_parallel_training', False)
if thread_training:
model.n_jobs = y.shape[1]
model.fit(X=X, y=y, sample_weight=sample_weight, fit_params=fit_params)
return model