Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
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@@ -331,21 +331,21 @@ Users can reduce the dimensionality of their features by activating the `princip
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Which will perform PCA on the features and reduce the dimensionality of the data so that the explained
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variance of the data set is >= 0.999.
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### Removing outliers based on feature statistical distributions
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### Removing outliers using a Support Vector Machine (SVM)
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The user can tell Freqai to remove outlier data points from the training/test data sets by setting:
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```json
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"freqai": {
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"feature_parameters" : {
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"remove_outliers": true
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"use_SVM_to_remove_outliers: true
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}
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}
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```
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Freqai will check the statistical distributions of each feature (or component if the user activated
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`principal_component_analysis`) and remove any data point that sits more than 3 standard deviations away
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from the mean.
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Freqai will train an SVM on the training data (or components if the user activated
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`principal_component_analysis`) and remove any data point that it deems to be sit beyond the
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feature space.
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## Additional information
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