Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs

This commit is contained in:
robcaulk
2022-05-22 17:51:49 +02:00
parent c5ecf94177
commit 42d95af829
7 changed files with 404 additions and 300 deletions

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