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test the score during the training in the multi model

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longyu 2022-07-11 22:53:35 +02:00
parent 97b0c4382a
commit 7c850a4c2d
1 changed files with 4 additions and 2 deletions
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freqtrade/freqai/prediction_models/CatboostPredictionMultiModel.py
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@ -90,12 +90,14 @@ class CatboostPredictionMultiModel(IFreqaiModel):
X = data_dictionary["train_features"] X = data_dictionary["train_features"]
y = data_dictionary["train_labels"] y = data_dictionary["train_labels"]
# eval_set = (data_dictionary["test_features"], data_dictionary["test_labels"]) eval_set = (data_dictionary["test_features"], data_dictionary["test_labels"])
sample_weight = data_dictionary["train_weights"] sample_weight = data_dictionary["train_weights"]
model = MultiOutputRegressor(estimator=cbr) model = MultiOutputRegressor(estimator=cbr)
model.fit(X=X, y=y, sample_weight=sample_weight) # , eval_set=eval_set) model.fit(X=X, y=y, sample_weight=sample_weight) # , eval_set=eval_set)
train_score = model.score(X, y)
test_score = model.score(*eval_set)
logger.info(f"Train score {train_score}, Test score {test_score}")
return model return model
def predict( def predict(