Robert Caulk
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833578716c
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Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
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2022-11-11 18:48:38 +01:00 |
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robcaulk
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66514e84e4
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add LightGBMClassifierMultiTarget. add test
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2022-11-11 17:45:53 +01:00 |
Mark Regan
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217add70bd
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add strat and config for testing on PR
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2022-10-25 20:07:39 +01:00 |
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Mark Regan
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47056eded3
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multi target classifier working but not for parallel
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2022-10-25 18:24:27 +01:00 |
Matthias
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1ef38f137d
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Fix XGBoost regressor "used before assignment"
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2022-10-25 13:37:04 +02:00 |
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Matthias
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6669714a73
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Update mal-formatted docstrings
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2022-10-24 18:12:17 +02:00 |
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Matthias
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441032be25
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Fix sys.stdout bug for CatboostRegressorMultiTarget
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2022-10-17 19:48:27 +02:00 |
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Matthias
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6cb14148aa
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Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
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2022-10-17 07:00:44 +02:00 |
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Robert Caulk
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62ca822597
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Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
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2022-10-15 16:09:26 +02:00 |
Emre
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7f05b44376
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Add eval set to CatboostClassifier
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2022-10-13 23:01:09 +03:00 |
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robcaulk
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dba1b573bc
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remove tensorboard dir from other pred models
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2022-10-11 19:49:24 +02:00 |
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robcaulk
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5b5bb8aab5
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catboost tensorboard bugfix
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2022-10-11 19:05:46 +02:00 |
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Robert Caulk
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7bcb7d9a1a
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Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
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2022-10-10 21:03:45 +02:00 |
silur
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2ad086dd7a
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add XGBoost random forest predictors to freqai
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2022-10-10 14:38:43 +02:00 |
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Matthias
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eaae9c9e03
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Update docstring format
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2022-10-10 12:19:29 +00:00 |
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Matthias
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60de192d47
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Update Classifier docstrings
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2022-10-10 12:13:41 +00:00 |
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robcaulk
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a4aa1b972c
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isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
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2022-10-09 21:11:37 +02:00 |
initrv
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86c781798a
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Add сatboost train_dir for tensorboard
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2022-10-06 19:59:35 +03:00 |
Emre
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330d7068ab
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Merge branch 'develop' into add-xgboostclassifier
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2022-09-10 23:59:11 +03:00 |
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robcaulk
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5a0cfee27e
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allow user to multithread jobs (advanced users only)
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2022-09-10 22:16:49 +02:00 |
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Emre
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60eb02bb62
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Add XGBoostClassifier
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2022-09-10 20:13:16 +03:00 |
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robcaulk
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10b6aebc5f
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enable continual learning and evaluation sets on multioutput models.
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2022-09-10 16:54:13 +02:00 |
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robcaulk
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a826c0eb83
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ensure signatures match, reduce verbosity
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2022-09-09 19:30:53 +02:00 |
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Emre
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acb410a0de
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Remove verbosity params
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2022-09-09 19:30:53 +02:00 |
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Emre
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df6e43d2c5
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Add XGBoostRegressorMultiTarget class
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2022-09-09 19:30:53 +02:00 |
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Emre
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1b6410d7d1
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Add XGBoostRegressor for freqAI, fix mypy errors
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2022-09-09 19:30:53 +02:00 |
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robcaulk
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4c9ac6b7c0
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add kwargs, reduce duplicated code
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2022-09-07 18:58:55 +02:00 |
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robcaulk
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97077ba18a
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add continual learning to catboost and friends
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2022-09-06 20:30:46 +02:00 |
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robcaulk
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4c0fda400f
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fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
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2022-08-16 11:41:53 +02:00 |
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Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +02:00 |
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robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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59624181bd
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isort BaseRegressionModel imports
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2022-07-29 08:23:44 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
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robcaulk
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324e54c015
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fix possible memory leak associated with Catboost Pool object
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2022-07-26 17:29:29 +02:00 |
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robcaulk
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3f149c4067
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fix return type in BaseTensorFlowModel
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2022-07-26 16:01:54 +02:00 |
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robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
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Robert Caulk
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7b105532d1
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fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
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Matthias
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520ee3f7a1
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Convert freqAI into packages
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2022-07-24 17:07:45 +02:00 |
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Matthias
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1885deb632
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More docstring changes
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2022-07-24 16:54:39 +02:00 |
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Robert Caulk
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88e10f7306
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add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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2022-07-24 09:01:23 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
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robcaulk
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98c8a447b2
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add LightGBMPredictionMultiModel
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2022-07-22 12:40:51 +02:00 |
lolong
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9c051958a6
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Feat/freqai (#7105)
Vectorize weight setting, log training dates
Co-authored-by: robcaulk <rob.caulk@gmail.com>
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2022-07-19 17:49:18 +02:00 |
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lolong
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ed0f8b1189
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Improve FreqAI documentation (#7072)
Improve doc + some other small fixes
Co-authored-by: robcaulk <rob.caulk@gmail.com>
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2022-07-18 11:57:52 +02:00 |