From 229f16c4b31e44bdab73a68c378b6b495bdf5fce Mon Sep 17 00:00:00 2001 From: Mark Aron Szulyovszky Date: Sat, 19 Feb 2022 19:19:02 +0100 Subject: [PATCH] fix(Ensembling): stacking now works (although performance is poor) --- config/preprocess.py | 2 +- models/model_map.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/config/preprocess.py b/config/preprocess.py index bf17501..16be83e 100644 --- a/config/preprocess.py +++ b/config/preprocess.py @@ -59,7 +59,7 @@ def __preprocess_model_config(model_config: dict) -> dict: StackingClassifier( [(m.name, m) for m in estimators], final_estimator=estimators[0], - cv=TimeSeriesSplit(gap=100), + cv=5, ) ) else: diff --git a/models/model_map.py b/models/model_map.py index 0e7781b..d60eec3 100644 --- a/models/model_map.py +++ b/models/model_map.py @@ -98,7 +98,7 @@ def get_model(model_name: str) -> Model: "validation_type": "split", "train_ratio": 0.75, "shuffle": False, - "stratify": True + "stratify": True, }, eval_metric="f1", )