gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-17 21:08:08 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(Selection): added toggleable feature selection step into the pipeline (#83)

Browse Source 
* feat(Selection): added prototype feature selection python script

* feat(Utils): added some helpers for the future from Advances in Financial ML book

* feat(Selection): added RFECV

* feat(Selection): added configurable feature selection step into pipeline

* feat(Config): added level_1 & level_2 default config, PCA before feature selection process starts

* feat(Selection): added backup feature selector models if current one can't output feature importance, removed unnecessary array for level-2 models

* fix(Training): deal with zero first value coming out of static models

* feat(Sweep): added feature selection sweep

* fix(Sweep): config problem

* fix(Sweep): config

* chore(Utils): removed unnecessary purged k-fold crossval class

* feat(Config): added dimensionality_reduction as a separate flag

* fix(Sweep): config updated

* fix(Sweep): sweep name

* chore(Config): updated level_2 config to the best performing configuation
This commit is contained in:
Mark Aron Szulyovszky
2021-12-27 21:59:22 +01:00
committed by GitHub
parent a9b05dbd42
commit cc70d3f907
19 changed files with 442 additions and 59 deletions
Download Patch File Download Diff File Expand all files Collapse all files
feature_extractors/feature_extractor_presets.py
+1
View File
@@ -30,6 +30,7 @@ presets = __presets | dict(
)
def preprocess_feature_extractors_config(data_dict: dict) -> dict:
data_dict = data_dict.copy()
keys = ['own_features', 'other_features']
for key in keys:
preset_names = data_dict[key]