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feat(Reporting): added robustness / correlation test (#138)

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* feat(Evaluation): added robustness/correlation test

* feat(Reporting): saving correlations

* fix(Reporting): record correlations properly

* fix(Model): SVC's random seed

* feat(CI): store artifacts
This commit is contained in:
Mark Aron Szulyovszky
2022-01-09 20:00:03 +01:00
committed by GitHub
parent b1c04afb13
commit f5bbc266a4
5 changed files with 39 additions and 8 deletions
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utils/helpers.py
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@@ -17,6 +17,11 @@ def get_first_valid_return_index(series: pd.Series) -> int:
return 0
return nested_result[0]
def has_enough_samples_to_train(X: pd.DataFrame, y: pd.Series, training_config: dict) -> bool:
first_valid_index = get_first_valid_return_index(X.iloc[:,0])
samples_to_train = len(y) - first_valid_index
return samples_to_train > training_config['sliding_window_size_primary'] + training_config['sliding_window_size_meta_labeling'] + 100
def flatten(list_of_lists: list) -> list:
return [item for sublist in list_of_lists for item in sublist]