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feat(Models): added lightGBM, moved other models to separate files (#128)

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* feat(Models): added lightGBM, moved other models to separate files

* feat(Models): added non-working statsmodel wrapper

* fix(Models): added work-in-progress comment to StatsModels
This commit is contained in:
Mark Aron Szulyovszky
2022-01-08 12:02:42 +01:00
committed by GitHub
parent 6982187872
commit fc5eba4e2d
12 changed files with 165 additions and 73 deletions
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run_pipeline.py
+2 -1
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@@ -88,7 +88,8 @@ def __run_training(model_config:dict, training_config:dict, data_config:dict):
all_models_for_all_assets[asset[1]] = dict(
name=asset[1],
models=all_models_for_single_asset)
models=all_models_for_single_asset
)
# 4. Train a Meta-Labeling model for each Level-1 model and replace its predictions with the meta-labeling predictions
if training_config['meta_labeling_lvl_1'] == True: