Commit Graph

3 Commits

Author SHA1 Message Date
Mark Aron Szulyovszky 6ae8acf70e feat(Models): added debug_future_lookahead, sped up LogisticRegression & DecisionTreeClassifier (#74)
* feat(Models): added `debug_future_lookahead`, sped up LogisticRegression & DecisionTreeClassifier

* feat(Training): added ability to train on expanding_window

* feat(Models): tuned some hyperparameters, added expanding_window to sweep config, fixed tests

* feat(Models): tune parameters of ensemble models

* fix(Config): use window size that works with ensembling
2021-12-22 16:59:03 +01:00
Mark Aron Szulyovszky 79d84cf0a3 feat(Model): added own Model class, SkLearnModel wrapper and StaticMomentumModel (#61)
* feat(Model): added own `Model` class, SkLearnModel wrapper and StaticMomentumModel

* fix(Tests): added missing Model variable

* fix(Tests): added missing clone method()
2021-12-21 10:30:09 +01:00
Mark Aron Szulyovszky b8b7375c30 feat(Tests): added test for evaluate_predictions() (#41) 2021-12-18 22:23:07 +01:00