5 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	95573eb9dd	feat(Data): add option to predict 3 classes (#79) ... * feat(Data): add option to predict 3 classes * feat(Evaluation): added ability to evaluate 3 class predictions * chore(Config): set sensible config for regression models * feat(Data): added option to use balanced or imbalanced three-class data * feat(Evaluate): correctly track "no_of_samples" now that we have three classes * chore(Sweep): remove probably not useful scaler values from sweep	2021-12-23 13:24:56 +01:00
Mark Aron Szulyovszky	b6cd6b14fe	feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77) ... * feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() * fix(Sweep): removed unused `other_features` parameter that fails sweep * feat(Config): using preset names for defining feature extractors again * fix(Tests): fixed model stub classes	2021-12-23 10:35:20 +01:00
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