from __future__ import annotations from models.base import Model import numpy as np from xgboost import XGBClassifier from sklearn.base import clone class XGBoostModel(Model): data_scaling = 'scaled' only_column = None feature_selection = 'on' model_type = 'ml' predict_window_size = 'single_timestamp' def __init__(self, model: XGBClassifier): self.model = model def fit(self, X: np.ndarray, y: np.ndarray) -> None: def map_to_xgb(y): return np.array([1 if i == 1 else 0 for i in y]) self.model.fit(X, map_to_xgb(y)) def predict(self, X) -> tuple[float, np.ndarray]: pred = self.model.predict(X).item() probability = self.model.predict_proba(X).squeeze() def map_from_xgb(y): return 1 if y == 1 else -1 return (map_from_xgb(pred), probability) def clone(self) -> XGBoostModel: return XGBoostModel(clone(self.model)) def get_name(self) -> str: return self.model.__class__.__name__ def initialize_network(self, input_dim:int, output_dim:int): pass