from models.sklearn import SKLearnModel from sklearnex.ensemble import RandomForestClassifier from sklearnex.ensemble import RandomForestRegressor from .base import Model default_feature_selector_classification = SKLearnModel(RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1), 'classification') def get_model(model_name: str) -> Model: def set_name(model: Model) -> Model: model.name = model_name return model if model_name == 'LinearRegression': from sklearn.linear_model import LinearRegression return set_name(SKLearnModel(LinearRegression(n_jobs=-1), 'regression')) elif model_name == 'Lasso': from sklearn.linear_model import Lasso return set_name(SKLearnModel(Lasso(alpha=100, random_state=1), 'regression')) elif model_name == 'Ridge': from sklearn.linear_model import Ridge return set_name(SKLearnModel(Ridge(alpha=0.1), 'regression')) elif model_name == 'BayesianRidge': from sklearn.linear_model import BayesianRidge return set_name(SKLearnModel(BayesianRidge(), 'regression')) elif model_name == 'KNN': from sklearnex.neighbors import KNeighborsRegressor return set_name(SKLearnModel(KNeighborsRegressor(n_neighbors=25), 'regression')) elif model_name == 'AB': from sklearn.ensemble import AdaBoostRegressor return set_name(SKLearnModel(AdaBoostRegressor(random_state=1), 'regression')) elif model_name == 'MLP': from sklearn.neural_network import MLPRegressor return set_name(SKLearnModel(MLPRegressor(hidden_layer_sizes=(100,20), max_iter=1000), 'regression')) elif model_name == 'RFR': return set_name(SKLearnModel(RandomForestRegressor(n_jobs=-1, max_depth=20, random_state=1), 'regression')) elif model_name == 'SVR': from sklearnex.svm import SVR return set_name(SKLearnModel(SVR(kernel='rbf', C=1e3, gamma=0.1), 'regression')) elif model_name == 'StaticNaive': from models.naive import StaticNaiveModel return set_name(StaticNaiveModel()) elif model_name == 'DNN': from models.neural import LightningNeuralNetModel from models.pytorch.neural_nets import MultiLayerPerceptron import torch.nn.functional as F return set_name(LightningNeuralNetModel( MultiLayerPerceptron( hidden_layers_ratio = [1.0], probabilities = False, loss_function = F.mse_loss), max_epochs=15 )) elif model_name == 'LogisticRegression_two_class': from sklearn.linear_model import LogisticRegression return set_name(SKLearnModel(LogisticRegression(C=10, random_state=1, solver='liblinear', max_iter=1000), 'classification')) elif model_name == 'LogisticRegression_three_class': from sklearnex.linear_model import LogisticRegression as LogisticRegression_EX return set_name(SKLearnModel(LogisticRegression_EX(C=10, random_state=1, max_iter=1000, n_jobs=-1), 'classification')) elif model_name == 'LDA': from sklearn.discriminant_analysis import LinearDiscriminantAnalysis return set_name(SKLearnModel(LinearDiscriminantAnalysis(), 'classification')) elif model_name == 'KNN': from sklearn.neighbors import KNeighborsClassifier return set_name(SKLearnModel(KNeighborsClassifier(), 'classification')) elif model_name == 'CART': from sklearn.tree import DecisionTreeClassifier return set_name(SKLearnModel(DecisionTreeClassifier(max_depth=15, random_state=1), 'classification')) elif model_name == 'NB': from sklearn.naive_bayes import GaussianNB return set_name(SKLearnModel(GaussianNB(), 'classification')) elif model_name == 'AB': from sklearn.ensemble import AdaBoostClassifier return set_name(SKLearnModel(AdaBoostClassifier(n_estimators=15), 'classification')) elif model_name == 'RFC': return set_name(SKLearnModel(RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1), 'classification')) elif model_name == 'SVC': from sklearn.svm import SVC return set_name(SKLearnModel(SVC(kernel='rbf', C=1e3, probability=True, random_state=1), 'classification')) elif model_name == 'XGB_two_class': from xgboost import XGBClassifier from models.xgboost import XGBoostModel return set_name(XGBoostModel(XGBClassifier(n_jobs=-1, max_depth = 20, random_state=1, objective='binary:logistic', use_label_encoder= False, eval_metric='mlogloss'))) elif model_name == 'LGBM': from lightgbm import LGBMClassifier return set_name(SKLearnModel(LGBMClassifier(n_jobs=-1, max_depth=20, random_state=1), 'classification')) elif model_name == 'StaticMom': from models.momentum import StaticMomentumModel return set_name(StaticMomentumModel(allow_short=True)) elif model_name == 'Average': from models.average import StaticAverageModel return set_name(StaticAverageModel()) else: raise Exception(f'Model {model_name} not found')