from models.sklearn import SKLearnModel from sklearnex.ensemble import RandomForestClassifier from sklearnex.ensemble import RandomForestRegressor default_feature_selector_classification = SKLearnModel(RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1), 'classification') default_feature_selector_regression = SKLearnModel(RandomForestRegressor(n_jobs=-1, max_depth=20, random_state=1), 'regression') def get_model_map(config:dict): model_map = { "primary_models": dict(), "ensemble_models": dict(), } combined_list = config['primary_models'] + config['meta_labeling_models'] + [config['ensemble_model']] for model_name in combined_list: if model_name == 'LinearRegression': from sklearn.linear_model import LinearRegression model_map['primary_models']['LR'] = SKLearnModel(LinearRegression(n_jobs=-1), 'regression') elif model_name == 'Lasso': from sklearn.linear_model import Lasso model_map['primary_models']['Lasso'] = SKLearnModel(Lasso(alpha=100, random_state=1), 'regression') elif model_name == 'Ridge': from sklearn.linear_model import Ridge model_map['primary_models']['Ridge'] = SKLearnModel(Ridge(alpha=0.1), 'regression') elif model_name == 'BayesianRidge': from sklearn.linear_model import BayesianRidge model_map['primary_models']['BayesianRidge'] = SKLearnModel(BayesianRidge(), 'regression') elif model_name == 'KNN': from sklearnex.neighbors import KNeighborsRegressor model_map['primary_models']['KNN'] = SKLearnModel(KNeighborsRegressor(n_neighbors=25), 'regression') elif model_name == 'AB': from sklearn.ensemble import AdaBoostRegressor model_map['primary_models']['AB'] = SKLearnModel(AdaBoostRegressor(random_state=1), 'regression') elif model_name == 'MLP': from sklearn.neural_network import MLPRegressor model_map['primary_models']['MLP'] = SKLearnModel(MLPRegressor(hidden_layer_sizes=(100,20), max_iter=1000), 'regression') elif model_name == 'RFR': # from sklearn.ensemble import RandomForestRegressor model_map['primary_models']['RFR'] = SKLearnModel(RandomForestRegressor(n_jobs=-1, max_depth=20, random_state=1), 'regression') elif model_name == 'SVR': from sklearnex.svm import SVR model_map['primary_models']['SVR'] = SKLearnModel(SVR(kernel='rbf', C=1e3, gamma=0.1), 'regression') elif model_name == 'StaticNaive': from models.naive import StaticNaiveModel model_map['primary_models']['StaticNaive'] = StaticNaiveModel() elif model_name == 'DNN': from models.neural import LightningNeuralNetModel from models.pytorch.neural_nets import MultiLayerPerceptron import torch.nn.functional as F model_map['primary_models']['DNN'] = 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 model_map['primary_models']['LogisticRegression_two_class'] = 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 model_map['primary_models']['LogisticRegression_three_class'] = 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 model_map['primary_models']['LDA'] = SKLearnModel(LinearDiscriminantAnalysis(), 'classification') elif model_name == 'KNN': from sklearn.neighbors import KNeighborsClassifier model_map['primary_models']['KNN'] = SKLearnModel(KNeighborsClassifier(), 'classification') elif model_name == 'CART': from sklearn.tree import DecisionTreeClassifier model_map['primary_models']['CART'] = SKLearnModel(DecisionTreeClassifier(max_depth=15, random_state=1), 'classification') elif model_name == 'NB': from sklearn.naive_bayes import GaussianNB model_map['primary_models']['NB'] = SKLearnModel(GaussianNB(), 'classification') elif model_name == 'AB': from sklearn.ensemble import AdaBoostClassifier model_map['primary_models']['AB'] = SKLearnModel(AdaBoostClassifier(n_estimators=15), 'classification') elif model_name == 'RFC': model_map['primary_models']['RFC'] = SKLearnModel(RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1), 'classification') elif model_name == 'SVC': from sklearn.svm import SVC model_map['primary_models']['SVC'] = 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 model_map['primary_models']['XGB_two_class'] = 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 model_map['primary_models']['LGBM'] = SKLearnModel(LGBMClassifier(n_jobs=-1, max_depth=20, random_state=1), 'classification') elif model_name == 'StaticMom': from models.momentum import StaticMomentumModel model_map['primary_models']['StaticMom'] = StaticMomentumModel(allow_short=True) elif model_name == 'Average': from models.average import StaticAverageModel model_map['ensemble_models']['Average'] = StaticAverageModel() return model_map