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)) def get_model(model_name: str) -> Model: def set_name(model: Model) -> Model: model.name = model_name return model if 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))) 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))) elif model_name == 'LDA': from sklearn.discriminant_analysis import LinearDiscriminantAnalysis return set_name(SKLearnModel(LinearDiscriminantAnalysis())) elif model_name == 'KNN': from sklearn.neighbors import KNeighborsClassifier return set_name(SKLearnModel(KNeighborsClassifier())) elif model_name == 'CART': from sklearn.tree import DecisionTreeClassifier return set_name(SKLearnModel(DecisionTreeClassifier(max_depth=15, random_state=1))) elif model_name == 'NB': from sklearn.naive_bayes import GaussianNB return set_name(SKLearnModel(GaussianNB())) elif model_name == 'AB': from sklearn.ensemble import AdaBoostClassifier return set_name(SKLearnModel(AdaBoostClassifier(n_estimators=15))) elif model_name == 'RFC': return set_name(SKLearnModel(RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1))) elif model_name == 'SVC': from sklearn.svm import SVC return set_name(SKLearnModel(SVC(kernel='rbf', C=1e3, probability=True, random_state=1))) # 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))) elif model_name == 'StaticMom': from models.momentum import StaticMomentumModel return set_name(StaticMomentumModel(allow_short=True)) else: raise Exception(f'Model {model_name} not found')