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125 lines
4.1 KiB
Python
125 lines
4.1 KiB
Python
from models.sklearn import SKLearnModel
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from sklearn.ensemble import RandomForestClassifier
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from .base import Model
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default_feature_selector_classification = SKLearnModel(
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RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1)
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)
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def get_model(model_name: str) -> Model:
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def set_name(model: Model) -> Model:
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model.name = model_name
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return model
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if model_name == "LogisticRegression_two_class":
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from sklearn.linear_model import LogisticRegression
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return set_name(
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SKLearnModel(
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LogisticRegression(
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C=10, random_state=1, solver="liblinear", max_iter=1000
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)
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)
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)
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elif model_name == "LogisticRegression_three_class":
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from sklearn.linear_model import LogisticRegression as LogisticRegression_EX
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return set_name(
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SKLearnModel(
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LogisticRegression_EX(C=10, random_state=1, max_iter=1000, n_jobs=-1)
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)
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)
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elif model_name == "LDA":
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from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
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return set_name(SKLearnModel(LinearDiscriminantAnalysis()))
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elif model_name == "KNN":
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from sklearn.neighbors import KNeighborsClassifier
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return set_name(SKLearnModel(KNeighborsClassifier()))
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elif model_name == "CART":
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from sklearn.tree import DecisionTreeClassifier
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return set_name(
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SKLearnModel(DecisionTreeClassifier(max_depth=15, random_state=1))
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)
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elif model_name == "NB":
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from sklearn.naive_bayes import GaussianNB
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return set_name(SKLearnModel(GaussianNB()))
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elif model_name == "AB":
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from sklearn.ensemble import AdaBoostClassifier
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return set_name(SKLearnModel(AdaBoostClassifier(n_estimators=15)))
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elif model_name == "RFC":
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return set_name(
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SKLearnModel(
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RandomForestClassifier(n_jobs=-1, max_depth=20, random_state=1)
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)
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)
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elif model_name == "SVC":
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from sklearn.svm import SVC
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return set_name(
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SKLearnModel(SVC(kernel="rbf", C=1e3, probability=True, random_state=1))
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)
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# elif model_name == 'XGB_two_class':
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# from xgboost import XGBClassifier
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# from models.xgboost import XGBoostModel
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# return set_name(XGBoostModel(XGBClassifier(n_jobs=-1, max_depth = 20, random_state=1, objective='binary:logistic', use_label_encoder= False, eval_metric='mlogloss')))
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elif model_name == "LGBM":
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from lightgbm import LGBMClassifier
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return set_name(
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SKLearnModel(LGBMClassifier(n_jobs=-1, max_depth=20, random_state=1))
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)
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elif model_name == "HyperOpt":
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from hpsklearn import HyperoptEstimator
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from hyperopt import tpe
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return set_name(
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SKLearnModel(
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HyperoptEstimator(
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algo=tpe.suggest,
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trial_timeout=300,
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)
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)
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)
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elif model_name == "AutoML":
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from supervised.automl import AutoML
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return set_name(
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SKLearnModel(
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AutoML(
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total_time_limit=60,
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mode="Compete",
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algorithms=[
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"Baseline",
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"Linear",
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"Random Forest",
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"Extra Trees",
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"LightGBM",
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"CatBoost",
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"Neural Network",
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"Nearest Neighbors",
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],
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validation_strategy={
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"validation_type": "split",
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"train_ratio": 0.75,
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"shuffle": False,
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"stratify": True,
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},
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eval_metric="f1",
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)
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)
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)
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elif model_name == "StaticMom":
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from models.momentum import StaticMomentumModel
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return set_name(StaticMomentumModel(allow_short=True))
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else:
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raise Exception(f"Model {model_name} not found")
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