Files
drift/models/sklearn.py
T
Mark Aron Szulyovszky 1856fcad22 feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161)
* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference()

* fix(WalkForward): use Dataframes to call Transformation.fit_transform()

* feat(WalkForward): restored option for models to recieve unscaled data

* fix(Transformations): output DataFrame as expected

* fix(Tests): missing new property
2022-01-12 23:22:55 +01:00

34 lines
901 B
Python

from __future__ import annotations
from models.base import Model
import numpy as np
from sklearn.base import clone
class SKLearnModel(Model):
data_transformation = 'transformed'
only_column = None
feature_selection = 'on'
model_type = 'ml'
predict_window_size = 'single_timestamp'
def __init__(self, model):
self.model = model
def fit(self, X: np.ndarray, y: np.ndarray) -> None:
self.model.fit(X, y)
def predict(self, X) -> tuple[float, np.ndarray]:
pred = self.model.predict(X).item()
probability = self.model.predict_proba(X).squeeze()
return (pred, probability)
def clone(self) -> SKLearnModel:
return SKLearnModel(clone(self.model))
def get_name(self) -> str:
return self.model.__class__.__name__
def initialize_network(self, input_dim:int, output_dim:int):
pass