mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
Mark Aron Szulyovszky
cc70d3f907
* feat(Selection): added prototype feature selection python script * feat(Utils): added some helpers for the future from Advances in Financial ML book * feat(Selection): added RFECV * feat(Selection): added configurable feature selection step into pipeline * feat(Config): added level_1 & level_2 default config, PCA before feature selection process starts * feat(Selection): added backup feature selector models if current one can't output feature importance, removed unnecessary array for level-2 models * fix(Training): deal with zero first value coming out of static models * feat(Sweep): added feature selection sweep * fix(Sweep): config problem * fix(Sweep): config * chore(Utils): removed unnecessary purged k-fold crossval class * feat(Config): added dimensionality_reduction as a separate flag * fix(Sweep): config updated * fix(Sweep): sweep name * chore(Config): updated level_2 config to the best performing configuation
25 lines
368 B
YAML
25 lines
368 B
YAML
name: quant
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channels:
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- johnsnowlabs
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- conda-forge
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- defaults
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dependencies:
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- python=3.9
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- seaborn
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- scikit-learn-intelex=2021.4.0
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- ipython
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- ipykernel
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- scipy
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- scikit-learn
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- numba
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- pytorch
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- matplotlib
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- numpy
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- quantstats
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- pytorch-lightning
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- pytest
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- wandb
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- python-dotenv
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- tscv
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prefix: /usr/local/anaconda3/envs/quant
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