Files
drift/models/naive.py
T
Daniel Szemerey ee35332f58 feature(Models): Implemented a basic Neural Network with Pytorch-Lightning (#101)
* feat: Added base functions for Neural Net.

* feat: Added function to handle Neural Nets.

* fix: Fixed fit loop

* feat: Neural Net trains now, need to test it.

* feat: Prediction now works on the neural net.

* fix: Put back config and run_pipeline.py

* fix: Took out import from run_pipeline.

* fix(Models): added get_name(), adjusted pytorch model output size

* fix(Tests): fixed tests

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2022-01-05 12:25:03 +01:00

30 lines
797 B
Python

from __future__ import annotations
from models.base import Model
import numpy as np
class StaticNaiveModel(Model):
'''
Model that carries the last observation (from returns) to the next one, naively.
'''
data_scaling = 'unscaled'
only_column = None
feature_selection = 'off'
model_type = 'static'
predict_window_size = 'single_timestamp'
def fit(self, X: np.ndarray, y: np.ndarray) -> None:
# This is a static model, it can' learn anything
pass
def predict(self, X) -> tuple[float, np.ndarray]:
return (X[-1][0], np.array([]))
def clone(self) -> StaticNaiveModel:
return self
def get_name(self) -> str:
return 'static_naive'
def initialize_network(self, input_dim:int, output_dim:int):
pass