Exemple #1
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from suanpan.docker.arguments import Int, String, Table, Bool, Float, ListOfString
from arguments import SklearnModel
from catboost import CatBoostRegressor


@dc.input(
    Table(
        key="inputData", table="inputTable", partition="inputPartition", required=True
    )
)
@dc.column(ListOfString(key="featureColumns", default=[]))
@dc.column(String(key="labelColumn", default="MEDV"))
@dc.param(
    Int(
        key="iterations",
        default=1000,
        help="The maximum number of trees that can be built when solving machine learning problems.",
    )
)
@dc.param(Float(key="learningRate", default=0.03, help="The learning rate."))
@dc.param(Int(key="depth", default=6, help="Depth of the tree."))
@dc.param(
    Float(
        key="l2LeafReg",
        default=3.0,
        help="Coefficient at the L2 regularization term of the cost function.",
    )
)
@dc.param(
    Float(
        key="rsm",
Exemple #2
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    String(
        key="missing",
        default="none",
        help="Available options are ‘none’, ‘drop’, and ‘raise’.",
    )
)
@dc.param(
    String(
        key="method",
        default="lbfgs",
        help="‘newton’, ‘bfgs’, ‘lbfgs’, ‘powell’, ‘cg’, ‘ncg’, ‘basinhopping’,"
             " ‘minimize’",
    )
)
@dc.param(
    Int(key="maxiter", default=35, help="The maximum number of iterations to perform.")
)
@dc.param(Int(key="disp", default=1, help="Set to True to print convergence messages."))
@dc.output(SklearnModel(key="outputModel"))
def SPLogit(context):
    # 从 Context 中获取相关数据
    args = context.args
    # 查看上一节点发送的 args.inputData 数据
    df = args.inputData

    featureColumns = args.featureColumns
    labelColumn = args.labelColumn

    features = df[featureColumns].values
    label = df[labelColumn].values
Exemple #3
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    String(
        key="missing",
        default="none",
        help="Available options are ‘none’, ‘drop’, and ‘raise’.",
    ))
@dc.param(
    String(
        key="trend",
        default="c",
        help=
        "Whether to include a constant or not. ‘c’ includes constant, ‘nc’ no constant.",
    ))
@dc.param(String(key="method", default="cmle", help="‘cmle’, ‘mle’"))
@dc.param(
    Int(key="maxiter",
        default=35,
        help="The maximum number of function evaluations."))
@dc.param(
    Int(key="disp",
        default=1,
        help="If True, convergence information is output."))
@dc.param(
    Int(
        key="maxlag",
        default=None,
        help="If ic is None, then maxlag is the lag length used in fit.",
    ))
@dc.output(SklearnModel(key="outputModel"))
def SPAR(context):
    # 从 Context 中获取相关数据
    args = context.args
Exemple #4
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@dc.param(
    String(
        key="trend",
        default="c",
        help="Whether to include a constant or not. ‘c’ includes constant, ‘nc’ no constant.",
    )
)
@dc.param(
    String(
        key="method",
        default="css-mle",
        help="This is the loglikelihood to maximize.‘css-mle’,’mle’,’css’",
    )
)
@dc.param(
    Int(key="maxiter", default=500, help="The maximum number of function evaluations.")
)
@dc.param(
    Int(key="disp", default=5, help="If True, convergence information is printed.")
)
@dc.output(SklearnModel(key="outputModel"))
def SPARMA(context):
    # 从 Context 中获取相关数据
    args = context.args
    # 查看上一节点发送的 args.inputData 数据
    inputdata = args.inputData
    inputdata = (
        pd.DataFrame(inputdata[args.labelColumn].values, index=inputdata.index)
        if args.timestampIndex
        else pd.DataFrame(
            inputdata[args.labelColumn].values,
Exemple #5
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from suanpan.docker.arguments import Int, String, Bool, Float, ListOfString, Table
import lightgbm as lgb
from arguments import SklearnModel


@dc.input(
    Table(key="inputData",
          table="inputTable",
          partition="inputPartition",
          required=True))
@dc.column(ListOfString(key="featureColumns", default=["f1", "f2", "f3",
                                                       "f4"]))
@dc.column(String(key="labelColumn", default="label"))
@dc.param(
    Int(key="maxDepth",
        default=-1,
        help="Maximum tree depth for base learners"))
@dc.param(
    String(
        key="boostingType",
        default="gbdt",
        help="Specify which booster to use: 'goss', 'rf' or 'dart'",
    ))
@dc.param(
    Int(key="numLeaves",
        default=31,
        help="Maximum tree leaves for base learners."))
@dc.param(
    Float(key="learningRate", default=0.1, help="Boosting learning rate."))
@dc.param(
    Int(key="nEstimators", default=100,
Exemple #6
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@dc.param(
    ListOfFloat(
        key="ar",
        default=[0.75, -0.25],
        help=
        "coefficient for autoregressive lag polynomial, including zero lag",
    ))
@dc.param(
    ListOfFloat(
        key="ma",
        default=[0.65, 0.35],
        help=
        "coefficient for moving-average lag polynomial, including zero lag",
    ))
@dc.param(
    Int(key="nsample", default=250, help="length of simulated time series"))
@dc.param(Float(key="sigma", default=1.0, help="standard deviation of noise"))
@dc.param(Int(key="randomSeed", default=12345, help="random seed"))
@dc.param(Bool(key="dateCol", default=True, help="date in dataset"))
@dc.param(
    String(
        key="startDate",
        default="19800131",
        help="The first abbreviated date, for instance, '1965q1' or '1965m1'",
    ))
@dc.param(String(key="freq", default="M", help="DateOffset"))
@dc.output(Csv(key="outputData"))
def SPARMASample(context):
    # 从 Context 中获取相关数据
    args = context.args
    # 查看上一节点发送的 args.inputData 数据
Exemple #7
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# coding=utf-8
from __future__ import absolute_import, print_function

from suanpan.docker import DockerComponent as dc
from suanpan.docker.arguments import Csv, ListOfString, String, Int
import statsmodels.api as sm
from arguments import SklearnModel


@dc.input(Csv(key="inputData"))
@dc.column(ListOfString(key="featureColumns", default=["a", "b", "c", "d"]))
@dc.column(String(key="labelColumn", default="e"))
@dc.param(Int(key="rho", default=1, help="Order of the autoregressive covariance"))
@dc.param(
    String(
        key="missing",
        default="none",
        help="Available options are ‘none’, ‘drop’, and ‘raise’.",
    )
)
@dc.param(String(key="method", default="pinv", help="Can be “pinv”, “qr”. "))
@dc.output(SklearnModel(key="outputModel"))
def SPGLSAR(context):
    # 从 Context 中获取相关数据
    args = context.args
    # 查看上一节点发送的 args.inputData 数据
    df = args.inputData

    featureColumns = args.featureColumns
    labelColumn = args.labelColumn
Exemple #8
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@dc.column(String(key="labelColumn", default="e"))
@dc.param(
    String(
        key="family",
        default="Gaussian",
        help=
        "The default is Gaussian. Binomial, Gamma, Gaussian, InverseGaussian"
        "NegativeBinomial, Poisson, Tweedie",
    ))
@dc.param(
    String(
        key="missing",
        default="none",
        help="Available options are ‘none’, ‘drop’, and ‘raise’.",
    ))
@dc.param(Int(key="maxiter", default=100, help="Default is 100."))
@dc.output(SklearnModel(key="outputModel"))
def SPGLM(context):
    # 从 Context 中获取相关数据
    args = context.args
    # 查看上一节点发送的 args.inputData 数据
    df = args.inputData

    featureColumns = args.featureColumns
    labelColumn = args.labelColumn

    features = df[featureColumns].values
    label = df[labelColumn].values
    family = args.family
    result = getattr(sm.families, family)()
Exemple #9
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    String(
        key="M",
        default="HuberT",
        help=
        "The default is LeastSquares. HuberT, RamsayE, AndrewWave, TrimmedMean"
        "Hampel, TukeyBiweight",
    ))
@dc.param(
    String(
        key="missing",
        default="none",
        help="Available options are ‘none’, ‘drop’, and ‘raise’.",
    ))
@dc.param(
    Int(key="maxiter",
        default=50,
        help="The maximum number of iterations to try."))
@dc.output(SklearnModel(key="outputModel"))
def SPRLM(context):
    # 从 Context 中获取相关数据
    args = context.args
    # 查看上一节点发送的 args.inputData 数据
    df = args.inputData

    featureColumns = args.featureColumns
    labelColumn = args.labelColumn

    features = df[featureColumns].values
    label = df[labelColumn].values
    M = args.M
    result = getattr(statsmodels.robust.norms, M)()
Exemple #10
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        " allowed to vary over time.",
    )
)
@dc.param(
    Bool(
        key="mleRegression",
        default=True,
        help="Whether or not to use estimate the regression coefficients for the"
        " exogenous variables as part of maximum likelihood estimation or "
        "through the Kalman filter",
    )
)
@dc.param(
    Int(
        key="trendOffset",
        default=1,
        help="The offset at which to start time trend values.",
    )
)
@dc.param(
    Int(key="disp", default=5, help="If True, convergence information is printed.")
)
@dc.param(
    Int(key="maxiter", default=50, help="The maximum number of function evaluations.")
)
@dc.param(
    String(
        key="method",
        default="lbfgs",
        help="The method determines which solver from scipy.optimize is used "
        "‘newton’, ‘bfgs’, ‘lbfgs’, ‘powell’, ‘cg’, ‘ncg’, ‘basinhopping’",