예제 #1
0
파일: backTest.py 프로젝트: guanjunliu/OLP
def fit_predict(model_name, model_param, trn_samples, tst_samples):
    '''
    利用训练样本训练模型并对测试样本进行预测

    Args:
        model_name (str): 模型名称
        model_param (dict): 模型参数
        trn_samples (Samples): 训练样本
        tst_samples (Samples): 测试样本
    '''
    trn_Xs = trn_samples.get_Xs()
    trn_ys = trn_samples.get_ys()
    tst_Xs = tst_samples.get_Xs()
    trn_ys[0] = 1  # TODO

    clf = get_classifier(model_name, model_param)
    clf.fit(trn_Xs, trn_ys)
    tst_ys_pred = clf.predict(tst_Xs)
    tst_ys_pred[0] = 1  # TODO
    tst_ys_pred[1] = 1  # TODO

    for i, sample in enumerate(tst_samples):
        sample.set_y_pred(tst_ys_pred[i])
예제 #2
0
파일: backTest.py 프로젝트: guanjunliu/OLP
def get_x_importances(samples):
    '''
    计算特征重要性

    Args:
        samples (Samples): 训练样本

    Returns:
        dict: 特征重要性,格式为{特征1: 重要性1, 特征2: 重要性2, ...}
    '''
    model_name = 'OLP.core.models.RandomForestClassifier'
    model_param = {'n_estimators': 100}
    clf = get_classifier(model_name, model_param)
    Xs = samples.get_Xs()
    ys = samples.get_ys()
    clf.fit(Xs, ys)

    x_indexes = samples.get_x_indexes()
    x_importances = {}
    x_importances_ = clf.get_x_importances()
    for x, index in x_indexes.iteritems():
        x_importances[x] = x_importances_[index]

    return x_importances