def __init__(self, *args, **kwargs):
CustomFactor.__init__(self, *args, **kwargs)
self._imputer = preprocessing.Imputer()
self._scaler = preprocessing.MinMaxScaler()
self._classifier = linear_model.SGDClassifier(penalty='elasticnet')
self._trained = False
def _compute(self, *args, **kwargs):
ret = CustomFactor._compute(self, *args, **kwargs)
# reset the day counter so that we will begin training at the start of
# the next _compute call
self._day_counter = -1
return ret
def _compute(self, *args, **kwargs):
ret = CustomFactor._compute(self, *args, **kwargs)
return ret