ml-finance-python

adaboost.py

(1139B)

 from __future__ import division, print_function
 import numpy as np
 from sklearn import datasets
 
 # Import helper functions
 from mlfromscratch.supervised_learning import Adaboost
 from mlfromscratch.utils.data_manipulation import train_test_split
 from mlfromscratch.utils.data_operation import accuracy_score
 from mlfromscratch.utils import Plot
 
 def main():
     data = datasets.load_digits()
     X = data.data
     y = data.target
 
     digit1 = 1
     digit2 = 8
     idx = np.append(np.where(y == digit1)[0], np.where(y == digit2)[0])
     y = data.target[idx]
     # Change labels to {-1, 1}
     y[y == digit1] = -1
     y[y == digit2] = 1
     X = data.data[idx]
 
     X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.5)
 
     # Adaboost classification with 5 weak classifiers
     clf = Adaboost(n_clf=5)
     clf.fit(X_train, y_train)
     y_pred = clf.predict(X_test)
 
     accuracy = accuracy_score(y_test, y_pred)
     print ("Accuracy:", accuracy)
 
     # Reduce dimensions to 2d using pca and plot the results
     Plot().plot_in_2d(X_test, y_pred, title="Adaboost", accuracy=accuracy)
 
 
 if __name__ == "__main__":
     main()