ml-finance-python

python scripts for finance machine learning

git clone https://9o.is/git/ml-finance-python.git

apriori.py

(1178B)


      1 from __future__ import division, print_function
      2 import numpy as np
      3 
      4 from mlfromscratch.unsupervised_learning import Apriori
      5 
      6 def main():
      7     # Demo transaction set
      8     # Example 2: https://en.wikipedia.org/wiki/Apriori_algorithm
      9     transactions = np.array([[1, 2, 3, 4], [1, 2, 4], [1, 2], [2, 3, 4], [2, 3], [3, 4], [2, 4]])
     10     print ("+-------------+")
     11     print ("|   Apriori   |")
     12     print ("+-------------+")
     13     min_sup = 0.25
     14     min_conf = 0.8
     15     print ("Minimum Support: %.2f" % (min_sup))
     16     print ("Minimum Confidence: %s" % (min_conf))
     17     print ("Transactions:")
     18     for transaction in transactions:
     19         print ("\t%s" % transaction)
     20 
     21     apriori = Apriori(min_sup=min_sup, min_conf=min_conf)
     22 
     23     # Get and print the frequent itemsets
     24     frequent_itemsets = apriori.find_frequent_itemsets(transactions)
     25     print ("Frequent Itemsets:\n\t%s" % frequent_itemsets)
     26 
     27     # Get and print the rules
     28     rules = apriori.generate_rules(transactions)
     29     print ("Rules:")
     30     for rule in rules:
     31         print ("\t%s -> %s (support: %.2f, confidence: %s)" % (rule.antecedent, rule.concequent, rule.support, rule.confidence,))
     32 
     33 
     34 if __name__ == "__main__":
     35     main()