ml-finance-python

python scripts for finance machine learning

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

gradient_boosting_classifier.py

(985B)


      1 from __future__ import division, print_function
      2 import numpy as np
      3 from sklearn import datasets
      4 import matplotlib.pyplot as plt
      5 
      6 # Import helper functions
      7 from mlfromscratch.utils import train_test_split, accuracy_score
      8 from mlfromscratch.deep_learning.loss_functions import CrossEntropy
      9 from mlfromscratch.utils import Plot
     10 from mlfromscratch.supervised_learning import GradientBoostingClassifier
     11 
     12 def main():
     13 
     14     print ("-- Gradient Boosting Classification --")
     15 
     16     data = datasets.load_iris()
     17     X = data.data
     18     y = data.target
     19 
     20     X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4)
     21 
     22     clf = GradientBoostingClassifier()
     23     clf.fit(X_train, y_train)
     24     y_pred = clf.predict(X_test)
     25 
     26     accuracy = accuracy_score(y_test, y_pred)
     27 
     28     print ("Accuracy:", accuracy)
     29 
     30 
     31     Plot().plot_in_2d(X_test, y_pred, 
     32         title="Gradient Boosting", 
     33         accuracy=accuracy, 
     34         legend_labels=data.target_names)
     35 
     36 
     37 
     38 if __name__ == "__main__":
     39     main()