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()