ml-finance-python
python scripts for finance machine learning
git clone https://9o.is/git/ml-finance-python.git
k_nearest_neighbors.py
(851B)
1 from __future__ import print_function
2 import numpy as np
3 import matplotlib.pyplot as plt
4 from sklearn import datasets
5
6 from mlfromscratch.utils import train_test_split, normalize, accuracy_score
7 from mlfromscratch.utils import euclidean_distance, Plot
8 from mlfromscratch.supervised_learning import KNN
9
10 def main():
11 data = datasets.load_iris()
12 X = normalize(data.data)
13 y = data.target
14 X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33)
15
16 clf = KNN(k=5)
17 y_pred = clf.predict(X_test, X_train, y_train)
18
19 accuracy = accuracy_score(y_test, y_pred)
20
21 print ("Accuracy:", accuracy)
22
23 # Reduce dimensions to 2d using pca and plot the results
24 Plot().plot_in_2d(X_test, y_pred, title="K Nearest Neighbors", accuracy=accuracy, legend_labels=data.target_names)
25
26
27 if __name__ == "__main__":
28 main()