ml-finance-python

python scripts for finance machine learning

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

multi_class_lda.py

(486B)

      1 from __future__ import print_function
      2 from sklearn import datasets
      3 import numpy as np
      4 
      5 from mlfromscratch.supervised_learning import MultiClassLDA
      6 from mlfromscratch.utils import normalize
      7 
      8 def main():
      9     # Load the dataset
     10     data = datasets.load_iris()
     11     X = normalize(data.data)
     12     y = data.target
     13 
     14     # Project the data onto the 2 primary components
     15     multi_class_lda = MultiClassLDA()
     16     multi_class_lda.plot_in_2d(X, y, title="LDA")
     17 
     18 if __name__ == "__main__":
     19     main()