ml-finance-python

python scripts for finance machine learning

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

naive_bayes.py

(789B)

      1 from __future__ import division, print_function
      2 from sklearn import datasets
      3 import numpy as np
      4 from mlfromscratch.utils import train_test_split, normalize, accuracy_score, Plot
      5 from mlfromscratch.supervised_learning import NaiveBayes
      6 
      7 def main():
      8     data = datasets.load_digits()
      9     X = normalize(data.data)
     10     y = data.target
     11 
     12     X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4)
     13 
     14     clf = NaiveBayes()
     15     clf.fit(X_train, y_train)
     16     y_pred = clf.predict(X_test)
     17 
     18     accuracy = accuracy_score(y_test, y_pred)
     19 
     20     print ("Accuracy:", accuracy)
     21 
     22     # Reduce dimension to two using PCA and plot the results
     23     Plot().plot_in_2d(X_test, y_pred, title="Naive Bayes", accuracy=accuracy, legend_labels=data.target_names)
     24 
     25 if __name__ == "__main__":
     26     main()