ml-finance-python

random_forest.py

(738B)

 from __future__ import division, print_function
 import numpy as np
 from sklearn import datasets
 from mlfromscratch.utils import train_test_split, accuracy_score, Plot
 from mlfromscratch.supervised_learning import RandomForest
 
 def main():
     data = datasets.load_digits()
     X = data.data
     y = data.target
 
     X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.4, seed=2)
 
     clf = RandomForest(n_estimators=100)
     clf.fit(X_train, y_train)
     y_pred = clf.predict(X_test)
 
     accuracy = accuracy_score(y_test, y_pred)
 
     print ("Accuracy:", accuracy)
 
     Plot().plot_in_2d(X_test, y_pred, title="Random Forest", accuracy=accuracy, legend_labels=data.target_names)
 
 
 if __name__ == "__main__":
     main()