ml-finance-python

python scripts for finance machine learning

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

kernels.py

(398B)

      1 import numpy as np
      2 
      3 
      4 def linear_kernel(**kwargs):
      5     def f(x1, x2):
      6         return np.inner(x1, x2)
      7     return f
      8 
      9 
     10 def polynomial_kernel(power, coef, **kwargs):
     11     def f(x1, x2):
     12         return (np.inner(x1, x2) + coef)**power
     13     return f
     14 
     15 
     16 def rbf_kernel(gamma, **kwargs):
     17     def f(x1, x2):
     18         distance = np.linalg.norm(x1 - x2) ** 2
     19         return np.exp(-gamma * distance)
     20     return f