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coreyauger / mlp2.py
Created May 10, 2018 19:54
mlp with l2 reg
import numpy as np
import os
import dtdata as dt
from sklearn.model_selection import train_test_split
from sklearn.decomposition import PCA
from keras.models import Sequential
from keras.layers import Dense, Activation, Dropout
from keras.optimizers import RMSprop, Adam
from keras.callbacks import ModelCheckpoint
from keras import regularizers
@coreyauger
coreyauger / plot_te.py
Created May 10, 2018 17:12
plot training examples
def plotTrainingExample(te):
plt.plot(range(len(te)),te)
plt.show()
plotTrainingExample(data[INDEX_OF_EXAMPLE,:])
@coreyauger
coreyauger / mlp.py
Created May 10, 2018 00:27
mlp run
import numpy as np
import os
import dtdata as dt
from sklearn.model_selection import train_test_split
from sklearn.decomposition import PCA
from keras.models import Sequential
from keras.layers import Dense, Activation, Dropout
from keras.optimizers import RMSprop, Adam
from keras.callbacks import ModelCheckpoint
@coreyauger
coreyauger / one-hot.py
Created May 9, 2018 21:30
convert classes to one-hot
def toClasses(labels, num_classes):
sorted = np.sort(np.array(labels, copy=True))
bsize = math.floor( len(sorted) / num_classes )
buckets = []
for i in range(num_classes):
buckets.append(sorted[i*bsize])
print("buckets: " + str(buckets))
targets = np.digitize(labels, buckets) - 1
one_hot_targets = np.eye(num_classes)[targets]
print(one_hot_targets)
from sklearn import preprocessing
def scale(data):
return preprocessing.scale(data)
@coreyauger
coreyauger / viz.py
Created May 9, 2018 21:03
Visualise label distribution
import numpy as np
import os
import dtdata as dt
from sklearn.neighbors import NearestNeighbors
from sklearn.decomposition import PCA
import matplotlib.pyplot as plt
import seaborn as sns
sns.set(color_codes=True)
@coreyauger
coreyauger / dtdata.py
Created May 9, 2018 06:23
load csv data to numpy arrays
def loadData(path, subset = -1):
allFiles = glob.glob(os.path.join(path, "data_*.csv"))
if(subset > 0):
allFiles = allFiles[0:subset]
data = []
for file in allFiles:
print(file)
with open(file, 'r') as f:
data.append( [float(x[1]) for x in list(csv.reader(f))] )
return np.array(data)
@coreyauger
coreyauger / dtdata.py
Created May 9, 2018 06:22
daytrader data centering
def centerAroundEntry(data):
# extract the price at 20 min after entry
labels = data[:,-1]
# remove the last 20 min of history from our data..
data = data[:,0:-20]
# normalise data to the ENTRY point
for i in range(data.shape[0]):
labels[i] = (labels[i]/data[i,-1]) - 1.0
data[i,] = (data[i,]/data[i,-1]) - 1.0
return (data, labels)
@coreyauger
coreyauger / coff
Created September 29, 2014 05:40
Example passing in dataChannel
worker.webrtc().onAddRemoteStream = (uuid, video, dataChannel) ->
id = $scope.peers.length+1;
dataChannelList.push(dataChannel)
$scope.peers.push({
uuid:uuid
local: false
username: ''
id: id
})
jidToPeerId[uuid] = id