Created
October 7, 2022 20:26
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models = {} | |
import time | |
for window_size in range(1,11): | |
time_start = time.time() | |
key = f'{window_size}year_window' | |
print(f'Training linear model for {key}') | |
models[f'linear_{key}'] = LogisticRegression(random_state=321, max_iter=1000, solver='saga').fit(data_train_x[key], data_train_y[key]>0.01) | |
n_est = 20 | |
print(f'Training gb{n_est} model for {key}') | |
models[f'gb_{n_est}_{key}'] = GradientBoostingClassifier(random_state=321, n_estimators=n_est).fit(data_train_x[key], data_train_y[key]>0.01) | |
n_est = 200 | |
print(f'Training gb{n_est} model for {key}') | |
models[f'gb_{n_est}_{key}'] = GradientBoostingClassifier(random_state=321, n_estimators=n_est).fit(data_train_x[key], data_train_y[key]>0.01) | |
c_weight = 30 | |
print(f'Training SVC{c_weight} mdoel for {key}') | |
models[f'SVC{c_weight}_{key}'] = SVC(random_state=321, probability=True, class_weight = {0:1.0, 1:c_weight}).fit(data_train_x[key], data_train_y[key]>0.01) | |
c_weight = 300 | |
print(f'Training SVC{c_weight} model for {key}') | |
models[f'SVC{c_weight}_{key}'] = SVC(random_state=321, probability=True, class_weight = {0:1.0, 1:c_weight}).fit(data_train_x[key], data_train_y[key]>0.01) | |
print(f'elapsed: {time.time() - time_start}') |
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