wujohn1990 / numer.ai

Validation and prediction code for numer.ai

Home Page:http://fastml.com/numerai-like-kaggle-but-with-a-clean-dataset-top-ten-in-the-money-and-recurring-payouts/

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numer.ai

Validation and prediction code for numer.ai.

validate.py - create the validation split, train a random forest, evaluate
predict.py - train a random forest, output predictions

validate_lr.py - try out different pre-processing methods for logistic regression
cross_validate_lr.py - CV for logistic regression
predict_lr.py - scale, train logistic regression, output predictions

Files here correspond to the first tournament data. See the march folder for updated code.

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Validation and prediction code for numer.ai

http://fastml.com/numerai-like-kaggle-but-with-a-clean-dataset-top-ten-in-the-money-and-recurring-payouts/

License:BSD 3-Clause "New" or "Revised" License


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