This repository is created to store different trained model and their results of executions in a structured manner accoring to their timeline and value.
- To name a .ipynb file: 5_15_23_open.h5
("n-Year"_ "StartDate" _ "End Date" _ "feature name"."file extension")
- To name a model file: 5Model_15_23.h5
("n-Year"_ "StartDate" _ "End Date" _ "feature name"."file extension")
- For Close Feature
5 year Model | 8 Year Model | 10 Year Model |
---|---|---|
Epoch 75 | Epoch 75 | Epoch 75 |
Epoch 100 | Epoch 100 | Epoch 100 |
Epoch 125 | Epoch 125 | Epoch 125 |
Epoch 150 | Epoch 150 | Epoch 150 |
- For Open Feature
5 year Model | 8 Year Model | 10 Year Model |
---|---|---|
Epoch 75 | Epoch 75 | Epoch 75 |
Epoch 100 | Epoch 100 | Epoch 100 |
Epoch 125 | Epoch 125 | Epoch 125 |
Epoch 150 | Epoch 150 | Epoch 150 |
XG Boost can be used as a standalone model, its strength lies in its ability to combine multiple weak models (decision trees) into a stronger ensemble. XGBoost uses a gradient boosting framework, where each subsequent tree is trained to correct the errors of the previous trees, leading to improved overall performance.
Grid Search CV is a popular hyperparameter tuning technique used in machine learning to find the optimal combination of hyperparameters for a given model. In XGBoost, a gradient boosting algorithm, Grid Search CV is particularly valuable due to the numerous hyperparameters that can significantly impact the model's performance.
from sklearn.model_selection import GridSearchCV
# Define hyperparameter grid
param_grid = {
'n_estimators': [50, 100, 200],
'max_depth': [3, 5, 7],
'learning_rate': [0.01, 0.1, 0.2]
}
# Create GridSearchCV object
grid_search = GridSearchCV(estimator=model_xgb, param_grid=param_grid, cv=5)
# Fit the grid search to the data
grid_search.fit(lstm_features_train, y_train)
# Get the best hyperparameters
best_params = grid_search.best_params_
print("Best Hyperparameters:", best_params)
# Use the best model to make predictions
best_model = grid_search.best_estimator_
y_pred = best_model.predict(lstm_features_test)