public ReportLikelihood <DomainType, LabelType> GenerateAndTestLikelihood(IDataSet <DomainType, LabelType> training_set, IDataSet <DomainType, LabelType> test_set)
{
IModelLikelihood <DomainType, LabelType> model = GenerateModelLikelihood(training_set);
double[][] likelihoods = new double[test_set.InstanceCount][];
LabelType[] labels = new LabelType[test_set.InstanceCount];
for (int instance_index = 0; instance_index < test_set.InstanceCount; instance_index++)
{
likelihoods[instance_index] = model.GetLikelihoods(test_set.GetInstanceFeatureData(instance_index));
}
return(new ReportLikelihood <DomainType, LabelType>(model, likelihoods, labels));
}
public static double ROCP <DomainType>(
IModelLikelihood <DomainType, bool> model_0,
IModelLikelihood <DomainType, bool> model_1,
IDataSet <DomainType, bool> test_set,
bool label_value)
{
if (!model_0.DataContext.Equals(model_0.DataContext))
{
throw new Exception("DataContext Mismatch");
}
TestROCHanleyMcNeil test = new TestROCHanleyMcNeil();
return(0);
}
public PolicySVMHistoryRaw(List <PriceCandle> training_data, int history_count, double c, double gamma)
{
this.history_count = history_count;
this.training_data = training_data;
ITemplateModelLikelihood <double, int> template = new TemplateModelLibSVMCSVC(c, gamma);
IDataContext data_context_labeled = null;
double[][] feature_data = null;
IIndicator indicator = new IndicatorMagicProfit(60);
//MarketModel model = new MarketModel(100000, training_data[0].Open, );
//indicator.ComputeAll();
int[][] label_data = null;
IDataSet <double, int> training_set = new DataSet <double, int>(data_context_labeled, feature_data, label_data);
model = template.GenerateModelLikelihood(training_set);
}
public ReportLikelihood(IModelLikelihood <DomainType, LabelType> model, double[][] likelihoods, LabelType [] label_values)
{
this.Model = model;
this.likelihoods = likelihoods;
this.label_values = null;
}
public static double AUCP <DomainType, LabelType> (
IModelLikelihood <DomainType, LabelType> model_0,
IDataSet <DomainType, LabelType> test_set)
{
return(0);
}