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); }