jimfleming / numerai

Code from my experiments on Numerai

Numerai Experiments

Folder structure:

• ensemble.py - combines multiple predictions using geometric mean
• fit_tsne.py - uses this t-SNE implementation for 2D embedding (does not work in 3D)
• search_params.py - uses RandomSearchCV for hyperparameter search
• tpot_test.py - runs tpot over the data
• tpot_pipeline.py - best tpot model
• notebooks/ - contains Jupyter notebooks
• bh_tsne/ - is the original C++ t-SNE implementation with scripts for converting the csvs to the format the binary expects
• models/ - various model implementations
  • adverarial/ - generative adversarial model that saves the learned features for each sample
  • autoencoder/ - simple autoencoder with regular and denoising variants (also saves learned features)
  • classifier/ - simple neural network classifier
  • pairwise/ - pairwise model implementation described in the blog post
  • pipeline/ - various scikit-learn models
    • estimators.py - custom wrappers around KernelPCA and Isomap that fit on a small portion of the training samples to avoid memory errors
    • transformers.py - contains ItemSelector which allows for selecting data by a key when building pipelines (source)
    • fm.py - factorization machines
    • lr.py - logistic regression with t-SNE features
    • pairwise.py - sklearn variant of the pairwise model
    • simple.py - simple logistic regression with polynomial features

numerai's Issues

how to get start...any dataset and guide?

Issue with data prep

Hi Jim!
Great project!
I am just having trouble with the prep data moudule.
Running it on linux mint.

andrewcz@andrewcz-PORTEGE-Z30t-B ~/Desktop/Numerai/numerai dataset/numerai_datasets (13)/numerai $ python prep_data.py
/home/andrewcz/miniconda3/lib/python3.5/site-packages/sklearn/cross_validation.py:44: DeprecationWarning: This module was deprecated in version 0.18 in favor of the model_selection module into which all the refactored classes and functions are moved. Also note that the interface of the new CV iterators are different from that of this module. This module will be removed in 0.20.
"This module will be removed in 0.20.", DeprecationWarning)
Fold #1
Traceback (most recent call last):
File "prep_data.py", line 85, in
main()
File "prep_data.py", line 50, in main
rf.fit(X_split_train, y_split_train)
File "/home/andrewcz/miniconda3/lib/python3.5/site-packages/sklearn/ensemble/forest.py", line 247, in fit
X = check_array(X, accept_sparse="csc", dtype=DTYPE)
File "/home/andrewcz/miniconda3/lib/python3.5/site-packages/sklearn/utils/validation.py", line 382, in check_array
array = np.array(array, dtype=dtype, order=order, copy=copy)
ValueError: could not convert string to float: 'test'

Many thanks for your help,
Andrew