The following snippet is a reusable multicore K-Fold classifier for scikit-learn models. The return value is an array of cross validation scores of length N_SPLITS * N_REPEATS. The sklearn library already provides a simple interface for multicore cross validation through the cross_val_score function, but it does not provide a facility for repeating the cross validation […]
Snippets
Bits of knowledge, technical advice, and package recommendations not befitting of a whole blog post. If it takes me a substantial amount of time or effort to search out a solution to a common issue, I'll write about it here.
Calculating Triple Barrier Labels from Advances in Financial Machine Learning
In Marcos Lopez de Prado’s 2018 book, Advances in Financial Machine Learning, the author proposes a system for calculating labels for financial events based on the precipitation of events followings a list of event dates. These labels are typically members of the set {-1, 0, 1}, and are ideal for fitting machine learning classification models. […]
Activate Verbose Logging Output in Django
When you are developing Django, you likely want the most verbose debugging output possible. Django uses the logging levels defined by Python logging module, and defines the logging style in a Python dictionary in settings.py. Read more about Django logging. Example Logging Configuration My favorite logging configuration is to dump the most verbose output possible […]
The Haskell Stack Ecosystem in 30 Seconds Or Less
While I am not an avid Haskell developer, there are some useful software suites (e.g. Pandoc) that are built on it. When managing dependencies for a distributed cloud environment, it is important to have a secure and replicable means of installing Haskell packages with tons of dependencies. So, I went about investigating the relationships between […]
Using Anaconda Python from Powershell
Recently, I found the need to use Anaconda Python from a more sophisticated shell than CMD.exe. If for no other reason than getting a shell that was easier on the eyes, I offered $100 to /r/PowerShell to get it done. The community followed through and we built a pretty good replica of Anaconda’s activate.bat. Our […]