Search Results for "mean"

...By following the familiar scikit-learn API design, the library allows quantitative researchers and developers to apply techniques such as model selection, cross-validation, and hyperparameter tuning to portfolio construction workflows. It supports a wide range of allocation methods, from classical mean-variance optimization to modern techniques that rely on clustering, factor models, and risk-based allocations. The framework also includes tools for evaluating portfolio performance under different market conditions, enabling users to test robustness and reduce the risk of overfitting.

A simple but complete full-attention transformer with a set of promising experimental features from various papers. Proposes adding learned memory key/values prior to attending. They were able to remove feedforwards altogether and attain a similar performance to the original transformers. I have found that keeping the feedforwards and adding the memory key/values leads to even better performance. Proposes adding learned tokens, akin to CLS tokens, named memory tokens, that is passed through...

SHAP (SHapley Additive exPlanations) is a game theoretic approach to explain the output of any machine learning model. It connects optimal credit allocation with local explanations using the classic Shapley values from game theory and their related extensions. While SHAP can explain the output of any machine learning model, we have developed a high-speed exact algorithm for tree ensemble methods. Fast C++ implementations are supported for XGBoost, LightGBM, CatBoost, scikit-learn and pyspark...

TensorFlow Ranking is a library for Learning-to-Rank (LTR) techniques on the TensorFlow platform. Commonly used loss functions including pointwise, pairwise, and listwise losses. Commonly used ranking metrics like Mean Reciprocal Rank (MRR) and Normalized Discounted Cumulative Gain (NDCG). Multi-item (also known as groupwise) scoring functions. LambdaLoss implementation for direct ranking metric optimization. Unbiased Learning-to-Rank from biased feedback data. We envision that this library will provide a convenient open platform for hosting and advancing state-of-the-art ranking models based on deep learning techniques, and thus facilitate both academic research and industrial applications. ...

Time series forecasting is one of the most important topics in data science. Almost every business needs to predict the future in order to make better decisions and allocate resources more effectively. This repository provides examples and best practice guidelines for building forecasting solutions. The goal of this repository is to build a comprehensive set of tools and examples that leverage recent advances in forecasting algorithms to build solutions and operationalize them. Rather than...

...So a 41-frame video and a 500-frame video will both be reduced to 40 frames, with the 500-frame video essentially being fast-forwarded. We won’t do much preprocessing. A common preprocessing step for video classification is subtracting the mean, but we’ll keep the frames pretty raw from start to finish.