Search Results for "mixture"

pomegranate is a library for probabilistic modeling defined by its modular implementation and treatment of all models as the probability distributions they are. The modular implementation allows one to easily drop normal distributions into a mixture model to create a Gaussian mixture model just as easily as dropping a gamma and a Poisson distribution into a mixture model to create a heterogeneous mixture. But that's not all! Because each model is treated as a probability distribution, Bayesian networks can be dropped into a mixture just as easily as a normal distribution, and hidden Markov models can be dropped into Bayes classifiers to make a classifier over sequences. ...

...Decentralized parameter averaging: iteratively aggregate updates from multiple workers without the need to synchronize across the entire network. Train neural networks of arbitrary size: parts of their layers are distributed across the participants with the Decentralized Mixture-of-Experts. If you have succesfully trained a model or created a downstream repository with the help of our library, feel free to submit a pull request that adds your project to the list.

...These include implementations of factor models, statistical arbitrage strategies, portfolio optimization methods, and reinforcement learning approaches to trading. The repository also explores financial modeling topics such as vector autoregression, Gaussian mixture models, and option pricing techniques. Many notebooks demonstrate backtesting pipelines that allow users to evaluate trading strategies using historical market data. The project integrates machine learning methods with traditional quantitative finance models, illustrating how statistical techniques can be applied to asset management and trading.

MLPACK is a C++ machine learning library with emphasis on scalability, speed, and ease-of-use. Its aim is to make machine learning possible for novice users by means of a simple, consistent API, while simultaneously exploiting C++ language features to provide maximum performance and flexibility for expert users. * More info + downloads: https://mlpack.org * Git repo: https://github.com/mlpack/mlpack