[amibroker] Re: Machine Learning: my first system

 

Hello Aron,

Excellent example of ML in AFL. Thank you for sharing your work.

Can you please elaborate on how the "feature" set is generated/calculated (if I want to try some other data)?
How is the "target" data set generated/calculated? it appears that in your example it is a synthetic/example.
First 58 lines of the target set are equal to 1 and the reminder is all equal to 0.

Does the LogisticRegression function accept more than two feature columns or do we have to adjust the code for that?

What is the interpretation for the "Classification" XYPlot?
- Green = correctly predicted positives?
- Red = correctly predicted negatives?
- Black = misclassified?

Kind Regards
Richard



---In amibroker@yahoogroups.com, <aron@...> wrote :

attached ( data and code )

With Newton's method you do not need to set a learning rate and the algorithm may convergence in a few iterations.
Calculations involve matrix inversion so there might not work in all the cases but when it does its awesome.





fitting a 3-d degree polynomial:
The decision boundary is drawn by hand,  just to give an idea.

you can get the exact boundary by solving :
 

t0 + t1x + t2xy + t3y +

t4x2 + t5x2y + t6xy2 + t7y2 +

t8x3 + t9x3y + t10xy3 + t11y3 = 0


hollow circles represent misclassified instances


Enjoy!


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