Post #2041 by anchak on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (40)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 2

Bob : Ensembling is the way to go .... that's what how I use mine anyway!

You can always do mean or median on Regressors as a proxy to Ensembling Classifiers or any other central tendency hashing looking at the distribution of your regression estimates. Classifiers typically work the same way - especially if you do the logit(sigmoid) transform to output the class probabilities instead of accepting the inbuilt thresholding . At that point in time you are ensembling continuous probabilities.

FC : If you are comfortable with R - the corresponding and actually WAAY more feature rich package to scikit-learn is CARET. In fact that's the most popular modeling package in R.

Best

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (40)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.