Title: | Neural Network Numerai |
---|---|
Description: | Interactively train neural networks on Numerai, <https://numer.ai/>, data. Generate tournament predictions and write them to a CSV. |
Authors: | Damian Siniakowicz |
Maintainer: | Damian Siniakowicz <[email protected]> |
License: | GPL-3 |
Version: | 1.0.0 |
Built: | 2025-02-20 03:59:48 UTC |
Source: | https://github.com/the-wayvy/damiann |
updates connection strengths using results of last forward prop
## S4 method for signature 'Neural_Network,numeric,numeric,numeric' back_propogation(object, target, regularization_parameter, learning_rate)
## S4 method for signature 'Neural_Network,numeric,numeric,numeric' back_propogation(object, target, regularization_parameter, learning_rate)
object |
is a Neural_Network |
target |
is a numeric vector |
regularization_parameter |
is non-negative number punishes strong connections |
learning_rate |
is a positive number that controls the rate at which connections are adjusted |
Neural_Network
... part of the training program
## S4 method for signature 'Neural_Network,matrix' forward_propogation(object, dataset)
## S4 method for signature 'Neural_Network,matrix' forward_propogation(object, dataset)
object |
is a Neural_Network |
dataset |
is a matrix not containing the target vector |
Neural_Network
get the logarithmic loss for a set of predictions
## S4 method for signature 'Neural_Network,numeric' Get_Cost(object, target)
## S4 method for signature 'Neural_Network,numeric' Get_Cost(object, target)
object |
... a Neural_Network that has run forward_prop at least once |
target |
... a numeric vector ... the target ... |
Numeric
get log loss
Get_LogLoss(predictions, target)
Get_LogLoss(predictions, target)
predictions |
is a numeric vector |
target |
is a numeric vector |
Numeric
returns the number of observations that the network has processed
## S4 method for signature 'Neural_Network' Get_Number_Observations(object)
## S4 method for signature 'Neural_Network' Get_Number_Observations(object)
object |
... a Neural Network that has called fprop. ie. that has called train/predict |
Numeric
initalizes a neural network capable of studying datasets with ncol = to the ncol(sample_dataset) and making predictions on such datasets
## S4 method for signature 'Neural_Network' initialize(.Object, number_predictors, hidden_layer_lengths)
## S4 method for signature 'Neural_Network' initialize(.Object, number_predictors, hidden_layer_lengths)
.Object |
... a Neural_Network object |
number_predictors |
... a numeric telling how many preditors there are |
... a numeric telling the number of layers and the number of neurons in each layer |
NN is parametrized by its connection_strength matrices
Neural_Network
returns predictions
## S4 method for signature 'Neural_Network,data.frame' Predict(object, dataset)
## S4 method for signature 'Neural_Network,data.frame' Predict(object, dataset)
object |
: a neural network |
dataset |
: a dataframe of features and observations |
Numeric
main function that runs the interactive script
Start()
Start()
takes your numerai training data and trains a neural network to your architectural specifications. provides you with the out of sample error offers to retrain with a new architecture or predict on a numerai tournament dataset. Can then write the predictions to a CSV
gets NN parameters that minimize cost on dataset using optimization_method
## S4 method for signature 'Neural_Network,data.frame,numeric,numeric,numeric' Train(object, dataset, regularization_constant, learning_rate, tolerable_error)
## S4 method for signature 'Neural_Network,data.frame,numeric,numeric,numeric' Train(object, dataset, regularization_constant, learning_rate, tolerable_error)
object |
is a Neural Network |
dataset |
is a data.frame, the original data frame that includes the target |
regularization_constant |
is a numeric |
learning_rate |
is a numeric |
tolerable_error |
is a numeric, units : log loss |
Neural_Network