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main.py
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main.py
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@ -6,7 +6,9 @@ import calendar
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#patch_sklearn()
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from sklearn.model_selection import GridSearchCV
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from sklearn.ensemble import RandomForestRegressor
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from sklearn.preprocessing import StandardScaler
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# Improving dataset and modelling: https://medium.com/@maryamuzakariya/project-predict-stock-prices-using-random-forest-regression-model-in-python-fbe4edf01664
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rf_reg_grid = {
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'bootstrap': [True],
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'max_depth': [5, 10, 20, 30, 40, 50, 60, 70, 80, 90, 100, None],
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@ -114,6 +116,11 @@ def split_data(df, split_value):
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X_train, y_train = df_train.drop("price", axis=1), df_train["price"]
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X_test, y_test = df_val.drop("price", axis = 1), df_val["price"]
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# Standardize features by removing the mean and scaling to unit variance.
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scale = StandardScaler()
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x_train = scale.fit_transform(x_train)
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x_test = scale.transform(x_test)
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return X_train, X_test, y_train, y_test
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def find_best_hyperparameters_and_train(X_train, y_train):
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@ -150,7 +157,7 @@ def main():
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# Prepare data for moddeling
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df = process_data(df=df)
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# Split data into train and test sets
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X_train, X_test, y_train, y_test = split_data(df=df, split_value=0.99999)
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X_train, X_test, y_train, y_test = split_data(df=df, split_value=0.99)
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# Model the data
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model = find_best_hyperparameters_and_train(
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