Hands-On Machine Learning for Algorithmic Trading

Parameter tuning with scikit-learn

Model selection typically involves repeated cross-validation of the out-of-sample performance of models using different algorithms (such as linear regression and random forest) or different configurations. Different configurations may involve changes to hyperparameters or the inclusion or exclusion of different variables.

The yellowbricks library extends the sklearn API to generate diagnostic visualization tools to facilitate the model-selection process. These tools can be used to investigate relationships among features, analyze classification or regression errors, monitor cluster algorithm performance, inspect the characteristics of text data, and help with model selection. We will demonstrate validation ...