Machine learning in trading: theory, models, practice and algo-trading - page 966

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I wrote and wrote, then the forum glitched, so read from the picture, it's good that at least I made it...
the good news is that you made it. xgboost in R instead of ecclmn or whatever c...ni you use
I'll soon translate something to python and boosting and see what improvements will be madePlug xgboost into R instead of eclmn or whatever c...ni you're using
I will soon translate something to python and boosting and see what improvements there will beDownloaded. Installed it. But I don't think I can do it without Doc. That's if he posted a script with an example, how to use it. Then I think it would be possible to try. Again, the question of transferring the model to MT? I do not want to build bridges or something else. How may I transfer a model from xboost to MT4?
Downloaded. Installed it. But I don't think I can do it without Doc. That's if he posted a script with an example, how to use it. Then I think it would be possible to try. Again, the question of transferring the model to MT? I do not want to build bridges or something else. How can I transfer a model from xboost to MT4?
I don't know, it appeals to those who are fond of it.
I will connect python. i think it is possible to connect xgb to the terminal through a dll, i should ask those who know about dll, i don't know
here is a normal article for pythonhttps://www.analyticsvidhya.com/blog/2016/03/complete-guide-parameter-tuning-xgboost-with-codes-python/
and the author has a comparison of GBM in another article (to give you an idea how the booster works)
Charged the xgb from the example at the link, but on a laptop GPU - it works :) you can achieve a 10x acceleration, although it is already pretty fast
And it turns out that dll can be called directly from MT4/5 and even with GPU support. It's just a matter of getting a better understanding of the subject
Huh, that's for those of you who are into R.
I will connect python. The idea is that xgb can generally be connected via dll to the terminal, you need to ask those who know about dll, I do not know
here is a normal article for python https://www.analyticsvidhya.com/blog/2016/03/complete-guide-parameter-tuning-xgboost-with-codes-python/
and the author has a comparison of GBM with another article (to have some idea how boosting works)
The topic of xgb is pretty tortured, starting from installation, building, etc. The Yandex library looks more consistent in this regard https://tech.yandex.com/catboost/doc/dg/concepts/about-docpage/
I'll try to import and use it in MT5 today. xgb is a very tricky subject, starting from installation, bilding etc. Yandex's library looks more consistent in this aspect https://tech.yandex.com/catboost/doc/dg/concepts/about-docpage/
No, it's simple, build the lib and install it. There are already assembled, you just need to copy and install the lib from the local folder, including gpu
gpu for boost models gives a small acceleration, because the model is built in series, and only splits in separate trees are paralleled, i.e. there is no sense
If I try to build a model in series, it will speed up a little, but the parallelism is only for the splits in separate trees.
i'll try to import it to MT5 today
No, it's simple, build the lib and install it. There are already assembled, you just need to copy and install the lib from the local folder, including gpu
gpu for boost models gives a small acceleration, because the model is built in series, and only splits in separate trees are paralleled, so there's no sense
For example, it makes no sense to build a booster model in series, while the model is built in parallel only in separate trees, so it makes no sense. Cutbust, Light GBM and others are very inferior (kind of fake) :) at least that's what users write in web
Perhaps someone has gained a lot of experience and checked it out expertly, but I at first glance seemed that there is a lot of variation, and more I want a MO with stable results and that less shamanism:)))
Perhaps someone has already gained a lot of experience and checked it out expertly, but to me at first glance it seemed that there is a lot of variation, and all I want more MO with stable results and that less shamanism:)))
Yeah, it still needs tuning... well, I'll try it
i found a wrapper for sharps on how to import fonts from dll... only i don't know if crossvalidation is not there by default, it seems to come separately
https://github.com/PicNet/XGBoost.Net/blob/master/XGBoost/lib/XGBOOST_NATIVE_METHODS.cs
I guess I can't do it myself, I'll have to use python after all :D
Yeah, it still needs tuning... well, I'll try
I found a sharps wrapper to import fonts from dll... only I don't understand that there is no default crossvalidation, it seems to come separately
https://github.com/PicNet/XGBoost.Net/blob/master/XGBoost/lib/XGBOOST_NATIVE_METHODS.cs
IMHO, you have to work in python first, where it is more or less debugged, otherwise there is a lot of uncertainty