Clustering Financial Market Structures using Affinity Propagation in Python

visualizing crypto market structure, lasso regression, python, scikit-learn

Affinity propagation is an unsupervised clustering technique that stands out from other clustering approaches by its capacity to determine the number of clusters in a dataset. This tutorial demonstrates this capacity by applying the technique to analyze the crypto market structure. We perform a cluster analysis of historical prices of … Read more

Using Random Search to Tune the Hyperparameters of a Random Decision Forest with Python

random search hyperparameter tuning a regression model python

Random search is an efficient method for automated hyperparameter tuning machine learning models. Hyperparameters are model properties (e.g., the number of estimators for an ensemble model). Unlike model parameters, the machine learning algorithm does not discover the model hyperparameters during training. Instead, we need to specify them in advance. Finding … Read more

Measuring Classification Performance with Python and Scikit-Learn

classification performance python confusion matrix roc curve

Classification is a supervised machine learning problem in which the task is to predict the correct class labels (two or more) for a set of observations. An essential step in developing a classifier is to evaluate its performance. Only when we understand how well a model sorts observations into the … Read more