Author: Corey Wade
Publisher: Packt Publishing Ltd
ISBN: 1839213809
Category : Computers
Languages : en
Pages : 311
Book Description
Get to grips with building robust XGBoost models using Python and scikit-learn for deployment Key Features Get up and running with machine learning and understand how to boost models with XGBoost in no time Build real-world machine learning pipelines and fine-tune hyperparameters to achieve optimal results Discover tips and tricks and gain innovative insights from XGBoost Kaggle winners Book Description XGBoost is an industry-proven, open-source software library that provides a gradient boosting framework for scaling billions of data points quickly and efficiently. The book introduces machine learning and XGBoost in scikit-learn before building up to the theory behind gradient boosting. You'll cover decision trees and analyze bagging in the machine learning context, learning hyperparameters that extend to XGBoost along the way. You'll build gradient boosting models from scratch and extend gradient boosting to big data while recognizing speed limitations using timers. Details in XGBoost are explored with a focus on speed enhancements and deriving parameters mathematically. With the help of detailed case studies, you'll practice building and fine-tuning XGBoost classifiers and regressors using scikit-learn and the original Python API. You'll leverage XGBoost hyperparameters to improve scores, correct missing values, scale imbalanced datasets, and fine-tune alternative base learners. Finally, you'll apply advanced XGBoost techniques like building non-correlated ensembles, stacking models, and preparing models for industry deployment using sparse matrices, customized transformers, and pipelines. By the end of the book, you'll be able to build high-performing machine learning models using XGBoost with minimal errors and maximum speed. What you will learn Build gradient boosting models from scratch Develop XGBoost regressors and classifiers with accuracy and speed Analyze variance and bias in terms of fine-tuning XGBoost hyperparameters Automatically correct missing values and scale imbalanced data Apply alternative base learners like dart, linear models, and XGBoost random forests Customize transformers and pipelines to deploy XGBoost models Build non-correlated ensembles and stack XGBoost models to increase accuracy Who this book is for This book is for data science professionals and enthusiasts, data analysts, and developers who want to build fast and accurate machine learning models that scale with big data. Proficiency in Python, along with a basic understanding of linear algebra, will help you to get the most out of this book.
Hands-On Gradient Boosting with XGBoost and scikit-learn
Author: Corey Wade
Publisher: Packt Publishing Ltd
ISBN: 1839213809
Category : Computers
Languages : en
Pages : 311
Book Description
Get to grips with building robust XGBoost models using Python and scikit-learn for deployment Key Features Get up and running with machine learning and understand how to boost models with XGBoost in no time Build real-world machine learning pipelines and fine-tune hyperparameters to achieve optimal results Discover tips and tricks and gain innovative insights from XGBoost Kaggle winners Book Description XGBoost is an industry-proven, open-source software library that provides a gradient boosting framework for scaling billions of data points quickly and efficiently. The book introduces machine learning and XGBoost in scikit-learn before building up to the theory behind gradient boosting. You'll cover decision trees and analyze bagging in the machine learning context, learning hyperparameters that extend to XGBoost along the way. You'll build gradient boosting models from scratch and extend gradient boosting to big data while recognizing speed limitations using timers. Details in XGBoost are explored with a focus on speed enhancements and deriving parameters mathematically. With the help of detailed case studies, you'll practice building and fine-tuning XGBoost classifiers and regressors using scikit-learn and the original Python API. You'll leverage XGBoost hyperparameters to improve scores, correct missing values, scale imbalanced datasets, and fine-tune alternative base learners. Finally, you'll apply advanced XGBoost techniques like building non-correlated ensembles, stacking models, and preparing models for industry deployment using sparse matrices, customized transformers, and pipelines. By the end of the book, you'll be able to build high-performing machine learning models using XGBoost with minimal errors and maximum speed. What you will learn Build gradient boosting models from scratch Develop XGBoost regressors and classifiers with accuracy and speed Analyze variance and bias in terms of fine-tuning XGBoost hyperparameters Automatically correct missing values and scale imbalanced data Apply alternative base learners like dart, linear models, and XGBoost random forests Customize transformers and pipelines to deploy XGBoost models Build non-correlated ensembles and stack XGBoost models to increase accuracy Who this book is for This book is for data science professionals and enthusiasts, data analysts, and developers who want to build fast and accurate machine learning models that scale with big data. Proficiency in Python, along with a basic understanding of linear algebra, will help you to get the most out of this book.
Publisher: Packt Publishing Ltd
ISBN: 1839213809
Category : Computers
Languages : en
Pages : 311
Book Description
Get to grips with building robust XGBoost models using Python and scikit-learn for deployment Key Features Get up and running with machine learning and understand how to boost models with XGBoost in no time Build real-world machine learning pipelines and fine-tune hyperparameters to achieve optimal results Discover tips and tricks and gain innovative insights from XGBoost Kaggle winners Book Description XGBoost is an industry-proven, open-source software library that provides a gradient boosting framework for scaling billions of data points quickly and efficiently. The book introduces machine learning and XGBoost in scikit-learn before building up to the theory behind gradient boosting. You'll cover decision trees and analyze bagging in the machine learning context, learning hyperparameters that extend to XGBoost along the way. You'll build gradient boosting models from scratch and extend gradient boosting to big data while recognizing speed limitations using timers. Details in XGBoost are explored with a focus on speed enhancements and deriving parameters mathematically. With the help of detailed case studies, you'll practice building and fine-tuning XGBoost classifiers and regressors using scikit-learn and the original Python API. You'll leverage XGBoost hyperparameters to improve scores, correct missing values, scale imbalanced datasets, and fine-tune alternative base learners. Finally, you'll apply advanced XGBoost techniques like building non-correlated ensembles, stacking models, and preparing models for industry deployment using sparse matrices, customized transformers, and pipelines. By the end of the book, you'll be able to build high-performing machine learning models using XGBoost with minimal errors and maximum speed. What you will learn Build gradient boosting models from scratch Develop XGBoost regressors and classifiers with accuracy and speed Analyze variance and bias in terms of fine-tuning XGBoost hyperparameters Automatically correct missing values and scale imbalanced data Apply alternative base learners like dart, linear models, and XGBoost random forests Customize transformers and pipelines to deploy XGBoost models Build non-correlated ensembles and stack XGBoost models to increase accuracy Who this book is for This book is for data science professionals and enthusiasts, data analysts, and developers who want to build fast and accurate machine learning models that scale with big data. Proficiency in Python, along with a basic understanding of linear algebra, will help you to get the most out of this book.
XGBoost With Python
Author: Jason Brownlee
Publisher: Machine Learning Mastery
ISBN:
Category : Computers
Languages : en
Pages : 117
Book Description
XGBoost is the dominant technique for predictive modeling on regular data. The gradient boosting algorithm is the top technique on a wide range of predictive modeling problems, and XGBoost is the fastest implementation. When asked, the best machine learning competitors in the world recommend using XGBoost. In this Ebook, learn exactly how to get started and bring XGBoost to your own machine learning projects.
Publisher: Machine Learning Mastery
ISBN:
Category : Computers
Languages : en
Pages : 117
Book Description
XGBoost is the dominant technique for predictive modeling on regular data. The gradient boosting algorithm is the top technique on a wide range of predictive modeling problems, and XGBoost is the fastest implementation. When asked, the best machine learning competitors in the world recommend using XGBoost. In this Ebook, learn exactly how to get started and bring XGBoost to your own machine learning projects.
Machine Learning with PyTorch and Scikit-Learn
Author: Sebastian Raschka
Publisher: Packt Publishing Ltd
ISBN: 1801816387
Category : Computers
Languages : en
Pages : 775
Book Description
This book of the bestselling and widely acclaimed Python Machine Learning series is a comprehensive guide to machine and deep learning using PyTorch s simple to code framework. Purchase of the print or Kindle book includes a free eBook in PDF format. Key Features Learn applied machine learning with a solid foundation in theory Clear, intuitive explanations take you deep into the theory and practice of Python machine learning Fully updated and expanded to cover PyTorch, transformers, XGBoost, graph neural networks, and best practices Book DescriptionMachine Learning with PyTorch and Scikit-Learn is a comprehensive guide to machine learning and deep learning with PyTorch. It acts as both a step-by-step tutorial and a reference you'll keep coming back to as you build your machine learning systems. Packed with clear explanations, visualizations, and examples, the book covers all the essential machine learning techniques in depth. While some books teach you only to follow instructions, with this machine learning book, we teach the principles allowing you to build models and applications for yourself. Why PyTorch? PyTorch is the Pythonic way to learn machine learning, making it easier to learn and simpler to code with. This book explains the essential parts of PyTorch and how to create models using popular libraries, such as PyTorch Lightning and PyTorch Geometric. You will also learn about generative adversarial networks (GANs) for generating new data and training intelligent agents with reinforcement learning. Finally, this new edition is expanded to cover the latest trends in deep learning, including graph neural networks and large-scale transformers used for natural language processing (NLP). This PyTorch book is your companion to machine learning with Python, whether you're a Python developer new to machine learning or want to deepen your knowledge of the latest developments.What you will learn Explore frameworks, models, and techniques for machines to learn from data Use scikit-learn for machine learning and PyTorch for deep learning Train machine learning classifiers on images, text, and more Build and train neural networks, transformers, and boosting algorithms Discover best practices for evaluating and tuning models Predict continuous target outcomes using regression analysis Dig deeper into textual and social media data using sentiment analysis Who this book is for If you have a good grasp of Python basics and want to start learning about machine learning and deep learning, then this is the book for you. This is an essential resource written for developers and data scientists who want to create practical machine learning and deep learning applications using scikit-learn and PyTorch. Before you get started with this book, you’ll need a good understanding of calculus, as well as linear algebra.
Publisher: Packt Publishing Ltd
ISBN: 1801816387
Category : Computers
Languages : en
Pages : 775
Book Description
This book of the bestselling and widely acclaimed Python Machine Learning series is a comprehensive guide to machine and deep learning using PyTorch s simple to code framework. Purchase of the print or Kindle book includes a free eBook in PDF format. Key Features Learn applied machine learning with a solid foundation in theory Clear, intuitive explanations take you deep into the theory and practice of Python machine learning Fully updated and expanded to cover PyTorch, transformers, XGBoost, graph neural networks, and best practices Book DescriptionMachine Learning with PyTorch and Scikit-Learn is a comprehensive guide to machine learning and deep learning with PyTorch. It acts as both a step-by-step tutorial and a reference you'll keep coming back to as you build your machine learning systems. Packed with clear explanations, visualizations, and examples, the book covers all the essential machine learning techniques in depth. While some books teach you only to follow instructions, with this machine learning book, we teach the principles allowing you to build models and applications for yourself. Why PyTorch? PyTorch is the Pythonic way to learn machine learning, making it easier to learn and simpler to code with. This book explains the essential parts of PyTorch and how to create models using popular libraries, such as PyTorch Lightning and PyTorch Geometric. You will also learn about generative adversarial networks (GANs) for generating new data and training intelligent agents with reinforcement learning. Finally, this new edition is expanded to cover the latest trends in deep learning, including graph neural networks and large-scale transformers used for natural language processing (NLP). This PyTorch book is your companion to machine learning with Python, whether you're a Python developer new to machine learning or want to deepen your knowledge of the latest developments.What you will learn Explore frameworks, models, and techniques for machines to learn from data Use scikit-learn for machine learning and PyTorch for deep learning Train machine learning classifiers on images, text, and more Build and train neural networks, transformers, and boosting algorithms Discover best practices for evaluating and tuning models Predict continuous target outcomes using regression analysis Dig deeper into textual and social media data using sentiment analysis Who this book is for If you have a good grasp of Python basics and want to start learning about machine learning and deep learning, then this is the book for you. This is an essential resource written for developers and data scientists who want to create practical machine learning and deep learning applications using scikit-learn and PyTorch. Before you get started with this book, you’ll need a good understanding of calculus, as well as linear algebra.
Hands-On Ensemble Learning with Python
Author: George Kyriakides
Publisher: Packt Publishing Ltd
ISBN: 178961788X
Category : Computers
Languages : en
Pages : 284
Book Description
Combine popular machine learning techniques to create ensemble models using Python Key FeaturesImplement ensemble models using algorithms such as random forests and AdaBoostApply boosting, bagging, and stacking ensemble methods to improve the prediction accuracy of your model Explore real-world data sets and practical examples coded in scikit-learn and KerasBook Description Ensembling is a technique of combining two or more similar or dissimilar machine learning algorithms to create a model that delivers superior predictive power. This book will demonstrate how you can use a variety of weak algorithms to make a strong predictive model. With its hands-on approach, you'll not only get up to speed on the basic theory but also the application of various ensemble learning techniques. Using examples and real-world datasets, you'll be able to produce better machine learning models to solve supervised learning problems such as classification and regression. Furthermore, you'll go on to leverage ensemble learning techniques such as clustering to produce unsupervised machine learning models. As you progress, the chapters will cover different machine learning algorithms that are widely used in the practical world to make predictions and classifications. You'll even get to grips with the use of Python libraries such as scikit-learn and Keras for implementing different ensemble models. By the end of this book, you will be well-versed in ensemble learning, and have the skills you need to understand which ensemble method is required for which problem, and successfully implement them in real-world scenarios. What you will learnImplement ensemble methods to generate models with high accuracyOvercome challenges such as bias and varianceExplore machine learning algorithms to evaluate model performanceUnderstand how to construct, evaluate, and apply ensemble modelsAnalyze tweets in real time using Twitter's streaming APIUse Keras to build an ensemble of neural networks for the MovieLens datasetWho this book is for This book is for data analysts, data scientists, machine learning engineers and other professionals who are looking to generate advanced models using ensemble techniques. An understanding of Python code and basic knowledge of statistics is required to make the most out of this book.
Publisher: Packt Publishing Ltd
ISBN: 178961788X
Category : Computers
Languages : en
Pages : 284
Book Description
Combine popular machine learning techniques to create ensemble models using Python Key FeaturesImplement ensemble models using algorithms such as random forests and AdaBoostApply boosting, bagging, and stacking ensemble methods to improve the prediction accuracy of your model Explore real-world data sets and practical examples coded in scikit-learn and KerasBook Description Ensembling is a technique of combining two or more similar or dissimilar machine learning algorithms to create a model that delivers superior predictive power. This book will demonstrate how you can use a variety of weak algorithms to make a strong predictive model. With its hands-on approach, you'll not only get up to speed on the basic theory but also the application of various ensemble learning techniques. Using examples and real-world datasets, you'll be able to produce better machine learning models to solve supervised learning problems such as classification and regression. Furthermore, you'll go on to leverage ensemble learning techniques such as clustering to produce unsupervised machine learning models. As you progress, the chapters will cover different machine learning algorithms that are widely used in the practical world to make predictions and classifications. You'll even get to grips with the use of Python libraries such as scikit-learn and Keras for implementing different ensemble models. By the end of this book, you will be well-versed in ensemble learning, and have the skills you need to understand which ensemble method is required for which problem, and successfully implement them in real-world scenarios. What you will learnImplement ensemble methods to generate models with high accuracyOvercome challenges such as bias and varianceExplore machine learning algorithms to evaluate model performanceUnderstand how to construct, evaluate, and apply ensemble modelsAnalyze tweets in real time using Twitter's streaming APIUse Keras to build an ensemble of neural networks for the MovieLens datasetWho this book is for This book is for data analysts, data scientists, machine learning engineers and other professionals who are looking to generate advanced models using ensemble techniques. An understanding of Python code and basic knowledge of statistics is required to make the most out of this book.
Hands-On Unsupervised Learning Using Python
Author: Ankur A. Patel
Publisher: "O'Reilly Media, Inc."
ISBN: 1492035599
Category : Computers
Languages : en
Pages : 310
Book Description
Many industry experts consider unsupervised learning the next frontier in artificial intelligence, one that may hold the key to general artificial intelligence. Since the majority of the world's data is unlabeled, conventional supervised learning cannot be applied. Unsupervised learning, on the other hand, can be applied to unlabeled datasets to discover meaningful patterns buried deep in the data, patterns that may be near impossible for humans to uncover. Author Ankur Patel shows you how to apply unsupervised learning using two simple, production-ready Python frameworks: Scikit-learn and TensorFlow using Keras. With code and hands-on examples, data scientists will identify difficult-to-find patterns in data and gain deeper business insight, detect anomalies, perform automatic feature engineering and selection, and generate synthetic datasets. All you need is programming and some machine learning experience to get started. Compare the strengths and weaknesses of the different machine learning approaches: supervised, unsupervised, and reinforcement learning Set up and manage machine learning projects end-to-end Build an anomaly detection system to catch credit card fraud Clusters users into distinct and homogeneous groups Perform semisupervised learning Develop movie recommender systems using restricted Boltzmann machines Generate synthetic images using generative adversarial networks
Publisher: "O'Reilly Media, Inc."
ISBN: 1492035599
Category : Computers
Languages : en
Pages : 310
Book Description
Many industry experts consider unsupervised learning the next frontier in artificial intelligence, one that may hold the key to general artificial intelligence. Since the majority of the world's data is unlabeled, conventional supervised learning cannot be applied. Unsupervised learning, on the other hand, can be applied to unlabeled datasets to discover meaningful patterns buried deep in the data, patterns that may be near impossible for humans to uncover. Author Ankur Patel shows you how to apply unsupervised learning using two simple, production-ready Python frameworks: Scikit-learn and TensorFlow using Keras. With code and hands-on examples, data scientists will identify difficult-to-find patterns in data and gain deeper business insight, detect anomalies, perform automatic feature engineering and selection, and generate synthetic datasets. All you need is programming and some machine learning experience to get started. Compare the strengths and weaknesses of the different machine learning approaches: supervised, unsupervised, and reinforcement learning Set up and manage machine learning projects end-to-end Build an anomaly detection system to catch credit card fraud Clusters users into distinct and homogeneous groups Perform semisupervised learning Develop movie recommender systems using restricted Boltzmann machines Generate synthetic images using generative adversarial networks
Ensemble Learning Algorithms With Python
Author: Jason Brownlee
Publisher: Machine Learning Mastery
ISBN:
Category : Computers
Languages : en
Pages : 450
Book Description
Predictive performance is the most important concern on many classification and regression problems. Ensemble learning algorithms combine the predictions from multiple models and are designed to perform better than any contributing ensemble member. Using clear explanations, standard Python libraries, and step-by-step tutorial lessons, you will discover how to confidently and effectively improve predictive modeling performance using ensemble algorithms.
Publisher: Machine Learning Mastery
ISBN:
Category : Computers
Languages : en
Pages : 450
Book Description
Predictive performance is the most important concern on many classification and regression problems. Ensemble learning algorithms combine the predictions from multiple models and are designed to perform better than any contributing ensemble member. Using clear explanations, standard Python libraries, and step-by-step tutorial lessons, you will discover how to confidently and effectively improve predictive modeling performance using ensemble algorithms.
Data Science Projects with Python
Author: Stephen Klosterman
Publisher: Packt Publishing Ltd
ISBN: 1800569440
Category : Computers
Languages : en
Pages : 433
Book Description
Gain hands-on experience of Python programming with industry-standard machine learning techniques using pandas, scikit-learn, and XGBoost Key FeaturesThink critically about data and use it to form and test a hypothesisChoose an appropriate machine learning model and train it on your dataCommunicate data-driven insights with confidence and clarityBook Description If data is the new oil, then machine learning is the drill. As companies gain access to ever-increasing quantities of raw data, the ability to deliver state-of-the-art predictive models that support business decision-making becomes more and more valuable. In this book, you'll work on an end-to-end project based around a realistic data set and split up into bite-sized practical exercises. This creates a case-study approach that simulates the working conditions you'll experience in real-world data science projects. You'll learn how to use key Python packages, including pandas, Matplotlib, and scikit-learn, and master the process of data exploration and data processing, before moving on to fitting, evaluating, and tuning algorithms such as regularized logistic regression and random forest. Now in its second edition, this book will take you through the end-to-end process of exploring data and delivering machine learning models. Updated for 2021, this edition includes brand new content on XGBoost, SHAP values, algorithmic fairness, and the ethical concerns of deploying a model in the real world. By the end of this data science book, you'll have the skills, understanding, and confidence to build your own machine learning models and gain insights from real data. What you will learnLoad, explore, and process data using the pandas Python packageUse Matplotlib to create compelling data visualizationsImplement predictive machine learning models with scikit-learnUse lasso and ridge regression to reduce model overfittingEvaluate random forest and logistic regression model performanceDeliver business insights by presenting clear, convincing conclusionsWho this book is for Data Science Projects with Python – Second Edition is for anyone who wants to get started with data science and machine learning. If you're keen to advance your career by using data analysis and predictive modeling to generate business insights, then this book is the perfect place to begin. To quickly grasp the concepts covered, it is recommended that you have basic experience of programming with Python or another similar language, and a general interest in statistics.
Publisher: Packt Publishing Ltd
ISBN: 1800569440
Category : Computers
Languages : en
Pages : 433
Book Description
Gain hands-on experience of Python programming with industry-standard machine learning techniques using pandas, scikit-learn, and XGBoost Key FeaturesThink critically about data and use it to form and test a hypothesisChoose an appropriate machine learning model and train it on your dataCommunicate data-driven insights with confidence and clarityBook Description If data is the new oil, then machine learning is the drill. As companies gain access to ever-increasing quantities of raw data, the ability to deliver state-of-the-art predictive models that support business decision-making becomes more and more valuable. In this book, you'll work on an end-to-end project based around a realistic data set and split up into bite-sized practical exercises. This creates a case-study approach that simulates the working conditions you'll experience in real-world data science projects. You'll learn how to use key Python packages, including pandas, Matplotlib, and scikit-learn, and master the process of data exploration and data processing, before moving on to fitting, evaluating, and tuning algorithms such as regularized logistic regression and random forest. Now in its second edition, this book will take you through the end-to-end process of exploring data and delivering machine learning models. Updated for 2021, this edition includes brand new content on XGBoost, SHAP values, algorithmic fairness, and the ethical concerns of deploying a model in the real world. By the end of this data science book, you'll have the skills, understanding, and confidence to build your own machine learning models and gain insights from real data. What you will learnLoad, explore, and process data using the pandas Python packageUse Matplotlib to create compelling data visualizationsImplement predictive machine learning models with scikit-learnUse lasso and ridge regression to reduce model overfittingEvaluate random forest and logistic regression model performanceDeliver business insights by presenting clear, convincing conclusionsWho this book is for Data Science Projects with Python – Second Edition is for anyone who wants to get started with data science and machine learning. If you're keen to advance your career by using data analysis and predictive modeling to generate business insights, then this book is the perfect place to begin. To quickly grasp the concepts covered, it is recommended that you have basic experience of programming with Python or another similar language, and a general interest in statistics.
Machine Learning for Algorithmic Trading
Author: Stefan Jansen
Publisher: Packt Publishing Ltd
ISBN: 1839216786
Category : Business & Economics
Languages : en
Pages : 822
Book Description
Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.
Publisher: Packt Publishing Ltd
ISBN: 1839216786
Category : Business & Economics
Languages : en
Pages : 822
Book Description
Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.
Interpretable Machine Learning
Author: Christoph Molnar
Publisher: Lulu.com
ISBN: 0244768528
Category : Computers
Languages : en
Pages : 320
Book Description
This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.
Publisher: Lulu.com
ISBN: 0244768528
Category : Computers
Languages : en
Pages : 320
Book Description
This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.
Hands-On Machine Learning for Algorithmic Trading
Author: Stefan Jansen
Publisher: Packt Publishing Ltd
ISBN: 1789342716
Category : Computers
Languages : en
Pages : 668
Book Description
Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key FeaturesImplement machine learning algorithms to build, train, and validate algorithmic modelsCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisionsDevelop neural networks for algorithmic trading to perform time series forecasting and smart analyticsBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You'll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learnImplement machine learning techniques to solve investment and trading problemsLeverage market, fundamental, and alternative data to research alpha factorsDesign and fine-tune supervised, unsupervised, and reinforcement learning modelsOptimize portfolio risk and performance using pandas, NumPy, and scikit-learnIntegrate machine learning models into a live trading strategy on QuantopianEvaluate strategies using reliable backtesting methodologies for time seriesDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlowWork with reinforcement learning for trading strategies in the OpenAI GymWho this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.
Publisher: Packt Publishing Ltd
ISBN: 1789342716
Category : Computers
Languages : en
Pages : 668
Book Description
Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key FeaturesImplement machine learning algorithms to build, train, and validate algorithmic modelsCreate your own algorithmic design process to apply probabilistic machine learning approaches to trading decisionsDevelop neural networks for algorithmic trading to perform time series forecasting and smart analyticsBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You'll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym. What you will learnImplement machine learning techniques to solve investment and trading problemsLeverage market, fundamental, and alternative data to research alpha factorsDesign and fine-tune supervised, unsupervised, and reinforcement learning modelsOptimize portfolio risk and performance using pandas, NumPy, and scikit-learnIntegrate machine learning models into a live trading strategy on QuantopianEvaluate strategies using reliable backtesting methodologies for time seriesDesign and evaluate deep neural networks using Keras, PyTorch, and TensorFlowWork with reinforcement learning for trading strategies in the OpenAI GymWho this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.