two_sigma_financial_modelling.py 文件源码

def predicted_vs_actual_y_input_model(self, model, x_train_split, x_test_split, y_train_split, y_test_split,
                                          title_name):
        # Split the training data into an extra set of test
        # x_train_split, x_test_split, y_train_split, y_test_split = train_test_split(x_train, y_train)
        print(np.shape(x_train_split), np.shape(x_test_split), np.shape(y_train_split), np.shape(y_test_split))
        model.fit(x_train_split, y_train_split)
        y_predicted = model.predict(x_test_split)
        plt.figure(figsize=(10, 5))
        plt.scatter(y_test_split, y_predicted, s=20)
        rmse_pred_vs_actual = self.rmse(y_predicted, y_test_split)
        plt.title(''.join([title_name, ', Predicted vs. Actual.', ' rmse = ', str(rmse_pred_vs_actual)]))
        plt.xlabel('Actual y')
        plt.ylabel('Predicted y')
        plt.plot([min(y_test_split), max(y_test_split)], [min(y_test_split), max(y_test_split)])
        plt.tight_layout()