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@vanamalivanam
vanamalivanam / forecasting_metrics.py
Created November 18, 2024 01:27 — forked from bshishov/forecasting_metrics.py
Python Numpy functions for most common forecasting metrics
import numpy as np
EPSILON = 1e-10
def _error(actual: np.ndarray, predicted: np.ndarray):
""" Simple error """
return actual - predicted
@vanamalivanam
vanamalivanam / minmaxabssign.txt
Created December 23, 2021 00:57 — forked from paniq/minmaxabssign.txt
useful min/max/abs/sign identities
max(-x,-y) = -min(x,y)
min(-x,-y) = -max(x,y)
abs(x) = abs(-x)
abs(x) = max(x,-x) = -min(x,-x)
abs(x*a) = if (a >= 0) abs(x)*a
(a < 0) -abs(x)*a
// basically any commutative operation
min(x,y) + max(x,y) = x + y
@vanamalivanam
vanamalivanam / multiclass_svm.py
Created December 23, 2021 00:55 — forked from mblondel/multiclass_svm.py
Multiclass SVMs
"""
Multiclass SVMs (Crammer-Singer formulation).
A pure Python re-implementation of:
Large-scale Multiclass Support Vector Machine Training via Euclidean Projection onto the Simplex.
Mathieu Blondel, Akinori Fujino, and Naonori Ueda.
ICPR 2014.
http://www.mblondel.org/publications/mblondel-icpr2014.pdf
"""
@vanamalivanam
vanamalivanam / check_convex.py
Created December 23, 2021 00:51 — forked from mblondel/check_convex.py
A small script to get numerical evidence that a function is convex
# Authors: Mathieu Blondel, Vlad Niculae
# License: BSD 3 clause
import numpy as np
def _gen_pairs(gen, max_iter, max_inner, random_state, verbose):
rng = np.random.RandomState(random_state)
# if tuple, interpret as randn
@vanamalivanam
vanamalivanam / svm.py
Created December 23, 2021 00:50 — forked from mblondel/svm.py
Support Vector Machines
# Mathieu Blondel, September 2010
# License: BSD 3 clause
import numpy as np
from numpy import linalg
import cvxopt
import cvxopt.solvers
def linear_kernel(x1, x2):
return np.dot(x1, x2)
@vanamalivanam
vanamalivanam / knn_impute.py
Created January 11, 2018 16:35 — forked from YohanObadia/knn_impute.py
Imputation of missing values with knn.
import numpy as np
import pandas as pd
from collections import defaultdict
from scipy.stats import hmean
from scipy.spatial.distance import cdist
from scipy import stats
import numbers
def weighted_hamming(data):