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Any ML algo?

Hi. I want to know, will there be support for any machine learning library? It would be great to use sckit-learn in our algos. And, are there any shared algorithms which can demonstrate ML performance?

Another question is why the logs is not working very well? The most time, they don't show anything

Thanks

2 responses

@Emin - I don't know if scikit-learn is currently supported but I'm sure the developers could implement some of the methods. If its currently not supported I'm not sure if other ML algos are available on the site. Do you have an example of your log problem - I might be able to help you out.

Emin,

Scikit-learn is already supported on Quantopian.

At the risk of self promotion, please find an example here: https://www.quantopian.com/posts/can-naivebayes-tell-us-anything-about-momentum-trading

It's basically an ARMA implementation with NaiveBayes - uses the past 5 days of returns to predict the t+1 day. (but you can easily swap out NaiveBayes and use any ML algo you like in its place).