Note
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Scaling the data
# mkdocs_gallery_thumbnail_path = 'images/example_thumnail.png'
from sklearn.ensemble import RandomForestRegressor
from fold.composites import TransformTarget
from fold.loop import train_evaluate
from fold.splitters import ExpandingWindowSplitter
from fold.transformations import AddWindowFeatures, StandardScaler
from fold.utils.dataset import get_preprocessed_dataset
X, y = get_preprocessed_dataset(
"weather/historical_hourly_la", target_col="temperature", shorten=1000
)
splitter = ExpandingWindowSplitter(initial_train_window=0.2, step=0.1)
pipeline = [
TransformTarget(
[
StandardScaler(),
AddWindowFeatures([("temperature", 14, "mean")]),
RandomForestRegressor(),
],
StandardScaler(),
)
]
scorecard, prediction, trained_pipelines = train_evaluate(pipeline, X, y, splitter)
Total running time of the script: ( 0 minutes 0.000 seconds)
Download Python source code: scale.py