galileo-forecast


Namegalileo-forecast JSON
Version 0.1.4 PyPI version JSON
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home_pageNone
SummaryThompson Sampling using bootstrap sampling
upload_time2024-10-20 13:55:41
maintainerNone
docs_urlNone
authorNiels Ota
requires_python<4.0,>=3.10
licenseNone
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requirements No requirements were recorded.
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            # Galileo Forecast

Galileo Forecast is a Python package that implements Thompson Sampling. It provides a flexible wrapper that can be used with various base model classes.

## Installation

You can install Galileo Forecast using pip:

```bash
pip install galileo-forecast
```

## Usage

To use Galileo Forecast, you need to create a wrapper for your base model class. Here's an example with LightGBM:

```python
from galileo_forecast import ThompsonSamplingWrapper
from lightgbm import LGBMClassifier

# make classification data, us sklearn make_classification
from sklearn.datasets import make_classification

# sample data with low hit rate
X, y = make_classification(n_samples=1000, n_features=10, n_informative=1, n_redundant=1, n_clusters_per_class=1, class_sep=0.1)

# create a wrapper for the LightGBM model  
wrapper = ThompsonSamplingWrapper(base_model_class=LGBMClassifier, num_models=10)

# fit the wrapper
wrapper.fit(X, y)

# get the predicted probabilities for the positive class
selected_model_indices, sampled_probabilities = wrapper.predict_proba(X)

# get the fancy output dataframe - contains sampled probabilities, the sampled model and the greedy model, etc.
print(wrapper.get_fancy_output_df().head())

```

## Demo

The demo folder contains Jupyter notebooks that shows how to use the package.




            

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    "description": "# Galileo Forecast\n\nGalileo Forecast is a Python package that implements Thompson Sampling. It provides a flexible wrapper that can be used with various base model classes.\n\n## Installation\n\nYou can install Galileo Forecast using pip:\n\n```bash\npip install galileo-forecast\n```\n\n## Usage\n\nTo use Galileo Forecast, you need to create a wrapper for your base model class. Here's an example with LightGBM:\n\n```python\nfrom galileo_forecast import ThompsonSamplingWrapper\nfrom lightgbm import LGBMClassifier\n\n# make classification data, us sklearn make_classification\nfrom sklearn.datasets import make_classification\n\n# sample data with low hit rate\nX, y = make_classification(n_samples=1000, n_features=10, n_informative=1, n_redundant=1, n_clusters_per_class=1, class_sep=0.1)\n\n# create a wrapper for the LightGBM model  \nwrapper = ThompsonSamplingWrapper(base_model_class=LGBMClassifier, num_models=10)\n\n# fit the wrapper\nwrapper.fit(X, y)\n\n# get the predicted probabilities for the positive class\nselected_model_indices, sampled_probabilities = wrapper.predict_proba(X)\n\n# get the fancy output dataframe - contains sampled probabilities, the sampled model and the greedy model, etc.\nprint(wrapper.get_fancy_output_df().head())\n\n```\n\n## Demo\n\nThe demo folder contains Jupyter notebooks that shows how to use the package.\n\n\n\n",
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