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a compact intro to R; a higher-lever machine learning overview
[Re: Sphin]
#462066
09/06/16 13:46
09/06/16 13:46
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Joined: Apr 2014
Posts: 45 Germany
webradio
Newbie
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Newbie
Joined: Apr 2014
Posts: 45
Germany
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A small comment on Lantz's book. The author does explain some R basics, just enough to get you through excersises in the book. However, you'll feel MUCH more comfortable after this compact intro: Impatient R Sphin is right, no examples in the book are about trading. So keep in mind while reading about out-of-sample testing, ten-fold CV, and so on - with trading as purpose of machine learning (or any time series prediction), never peek into the future (a BAD example: train a learner on 2015 data and test on 2014. This is surely out-of-sample but worthless) After seeing all the details in Lantz's book, you might want to get a higher level overview (only 9 pages): Pedro Domingos - A Few Useful Things to Know about Machine Learning
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Re: a compact intro to R; a higher-lever machine learning overview
[Re: boatman]
#462135
09/11/16 15:19
09/11/16 15:19
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Joined: Apr 2016
Posts: 38
madpower2000
Newbie
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Newbie
Joined: Apr 2016
Posts: 38
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+1 for Rob Hyndman, "Forecasting: principles and practice" are great and free: https://www.otexts.org/fppI personally like Andrews Ng «Machine Learning» course at coursera https://www.coursera.org/learn/machine-learning(It's also available as video playlist on YouTube.) Andrew uses Octave for assignments instead R, but in video discuss in detail bolts and nuts of machine learning and give some useful practical advices, how to apply this technology.
Last edited by madpower2000; 09/13/16 18:20.
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Re: R and Machine Learning
[Re: Sphin]
#462246
09/15/16 19:38
09/15/16 19:38
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Joined: Apr 2016
Posts: 38
madpower2000
Newbie
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Newbie
Joined: Apr 2016
Posts: 38
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Another introduction book without have math: "DEEP LEARNING MADE EASY WITH R" - http://www.auscov.com
Last edited by madpower2000; 09/15/16 19:38.
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Re: R and Machine Learning
[Re: gtell]
#462389
09/26/16 16:02
09/26/16 16:02
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Joined: May 2016
Posts: 180 Prague
pcz
Member
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Member
Joined: May 2016
Posts: 180
Prague
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What about the boot proposed in Robot Wealth:
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments
Did anyone get it? I have tried to find out an ebook version, but unfortunately it looks only available on paper. Which is not very comfortable, but it is still acceptable :-) I've read it and really liked it. Even though I studied the topic at college the book taught me a lot. I think I've seen some OCRed version online. However it's more like a user manual for TSSB than a regular ML book.
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Re: R and Machine Learning
[Re: gtell]
#462404
09/27/16 16:59
09/27/16 16:59
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Joined: May 2016
Posts: 180 Prague
pcz
Member
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Member
Joined: May 2016
Posts: 180
Prague
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How do you rate TSSB? Is it a complete tool or it has some gaps? How is it with comparison of other ML tools? It is an interesting tool worth trying (ideally while reading the book). The scripting language is nice. Unfortunately back then it didn't have an integration for any trading platform (it's probably still the case). I didn't want to spend time creating models in TSSB only to be forced to reimplement everything later. However there's a tool called tssbutil which is able to run TSSB through Python function invocation and which can parse TSSB outputs. Using that it could be possible to build an automated trading system using TSSB. But it's definitely not an elegant solution. I think tssbutil is no longer maintained and it required a small fix in order to run. The fixed version can be found here. Compared with some other tools TSSB maybe allows for more rapid prototyping (if you learn how to use it effectively) but the number of model types (e.g. regression, neural networks etc..) is somewhat limited. There's lot of indicators but if I remember correctly it's not possible to extend the scripts with completely new ones. You can use indicators which are not included by generating the indicator data in another application and loading it into TSSB though.
Last edited by pcz; 09/27/16 20:13.
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Re: R and Machine Learning
[Re: pcz]
#463728
12/22/16 22:37
12/22/16 22:37
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Joined: Mar 2015
Posts: 336 Rogaland
nanotir
Senior Member
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Senior Member
Joined: Mar 2015
Posts: 336
Rogaland
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Maybe MXNet package (haven't tried it but the key words are present in its tutorial:)) It currently works only for phyton tho and currently used for image clasification.
Last edited by Nanitek; 12/22/16 22:41.
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Re: R and Machine Learning
[Re: madpower2000]
#464469
02/16/17 02:44
02/16/17 02:44
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Joined: Dec 2016
Posts: 71
firecrest
Junior Member
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Junior Member
Joined: Dec 2016
Posts: 71
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The book looks good. Any review? Is the book mainly on Python and little on R. It will be good if the book has more examples of R so that users of Zorro can benefit.
Last edited by firecrest; 02/16/17 02:48.
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