setGpFitnessFunc
Note: This function is not supported by Community Edition. You can
get a trial of Shark from DolphinDB official website.
Syntax
setGpFitnessFunc(engine, func)
Arguments
engine is the engine object returned by
createGPLearnEngine
.
func is the fitness function, which can be:
-
A FUNCTIONDEF scalar, specifying a built-in function supported by fitnessFunc of
createGPLearnEngine
. It must be 'mse', 'rmse', 'pearson', 'spearmanr', or 'mae'. -
A user-defined function with a floating-point return value. It takes two input arguments, the first represents the factor calculation result, and the second represents the predicted value. Currently it does not support complex assignment,
if
orfor
statement. Onlyreturn
statement can be used to return a combination of the supported fitness function and the training function. For example:def f(x, y){ return mse(x+y,y) }
A user-defined fitness function can be combined with a helper function (as shown below) to pre-process the data before calculation.
Function Num of Args clip(X,Y,Z) 3 zscore(x) 1 mad(X, [useMedian=false]) 1 med(x) 1 mean(x) 1 corr(X,Y) 2
Details
Set fitness function for the GPLearn engine.
Examples
Set fitness function for the GPLearn engine.
def f(x, y){
return mse(x+y,y)
}
setGpFitnessFunc(engine,f)