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Fixed Link #3468

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Fixed Link #3468

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23581b1
Minor typo error
a-parida12 Oct 20, 2018
3310df0
Added accuracy metric
a-parida12 Oct 20, 2018
43b5a30
Added Metric
a-parida12 Oct 20, 2018
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16 changes: 10 additions & 6 deletions Tutorials/CNTK_101_LogisticRegression.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -724,8 +724,12 @@
}
],
"source": [
"print(\"Label :\", [np.argmax(label) for label in labels])\n",
"print(\"Predicted:\", [np.argmax(x) for x in result])"
"labelList=[np.argmax(label) for label in labels]\n",
"predictedList=[np.argmax(x) for x in result]\n",
"Accuracy=1-np.sum(np.absolute(np.array(labelList)-np.array(predictedList)))/np.size(labelList)\n",
"print(\"Label :\", labelList)\n",
"print(\"Predicted:\", predictedList)\n",
"print(\"Accuracy:\", Accuracy*100,\"%\")"
]
},
{
Expand Down Expand Up @@ -820,16 +824,16 @@
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3.0
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.2"
"version": "3.6.3"
}
},
"nbformat": 4,
"nbformat_minor": 0
}
"nbformat_minor": 1
}
4 changes: 2 additions & 2 deletions Tutorials/CNTK_104_Finance_Timeseries_Basic_with_Pandas_Numpy.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -806,7 +806,7 @@
"## Evaluation\n",
"Here we take the output of our test set and compute the probabilities from the softmax function. Since we have probabilities we want to trade when there is a \"higher\" chance that we will be right, instead of just a >50% chance that the market will go in one direction. The goal is to find a signal, instead of trying to classify the market. Since the market is so noisy we want to only trade when we have an \"edge\" on the market. Moreover, trading frequently has higher fees (you have to pay each time you trade).\n",
"\n",
"We will say that if the prediction probability is greater than 55% (in either direction) we will take a position in the market. If it shows that the market will be up the next day with greater than 55% probability, we will take a 1-day long. If it is greater than a 55% chance that the next day will be below today's position we will take 1-day [short] (http://www.investopedia.com/university/shortselling/shortselling1.asp)(the same as borrowing a stock and buying it back). \n",
"We will say that if the prediction probability is greater than 55% (in either direction) we will take a position in the market. If it shows that the market will be up the next day with greater than 55% probability, we will take a 1-day long. If it is greater than a 55% chance that the next day will be below today's position we will take 1-day [short](http://www.investopedia.com/university/shortselling/shortselling1.asp) (the same as borrowing a stock and buying it back). \n",
"\n",
"We will then evaluate this timeseries performance by looking at some more metrics: average monthly return, standard deviation of monthly returns, the [Sharpe ratio](http://www.investopedia.com/terms/s/sharperatio.asp), and the [Maximum drawdown](https://en.wikipedia.org/wiki/Drawdown_%28economics%29). The Sharpe ratio is the average return minus the risk free rate (which is basically zero) over the standard deviation of returns normalized to a year. \n",
"\n",
Expand Down Expand Up @@ -1089,7 +1089,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.4"
"version": "3.6.3"
}
},
"nbformat": 4,
Expand Down