Add task_c runs (part 9)
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198102.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198103.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198104.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198105.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198106.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198107.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198108.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198109.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198110.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_61cf75cbccc6af57/weights_198111.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/backtest_daily.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/backtest_monthly.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/baseline_response.json +151 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/predictions.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/rolling_audit.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/summary.json +76 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/validation.json +369 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198012.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198101.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198102.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198103.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198104.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198105.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198106.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198107.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198108.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198109.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198110.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/weights_198111.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/backtest_daily.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/backtest_monthly.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/baseline_response.json +265 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/predictions.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/rolling_audit.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/summary.json +76 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/validation.json +369 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198012.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198101.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198102.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198103.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198104.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198105.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198106.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198107.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198108.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198109.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198110.parquet +3 -0
- task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/weights_198111.parquet +3 -0
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task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/backtest_monthly.parquet
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task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/baseline_response.json
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{
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"revision": 0,
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"status": "final",
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"language": "python",
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"code": "import numpy as np\nimport pandas as pd\nfrom sklearn.linear_model import Ridge, ElasticNet\nfrom sklearn.preprocessing import StandardScaler\n\n_FEATURES = ['f001', 'f002', 'f003', 'f004', 'f005', 'f006', 'f007', 'f008', 'f009', 'f010', 'f011', 'f012', 'f013', 'f014', 'f015', 'f016', 'f017', 'f018', 'f019', 'f020', 'f021', 'f022', 'f023', 'f024', 'f025', 'f026', 'f027', 'f028', 'f029', 'f030', 'f031', 'f032', 'f033', 'f034', 'f035', 'f036', 'f037', 'f038']\n\n\ndef fit_and_predict(train_df, valid_df, predict_df, metadata):\n # Rolling ridge / elastic-net reference: fit on the labelled training\n # window only, no cross-validation, no hyperparameter search, no label\n # data from the prediction month. Anonymous characteristic columns are\n # imputed by training median, centred and scaled by training std.\n columns = list(_FEATURES)\n x_train = train_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n y_train = train_df[\"label\"].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n x_predict = predict_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n\n # Impute missing features with the training medians (per column), falling\n # back to 0 for columns whose training median is undefined, then standardize.\n med = np.nanmedian(x_train, axis=0)\n med = np.where(np.isfinite(med), med, 0.0)\n x_train = np.where(np.isfinite(x_train), x_train, med)\n x_predict = np.where(np.isfinite(x_predict), x_predict, med)\n x_train = np.nan_to_num(x_train, nan=0.0, posinf=0.0, neginf=0.0)\n x_predict = np.nan_to_num(x_predict, nan=0.0, posinf=0.0, neginf=0.0)\n y_train = np.nan_to_num(y_train, nan=0.0, posinf=0.0, neginf=0.0)\n scaler = StandardScaler().fit(x_train)\n x_train = scaler.transform(x_train)\n x_predict = scaler.transform(x_predict)\n\n model = ElasticNet(alpha=0.005, l1_ratio=0.5, max_iter=2000)\n model.fit(x_train, y_train)\n score = model.predict(x_predict)\n np.nan_to_num(score, copy=False, nan=0.0, posinf=0.0, neginf=0.0)\n return pd.DataFrame({\"id\": predict_df[\"id\"].astype(str), \"score\": score.astype(float)})\n",
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"entrypoint": "fit_and_predict",
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"requirements": [
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"numpy",
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"pandas",
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"sklearn"
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],
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"input_contract": {
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"train_columns": [
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"id",
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"time_key",
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"f001",
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"f002",
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"f003",
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"f004",
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"f005",
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"f006",
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"f007",
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"f008",
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"f009",
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"f010",
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"f011",
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| 27 |
+
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|
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}
|
task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/predictions.parquet
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task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/summary.json
ADDED
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{
|
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|
| 3 |
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|
| 4 |
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|
| 5 |
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|
| 6 |
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|
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|
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|
| 18 |
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|
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|
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|
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|
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task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6ab9a8dd6527aa1d/validation.json
ADDED
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|
| 4 |
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|
| 5 |
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"code": "import numpy as np\nimport pandas as pd\nfrom sklearn.linear_model import Ridge, ElasticNet\nfrom sklearn.preprocessing import StandardScaler\n\n_FEATURES = ['f001', 'f002', 'f003', 'f004', 'f005', 'f006', 'f007', 'f008', 'f009', 'f010', 'f011', 'f012', 'f013', 'f014', 'f015', 'f016', 'f017', 'f018', 'f019', 'f020', 'f021', 'f022', 'f023', 'f024', 'f025', 'f026', 'f027', 'f028', 'f029', 'f030', 'f031', 'f032', 'f033', 'f034', 'f035', 'f036', 'f037', 'f038', 'f039', 'f040', 'f041', 'f042', 'f043', 'f044', 'f045', 'f046', 'f047', 'f048', 'f049', 'f050', 'f051', 'f052', 'f053', 'f054', 'f055', 'f056', 'f057', 'f058', 'f059', 'f060', 'f061', 'f062', 'f063', 'f064', 'f065', 'f066', 'f067', 'f068', 'f069', 'f070', 'f071', 'f072', 'f073', 'f074', 'f075', 'f076']\n\n\ndef fit_and_predict(train_df, valid_df, predict_df, metadata):\n # Rolling ridge / elastic-net reference: fit on the labelled training\n # window only, no cross-validation, no hyperparameter search, no label\n # data from the prediction month. Anonymous characteristic columns are\n # imputed by training median, centred and scaled by training std.\n columns = list(_FEATURES)\n x_train = train_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n y_train = train_df[\"label\"].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n x_predict = predict_df[columns].apply(pd.to_numeric, errors=\"coerce\").to_numpy(dtype=float)\n\n # Impute missing features with the training medians (per column), falling\n # back to 0 for columns whose training median is undefined, then standardize.\n med = np.nanmedian(x_train, axis=0)\n med = np.where(np.isfinite(med), med, 0.0)\n x_train = np.where(np.isfinite(x_train), x_train, med)\n x_predict = np.where(np.isfinite(x_predict), x_predict, med)\n x_train = np.nan_to_num(x_train, nan=0.0, posinf=0.0, neginf=0.0)\n x_predict = np.nan_to_num(x_predict, nan=0.0, posinf=0.0, neginf=0.0)\n y_train = np.nan_to_num(y_train, nan=0.0, posinf=0.0, neginf=0.0)\n scaler = StandardScaler().fit(x_train)\n x_train = scaler.transform(x_train)\n x_predict = scaler.transform(x_predict)\n\n model = ElasticNet(alpha=0.005, l1_ratio=0.5, max_iter=2000)\n model.fit(x_train, y_train)\n score = model.predict(x_predict)\n np.nan_to_num(score, copy=False, nan=0.0, posinf=0.0, neginf=0.0)\n return pd.DataFrame({\"id\": predict_df[\"id\"].astype(str), \"score\": score.astype(float)})\n",
|
| 6 |
+
"entrypoint": "fit_and_predict",
|
| 7 |
+
"requirements": [
|
| 8 |
+
"numpy",
|
| 9 |
+
"pandas",
|
| 10 |
+
"sklearn"
|
| 11 |
+
],
|
| 12 |
+
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|
| 13 |
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"train_columns": [
|
| 14 |
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|
| 15 |
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| 16 |
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| 17 |
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| 18 |
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|
| 19 |
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| 20 |
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| 21 |
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| 24 |
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| 25 |
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| 26 |
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| 27 |
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| 31 |
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| 32 |
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| 33 |
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| 34 |
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| 35 |
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|
| 40 |
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task_c/runs/dev/baselines/20260911_dev_84/rolling_elastic_net/block_01/c_case_6de2ad6008f62409/validation.json
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