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Participation in the Numerai competition with Keras [Dated]

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as1ndu
Mar 5, 2017
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Keras for numerai

See blog post

Contains starter code for participation in the Numerai competition using deep learning framework, Keras

1. Configuration

  • Define your Neural Network Architeture in train.py
  • Download data from Numerai
  • Remove t_id column in numerai_tournament_data remove feature column in numerai_training_data
  • Put data in /data

Dependencies

  • pip install requirements.txt

Set variables training

  • validation_split=0.3, Sets aside 30% of training data for testing
  • shuffle=True, Set to True if you want to shuffle data before each epoch
  • nb_epoch=50, Number of epochs you want your neural net to train
  • batch_size=5000 Number of batches you would like to use during training

2. Usage

Train the network python train.py

Create predictions python predict.py predictions are in /predictions/predictions.csv

3. Performance details

Varies by architecture used & Numerai data released each week

4. Links

Wide and Deep Neural Net

Wired Article on Numerai

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Participation in the Numerai competition with Keras [Dated]

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