lucidmode
lucidmode is an open-source, low-code and lightweight Python framework for transparent and interpretable machine learning models. It has built in machine learning methods optimized for visual interpretation of some of the most relevant calculations.
Installation
- With package manager (coming soon)
Install by using pip package manager:
pip install lucidmode
- Cloning repository
Clone entire github project
[email protected]:lucidmode/lucidmode.git
and then install dependencies
pip install -r requirements.txt
Models
Artificial Neural Network
Feedforward Multilayer perceptron with backpropagation.
- fit: Fit model to data
- predict: Prediction according to model
Initialization, Activations, Cost functions, regularization, optimization
- Weights Initialization: With 4 types of criterias (zeros, xavier, common, he)
- Activation Functions: sigmoid, tanh, ReLU
- Cost Functions: Sum of Squared Error, Binary Cross-Entropy, Multi-Class Cross-Entropy
- Regularization: L1, L2, ElasticNet for weights in cost function and in gradient updating
- Optimization: Weights optimization with Gradient Descent (GD, SGD, Batch) with learning rate
- Execution: Callback (metric threshold), History (Cost and metrics)
- Hyperparameter Optimization: Random Grid Search with Memory
Complementary
- Metrics: Accuracy, Confusion Matrix (Binary and Multiclass), Confusion Tensor (Multiclass OvR)
- Visualizations: Cost evolution
- Public Datasets: MNIST, Fashion MNIST
- Special Datasets: OHLCV + Symbolic Features of Cryptocurrencies (ETH, BTC)
Important Links
- Release notes: https://github.com/lucidmode/lucidmode/releases
- Issues: https://github.com/lucidmode/lucidmode/issues
- Example Notebooks: https://github.com/lucidmode/lucidmode/tree/main/notebooks
- Documentation: https://lucidmode.readthedocs.io
- Python Package Index (PyPI) repository: https://pypi.org/project/lucidmode/
Author/Principal Maintainer
Francisco Munnoz (IFFranciscoME) Is an associate professor of financial engineering and financial machine learning @ITESO (Western Institute of Technology and Higher Education)