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@awilson-kx awilson-kx released this 12 Apr 16:03
· 251 commits to master since this release
d765f9a

NEW

  • Ten new statistical metrics (fbscore, r2score, matthews correlation coeff etc.).
  • Two categorical encoding schemes (lexicographical and frequency).
  • Time/Date encoding.
  • Multiple hyper-parameter inputs now supported in FRESH.
  • Two new significant features selection options (k-best & percentile).
    MODIFICATIONS
  • Input structure modification to .ml.fresh.createfeatures full explanation at
    (code.kx.com/ml/toolkit/fresh).
  • Input structure modification to .ml.fresh.significantfeatures to account for
    additional significant feature selection methods.
  • Removal of .ml.util namespace, compression to .ml. This tidys implementations and
    removes ambiguity arising relating to if functions were true utils.
    NOTE: functions below here may have previously been in .ml.util namespace.
  • Underlying file structure change to tidies code locations within toolkit
    statistical functions -> util/metrics.q,
    true utils -> util/util.q,
    preprocessing functions -> util/preproc.q.
  • .ml.onehot no longer supports lists, input expected as tables. Encoding can be set to
    operate on a column by column basis.
  • .ml.comb returns combinations in ascending order, previous implementation
    had non-obvious return pattern.
  • .ml.filltab has modified expected dictionary input, previous behaviour was
    `linear`mean`median!`x`x1`x2, this has been changed to a more 'q like'
    mapping of columns to desired behaviours `x`x1`x2!`linear`mean`median.
  • .ml.filltab no longer default forward+backward fills on entry of ()!(), entry of
    empty dictionary now returns original table. Defaulted forward+backward fill is
    achieved through entry of :: in place of dict.
  • .ml.dropconstant now supports removal of constant keys of a dictionary
    FIXES
  • .ml.infreplace only worked correctly under the condition that both positive and
    negative infinities existed within the vector. Function now operates if positive,
    negative or no infinities are present in the vector.
    REMOVED
  • .ml.util.traintestsplitseed, behaviour can be set via q)\S x prior
    to application of .ml.traintestsplit.