Skip to content

jefferythewind/era-splitting-notebook-examples

Repository files navigation

Era Splitting - Invariant Learning for Decision Trees

era-splitting-notebook-examples

Example Notebooks to Replicate Experiments from Era Splitting Paper. All notebooks should run top to bottom.

4 Experiments:

  1. Shifted Sine Wave
  2. Synthetic Memorization ( Parascandolo et.al https://arxiv.org/abs/2009.00329 )
  3. Camelyon17 ( Bandi et. al. https://pubmed.ncbi.nlm.nih.gov/30716025/ )
  4. Numerai

All Experiments follow the same proceedure: random sample from a grid of parameters, train and evaluated all configuration and view results.

Era Splitting Paper: https://arxiv.org/abs/2309.14496

Prerequisite

The version of Python used for the experiments was 3.8.16, but this software should work with newer versions as well.

See requirements.txt for package requirements.

Era splitting is implemented in fork of Scikit-Learn, located at the following repository.

https://github.com/jefferythewind/scikit-learn-erasplit

The quick start below will load all the packages required to run the notebooks in a new conda environment.

Quick Start

Here is how to get started assuming you have a version of anaconda installed.

conda create -n erasplit python==3.8.16
conda activate erasplit
python -m pip install -r requirements.txt

To get the environment to show up in jupyter, use this:

python -m ipykernel install --user --name=erasplit

That's it! Should be ready to run the notebooks after that.

The era splitting is part of the forked sklearn library and is automatically installed with pip via the requirements file. To install the sklearn version w/ era splitting alone, use this command:

python -m pip install 'scikit-learn @ git+https://github.com/jefferythewind/scikit-learn-erasplit.git'

Citations

@misc{delise2023era,
      title={Era Splitting}, 
      author={Timothy DeLise},
      year={2023},
      eprint={2309.14496},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}

About

Example Notebooks to Replicate Experiments from Era Splitting Paper

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published