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1.2 KiB
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Development
The class structure and details algorithmic overview is depicted in the following diagram:
As shown, there are three distinct objects comprising FreqAI
:
- IFreqaiModel
- Singular persistent object containing all the necessary logic to collect data, store data, process data, engineer features, run training, and inference models.
- FreqaiDataKitchen
- A non-persistent object which is created uniquely for each unique asset/model. Beyond metadata, it also contains a variety of data processing tools.
- FreqaiDataDrawer
- Singular persistent object containing all the historical predictions, models, and save/load methods.
There are a variety of built-in prediction models which inherit directly from IFreqaiModel
including:
- CatboostRegressor
- CatboostRegressorMultiTarget
- CatboostClassifier
- LightGBMRegressor
- LightGBMRegressorMultiTarget
- LightGBMClassifier
- XGBoostRegressor
- XGBoostRegressorMultiTarget
- XGBoostClassifier
Each of these have full access to all methods in IFreqaiModel
. And can therefore, override any of those functions at will. However, advanced users will likely stick to overriding fit()
, train()
, predict()
, and data_cleaning_train/predict()
.