Here's an example code to predict the price of AAPL in 2 weeks using ML.NET version 2 and regression:
using System;
using System.IO;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;
using Microsoft.ML.Trainers;
using Microsoft.ML.Transforms;
class Program
{
static void Main(string[] args)
{
// Define the data schema
var schema = new DataSchema();
// Create MLContext
var context = new MLContext();
// Load the training data
var dataView = context.Data.LoadFromTextFile<InputModel>("aapl_train.csv", separatorChar: ',', hasHeader: true);
// Create the pipeline
var pipeline = context.Transforms.Conversion.MapValueToKey("Label", "Close")
.Append(context.Transforms.Concatenate("Features", "High", "Low", "Open", "Volume"))
.Append(context.Transforms.NormalizeMinMax("Features"))
.Append(context.Transforms.Conversion.MapKeyToValue("Label"))
.Append(context.Transforms.Concatenate("Features", "Features"))
.Append(context.Transforms.DropColumns("High", "Low", "Open", "Volume"))
.Append(context.Transforms.CopyColumns("Score", "Close"))
.Append(context.Transforms.SelectColumns("Score"))
.Append(context.Transforms.Dictionarize("ScoreDict", "Score", Microsoft.ML.Transforms.ValueToKeyMode.OneHotHash))
.Append(context.Transforms.NormalizeMinMax("Features"))
.Append(context.Transforms.Concatenate("Features", "Features", "ScoreDict"))
.Append(context.Transforms.DropColumns("Score", "ScoreDict"))
.Append(context.Transforms.NormalizeMinMax("Features"))
.Append(context.Regression.Trainers.Sdca(e => e.Label, e => e.Features, maximumNumberOfIterations: 1000));
// Train the model
var model = pipeline.Fit(dataView);
// Load the test data
var testDataView = context.Data.LoadFromTextFile<InputModel>("aapl_test.csv", separatorChar: ',', hasHeader: true);
// Use the model to predict the price of AAPL in 2 weeks
var predictionEngine = context.Model.CreatePredictionEngine<InputModel, OutputModel>(model);
var input = new InputModel { High = 326.54f, Low = 323.48f, Open = 326, Volume = 1726552 };
var output = predictionEngine.Predict(input);
Console.WriteLine($"Predicted Close Price: {output.Close}");
}
}
// Define the input data schema
class InputModel
{
[LoadColumn(0)] public float High;
[LoadColumn(1)] public float Low;
[LoadColumn(2)] public float Open;
[LoadColumn(3)] public float Volume;
[LoadColumn(4)] public float Close;
}
// Define the output data schema
class OutputModel
{
[ColumnName("Score")] public float Close;
}
// Define the data schema
class DataSchema
{
public Column[] Columns { get; } = new Column[]
{
new Column("High", DataKind.R4, 0),
new Column("Low", DataKind.R4, 1),
new Column("Open", DataKind.R4, 2),
new Column("Volume", DataKind.R4, 3),
new Column("Close", DataKind.R4, 4),
new Column("Label", DataKind.R4, 4),
};
}
// Define a column
class Column
{
public Column(string name, DataKind type, int index)
{
Name = name;
Type = type;
Index = index;
}
public string Name { get; }
public DataKind Type { get; }
public int Index { get; }
}
This code assumes that you have the training and test datasets in the CSV format, with the following columns: "High", "Low", "Open", "Volume", "Close". You can replace "aapl_train.csv" and "aapl_test.csv" with the file names of your datasets.
Note that the ML.NET version 2 has been deprecated and version 1.4 is the latest. The example above is using version 2 as specified in the question.