0.0.14 (#16)

- fix numerai_corr tb200 - fix max feature corr --------- Co-authored-by: Christopher Hanes <cshanes@umich.edu>
numerai · Dec 13, 2023 · 74d9e60 · 74d9e60
1 parent ef97386
commit 74d9e60
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Showing 2 changed files with 5 additions and 2 deletions.
diff --git a/numerai_tools/scoring.py b/numerai_tools/scoring.py
@@ -374,7 +374,9 @@ def numerai_corr(
     )
     predictions = tie_kept_rank__gaussianize__pow_1_5(predictions)
     targets = power(targets.to_frame(), 1.5)[targets.name]
-    scores = predictions.apply(lambda sub: pearson_correlation(targets, sub))
+    scores = predictions.apply(
+        lambda sub: pearson_correlation(targets, sub, top_bottom)
+    )
     return scores
 
 
@@ -423,6 +425,7 @@ def max_feature_correlation(
     feature_correlations = features.apply(
         lambda f: pearson_correlation(f, s, top_bottom)
     )
+    feature_correlations = np.abs(feature_correlations)
     max_feature = feature_correlations.idxmax()
     max_corr = feature_correlations[max_feature]
     return max_feature, max_corr
diff --git a/setup.py b/setup.py
@@ -2,7 +2,7 @@
 from setuptools import find_packages
 
 
-VERSION = "0.0.13"
+VERSION = "0.0.14"
 
 
 def load(path):