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README.md
check_consistency.py

README.md

Numerai 2017

Code for checking consistency of predictions. Usage:

python check_consistency.py <predictions file> <test file>

Example output:

$ ./check_consistency.py predictions/p.csv data/test.csv
loading predictions/p.csv...
loading data/test.csv...

era86 6091 69.06% True
era87 6079 68.61% True
era88 6067 69.28% True
era89 6064 69.12% True
era90 6050 68.90% True
era91 6027 69.22% True
era92 6048 69.85% False
era93 6038 69.34% False
era94 6326 68.94% True
era95 6349 68.88% True
era96 6336 69.23% True
era97 6390 69.31% True

consistency: 83.3% (10/12)
log loss:    69.14%