Define main parameters for k-nn algorithm
I would like to apply k-nn to a Trading activity analysis. How do I define the parameters on which the k-nn has to base itself? I would like to cluster my data based on some of the parameters such as: P&L, Size of the trade, holding period
and put other parameters which are not important: Date / Buy Price / Sell Price, etc
How should I label the parameters I want k-nn to use and the ones it should not take into account?
Many thanks for your help.
and put other parameters which are not important: Date / Buy Price / Sell Price, etc
How should I label the parameters I want k-nn to use and the ones it should not take into account?
Many thanks for your help.
Find more posts tagged with
Sort by:
1 - 2 of
21
Hi @varunm1
Many thanks for your insightful answer.
I was indeed referring to the unsupervised k-means process. Will review the link you mentioned.
I also would like to use knn for the supervised part of my analysis, could you send me the link?
Many thanks for your precious time and help.
Olus
Many thanks for your insightful answer.
I was indeed referring to the unsupervised k-means process. Will review the link you mentioned.
I also would like to use knn for the supervised part of my analysis, could you send me the link?
Many thanks for your precious time and help.
Olus
Sort by:
1 - 1 of
11
Hello @Olus
If I understanding correctly, you are trying to do clustering on your data. If so, the algorithm you are talking about is K-means clustering and not KNN. This is confusing for many, but KNN is a supervised model and k-means is an unsupervised model (clustering algorithm). One of the important parameters that we vary in K-means is the value of K (number of clusters). This is dependent on multiple factors.
Please see below thread where my good friend @lionelderkrikor explain about this,
https://community.rapidminer.com/discussion/comment/61654#Comment_61654
If you are talking about KNN for classification do let us know, we will provide more information.
If I understanding correctly, you are trying to do clustering on your data. If so, the algorithm you are talking about is K-means clustering and not KNN. This is confusing for many, but KNN is a supervised model and k-means is an unsupervised model (clustering algorithm). One of the important parameters that we vary in K-means is the value of K (number of clusters). This is dependent on multiple factors.
Please see below thread where my good friend @lionelderkrikor explain about this,
https://community.rapidminer.com/discussion/comment/61654#Comment_61654
If you are talking about KNN for classification do let us know, we will provide more information.
If I understanding correctly, you are trying to do clustering on your data. If so, the algorithm you are talking about is K-means clustering and not KNN. This is confusing for many, but KNN is a supervised model and k-means is an unsupervised model (clustering algorithm). One of the important parameters that we vary in K-means is the value of K (number of clusters). This is dependent on multiple factors.
Please see below thread where my good friend @lionelderkrikor explain about this,
https://community.rapidminer.com/discussion/comment/61654#Comment_61654
If you are talking about KNN for classification do let us know, we will provide more information.