Python 3 Implementation of ICP and ICPRE
Project description
ICPOptimize
The Iterative Constrained Pathways Optimizer
ICP is a constrained linear model optimizer built with a focus on memory efficiency, flexibility, and solution interpretability.
Description
This repository contains implementations of both the Iterative Constrained Pathways (ICP) optimization method and the ICP Rule Ensemble (ICPRE). Further discussion about and motivation for the methods can be found on my blog:
nicholastsmith.wordpress.com/2021/05/18/the-iterative-constrained-pathways-optimizer/
Installation
Install via PyPi:
pip install ICPOptimize
PyPi Project:
https://pypi.org/project/ICPOptimize/
Examples
from ICP.Models import ICPRuleEnsemble
...
IRE = ICPRuleEnsemble().fit(A[trn], Y[trn])
YP = IRE.predict_proba(A)
Further examples are available on the ICPExamples GitHub page:
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