\n \ud000\ud2b8 \ub9e4\ub9e4\ub294 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ud55c \uc54c\uace0\ub9ac\uc998 \uc804\ub7b5\uc744 \ud65c\uc6a9\ud558\uc5ec \uac70\ub798\ub97c \uc790\ub3d9\ud654\ud558\ub294 \uae30\ubc95\uc73c\ub85c, \ucd5c\uadfc \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uae30\uc220\uc758 \ubc1c\uc804\uc73c\ub85c \uc778\ud574 \ub354\uc6b1 \ub354 \uc8fc\ubaa9\ubc1b\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ubcf8 \uac1c\ub150\uacfc \uad6c\uc131 \uc694\uc18c\ub97c \uc0b4\ud3b4\ubcf4\uace0, \ud2b9\ud788 \ub9ac\uc9c0 \ud68c\uadc0 \ubd84\uc11d\uc774 \uc5b4\ub5bb\uac8c \uc791\ub3d9\ud558\ub294\uc9c0\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n
\n \uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\ub97c \ud1b5\ud574 \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0 \uc608\uce21\ud560 \uc218 \uc788\ub294 \uae30\uc220\uc774\uba70, \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud55c \ubd84\uc57c\ub85c \uc778\uacf5\uc2e0\uacbd\ub9dd(ANN)\uc744 \uae30\ubc18\uc73c\ub85c \ud569\ub2c8\ub2e4. \uc774\ub4e4\uc740 \ub370\uc774\ud130\uc5d0\uc11c \ubcf5\uc7a1\ud55c \uad6c\uc870\ub97c \ud559\uc2b5\ud558\uc5ec \ub354 \uc815\uad50\ud55c \uc608\uce21 \ubaa8\ub378\uc744 \uc0dd\uc131\ud569\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\ub294 \uc774\ub7ec\ud55c \uae30\uc220\ub4e4\uc774 \uacfc\uac70\uc758 \uac00\uaca9 \ub370\uc774\ud130, \uac70\ub798\ub7c9, \uc2ec\uc9c0\ud45c \ub4f1\uc758 \ub2e4\uc591\ud55c \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \ubbf8\ub798\uc758 \uc8fc\uac00 \uc6c0\uc9c1\uc784\uc744 \uc608\uce21\ud558\ub294 \ub370 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.\n <\/p>\n
\n \uba38\uc2e0\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc740 \ud06c\uac8c \uc138 \uac00\uc9c0\ub85c \ubd84\ub958\ub429\ub2c8\ub2e4:<\/p>\n
\n \ub525\ub7ec\ub2dd\uc740 \uc5ec\ub7ec \uce35\uc758 \uc778\uacf5\uc2e0\uacbd\ub9dd\uc744 \ud1b5\ud574 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud569\ub2c8\ub2e4. \ud2b9\ud788 CNN(Convolutional Neural Network)\uacfc RNN(Recurrent Neural Network) \ub4f1\uc758 \uad6c\uc870\uac00 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud569\ub2c8\ub2e4. RNN\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130 \ubd84\uc11d\uc5d0 \ub6f0\uc5b4\ub09c \uc131\ub2a5\uc744 \ubcf4\uc5ec \uc8fc\uac00 \uc608\uce21\uc5d0 \ud65c\uc6a9\ub418\uba70, LSTM(Long Short-Term Memory) \ub124\ud2b8\uc6cc\ud06c\ub294 \uc7a5\uae30 \uc758\uc874\uc131 \ubb38\uc81c\ub97c \ud574\uacb0\ud558\uc5ec \ub354 \uc815\ud655\ud55c \uc608\uce21\uc744 \uac00\ub2a5\ud558\uac8c \ud569\ub2c8\ub2e4.\n <\/p>\n
\n \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uacfc\uc815\uc740 \uc77c\ubc18\uc801\uc73c\ub85c \ub2e4\uc74c\uacfc \uac19\uc740 \ub2e8\uacc4\ub85c \uc774\ub8e8\uc5b4\uc9d1\ub2c8\ub2e4:<\/p>\n
\n \ub9ac\uc9c0 \ud68c\uadc0 \ubd84\uc11d(Ridge Regression)\uc740 \uc120\ud615 \ud68c\uadc0\uc758 \ud655\uc7a5\uc73c\ub85c, \uacfc\uc801\ud569\uc744 \ubc29\uc9c0\ud558\uae30 \uc704\ud574 \uc815\uaddc\ud654 \uae30\ubc95\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4. \ud2b9\ud788, \ub2e4\uc911\uacf5\uc120\uc131\uc774 \uc874\uc7ac\ud560 \ub54c \uc720\uc6a9\ud55c \ubc29\ubc95\uc73c\ub85c \uc54c\ub824\uc838 \uc788\uc2b5\ub2c8\ub2e4. \ubcf8 \uc139\uc158\uc5d0\uc11c\ub294 \ub9ac\uc9c0 \ud68c\uadc0\uc758 \uae30\ucd08 \uac1c\ub150\ubd80\ud130 \uc2dc\uc791\ud558\uc5ec, \uc218\uc2dd, \uad6c\ud604 \ubc0f \ud2b8\ub808\uc774\ub529\uc5d0\uc758 \ud65c\uc6a9 \ubc29\uc548\uae4c\uc9c0 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n
\n \uc77c\ubc18\uc801\uc778 \uc120\ud615 \ud68c\uadc0\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \ubc29\uc2dd\uc73c\ub85c \uc791\uc131\ub429\ub2c8\ub2e4:<\/p>\n
\n Y = \u03b20 + \u03b21X1 + \u03b22X2 + ... + \u03b2nXn + \u03b5\n <\/pre>\n\uc5ec\uae30\uc11c Y\ub294 \uc885\uc18d \ubcc0\uc218, X\ub294 \ub3c5\ub9bd \ubcc0\uc218, \u03b2\ub294 \ud68c\uadc0 \uacc4\uc218, \u03b5\ub294 \uc624\ucc28 \ud56d\uc785\ub2c8\ub2e4. \ub9ac\uc9c0 \ud68c\uadc0\ub294 \uc774 \ud68c\uadc0 \uacc4\uc218\uc5d0 L2 \uc815\uaddc\ud654 \ud56d\uc744 \ucd94\uac00\ud558\uc5ec \ucd5c\uc801\ud654 \ubb38\uc81c\ub97c \uad6c\uc131\ud569\ub2c8\ub2e4. \uc989, \ub2e4\uc74c\uacfc \uac19\uc774 \ud45c\ud604\ub429\ub2c8\ub2e4:<\/p>\n
\n L(\u03b2) = ||Y - X\u03b2||\u00b2 + \u03bb||\u03b2||\u00b2\n <\/pre>\n\uc5ec\uae30\uc11c \u03bb\ub294 \uc815\uaddc\ud654 \ud30c\ub77c\ubbf8\ud130\ub85c, \uacfc\uc801\ud569 \ubc29\uc9c0\ub97c \uc704\ud55c \uc870\uc815 \ubcc0\uc218\uac00 \ub429\ub2c8\ub2e4.\n <\/p>\n
4.2 \ub9ac\uc9c0 \ud68c\uadc0\uc758 \uc7a5\uc810<\/h3>\n
\n \ub9ac\uc9c0 \ud68c\uadc0\uc758 \uc8fc\uc694 \uc7a5\uc810\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
\n \ub9ac\uc9c0 \ud68c\uadc0 \ubd84\uc11d\uc740 Python\uc758 scikit-learn \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \ud1b5\ud574 \uc27d\uac8c \uad6c\ud604\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub2e4\uc74c\uc740 \uac04\ub2e8\ud55c \ucf54\ub4dc \uc608\uc81c\uc785\ub2c8\ub2e4:<\/p>\n
\n from sklearn.linear_model import Ridge\n from sklearn.model_selection import train_test_split\n from sklearn.datasets import load_boston\n \n # \ub370\uc774\ud130 \ub85c\ub4dc\n boston = load_boston()\n X = boston.data\n Y = boston.target\n \n # \ub370\uc774\ud130 \ubd84\ud560\n X_train, X_test, Y_train, Y_test = train_test_split(X, Y, test_size=0.2, random_state=42)\n \n # \ub9ac\uc9c0 \ud68c\uadc0 \ubaa8\ub378 \uc0dd\uc131\n model = Ridge(alpha=1.0)\n model.fit(X_train, Y_train)\n \n # \uc608\uce21\n predictions = model.predict(X_test)\n <\/pre>\n<\/p>\n4.4 \ud2b8\ub808\uc774\ub529\uc5d0\uc758 \ud65c\uc6a9 \ubc29\uc548<\/h3>\n
\n \ub9ac\uc9c0 \ud68c\uadc0\ub294 \uc8fc\uac00 \uc608\uce21 \ubaa8\ub378\ub85c \ud65c\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \ub2e4\uc591\ud55c \uae30\uc220\uc801 \uc9c0\ud45c\uc640 \uacfc\uac70 \uac00\uaca9 \ub370\uc774\ud130\ub97c \ub3c5\ub9bd \ubcc0\uc218\ub85c \uc124\uc815\ud558\uace0, \uadf8\uc5d0 \ub530\ub978 \uc8fc\uac00 \uc0c1\uc2b9\ub960\uc774\ub098 \uc885\uac00\ub97c \uc885\uc18d \ubcc0\uc218\ub85c \uc124\uc815\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774\ud6c4 \ub9ac\uc9c0 \ud68c\uadc0\ub97c \ud1b5\ud574 \uc608\uce21\ubaa8\ub378\uc744 \ud559\uc2b5\ud558\uc5ec \uc2e4\uc81c \uac70\ub798\uc5d0 \uc801\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n
5. \uc2e4\uc81c \uc0ac\ub840 \ubd84\uc11d<\/h2>\n
\n \uc2e4\uc81c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \ub9ac\uc9c0 \ud68c\uadc0\ub97c \ud65c\uc6a9\ud55c \uc0ac\ub840\uc5d0 \ub300\ud574 \ubd84\uc11d\ud574\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \uc5ec\ub7ec \uae30\uc5c5\uc758 \uc8fc\uac00 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\uc5ec \ub9ac\uc9c0 \ud68c\uadc0 \ubaa8\ub378\uc744 \uad6c\uc131\ud558\uace0, \uc774\ub97c \ud1b5\ud574 \ubbf8\ub798 \uc8fc\uac00\ub97c \uc608\uce21\ud558\ub294 \ubc29\uc2dd\uc73c\ub85c \uc9c4\ud589\ub429\ub2c8\ub2e4.\n <\/p>\n
5.1 \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n
\n Yahoo Finance API, Alpha Vantage \ub4f1\uc758 API\ub97c \ud1b5\ud574 \ub2e4\uc591\ud55c \uae30\uc5c5\uc758 \uc8fc\uac00 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \ud2b9\uc815 \uae30\uc5c5\uc758 5\ub144\uac04 \uc77c\uc77c \uc885\uac00, \uac70\ub798\ub7c9, \uc2dc\uac00, \uace0\uac00, \uc800\uac00 \ub4f1\uc758 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud569\ub2c8\ub2e4.\n <\/p>\n
5.2 \ud2b9\uc9d5 \ubcc0\uc218\uc640 \uc885\uc18d \ubcc0\uc218 \uc815\uc758<\/h3>\n
\n \ub2e4\uc74c\uc73c\ub85c, \uc608\uce21 \ubaa8\ub378\uc5d0\uc11c \uc0ac\uc6a9\ud560 \ud2b9\uc815 \ubcc0\uc218(\uc608: \uc774\uc804 \uc8fc\uac00, \uc774\ub3d9 \ud3c9\uade0, RSI \ub4f1)\ub97c \uc120\uc815\ud569\ub2c8\ub2e4. \uadf8\ub9ac\uace0 \uc8fc\uac00\ub294 \uc885\uc18d \ubcc0\uc218\ub85c \uc124\uc815\ud569\ub2c8\ub2e4.\n <\/p>\n
5.3 \ubaa8\ub378 \uad6c\ucd95 \ubc0f \ud3c9\uac00<\/h3>\n
\n \uc55e\uc11c \uc124\uba85\ud55c \ub9ac\uc9c0 \ud68c\uadc0 \ubaa8\ub378\uc744 \uc801\uc6a9\ud558\uc5ec \ud6c8\ub828 \ub370\uc774\ud130\ub85c \ud559\uc2b5\ud55c \ud6c4, \ud14c\uc2a4\ud2b8 \ub370\uc774\ud130\ub97c \ud1b5\ud574 \ubaa8\ub378\uc758 \uc608\uce21 \uc131\ub2a5\uc744 \ud3c9\uac00\ud569\ub2c8\ub2e4. RMSE(Root Mean Squared Error)\uc640 R\u00b2 \uc9c0\uc218\ub97c \ud1b5\ud574 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uce21\uc815\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n
5.4 \uac70\ub798 \uc804\ub7b5 \uac1c\ubc1c<\/h3>\n
\n \ubaa8\ub378\uc758 \uc608\uce21 \uacb0\uacfc\ub97c \ubc14\ud0d5\uc73c\ub85c \uac70\ub798 \uc804\ub7b5\uc744 \uc218\ub9bd\ud569\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \ubaa8\ub378\uc774 \ud2b9\uc815 \uc8fc\uc2dd\uc758 \uac00\uaca9 \uc0c1\uc2b9\uc744 \uc608\uce21\ud560 \uacbd\uc6b0 \ub9e4\uc218 \uc2e0\ud638\ub85c \ud574\uc11d\ud560 \uc218 \uc788\uc73c\uba70, \ubc18\ub300\ub85c \ud558\ub77d\uc744 \uc608\uce21\ud558\ub294 \uacbd\uc6b0 \ub9e4\ub3c4 \uc2e0\ud638\ub85c \ud574\uc11d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n
6. \uacb0\ub860<\/h2>\n
\n \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ubcf8 \uac1c\ub150\uacfc \ub9ac\uc9c0 \ud68c\uadc0 \ubd84\uc11d\uc758 \uc791\ub3d9 \ubc29\uc2dd\uc744 \uc0c1\uc138\ud788 \uc0b4\ud3b4\ubcf4\uc558\uc2b5\ub2c8\ub2e4. \ub9ac\uc9c0 \ud68c\uadc0\ub294 \uacfc\uc801\ud569 \ubc29\uc9c0, \uc548\uc815\uc131 \ub4f1\uc758 \uc7a5\uc810\uc744 \uac00\uc9c0\uace0 \uc788\uc73c\uba70, \ud6a8\uacfc\uc801\uc778 \uc8fc\uc2dd \uc608\uce21 \ubaa8\ub378\ub85c \ud65c\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ud5a5\ud6c4 \ub354 \ub2e4\uc591\ud55c \uba38\uc2e0\ub7ec\ub2dd \uae30\ubc95\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uac1c\ubc1c\ud558\uc5ec \uc548\uc815\uc801\uc774\uace0 \uc218\uc775\uc131 \uc788\ub294 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud560 \uc218 \uc788\uae30\ub97c \ubc14\ub78d\ub2c8\ub2e4.\n <\/p>\n
7. \ucc38\uace0 \uc790\ub8cc<\/h2>\n
\n
- \uc704\ud0a4\ubc31\uacfc: \ub9ac\uc9c0 \ud68c\uadc0<\/a><\/li>\n
- scikit-learn Documentation: Ridge Regression<\/a><\/li>\n
- \ud30c\uc774\uc36c \uba38\uc2e0\ub7ec\ub2dd \uc644\ubcbd \uac00\uc774\ub4dc, \uad8c\ucca0\ubbfc \uc800<\/li>\n
- Deep Learning, Ian Goodfellow \uc800<\/li>\n<\/ul>\n
<\/body><\/p>\n","protected":false},"excerpt":{"rendered":"