#!/usr/bin/env python
""" Example classifier on Numerai data using a xgboost regression. """

import pandas as pd
from xgboost import XGBRegressor

# training data contains features and targets
training_data = pd.read_parquet("train.parquet").set_index("id")
features = training_data.filter(like="feature_")
target = training_data["target"]

# train a model to make predictions on tournament data
model = XGBRegressor(
  max_depth=5,
  learning_rate=0.01,
  n_estimators=2000,
  colsample_bytree=0.1
)
model.fit(features, target)

# submit predictions to numer.ai
predictions = model.predict(features)
predictions.to_csv("predictions.csv")