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Articles on how to integrate algorithmic/automated trading systems for MetaTrader 5

November 15, 2023| Forex Market

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Regression models of the Scikit-learn Library and their export to ONNX



Regression models of the Scikit-learn Library and their export to ONNX


In this article, we will explore the application of regression models from the Scikit-learn package, attempt to convert them into ONNX format, and use the resultant models within MQL5 programs. Additionally, we will compare the accuracy of the original models with their ONNX versions for both float and double precision. Furthermore, we will examine the ONNX representation of regression models, aiming to provide a better understanding of their internal structure and operational principles.



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