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task18-lgbm-distilled – AI Model by rsmillie94 | AlphaNeural AI

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task18-lgbm-distilled

FLock.io Task 18 - Dark Pool Order Routing

Description

LightGBM distilled to NN. Reward: -0.245

Model Details

Input: 34 features (X)
Output: 8 venue allocation weights (softmax)
Format: ONNX

Usage

python

import onnxruntime as ort
sess = ort.InferenceSession('model.onnx')
weights = sess.run(None, {'X': X})[0]