I've been running tests outside the quantopian sphere using pyfann which utilizes the libfann library.
I would very much like to be able to incorporate these networks into my quantopian algorithm. I think, in order to make this happen we would need two things.
- support for importing pyfann into our algo.
- a method to be able to read in a network, trained elsewhere, and use it in the currently running algo.
Is this an interest for the community in general? How difficult/likely is it to implement?