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Using Machine Learning Model in Algorithm

I'm new here and I'm still learning how to use the all the tools that Q has to provide. I have some ideas about applying machine learning to trading algorithm. I thought Q is a good place test them out because of all the data that are available. But one thing I've just noticed is that libraries like pickle, joblib, even sklearn.externals are not accessible on the platform. So how can I save a trained model and use it in my algorithm? I saw in others' algorithms posted here, they train their model in the algorithm. Wouldn't the algorithm have to train the model every time when it runs? I feel it's a very inefficient way to implement a model. Especially when you want to use a lot of data and it could take a long time to train the model.