add config for informer with quantile returns

This commit is contained in:
Filip Stefaniuk 2024-10-03 19:39:49 +02:00
parent 19792f3256
commit 4bc2dbf401
2 changed files with 27 additions and 2 deletions

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@ -0,0 +1,25 @@
program: ./scripts/train.py
name: informer-btcusdt-5m-quantile-eval
project: wne-masters-thesis-testing
command:
- ${env}
- ${interpreter}
- ${program}
- "./configs/experiments/informer-btcusdt-5m-quantile-returns.yaml"
- "--patience"
- "20"
- "--store-predictions"
method: grid
metric:
goal: minimize
name: val_loss
parameters:
data:
parameters:
dataset:
value: "btc-usdt-5m:latest"
validation:
value: 0.2
sliding_window:
min: 0
max: 5

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@ -5,7 +5,7 @@ past_window:
batch_size:
value: 64
max_epochs:
value: 30
value: 50
data:
value:
dataset: "btc-usdt-5m:latest"
@ -55,7 +55,7 @@ fields:
loss:
value:
name: "Quantile"
quantiles: [0.02, 0.05, 0.1, 0.25, 0.4, 0.5, 0.6, 0.75, 0.9, 0.95, 0.98]
quantiles: [0.1, 0.3, 0.35, 0.4, 0.5, 0.6, 0.65, 0.7, 0.9]
model:
value:
name: "Informer"