diff --git a/configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml b/configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml new file mode 100644 index 0000000..29e9556 --- /dev/null +++ b/configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml @@ -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 diff --git a/configs/experiments/informer-btcusdt-5m-quantile-returns.yaml b/configs/experiments/informer-btcusdt-5m-quantile-returns.yaml index f2e15dd..0a42e1d 100644 --- a/configs/experiments/informer-btcusdt-5m-quantile-returns.yaml +++ b/configs/experiments/informer-btcusdt-5m-quantile-returns.yaml @@ -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"