add config for informer with quantile returns
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@ -0,0 +1,25 @@
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program: ./scripts/train.py
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name: informer-btcusdt-5m-quantile-eval
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project: wne-masters-thesis-testing
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command:
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- ${env}
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- ${interpreter}
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- ${program}
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- "./configs/experiments/informer-btcusdt-5m-quantile-returns.yaml"
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- "--patience"
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- "20"
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- "--store-predictions"
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method: grid
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metric:
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goal: minimize
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name: val_loss
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parameters:
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data:
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parameters:
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dataset:
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value: "btc-usdt-5m:latest"
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validation:
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value: 0.2
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sliding_window:
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min: 0
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max: 5
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@ -5,7 +5,7 @@ past_window:
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batch_size:
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batch_size:
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value: 64
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value: 64
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max_epochs:
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max_epochs:
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value: 30
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value: 50
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data:
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data:
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value:
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value:
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dataset: "btc-usdt-5m:latest"
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dataset: "btc-usdt-5m:latest"
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@ -55,7 +55,7 @@ fields:
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loss:
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loss:
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value:
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value:
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name: "Quantile"
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name: "Quantile"
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quantiles: [0.02, 0.05, 0.1, 0.25, 0.4, 0.5, 0.6, 0.75, 0.9, 0.95, 0.98]
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quantiles: [0.1, 0.3, 0.35, 0.4, 0.5, 0.6, 0.65, 0.7, 0.9]
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model:
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model:
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value:
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value:
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name: "Informer"
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name: "Informer"
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