Add new gmadl config

This commit is contained in:
Filip Stefaniuk 2024-09-22 18:07:05 +02:00
parent 6962100a73
commit 6f5bc1e2ad
2 changed files with 95 additions and 0 deletions

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program: ./scripts/train.py
name: informer-btcusdt-15m-gmadl-eval
project: wne-masters-thesis-testing
command:
- ${env}
- ${interpreter}
- ${program}
- "./configs/experiments/informer-btcusdt-15m-gmadl2.yaml"
- "--patience"
- "20"
- "--store-predictions"
method: grid
metric:
goal: minimize
name: val_loss
parameters:
data:
parameters:
dataset:
value: "btc-usdt-15m:latest"
validation:
value: 0.2
sliding_window:
min: 0
max: 5

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future_window:
value: 2
past_window:
value: 30
batch_size:
value: 128
max_epochs:
value: 40
data:
value:
dataset: "btc-usdt-15m:latest"
sliding_window: 0
validation: 0.2
fields:
value:
time_index: "time_index"
target: "returns"
group_ids: ["group_id"]
dynamic_unknown_real:
- "high_price"
- "low_price"
- "open_price"
- "close_price"
- "volume"
- "open_to_close_price"
- "high_to_close_price"
- "low_to_close_price"
- "high_to_low_price"
- "returns"
- "log_returns"
- "vol_1h"
- "macd"
- "macd_signal"
- "rsi"
- "low_bband_to_close_price"
- "up_bband_to_close_price"
- "mid_bband_to_close_price"
- "sma_1h_to_close_price"
- "sma_1d_to_close_price"
- "sma_7d_to_close_price"
- "ema_1h_to_close_price"
- "ema_1d_to_close_price"
dynamic_unknown_cat: []
dynamic_known_real:
- "effective_rates"
- "vix_close_price"
- "fear_greed_index"
- "vol_1d"
- "vol_7d"
dynamic_known_cat:
- "hour"
- "weekday"
static_real: []
static_cat: []
loss:
value:
name: "GMADL"
a: 1000
b: 2
model:
value:
name: "Informer"
d_model: 256
d_fully_connected: 256
n_attention_heads: 2
dropout: 0.1
n_encoder_layers: 2
n_decoder_layers: 1
learning_rate: 0.0001
optimizer: "Adam"