diff --git a/configs/evaluations/informer-btcusdt-15m-quantile.yaml b/configs/evaluations/informer-btcusdt-15m-quantile.yaml index 3bfc0e7..1b3971d 100644 --- a/configs/evaluations/informer-btcusdt-15m-quantile.yaml +++ b/configs/evaluations/informer-btcusdt-15m-quantile.yaml @@ -6,7 +6,7 @@ command: - ${program} - "./configs/experiments/informer-btcusdt-15m-quantile.yaml" - "--patience" - - "10" + - "20" - "--store-predictions" method: grid metric: diff --git a/configs/evaluations/informer-btcusdt-30m-quantile.yaml b/configs/evaluations/informer-btcusdt-30m-quantile.yaml index 354da08..6e903ad 100644 --- a/configs/evaluations/informer-btcusdt-30m-quantile.yaml +++ b/configs/evaluations/informer-btcusdt-30m-quantile.yaml @@ -6,7 +6,7 @@ command: - ${program} - "./configs/experiments/informer-btcusdt-30m-quantile.yaml" - "--patience" - - "10" + - "20" - "--store-predictions" method: grid metric: diff --git a/configs/evaluations/informer-btcusdt-5m-quantile.yaml b/configs/evaluations/informer-btcusdt-5m-quantile.yaml index 8d2ae45..a0d2dd0 100644 --- a/configs/evaluations/informer-btcusdt-5m-quantile.yaml +++ b/configs/evaluations/informer-btcusdt-5m-quantile.yaml @@ -6,7 +6,7 @@ command: - ${program} - "./configs/experiments/informer-btcusdt-5m-quantile.yaml" - "--patience" - - "10" + - "20" - "--store-predictions" method: grid metric: diff --git a/configs/experiments/informer-btcusdt-15m-quantile.yaml b/configs/experiments/informer-btcusdt-15m-quantile.yaml index c3ed4b5..7a07263 100644 --- a/configs/experiments/informer-btcusdt-15m-quantile.yaml +++ b/configs/experiments/informer-btcusdt-15m-quantile.yaml @@ -1,7 +1,7 @@ future_window: value: 5 past_window: - value: 48 + value: 22 batch_size: value: 64 max_epochs: @@ -62,8 +62,8 @@ model: d_model: 256 d_fully_connected: 512 n_attention_heads: 2 - dropout: 0.1 - n_encoder_layers: 2 + dropout: 0.05 + n_encoder_layers: 1 n_decoder_layers: 1 - learning_rate: 0.001 + learning_rate: 0.0001 optimizer: "Adam" diff --git a/configs/experiments/informer-btcusdt-30m-quantile.yaml b/configs/experiments/informer-btcusdt-30m-quantile.yaml index 9a0d8f8..9044ada 100644 --- a/configs/experiments/informer-btcusdt-30m-quantile.yaml +++ b/configs/experiments/informer-btcusdt-30m-quantile.yaml @@ -1,7 +1,7 @@ future_window: value: 5 past_window: - value: 48 + value: 22 batch_size: value: 64 max_epochs: @@ -62,8 +62,8 @@ model: d_model: 256 d_fully_connected: 512 n_attention_heads: 2 - dropout: 0.1 - n_encoder_layers: 2 + dropout: 0.05 + n_encoder_layers: 1 n_decoder_layers: 1 - learning_rate: 0.001 + learning_rate: 0.0001 optimizer: "Adam" diff --git a/configs/experiments/informer-btcusdt-5m-quantile.yaml b/configs/experiments/informer-btcusdt-5m-quantile.yaml index 2ec51f6..69f9bed 100644 --- a/configs/experiments/informer-btcusdt-5m-quantile.yaml +++ b/configs/experiments/informer-btcusdt-5m-quantile.yaml @@ -1,7 +1,7 @@ future_window: value: 5 past_window: - value: 48 + value: 22 batch_size: value: 64 max_epochs: @@ -62,8 +62,8 @@ model: d_model: 256 d_fully_connected: 512 n_attention_heads: 2 - dropout: 0.1 - n_encoder_layers: 2 + dropout: 0.05 + n_encoder_layers: 1 n_decoder_layers: 1 - learning_rate: 0.001 + learning_rate: 0.0001 optimizer: "Adam" diff --git a/configs/sweeps/informer-btcusdt-5m-quantile.yaml b/configs/sweeps/informer-btcusdt-5m-quantile.yaml index 2a7ad5d..19f04bb 100644 --- a/configs/sweeps/informer-btcusdt-5m-quantile.yaml +++ b/configs/sweeps/informer-btcusdt-5m-quantile.yaml @@ -22,7 +22,7 @@ parameters: parameters: name: value: "Informer" - dmodel: + d_model: values: [256, 512, 1024] d_fully_connected: values: [256, 512, 1024]