Update configs with best params

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:

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:

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:

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"

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"

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"

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]