Add gmadl loss function

2024-09-05 15:48:57 +02:00
parent 6923b6cb05
commit dbd99bba3b
3 changed files with 113 additions and 0 deletions
@@ -0,0 +1,38 @@
+program: ./scripts/train.py
+project: wne-masters-thesis-testing
+command:
+  - ${env}
+  - ${interpreter}
+  - ${program}
+  - "./configs/experiments/temporal-fusion-btcusdt-gmadl.yaml"
+  - "--patience"
+  - "10"
+method: random
+metric:
+  goal: minimize
+  name: val_loss
+parameters:
+  past_window:
+    distribution: int_uniform
+    min: 20
+    max: 100
+  batch_size:
+    values: [64, 128, 256]
+  model:
+    parameters:
+      name:
+        value: "TemporalFusionTransformer"
+      share_single_variable_networks:
+        value: false
+      hidden_size:
+        values: [128, 256, 512, 1024]
+      dropout:
+        values: [0.0, 0.1, 0.2, 0.3]
+      attention_head_size:
+        values: [1, 2, 4, 6]
+      hidden_continuous_size: 
+        values: [4, 8, 16, 32]
+      learning_rate:
+        value: 0.001
+      optimizer:
+        value: "Adam"