add training script

This commit is contained in:
Filip Stefaniuk
2024-09-04 15:32:22 +02:00
parent c3a03fe338
commit e6c2d4b914
5 changed files with 333 additions and 1 deletions
@@ -0,0 +1,36 @@
program: ./scripts/train.py
project: wne-masters-thesis-testing
command:
- ${env}
- ${interpreter}
- ${program}
- "./configs/experiments/temporal-fusion-btcusdt-quantile.yaml"
method: random
metric:
goal: maximize
name: val_loss
parameters:
past_window:
distribution: int_uniform
min: 5
max: 100
batch_size:
values: [64, 128, 256]
model:
parameters:
name:
value: "TemporalFusionTransoformer"
share_single_variable_networks:
value: false
hidden_size:
values: [128, 256, 512, 1024]
dropout:
values: [0.0, 0.1, 0.2, 0.3, 0.4]
attention_head_size:
values: [1, 2, 4, 6]
hidden_continuous_size:
values: [4, 8, 16, 32]
learning_rate:
values: [0.01, 0.001, 0.0005, 0.0001]
optimizer:
values: ["Adam", "RMSProp", "Adagrad"]