refactor(Reporting): only report the last model's results, moved wandb-related functions to reporting (#69)

* refactor(Reporting): only report the last model's results, moved wandb-related functions to `reporting`

* fix(Reporting): use .mean() on axis 1 to retain the metrics, fixed get_model_name()

* fix(Config): sweep file syntax

* fix(Config): changed hyperparameter search method to "bayes"

* chore(Sweep): adjusted sweep config based on the results we saw (removed Momentum as well)

* fix(Sweep): only use classification method for now, we're not yet prepared for regression
This commit is contained in:
Mark Aron Szulyovszky
2021-12-22 12:04:38 +01:00
committed by GitHub
parent cfc9529274
commit 25b64f5a3d
8 changed files with 78 additions and 71 deletions
+7 -19
View File
@@ -1,5 +1,5 @@
program: run_sweep.py
method: grid
method: bayes
project: price-forecasting
name: Finding best hyperparameters for price prediction
# early_terminate:
@@ -12,10 +12,10 @@ parameters:
path :
value: 'data/'
sliding_window_size:
values: [50, 90, 130, 160, 180, 280, 380, 500]
values: [90, 130, 160, 180, 280, 380]
distribution: categorical
retrain_every:
values: [7, 14, 30, 60, 100]
values: [14, 30, 60, 100]
distribution: categorical
scaler:
values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
@@ -24,8 +24,7 @@ parameters:
values: [True, False]
distribution: categorical
method:
values: ['classification', 'regression']
distribution: categorical
value: 'classification'
forecasting_horizon:
values: [1,2,3,4,5,6,7,8,9,10]
distribution: categorical
@@ -42,20 +41,9 @@ parameters:
index_column:
value: 'int'
level_1_models:
value: ["LR", "LDA", "KNN", "CART", "NB", "AB", "RF"]
distribution: constant
values: [["LR"], ["LDA"], ["KNN"], ["CART"], ["NB"], ["AB"], ["RF"]]
distribution: categorical
level_2_models:
value: ['Ensemble_Average']
value: []
distribution: constant