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feat(Sweep): try to filter out some not great models (#144)

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* feat(Sweep): try to filter out some not great models

* fix(Sweep): yaml

* fix(Sweep): yaml

* fix(Config): remove some models that do not perform well
This commit is contained in:
Mark Aron Szulyovszky
2022-01-11 10:33:18 +01:00
committed by GitHub
parent 2c03959315
commit 54ea59c0cf
3 changed files with 12 additions and 8 deletions
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sweep_ensemble.yaml
+10 -5
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@@ -21,9 +21,11 @@ parameters:
sliding_window_size_primary:
value: 380
sliding_window_size_meta_labeling:
value: 380
values: [250, 300, 380]
distribution: categorical
n_features_to_select:
value: 50
values: [40, 50, 60]
distribution: categorical
dimensionality_reduction:
value: True
retrain_every:
@@ -43,10 +45,13 @@ parameters:
index_column:
value: 'int'
primary_models:
value: ["LDA", "KNN", "SVC", "CART", "NB", "AB", "RF", "XGB_two_class", "LGBM", "StaticMom"]
meta_labeling_models:
values: [["LDA"], ["XGB_two_class"], ["LR_two_class"], ["LGBM"], ["LGBM", "LR_two_class"], ["XGB_two_class", "LDA"], ["XGB_two_class", "LR_two_class"]]
distribution: categorical
values:
- ["LDA", "LR_two_class", "KNN", "SVC", "CART", "NB", "AB", "RF", "XGB_two_class", "LGBM", "StaticMom"]
- ["LR_two_class", "LDA", "NB", "RF", "XGB_two_class", "LGBM", "StaticMom"]
- ["LR_two_class", "LDA", "LGBM", "RF", "XGB_two_class"]
meta_labeling_models:
value: ["LGBM", "LR_two_class"]
own_features:
value: ['date_days', 'level_2', 'lags_up_to_5']
other_features: