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feat(Models): added debug_future_lookahead, sped up LogisticRegression & DecisionTreeClassifier (#74)

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* feat(Models): added `debug_future_lookahead`, sped up LogisticRegression & DecisionTreeClassifier

* feat(Training): added ability to train on expanding_window

* feat(Models): tuned some hyperparameters, added expanding_window to sweep config, fixed tests

* feat(Models): tune parameters of ensemble models

* fix(Config): use window size that works with ensembling
This commit is contained in:
Mark Aron Szulyovszky
2021-12-22 16:59:03 +01:00
committed by GitHub
parent 25b64f5a3d
commit 6ae8acf70e
11 changed files with 32 additions and 10 deletions
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tests/test_evaluation.py
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@@ -68,6 +68,7 @@ def test_evaluation():
X=X,
y=y,
target_returns=y,
expanding_window=False,
window_size=window_length,
retrain_every=10,
scaler=scaler