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refactor(Core): small refactor in the pipeline to streamline classification/regression model handling (#60)
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+9
-20
@@ -7,33 +7,22 @@ early_terminate:
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min_iter: 2000
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metric:
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goal: maximize
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name: accuracy_test
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name: sharpe
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parameters:
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path : 'data/'
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sliding_window_size:
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values:
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- 90
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- 150
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- 365
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- 730
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values: [50, 90, 130, 160, 180, 280, 380, 500]
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distribution: categorical
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retrain_every:
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values:
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- 7
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- 14
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- 30
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- 60
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distribution: categorical
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scaler: 'minmax' # 'normalize' 'minmax' 'standardize' 'none'
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include_original_data_in_ensemble: True
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values: [7, 14, 30, 60, 100]
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scaler:
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values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
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include_original_data_in_ensemble:
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values: [True, False]
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method:
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values:
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- 'classification'
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- 'regression'
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distribution: categorical
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values: ['classification', 'regression']
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forecasting_horizon:
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value: 1
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distribution: constant
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values: [1,2,3,4,5,6,7,8,9,10]
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